|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20250320_151233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.004672 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6534.006 |
20250117 |
0 |
322 |
| CFFEX.IM2503 |
-0.004672 |
-0.002412 |
-0.00226 |
0.00003 |
0.000015 |
0.003593 |
- |
6534.2 |
6550.0 |
- |
6534.006 |
20250321 |
2 |
322 |
| CFFEX.IM2504 |
-0.004672 |
-0.004167 |
-0.000505 |
-0.012489 |
-0.000595 |
-0.143926 |
- |
6452.4 |
6479.4 |
- |
6534.006 |
20250418 |
21 |
322 |
| CFFEX.IM2505 |
-0.004672 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6534.006 |
20250516 |
38 |
322 |
| CFFEX.IM2506 |
-0.004672 |
-0.005048 |
0.000376 |
-0.034712 |
-0.00056 |
-0.135487 |
- |
6307.2 |
6339.2 |
- |
6534.006 |
20250620 |
62 |
322 |
| CFFEX.IM2509 |
-0.004672 |
-0.00438 |
-0.000293 |
-0.060607 |
-0.000477 |
-0.115487 |
- |
6138.0 |
6165.0 |
- |
6534.006 |
20250919 |
127 |
322 |
| CFFEX.IC2501 |
-0.006783 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6060.053 |
20250117 |
0 |
322 |
| CFFEX.IC2503 |
-0.006783 |
-0.007083 |
0.0003 |
-0.000636 |
-0.000318 |
-0.076932 |
- |
6056.2 |
6099.4 |
- |
6060.053 |
20250321 |
2 |
322 |
| CFFEX.IC2504 |
-0.006783 |
-0.007372 |
0.000589 |
-0.008986 |
-0.000428 |
-0.103548 |
- |
6005.6 |
6050.2 |
- |
6060.053 |
20250418 |
21 |
322 |
| CFFEX.IC2505 |
-0.006783 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6060.053 |
20250516 |
38 |
322 |
| CFFEX.IC2506 |
-0.006783 |
-0.007733 |
0.000951 |
-0.026015 |
-0.00042 |
-0.101543 |
- |
5902.4 |
5948.4 |
- |
6060.053 |
20250620 |
62 |
322 |
| CFFEX.IC2509 |
-0.006783 |
-0.007667 |
0.000885 |
-0.0475 |
-0.000374 |
-0.090512 |
- |
5772.2 |
5816.8 |
- |
6060.053 |
20250919 |
127 |
322 |
| CFFEX.IF2501 |
-0.008613 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3975.630 |
20250117 |
0 |
322 |
| CFFEX.IF2503 |
-0.008613 |
-0.008921 |
0.000308 |
0.000445 |
0.000223 |
0.053871 |
- |
3977.4 |
4013.2 |
- |
3975.630 |
20250321 |
2 |
322 |
| CFFEX.IF2504 |
-0.008613 |
-0.009226 |
0.000613 |
-0.000511 |
-0.000024 |
-0.005884 |
- |
3973.6 |
4010.6 |
- |
3975.630 |
20250418 |
21 |
322 |
| CFFEX.IF2505 |
-0.008613 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3975.630 |
20250516 |
38 |
322 |
| CFFEX.IF2506 |
-0.008613 |
-0.009123 |
0.00051 |
-0.005541 |
-0.000089 |
-0.021629 |
- |
3953.6 |
3990.0 |
- |
3975.630 |
20250620 |
62 |
322 |
| CFFEX.IF2509 |
-0.008613 |
-0.00878 |
0.000168 |
-0.017514 |
-0.000138 |
-0.033374 |
- |
3906.0 |
3940.6 |
- |
3975.630 |
20250919 |
127 |
322 |
| CFFEX.IH2501 |
-0.010386 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2718.433 |
20250117 |
0 |
322 |
| CFFEX.IH2503 |
-0.010386 |
-0.010473 |
0.000087 |
0.001018 |
0.000509 |
0.123162 |
- |
2721.2 |
2750.0 |
- |
2718.433 |
20250321 |
2 |
322 |
| CFFEX.IH2504 |
-0.010386 |
-0.011043 |
0.000657 |
0.001459 |
0.000069 |
0.016817 |
- |
2722.4 |
2752.8 |
- |
2718.433 |
20250418 |
21 |
322 |
| CFFEX.IH2505 |
-0.010386 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2718.433 |
20250516 |
38 |
322 |
| CFFEX.IH2506 |
-0.010386 |
-0.011129 |
0.000743 |
0.000209 |
0.000003 |
0.000814 |
- |
2719.0 |
2749.6 |
- |
2718.433 |
20250620 |
62 |
322 |
| CFFEX.IH2509 |
-0.010386 |
-0.011416 |
0.00103 |
-0.012519 |
-0.000099 |
-0.023856 |
- |
2684.4 |
2715.4 |
- |
2718.433 |
20250919 |
127 |
322 |