|
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_20250327_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.000911 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6329.137 |
20250117 |
0 |
327 |
| CFFEX.IM2503 |
-0.000911 |
0.0 |
-0.000911 |
0.01344 |
inf |
inf |
- |
6414.2 |
6414.2 |
- |
6329.137 |
20250321 |
0 |
327 |
| CFFEX.IM2504 |
-0.000911 |
0.00313 |
-0.004041 |
-0.007542 |
-0.000471 |
-0.114079 |
- |
6281.4 |
6261.8 |
- |
6329.137 |
20250418 |
16 |
327 |
| CFFEX.IM2505 |
-0.000911 |
0.002868 |
-0.003779 |
-0.016738 |
-0.000507 |
-0.122745 |
- |
6223.2 |
6205.4 |
- |
6329.137 |
20250516 |
33 |
327 |
| CFFEX.IM2506 |
-0.000911 |
0.002284 |
-0.003195 |
-0.029346 |
-0.000515 |
-0.124593 |
- |
6143.4 |
6129.4 |
- |
6329.137 |
20250620 |
57 |
327 |
| CFFEX.IM2509 |
-0.000911 |
0.001609 |
-0.00252 |
-0.055606 |
-0.000456 |
-0.1103 |
- |
5977.2 |
5967.6 |
- |
6329.137 |
20250919 |
122 |
327 |
| CFFEX.IC2501 |
0.001694 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5958.576 |
20250117 |
0 |
327 |
| CFFEX.IC2503 |
0.001694 |
- |
- |
- |
- |
- |
- |
- |
5974.0 |
- |
5958.576 |
20250321 |
0 |
327 |
| CFFEX.IC2504 |
0.001694 |
0.004478 |
-0.002784 |
-0.006105 |
-0.000382 |
-0.092335 |
- |
5922.2 |
5895.8 |
- |
5958.576 |
20250418 |
16 |
327 |
| CFFEX.IC2505 |
0.001694 |
0.003892 |
-0.002197 |
-0.012919 |
-0.000391 |
-0.094736 |
- |
5881.6 |
5858.8 |
- |
5958.576 |
20250516 |
33 |
327 |
| CFFEX.IC2506 |
0.001694 |
0.004142 |
-0.002447 |
-0.023424 |
-0.000411 |
-0.099451 |
- |
5819.0 |
5795.0 |
- |
5958.576 |
20250620 |
57 |
327 |
| CFFEX.IC2509 |
0.001694 |
0.003351 |
-0.001657 |
-0.045141 |
-0.00037 |
-0.089542 |
- |
5689.6 |
5670.6 |
- |
5958.576 |
20250919 |
122 |
327 |
| CFFEX.IF2501 |
0.003384 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3932.620 |
20250117 |
0 |
327 |
| CFFEX.IF2503 |
0.003384 |
0.0 |
0.003384 |
-0.00387 |
-inf |
-inf |
- |
3917.4 |
3917.4 |
- |
3932.620 |
20250321 |
0 |
327 |
| CFFEX.IF2504 |
0.003384 |
0.003371 |
0.000013 |
-0.000819 |
-0.000051 |
-0.012384 |
- |
3929.4 |
3916.2 |
- |
3932.620 |
20250418 |
16 |
327 |
| CFFEX.IF2505 |
0.003384 |
0.003476 |
-0.000092 |
-0.001632 |
-0.000049 |
-0.011972 |
- |
3926.2 |
3912.6 |
- |
3932.620 |
20250516 |
33 |
327 |
| CFFEX.IF2506 |
0.003384 |
0.003289 |
0.000095 |
-0.007125 |
-0.000125 |
-0.03025 |
- |
3904.6 |
3891.8 |
- |
3932.620 |
20250620 |
57 |
327 |
| CFFEX.IF2509 |
0.003384 |
0.003018 |
0.000366 |
-0.019737 |
-0.000162 |
-0.039151 |
- |
3855.0 |
3843.4 |
- |
3932.620 |
20250919 |
122 |
327 |
| CFFEX.IH2501 |
0.005065 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2690.874 |
20250117 |
0 |
327 |
| CFFEX.IH2503 |
0.005065 |
0.0 |
0.005065 |
-0.004859 |
-inf |
-inf |
- |
2677.8 |
2677.8 |
- |
2690.874 |
20250321 |
0 |
327 |
| CFFEX.IH2504 |
0.005065 |
0.00545 |
-0.000384 |
0.001013 |
0.000063 |
0.015322 |
- |
2693.6 |
2679.0 |
- |
2690.874 |
20250418 |
16 |
327 |
| CFFEX.IH2505 |
0.005065 |
0.004399 |
0.000666 |
0.001162 |
0.000035 |
0.008519 |
- |
2694.0 |
2682.2 |
- |
2690.874 |
20250516 |
33 |
327 |
| CFFEX.IH2506 |
0.005065 |
0.005456 |
-0.00039 |
-0.000102 |
-0.000002 |
-0.000432 |
- |
2690.6 |
2676.0 |
- |
2690.874 |
20250620 |
57 |
327 |
| CFFEX.IH2509 |
0.005065 |
0.005374 |
-0.000308 |
-0.012737 |
-0.000104 |
-0.025265 |
- |
2656.6 |
2642.4 |
- |
2690.874 |
20250919 |
122 |
327 |