|
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_20250321_151221 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.019987 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6404.446 |
20250117 |
0 |
323 |
| CFFEX.IM2503 |
-0.019987 |
-0.018365 |
-0.001622 |
0.001523 |
0.001523 |
0.368567 |
- |
6414.2 |
6534.2 |
- |
6404.446 |
20250321 |
1 |
323 |
| CFFEX.IM2504 |
-0.019987 |
-0.020798 |
0.000811 |
-0.013467 |
-0.000673 |
-0.162946 |
- |
6318.2 |
6452.4 |
- |
6404.446 |
20250418 |
20 |
323 |
| CFFEX.IM2505 |
-0.019987 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6404.446 |
20250516 |
37 |
323 |
| CFFEX.IM2506 |
-0.019987 |
-0.020548 |
0.000561 |
-0.03542 |
-0.000581 |
-0.140519 |
- |
6177.6 |
6307.2 |
- |
6404.446 |
20250620 |
61 |
323 |
| CFFEX.IM2509 |
-0.019987 |
-0.020723 |
0.000736 |
-0.061464 |
-0.000488 |
-0.118051 |
- |
6010.8 |
6138.0 |
- |
6404.446 |
20250919 |
126 |
323 |
| CFFEX.IC2501 |
-0.014859 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5969.447 |
20250117 |
0 |
323 |
| CFFEX.IC2503 |
-0.014859 |
-0.013638 |
-0.001221 |
0.000763 |
0.000763 |
0.184578 |
- |
5974.0 |
6056.6 |
- |
5969.447 |
20250321 |
1 |
323 |
| CFFEX.IC2504 |
-0.014859 |
-0.015619 |
0.00076 |
-0.009657 |
-0.000483 |
-0.11685 |
- |
5911.8 |
6005.6 |
- |
5969.447 |
20250418 |
20 |
323 |
| CFFEX.IC2505 |
-0.014859 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5969.447 |
20250516 |
37 |
323 |
| CFFEX.IC2506 |
-0.014859 |
-0.015553 |
0.000694 |
-0.02661 |
-0.000436 |
-0.105568 |
- |
5810.6 |
5902.4 |
- |
5969.447 |
20250620 |
61 |
323 |
| CFFEX.IC2509 |
-0.014859 |
-0.015731 |
0.000871 |
-0.048254 |
-0.000383 |
-0.092677 |
- |
5681.4 |
5772.2 |
- |
5969.447 |
20250919 |
126 |
323 |
| CFFEX.IF2501 |
-0.015262 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3914.327 |
20250117 |
0 |
323 |
| CFFEX.IF2503 |
-0.015262 |
-0.015135 |
-0.000127 |
0.000785 |
0.000785 |
0.189986 |
- |
3917.4 |
3977.6 |
- |
3914.327 |
20250321 |
1 |
323 |
| CFFEX.IF2504 |
-0.015262 |
-0.017012 |
0.001751 |
-0.002127 |
-0.000106 |
-0.02574 |
- |
3906.0 |
3973.6 |
- |
3914.327 |
20250418 |
20 |
323 |
| CFFEX.IF2505 |
-0.015262 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3914.327 |
20250516 |
37 |
323 |
| CFFEX.IF2506 |
-0.015262 |
-0.017908 |
0.002646 |
-0.008054 |
-0.000132 |
-0.031953 |
- |
3882.8 |
3953.6 |
- |
3914.327 |
20250620 |
61 |
323 |
| CFFEX.IF2509 |
-0.015262 |
-0.017972 |
0.002711 |
-0.020061 |
-0.000159 |
-0.038531 |
- |
3835.8 |
3906.0 |
- |
3914.327 |
20250919 |
126 |
323 |
| CFFEX.IH2501 |
-0.015627 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2675.708 |
20250117 |
0 |
323 |
| CFFEX.IH2503 |
-0.015627 |
-0.015949 |
0.000321 |
0.000782 |
0.000782 |
0.189207 |
- |
2677.8 |
2721.2 |
- |
2675.708 |
20250321 |
1 |
323 |
| CFFEX.IH2504 |
-0.015627 |
-0.017558 |
0.001931 |
-0.000414 |
-0.000021 |
-0.005011 |
- |
2674.6 |
2722.4 |
- |
2675.708 |
20250418 |
20 |
323 |
| CFFEX.IH2505 |
-0.015627 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2675.708 |
20250516 |
37 |
323 |
| CFFEX.IH2506 |
-0.015627 |
-0.017359 |
0.001732 |
-0.001461 |
-0.000024 |
-0.005794 |
- |
2671.8 |
2719.0 |
- |
2675.708 |
20250620 |
61 |
323 |
| CFFEX.IH2509 |
-0.015627 |
-0.017434 |
0.001807 |
-0.014242 |
-0.000113 |
-0.027354 |
- |
2637.6 |
2684.4 |
- |
2675.708 |
20250919 |
126 |
323 |