|
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_20250324_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.006822 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6361.910 |
20250117 |
0 |
324 |
| CFFEX.IM2503 |
-0.006822 |
0.0 |
-0.006822 |
0.008219 |
inf |
inf |
- |
6414.2 |
6414.2 |
- |
6361.910 |
20250321 |
0 |
324 |
| CFFEX.IM2504 |
-0.006822 |
-0.006046 |
-0.000776 |
-0.012875 |
-0.000678 |
-0.163988 |
- |
6280.0 |
6318.2 |
- |
6361.910 |
20250418 |
19 |
324 |
| CFFEX.IM2505 |
-0.006822 |
- |
- |
-0.021646 |
-0.000601 |
-0.145509 |
- |
6224.2 |
- |
- |
6361.910 |
20250516 |
36 |
324 |
| CFFEX.IM2506 |
-0.006822 |
-0.005569 |
-0.001254 |
-0.034409 |
-0.000573 |
-0.138785 |
- |
6143.0 |
6177.4 |
- |
6361.910 |
20250620 |
60 |
324 |
| CFFEX.IM2509 |
-0.006822 |
-0.005457 |
-0.001365 |
-0.060345 |
-0.000483 |
-0.116828 |
- |
5978.0 |
6010.8 |
- |
6361.910 |
20250919 |
125 |
324 |
| CFFEX.IC2501 |
-0.000297 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5970.154 |
20250117 |
0 |
324 |
| CFFEX.IC2503 |
-0.000297 |
0.0 |
-0.000297 |
0.000644 |
inf |
inf |
- |
5974.0 |
5974.0 |
- |
5970.154 |
20250321 |
0 |
324 |
| CFFEX.IC2504 |
-0.000297 |
-0.001657 |
0.00136 |
-0.011114 |
-0.000585 |
-0.141561 |
- |
5903.8 |
5913.6 |
- |
5970.154 |
20250418 |
19 |
324 |
| CFFEX.IC2505 |
-0.000297 |
- |
- |
-0.018049 |
-0.000501 |
-0.121328 |
- |
5862.4 |
- |
- |
5970.154 |
20250516 |
36 |
324 |
| CFFEX.IC2506 |
-0.000297 |
-0.00148 |
0.001183 |
-0.028166 |
-0.000469 |
-0.113602 |
- |
5802.0 |
5810.6 |
- |
5970.154 |
20250620 |
60 |
324 |
| CFFEX.IC2509 |
-0.000297 |
-0.001021 |
0.000723 |
-0.049338 |
-0.000395 |
-0.095518 |
- |
5675.6 |
5681.4 |
- |
5970.154 |
20250919 |
125 |
324 |
| CFFEX.IF2501 |
0.005494 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3936.203 |
20250117 |
0 |
324 |
| CFFEX.IF2503 |
0.005494 |
0.0 |
0.005494 |
-0.004777 |
-inf |
-inf |
- |
3917.4 |
3917.4 |
- |
3936.203 |
20250321 |
0 |
324 |
| CFFEX.IF2504 |
0.005494 |
0.004608 |
0.000886 |
-0.0031 |
-0.000163 |
-0.039487 |
- |
3924.0 |
3906.0 |
- |
3936.203 |
20250418 |
19 |
324 |
| CFFEX.IF2505 |
0.005494 |
- |
- |
-0.004015 |
-0.000112 |
-0.026988 |
- |
3920.4 |
- |
- |
3936.203 |
20250516 |
36 |
324 |
| CFFEX.IF2506 |
0.005494 |
0.004481 |
0.001013 |
-0.009147 |
-0.000152 |
-0.036891 |
- |
3900.2 |
3882.8 |
- |
3936.203 |
20250620 |
60 |
324 |
| CFFEX.IF2509 |
0.005494 |
0.004484 |
0.00101 |
-0.021189 |
-0.00017 |
-0.041021 |
- |
3852.8 |
3835.6 |
- |
3936.203 |
20250919 |
125 |
324 |
| CFFEX.IH2501 |
0.007384 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2695.112 |
20250117 |
0 |
324 |
| CFFEX.IH2503 |
0.007384 |
0.0 |
0.007384 |
-0.006423 |
-inf |
-inf |
- |
2677.8 |
2677.8 |
- |
2695.112 |
20250321 |
0 |
324 |
| CFFEX.IH2504 |
0.007384 |
0.006805 |
0.000579 |
-0.000858 |
-0.000045 |
-0.010926 |
- |
2692.8 |
2674.6 |
- |
2695.112 |
20250418 |
19 |
324 |
| CFFEX.IH2505 |
0.007384 |
- |
- |
-0.000042 |
-0.000001 |
-0.000279 |
- |
2695.0 |
- |
- |
2695.112 |
20250516 |
36 |
324 |
| CFFEX.IH2506 |
0.007384 |
0.006438 |
0.000946 |
-0.002268 |
-0.000038 |
-0.009147 |
- |
2689.0 |
2671.8 |
- |
2695.112 |
20250620 |
60 |
324 |
| CFFEX.IH2509 |
0.007384 |
0.006066 |
0.001318 |
-0.015403 |
-0.000123 |
-0.02982 |
- |
2653.6 |
2637.6 |
- |
2695.112 |
20250919 |
125 |
324 |