|
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_20250325_151311 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.007596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6312.029 |
20250117 |
0 |
325 |
| CFFEX.IM2503 |
-0.007596 |
0.0 |
-0.007596 |
0.016187 |
inf |
inf |
- |
6414.2 |
6414.2 |
- |
6312.029 |
20250321 |
0 |
325 |
| CFFEX.IM2504 |
-0.007596 |
-0.00465 |
-0.002946 |
-0.0097 |
-0.000539 |
-0.130416 |
- |
6250.8 |
6280.0 |
- |
6312.029 |
20250418 |
18 |
325 |
| CFFEX.IM2505 |
-0.007596 |
-0.005077 |
-0.002519 |
-0.018921 |
-0.000541 |
-0.130824 |
- |
6192.6 |
6224.2 |
- |
6312.029 |
20250516 |
35 |
325 |
| CFFEX.IM2506 |
-0.007596 |
-0.004428 |
-0.003168 |
-0.03112 |
-0.000527 |
-0.127644 |
- |
6115.6 |
6142.8 |
- |
6312.029 |
20250620 |
59 |
325 |
| CFFEX.IM2509 |
-0.007596 |
-0.004182 |
-0.003414 |
-0.05688 |
-0.000459 |
-0.111008 |
- |
5953.0 |
5978.0 |
- |
6312.029 |
20250919 |
124 |
325 |
| CFFEX.IC2501 |
-0.003817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5946.293 |
20250117 |
0 |
325 |
| CFFEX.IC2503 |
-0.003817 |
0.0 |
-0.003817 |
0.00466 |
inf |
inf |
- |
5974.0 |
5974.0 |
- |
5946.293 |
20250321 |
0 |
325 |
| CFFEX.IC2504 |
-0.003817 |
-0.001457 |
-0.002361 |
-0.008592 |
-0.000477 |
-0.11552 |
- |
5895.2 |
5903.8 |
- |
5946.293 |
20250418 |
18 |
325 |
| CFFEX.IC2505 |
-0.003817 |
-0.000751 |
-0.003067 |
-0.014848 |
-0.000424 |
-0.102666 |
- |
5858.0 |
5862.4 |
- |
5946.293 |
20250516 |
35 |
325 |
| CFFEX.IC2506 |
-0.003817 |
-0.001379 |
-0.002438 |
-0.025611 |
-0.000434 |
-0.10505 |
- |
5794.0 |
5802.0 |
- |
5946.293 |
20250620 |
59 |
325 |
| CFFEX.IC2509 |
-0.003817 |
-0.001022 |
-0.002795 |
-0.046498 |
-0.000375 |
-0.090747 |
- |
5669.8 |
5675.6 |
- |
5946.293 |
20250919 |
124 |
325 |
| CFFEX.IF2501 |
-0.000478 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3932.966 |
20250117 |
0 |
325 |
| CFFEX.IF2503 |
-0.000478 |
0.0 |
-0.000478 |
-0.003958 |
-inf |
-inf |
- |
3917.4 |
3917.4 |
- |
3932.966 |
20250321 |
0 |
325 |
| CFFEX.IF2504 |
-0.000478 |
0.001325 |
-0.001804 |
-0.000958 |
-0.000053 |
-0.012874 |
- |
3929.2 |
3924.0 |
- |
3932.966 |
20250418 |
18 |
325 |
| CFFEX.IF2505 |
-0.000478 |
0.001479 |
-0.001958 |
-0.00172 |
-0.000049 |
-0.011895 |
- |
3926.2 |
3920.4 |
- |
3932.966 |
20250516 |
35 |
325 |
| CFFEX.IF2506 |
-0.000478 |
0.001385 |
-0.001863 |
-0.006958 |
-0.000118 |
-0.02854 |
- |
3905.6 |
3900.2 |
- |
3932.966 |
20250620 |
59 |
325 |
| CFFEX.IF2509 |
-0.000478 |
0.000467 |
-0.000945 |
-0.019569 |
-0.000158 |
-0.038192 |
- |
3856.0 |
3854.2 |
- |
3932.966 |
20250919 |
124 |
325 |
| CFFEX.IH2501 |
-0.000288 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2692.556 |
20250117 |
0 |
325 |
| CFFEX.IH2503 |
-0.000288 |
0.0 |
-0.000288 |
-0.00548 |
-inf |
-inf |
- |
2677.8 |
2677.8 |
- |
2692.556 |
20250321 |
0 |
325 |
| CFFEX.IH2504 |
-0.000288 |
0.000594 |
-0.000882 |
0.000685 |
0.000038 |
0.009207 |
- |
2694.4 |
2692.8 |
- |
2692.556 |
20250418 |
18 |
325 |
| CFFEX.IH2505 |
-0.000288 |
0.000816 |
-0.001104 |
0.001725 |
0.000049 |
0.011925 |
- |
2697.2 |
2695.0 |
- |
2692.556 |
20250516 |
35 |
325 |
| CFFEX.IH2506 |
-0.000288 |
0.000372 |
-0.00066 |
-0.000949 |
-0.000016 |
-0.003894 |
- |
2690.0 |
2689.0 |
- |
2692.556 |
20250620 |
59 |
325 |
| CFFEX.IH2509 |
-0.000288 |
0.000754 |
-0.001042 |
-0.013725 |
-0.000111 |
-0.026786 |
- |
2655.6 |
2653.6 |
- |
2692.556 |
20250919 |
124 |
325 |