|
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_20250403_151411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.011693 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6203.854 |
20250321 |
0 |
332 |
| CFFEX.IM2504 |
-0.011693 |
-0.011316 |
-0.000377 |
-0.005715 |
-0.00052 |
-0.125726 |
- |
6168.4 |
6239.0 |
- |
6203.854 |
20250418 |
11 |
332 |
| CFFEX.IM2505 |
-0.011693 |
-0.01098 |
-0.000712 |
-0.015644 |
-0.000559 |
-0.13521 |
- |
6106.8 |
6174.6 |
- |
6203.854 |
20250516 |
28 |
332 |
| CFFEX.IM2506 |
-0.011693 |
-0.01118 |
-0.000513 |
-0.027733 |
-0.000533 |
-0.129067 |
- |
6031.8 |
6100.0 |
- |
6203.854 |
20250620 |
52 |
332 |
| CFFEX.IM2509 |
-0.011693 |
-0.011132 |
-0.00056 |
-0.055007 |
-0.00047 |
-0.113775 |
- |
5862.6 |
5928.6 |
- |
6203.854 |
20250919 |
117 |
332 |
| CFFEX.IM2512 |
-0.011693 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6203.854 |
20251219 |
176 |
332 |
| CFFEX.IC2503 |
-0.009046 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5845.723 |
20250321 |
0 |
332 |
| CFFEX.IC2504 |
-0.009046 |
-0.007872 |
-0.001174 |
-0.00399 |
-0.000363 |
-0.087775 |
- |
5822.4 |
5868.6 |
- |
5845.723 |
20250418 |
11 |
332 |
| CFFEX.IC2505 |
-0.009046 |
-0.008067 |
-0.000979 |
-0.011346 |
-0.000405 |
-0.098058 |
- |
5779.4 |
5826.4 |
- |
5845.723 |
20250516 |
28 |
332 |
| CFFEX.IC2506 |
-0.009046 |
-0.008195 |
-0.000851 |
-0.022841 |
-0.000439 |
-0.106299 |
- |
5712.2 |
5759.4 |
- |
5845.723 |
20250620 |
52 |
332 |
| CFFEX.IC2509 |
-0.009046 |
-0.007501 |
-0.001545 |
-0.04484 |
-0.000383 |
-0.092746 |
- |
5583.6 |
5625.8 |
- |
5845.723 |
20250919 |
117 |
332 |
| CFFEX.IC2512 |
-0.009046 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5845.723 |
20251219 |
176 |
332 |
| CFFEX.IF2503 |
-0.005752 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3862.041 |
20250321 |
0 |
332 |
| CFFEX.IF2504 |
-0.005752 |
-0.005255 |
-0.000497 |
-0.000114 |
-0.00001 |
-0.002512 |
- |
3861.6 |
3882.0 |
- |
3862.041 |
20250418 |
11 |
332 |
| CFFEX.IF2505 |
-0.005752 |
-0.00593 |
0.000177 |
-0.001616 |
-0.000058 |
-0.013967 |
- |
3855.8 |
3878.8 |
- |
3862.041 |
20250516 |
28 |
332 |
| CFFEX.IF2506 |
-0.005752 |
-0.00534 |
-0.000412 |
-0.006484 |
-0.000125 |
-0.030175 |
- |
3837.0 |
3857.6 |
- |
3862.041 |
20250620 |
52 |
332 |
| CFFEX.IF2509 |
-0.005752 |
-0.005405 |
-0.000347 |
-0.018498 |
-0.000158 |
-0.038261 |
- |
3790.6 |
3811.2 |
- |
3862.041 |
20250919 |
117 |
332 |
| CFFEX.IF2512 |
-0.005752 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3862.041 |
20251219 |
176 |
332 |
| CFFEX.IH2503 |
0.001409 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2662.368 |
20250321 |
0 |
332 |
| CFFEX.IH2504 |
0.001409 |
0.00188 |
-0.000471 |
0.000763 |
0.000069 |
0.016791 |
- |
2664.4 |
2659.4 |
- |
2662.368 |
20250418 |
11 |
332 |
| CFFEX.IH2505 |
0.001409 |
0.000301 |
0.001109 |
0.000087 |
0.000003 |
0.000753 |
- |
2662.6 |
2661.8 |
- |
2662.368 |
20250516 |
28 |
332 |
| CFFEX.IH2506 |
0.001409 |
0.000678 |
0.000732 |
-0.001641 |
-0.000032 |
-0.007635 |
- |
2658.0 |
2656.2 |
- |
2662.368 |
20250620 |
52 |
332 |
| CFFEX.IH2509 |
0.001409 |
0.000534 |
0.000876 |
-0.013885 |
-0.000119 |
-0.02872 |
- |
2625.4 |
2624.0 |
- |
2662.368 |
20250919 |
117 |
332 |
| CFFEX.IH2512 |
0.001409 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2662.368 |
20251219 |
176 |
332 |