|
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_20250402_151347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.002978 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6278.126 |
20250321 |
0 |
331 |
| CFFEX.IM2504 |
0.002978 |
0.005642 |
-0.002663 |
-0.006232 |
-0.000519 |
-0.125681 |
- |
6239.0 |
6204.0 |
- |
6278.126 |
20250418 |
12 |
331 |
| CFFEX.IM2505 |
0.002978 |
0.005144 |
-0.002166 |
-0.01649 |
-0.000569 |
-0.137606 |
- |
6174.6 |
6143.0 |
- |
6278.126 |
20250516 |
29 |
331 |
| CFFEX.IM2506 |
0.002978 |
0.005903 |
-0.002925 |
-0.028372 |
-0.000535 |
-0.12955 |
- |
6100.0 |
6064.2 |
- |
6278.126 |
20250620 |
53 |
331 |
| CFFEX.IM2509 |
0.002978 |
0.006383 |
-0.003404 |
-0.055674 |
-0.000472 |
-0.114178 |
- |
5928.6 |
5891.0 |
- |
6278.126 |
20250919 |
118 |
331 |
| CFFEX.IM2512 |
0.002978 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6278.126 |
20251219 |
177 |
331 |
| CFFEX.IC2503 |
0.001240 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5900.156 |
20250321 |
0 |
331 |
| CFFEX.IC2504 |
0.001240 |
0.003077 |
-0.001837 |
-0.005348 |
-0.000446 |
-0.107858 |
- |
5868.6 |
5850.6 |
- |
5900.156 |
20250418 |
12 |
331 |
| CFFEX.IC2505 |
0.001240 |
0.003514 |
-0.002274 |
-0.012501 |
-0.000431 |
-0.104316 |
- |
5826.4 |
5806.0 |
- |
5900.156 |
20250516 |
29 |
331 |
| CFFEX.IC2506 |
0.001240 |
0.003625 |
-0.002385 |
-0.023856 |
-0.00045 |
-0.108929 |
- |
5759.4 |
5738.6 |
- |
5900.156 |
20250620 |
53 |
331 |
| CFFEX.IC2509 |
0.001240 |
0.004248 |
-0.003009 |
-0.0465 |
-0.000394 |
-0.095364 |
- |
5625.8 |
5602.0 |
- |
5900.156 |
20250919 |
118 |
331 |
| CFFEX.IC2512 |
0.001240 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5900.156 |
20251219 |
177 |
331 |
| CFFEX.IF2503 |
-0.000765 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3884.710 |
20250321 |
0 |
331 |
| CFFEX.IF2504 |
-0.000765 |
-0.000566 |
-0.000199 |
-0.000698 |
-0.000058 |
-0.014068 |
- |
3882.0 |
3884.2 |
- |
3884.710 |
20250418 |
12 |
331 |
| CFFEX.IF2505 |
-0.000765 |
-0.000206 |
-0.000559 |
-0.001521 |
-0.000052 |
-0.012695 |
- |
3878.8 |
3879.6 |
- |
3884.710 |
20250516 |
29 |
331 |
| CFFEX.IF2506 |
-0.000765 |
-0.000518 |
-0.000247 |
-0.006979 |
-0.000132 |
-0.031865 |
- |
3857.6 |
3859.6 |
- |
3884.710 |
20250620 |
53 |
331 |
| CFFEX.IF2509 |
-0.000765 |
-0.00021 |
-0.000555 |
-0.018923 |
-0.00016 |
-0.038808 |
- |
3811.2 |
3812.0 |
- |
3884.710 |
20250919 |
118 |
331 |
| CFFEX.IF2512 |
-0.000765 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3884.710 |
20251219 |
177 |
331 |
| CFFEX.IH2503 |
-0.001515 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2658.677 |
20250321 |
0 |
331 |
| CFFEX.IH2504 |
-0.001515 |
-0.002026 |
0.000511 |
0.000272 |
0.000023 |
0.005484 |
- |
2659.4 |
2664.8 |
- |
2658.677 |
20250418 |
12 |
331 |
| CFFEX.IH2505 |
-0.001515 |
-0.0018 |
0.000285 |
0.001175 |
0.000041 |
0.009802 |
- |
2661.8 |
2666.6 |
- |
2658.677 |
20250516 |
29 |
331 |
| CFFEX.IH2506 |
-0.001515 |
-0.002104 |
0.000589 |
-0.000932 |
-0.000018 |
-0.004254 |
- |
2656.2 |
2661.8 |
- |
2658.677 |
20250620 |
53 |
331 |
| CFFEX.IH2509 |
-0.001515 |
-0.00175 |
0.000235 |
-0.013043 |
-0.000111 |
-0.026749 |
- |
2624.0 |
2628.6 |
- |
2658.677 |
20250919 |
118 |
331 |
| CFFEX.IH2512 |
-0.001515 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2658.677 |
20251219 |
177 |
331 |