|
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_20250326_151432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
0.004139 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6336.886 |
20250117 |
0 |
326 |
| CFFEX.IM2503 |
0.004139 |
0.0 |
0.004139 |
0.012201 |
inf |
inf |
- |
6414.2 |
6414.2 |
- |
6336.886 |
20250321 |
0 |
326 |
| CFFEX.IM2504 |
0.004139 |
0.00176 |
0.002379 |
-0.011849 |
-0.000697 |
-0.168675 |
- |
6261.8 |
6250.8 |
- |
6336.886 |
20250418 |
17 |
326 |
| CFFEX.IM2505 |
0.004139 |
0.002067 |
0.002072 |
-0.020749 |
-0.00061 |
-0.147686 |
- |
6205.4 |
6192.6 |
- |
6336.886 |
20250516 |
34 |
326 |
| CFFEX.IM2506 |
0.004139 |
0.002257 |
0.001883 |
-0.032743 |
-0.000565 |
-0.136616 |
- |
6129.4 |
6115.6 |
- |
6336.886 |
20250620 |
58 |
326 |
| CFFEX.IM2509 |
0.004139 |
0.002453 |
0.001687 |
-0.058276 |
-0.000474 |
-0.114656 |
- |
5967.6 |
5953.0 |
- |
6336.886 |
20250919 |
123 |
326 |
| CFFEX.IC2501 |
0.000627 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5950.680 |
20250117 |
0 |
326 |
| CFFEX.IC2503 |
0.000627 |
0.0 |
0.000627 |
0.003919 |
inf |
inf |
- |
5974.0 |
5974.0 |
- |
5950.680 |
20250321 |
0 |
326 |
| CFFEX.IC2504 |
0.000627 |
0.000102 |
0.000525 |
-0.009222 |
-0.000542 |
-0.131285 |
- |
5895.8 |
5895.2 |
- |
5950.680 |
20250418 |
17 |
326 |
| CFFEX.IC2505 |
0.000627 |
0.000137 |
0.00049 |
-0.01544 |
-0.000454 |
-0.109898 |
- |
5858.8 |
5858.0 |
- |
5950.680 |
20250516 |
34 |
326 |
| CFFEX.IC2506 |
0.000627 |
0.000207 |
0.00042 |
-0.026128 |
-0.00045 |
-0.109017 |
- |
5795.2 |
5794.0 |
- |
5950.680 |
20250620 |
58 |
326 |
| CFFEX.IC2509 |
0.000627 |
0.000141 |
0.000486 |
-0.047067 |
-0.000383 |
-0.092603 |
- |
5670.6 |
5669.8 |
- |
5950.680 |
20250919 |
123 |
326 |
| CFFEX.IF2501 |
-0.003208 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3919.681 |
20250117 |
0 |
326 |
| CFFEX.IF2503 |
-0.003208 |
0.0 |
-0.003208 |
-0.000582 |
-inf |
-inf |
- |
3917.4 |
3917.4 |
- |
3919.681 |
20250321 |
0 |
326 |
| CFFEX.IF2504 |
-0.003208 |
-0.003309 |
0.000101 |
-0.000888 |
-0.000052 |
-0.012642 |
- |
3916.2 |
3929.2 |
- |
3919.681 |
20250418 |
17 |
326 |
| CFFEX.IF2505 |
-0.003208 |
-0.003464 |
0.000256 |
-0.001807 |
-0.000053 |
-0.012858 |
- |
3912.6 |
3926.2 |
- |
3919.681 |
20250516 |
34 |
326 |
| CFFEX.IF2506 |
-0.003208 |
-0.003227 |
0.000019 |
-0.007113 |
-0.000123 |
-0.029679 |
- |
3891.8 |
3904.4 |
- |
3919.681 |
20250620 |
58 |
326 |
| CFFEX.IF2509 |
-0.003208 |
-0.003268 |
0.00006 |
-0.019461 |
-0.000158 |
-0.038289 |
- |
3843.4 |
3856.0 |
- |
3919.681 |
20250919 |
123 |
326 |
| CFFEX.IH2501 |
-0.005291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2677.655 |
20250117 |
0 |
326 |
| CFFEX.IH2503 |
-0.005291 |
- |
- |
- |
- |
- |
- |
- |
2677.8 |
- |
2677.655 |
20250321 |
0 |
326 |
| CFFEX.IH2504 |
-0.005291 |
-0.005716 |
0.000425 |
0.000502 |
0.00003 |
0.00715 |
- |
2679.0 |
2694.4 |
- |
2677.655 |
20250418 |
17 |
326 |
| CFFEX.IH2505 |
-0.005291 |
-0.005561 |
0.00027 |
0.001697 |
0.00005 |
0.012081 |
- |
2682.2 |
2697.2 |
- |
2677.655 |
20250516 |
34 |
326 |
| CFFEX.IH2506 |
-0.005291 |
-0.005204 |
-0.000086 |
-0.000618 |
-0.000011 |
-0.002579 |
- |
2676.0 |
2690.0 |
- |
2677.655 |
20250620 |
58 |
326 |
| CFFEX.IH2509 |
-0.005291 |
-0.004971 |
-0.00032 |
-0.013166 |
-0.000107 |
-0.025905 |
- |
2642.4 |
2655.6 |
- |
2677.655 |
20250919 |
123 |
326 |