|
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_20250407_151452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.113670 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5498.132 |
20250321 |
0 |
333 |
| CFFEX.IM2504 |
-0.113670 |
-0.099604 |
-0.014066 |
0.010161 |
0.001016 |
0.245903 |
- |
5554.0 |
6168.4 |
- |
5498.132 |
20250418 |
10 |
333 |
| CFFEX.IM2505 |
-0.113670 |
-0.099889 |
-0.013781 |
-0.000242 |
-0.000009 |
-0.002171 |
- |
5496.8 |
6106.8 |
- |
5498.132 |
20250516 |
27 |
333 |
| CFFEX.IM2506 |
-0.113670 |
-0.09934 |
-0.01433 |
-0.011919 |
-0.000234 |
-0.056557 |
- |
5432.6 |
6031.8 |
- |
5498.132 |
20250620 |
51 |
333 |
| CFFEX.IM2509 |
-0.113670 |
-0.099785 |
-0.013885 |
-0.04011 |
-0.000346 |
-0.083678 |
- |
5277.6 |
5862.6 |
- |
5498.132 |
20250919 |
116 |
333 |
| CFFEX.IM2512 |
-0.113670 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5498.132 |
20251219 |
175 |
333 |
| CFFEX.IC2503 |
-0.095224 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5288.873 |
20250321 |
0 |
333 |
| CFFEX.IC2504 |
-0.095224 |
-0.10068 |
0.005456 |
-0.009959 |
-0.000996 |
-0.241013 |
- |
5236.2 |
5822.4 |
- |
5288.873 |
20250418 |
10 |
333 |
| CFFEX.IC2505 |
-0.095224 |
-0.100979 |
0.005755 |
-0.017598 |
-0.000652 |
-0.157729 |
- |
5195.8 |
5779.4 |
- |
5288.873 |
20250516 |
27 |
333 |
| CFFEX.IC2506 |
-0.095224 |
-0.100347 |
0.005123 |
-0.028337 |
-0.000556 |
-0.134464 |
- |
5139.0 |
5712.2 |
- |
5288.873 |
20250620 |
51 |
333 |
| CFFEX.IC2509 |
-0.095224 |
-0.10096 |
0.005736 |
-0.050724 |
-0.000437 |
-0.105821 |
- |
5020.6 |
5584.4 |
- |
5288.873 |
20250919 |
116 |
333 |
| CFFEX.IC2512 |
-0.095224 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5288.873 |
20251219 |
175 |
333 |
| CFFEX.IF2503 |
-0.065580 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3608.265 |
20250321 |
0 |
333 |
| CFFEX.IF2504 |
-0.065580 |
-0.098612 |
0.033032 |
-0.035326 |
-0.003533 |
-0.854885 |
- |
3480.8 |
3861.6 |
- |
3608.265 |
20250418 |
10 |
333 |
| CFFEX.IF2505 |
-0.065580 |
-0.100368 |
0.034788 |
-0.038652 |
-0.001432 |
-0.346432 |
- |
3468.8 |
3855.8 |
- |
3608.265 |
20250516 |
27 |
333 |
| CFFEX.IF2506 |
-0.065580 |
-0.100182 |
0.034602 |
-0.043141 |
-0.000846 |
-0.204709 |
- |
3452.6 |
3837.0 |
- |
3608.265 |
20250620 |
51 |
333 |
| CFFEX.IF2509 |
-0.065580 |
-0.100195 |
0.034615 |
-0.054726 |
-0.000472 |
-0.114169 |
- |
3410.8 |
3790.6 |
- |
3608.265 |
20250919 |
116 |
333 |
| CFFEX.IF2512 |
-0.065580 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3608.265 |
20251219 |
175 |
333 |
| CFFEX.IH2503 |
-0.047913 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2534.696 |
20250321 |
0 |
333 |
| CFFEX.IH2504 |
-0.047913 |
-0.077616 |
0.029703 |
-0.030416 |
-0.003042 |
-0.736074 |
- |
2457.6 |
2664.4 |
- |
2534.696 |
20250418 |
10 |
333 |
| CFFEX.IH2505 |
-0.047913 |
-0.080448 |
0.032535 |
-0.034046 |
-0.001261 |
-0.305152 |
- |
2448.4 |
2662.6 |
- |
2534.696 |
20250516 |
27 |
333 |
| CFFEX.IH2506 |
-0.047913 |
-0.081941 |
0.034028 |
-0.037281 |
-0.000731 |
-0.176902 |
- |
2440.2 |
2658.0 |
- |
2534.696 |
20250620 |
51 |
333 |
| CFFEX.IH2509 |
-0.047913 |
-0.081816 |
0.033903 |
-0.048959 |
-0.000422 |
-0.102138 |
- |
2410.6 |
2625.4 |
- |
2534.696 |
20250919 |
116 |
333 |
| CFFEX.IH2512 |
-0.047913 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2534.696 |
20251219 |
175 |
333 |