|
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_20250401_151442 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.005825 |
- |
- |
- |
- |
- |
- |
- |
6414.2 |
- |
6262.916 |
20250321 |
0 |
330 |
| CFFEX.IM2504 |
0.005825 |
0.003234 |
0.00259 |
-0.009407 |
-0.000724 |
-0.175117 |
- |
6204.0 |
6184.0 |
- |
6262.916 |
20250418 |
13 |
330 |
| CFFEX.IM2505 |
0.005825 |
0.002742 |
0.003082 |
-0.019147 |
-0.000638 |
-0.154452 |
- |
6143.0 |
6126.2 |
- |
6262.916 |
20250516 |
30 |
330 |
| CFFEX.IM2506 |
0.005825 |
0.002513 |
0.003312 |
-0.031729 |
-0.000588 |
-0.142193 |
- |
6064.2 |
6049.0 |
- |
6262.916 |
20250620 |
54 |
330 |
| CFFEX.IM2509 |
0.005825 |
0.002178 |
0.003647 |
-0.059384 |
-0.000499 |
-0.120764 |
- |
5891.0 |
5878.2 |
- |
6262.916 |
20250919 |
119 |
330 |
| CFFEX.IM2512 |
0.005825 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6262.916 |
20251219 |
178 |
330 |
| CFFEX.IC2503 |
0.006271 |
- |
- |
- |
- |
- |
- |
- |
5974.0 |
- |
5894.506 |
20250321 |
0 |
330 |
| CFFEX.IC2504 |
0.006271 |
0.005327 |
0.000944 |
-0.007449 |
-0.000573 |
-0.138659 |
- |
5850.6 |
5819.6 |
- |
5894.506 |
20250418 |
13 |
330 |
| CFFEX.IC2505 |
0.006271 |
0.004707 |
0.001564 |
-0.015015 |
-0.0005 |
-0.121121 |
- |
5806.0 |
5778.8 |
- |
5894.506 |
20250516 |
30 |
330 |
| CFFEX.IC2506 |
0.006271 |
0.004868 |
0.001403 |
-0.026449 |
-0.00049 |
-0.118532 |
- |
5738.6 |
5710.8 |
- |
5894.506 |
20250620 |
54 |
330 |
| CFFEX.IC2509 |
0.006271 |
0.004519 |
0.001752 |
-0.049623 |
-0.000417 |
-0.100915 |
- |
5602.0 |
5576.8 |
- |
5894.506 |
20250919 |
119 |
330 |
| CFFEX.IC2512 |
0.006271 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5894.506 |
20251219 |
178 |
330 |
| CFFEX.IF2503 |
0.000288 |
- |
- |
- |
- |
- |
- |
- |
3917.4 |
- |
3888.427 |
20250321 |
0 |
330 |
| CFFEX.IF2504 |
0.000288 |
0.000103 |
0.000185 |
-0.001087 |
-0.000084 |
-0.020236 |
- |
3884.2 |
3883.8 |
- |
3888.427 |
20250418 |
13 |
330 |
| CFFEX.IF2505 |
0.000288 |
-0.000155 |
0.000443 |
-0.00227 |
-0.000076 |
-0.018312 |
- |
3879.6 |
3880.2 |
- |
3888.427 |
20250516 |
30 |
330 |
| CFFEX.IF2506 |
0.000288 |
0.000259 |
0.000029 |
-0.007414 |
-0.000137 |
-0.033224 |
- |
3859.6 |
3858.6 |
- |
3888.427 |
20250620 |
54 |
330 |
| CFFEX.IF2509 |
0.000288 |
0.000262 |
0.000026 |
-0.019655 |
-0.000165 |
-0.039971 |
- |
3812.0 |
3811.0 |
- |
3888.427 |
20250919 |
119 |
330 |
| CFFEX.IF2512 |
0.000288 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3888.427 |
20251219 |
178 |
330 |
| CFFEX.IH2503 |
-0.000988 |
- |
- |
- |
- |
- |
- |
- |
2677.8 |
- |
2663.001 |
20250321 |
0 |
330 |
| CFFEX.IH2504 |
-0.000988 |
-0.001723 |
0.000736 |
0.000676 |
0.000052 |
0.012576 |
- |
2664.8 |
2669.4 |
- |
2663.001 |
20250418 |
13 |
330 |
| CFFEX.IH2505 |
-0.000988 |
-0.00217 |
0.001183 |
0.001351 |
0.000045 |
0.010902 |
- |
2666.6 |
2672.4 |
- |
2663.001 |
20250516 |
30 |
330 |
| CFFEX.IH2506 |
-0.000988 |
-0.001575 |
0.000588 |
-0.000451 |
-0.000008 |
-0.002021 |
- |
2661.8 |
2666.0 |
- |
2663.001 |
20250620 |
54 |
330 |
| CFFEX.IH2509 |
-0.000988 |
-0.001899 |
0.000911 |
-0.012918 |
-0.000109 |
-0.02627 |
- |
2628.6 |
2633.6 |
- |
2663.001 |
20250919 |
119 |
330 |
| CFFEX.IH2512 |
-0.000988 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2663.001 |
20251219 |
178 |
330 |