|
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_20250328_151403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.009218 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6270.426 |
20250117 |
0 |
328 |
| CFFEX.IM2503 |
-0.009218 |
0.0 |
-0.009218 |
0.022929 |
inf |
inf |
- |
6414.2 |
6414.2 |
- |
6270.426 |
20250321 |
0 |
328 |
| CFFEX.IM2504 |
-0.009218 |
-0.010953 |
0.001735 |
-0.009222 |
-0.000615 |
-0.148782 |
- |
6212.6 |
6281.4 |
- |
6270.426 |
20250418 |
15 |
328 |
| CFFEX.IM2505 |
-0.009218 |
-0.009866 |
0.000648 |
-0.017324 |
-0.000541 |
-0.131009 |
- |
6161.8 |
6223.2 |
- |
6270.426 |
20250516 |
32 |
328 |
| CFFEX.IM2506 |
-0.009218 |
-0.01058 |
0.001362 |
-0.030624 |
-0.000547 |
-0.13234 |
- |
6078.4 |
6143.4 |
- |
6270.426 |
20250620 |
56 |
328 |
| CFFEX.IM2509 |
-0.009218 |
-0.010406 |
0.001188 |
-0.056683 |
-0.000468 |
-0.113366 |
- |
5915.0 |
5977.2 |
- |
6270.426 |
20250919 |
121 |
328 |
| CFFEX.IC2501 |
-0.006427 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5919.313 |
20250117 |
0 |
328 |
| CFFEX.IC2503 |
-0.006427 |
0.0 |
-0.006427 |
0.009239 |
inf |
inf |
- |
5974.0 |
5974.0 |
- |
5919.313 |
20250321 |
0 |
328 |
| CFFEX.IC2504 |
-0.006427 |
-0.008882 |
0.002455 |
-0.008398 |
-0.00056 |
-0.135495 |
- |
5869.6 |
5922.2 |
- |
5919.313 |
20250418 |
15 |
328 |
| CFFEX.IC2505 |
-0.006427 |
-0.008637 |
0.00221 |
-0.014953 |
-0.000467 |
-0.113084 |
- |
5830.8 |
5881.6 |
- |
5919.313 |
20250516 |
32 |
328 |
| CFFEX.IC2506 |
-0.006427 |
-0.008971 |
0.002544 |
-0.025765 |
-0.00046 |
-0.111343 |
- |
5766.8 |
5819.0 |
- |
5919.313 |
20250620 |
56 |
328 |
| CFFEX.IC2509 |
-0.006427 |
-0.009034 |
0.002607 |
-0.047491 |
-0.000392 |
-0.094982 |
- |
5638.2 |
5689.6 |
- |
5919.313 |
20250919 |
121 |
328 |
| CFFEX.IF2501 |
-0.004134 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3916.155 |
20250117 |
0 |
328 |
| CFFEX.IF2503 |
-0.004134 |
0.0 |
-0.004134 |
0.000318 |
inf |
inf |
- |
3917.4 |
3917.4 |
- |
3916.155 |
20250321 |
0 |
328 |
| CFFEX.IF2504 |
-0.004134 |
-0.005243 |
0.001109 |
-0.001878 |
-0.000125 |
-0.0303 |
- |
3908.8 |
3929.4 |
- |
3916.155 |
20250418 |
15 |
328 |
| CFFEX.IF2505 |
-0.004134 |
-0.005298 |
0.001164 |
-0.002746 |
-0.000086 |
-0.020769 |
- |
3905.4 |
3926.2 |
- |
3916.155 |
20250516 |
32 |
328 |
| CFFEX.IF2506 |
-0.004134 |
-0.005276 |
0.001142 |
-0.008211 |
-0.000147 |
-0.035483 |
- |
3884.0 |
3904.6 |
- |
3916.155 |
20250620 |
56 |
328 |
| CFFEX.IF2509 |
-0.004134 |
-0.004669 |
0.000535 |
-0.020212 |
-0.000167 |
-0.040425 |
- |
3837.0 |
3855.0 |
- |
3916.155 |
20250919 |
121 |
328 |
| CFFEX.IH2501 |
-0.003896 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2680.359 |
20250117 |
0 |
328 |
| CFFEX.IH2503 |
-0.003896 |
- |
- |
- |
- |
- |
- |
- |
2677.8 |
- |
2680.359 |
20250321 |
0 |
328 |
| CFFEX.IH2504 |
-0.003896 |
-0.004826 |
0.00093 |
0.00009 |
0.000006 |
0.001451 |
- |
2680.6 |
2693.6 |
- |
2680.359 |
20250418 |
15 |
328 |
| CFFEX.IH2505 |
-0.003896 |
-0.004009 |
0.000113 |
0.00106 |
0.000033 |
0.008016 |
- |
2683.2 |
2694.0 |
- |
2680.359 |
20250516 |
32 |
328 |
| CFFEX.IH2506 |
-0.003896 |
-0.004832 |
0.000936 |
-0.001029 |
-0.000018 |
-0.004448 |
- |
2677.6 |
2690.6 |
- |
2680.359 |
20250620 |
56 |
328 |
| CFFEX.IH2509 |
-0.003896 |
-0.004366 |
0.00047 |
-0.013192 |
-0.000109 |
-0.026384 |
- |
2645.0 |
2656.6 |
- |
2680.359 |
20250919 |
121 |
328 |