|
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_20250331_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2501 |
-0.006830 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6225.511 |
20250117 |
0 |
329 |
| CFFEX.IM2503 |
-0.006830 |
0.0 |
-0.00683 |
0.030309 |
inf |
inf |
- |
6414.2 |
6414.2 |
- |
6225.511 |
20250321 |
0 |
329 |
| CFFEX.IM2504 |
-0.006830 |
-0.004604 |
-0.002226 |
-0.006668 |
-0.000476 |
-0.115259 |
- |
6184.0 |
6212.6 |
- |
6225.511 |
20250418 |
14 |
329 |
| CFFEX.IM2505 |
-0.006830 |
-0.00581 |
-0.00102 |
-0.015952 |
-0.000515 |
-0.124531 |
- |
6126.2 |
6162.0 |
- |
6225.511 |
20250516 |
31 |
329 |
| CFFEX.IM2506 |
-0.006830 |
-0.004837 |
-0.001993 |
-0.028353 |
-0.000516 |
-0.124753 |
- |
6049.0 |
6078.4 |
- |
6225.511 |
20250620 |
55 |
329 |
| CFFEX.IM2509 |
-0.006830 |
-0.006221 |
-0.000608 |
-0.055788 |
-0.000465 |
-0.112507 |
- |
5878.2 |
5915.0 |
- |
6225.511 |
20250919 |
120 |
329 |
| CFFEX.IC2501 |
-0.009695 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5858.676 |
20250117 |
0 |
329 |
| CFFEX.IC2503 |
-0.009695 |
0.0 |
-0.009695 |
0.019684 |
inf |
inf |
- |
5974.0 |
5974.0 |
- |
5858.676 |
20250321 |
0 |
329 |
| CFFEX.IC2504 |
-0.009695 |
-0.008518 |
-0.001176 |
-0.00667 |
-0.000476 |
-0.115292 |
- |
5819.6 |
5869.6 |
- |
5858.676 |
20250418 |
14 |
329 |
| CFFEX.IC2505 |
-0.009695 |
-0.008918 |
-0.000777 |
-0.013634 |
-0.00044 |
-0.106432 |
- |
5778.8 |
5830.8 |
- |
5858.676 |
20250516 |
31 |
329 |
| CFFEX.IC2506 |
-0.009695 |
-0.009711 |
0.000016 |
-0.025241 |
-0.000459 |
-0.111058 |
- |
5710.8 |
5766.8 |
- |
5858.676 |
20250620 |
55 |
329 |
| CFFEX.IC2509 |
-0.009695 |
-0.01089 |
0.001195 |
-0.048113 |
-0.000401 |
-0.097027 |
- |
5576.8 |
5638.2 |
- |
5858.676 |
20250919 |
120 |
329 |
| CFFEX.IF2501 |
-0.006649 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3889.134 |
20250117 |
0 |
329 |
| CFFEX.IF2503 |
-0.006649 |
0.0 |
-0.006649 |
0.007268 |
inf |
inf |
- |
3917.4 |
3917.4 |
- |
3889.134 |
20250321 |
0 |
329 |
| CFFEX.IF2504 |
-0.006649 |
-0.006396 |
-0.000253 |
-0.001372 |
-0.000098 |
-0.023708 |
- |
3883.8 |
3908.8 |
- |
3889.134 |
20250418 |
14 |
329 |
| CFFEX.IF2505 |
-0.006649 |
-0.006453 |
-0.000196 |
-0.002297 |
-0.000074 |
-0.017933 |
- |
3880.2 |
3905.4 |
- |
3889.134 |
20250516 |
31 |
329 |
| CFFEX.IF2506 |
-0.006649 |
-0.00654 |
-0.000109 |
-0.007851 |
-0.000143 |
-0.034545 |
- |
3858.6 |
3884.0 |
- |
3889.134 |
20250620 |
55 |
329 |
| CFFEX.IF2509 |
-0.006649 |
-0.006776 |
0.000127 |
-0.02009 |
-0.000167 |
-0.040516 |
- |
3811.0 |
3837.0 |
- |
3889.134 |
20250919 |
120 |
329 |
| CFFEX.IH2501 |
-0.004774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2666.947 |
20250117 |
0 |
329 |
| CFFEX.IH2503 |
-0.004774 |
0.0 |
-0.004774 |
0.004069 |
inf |
inf |
- |
2677.8 |
2677.8 |
- |
2666.947 |
20250321 |
0 |
329 |
| CFFEX.IH2504 |
-0.004774 |
-0.004178 |
-0.000596 |
0.00092 |
0.000066 |
0.015899 |
- |
2669.4 |
2680.6 |
- |
2666.947 |
20250418 |
14 |
329 |
| CFFEX.IH2505 |
-0.004774 |
-0.004025 |
-0.000749 |
0.002045 |
0.000066 |
0.015962 |
- |
2672.4 |
2683.2 |
- |
2666.947 |
20250516 |
31 |
329 |
| CFFEX.IH2506 |
-0.004774 |
-0.004332 |
-0.000442 |
-0.000355 |
-0.000006 |
-0.001562 |
- |
2666.0 |
2677.6 |
- |
2666.947 |
20250620 |
55 |
329 |
| CFFEX.IH2509 |
-0.004774 |
-0.00431 |
-0.000464 |
-0.012504 |
-0.000104 |
-0.025216 |
- |
2633.6 |
2645.0 |
- |
2666.947 |
20250919 |
120 |
329 |