|
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_20250408_151507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.005881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5528.769 |
20250321 |
0 |
334 |
| CFFEX.IM2504 |
0.005881 |
-0.016313 |
0.022194 |
-0.011823 |
-0.001314 |
-0.317919 |
- |
5463.4 |
5554.0 |
- |
5528.769 |
20250418 |
9 |
334 |
| CFFEX.IM2505 |
0.005881 |
-0.018374 |
0.024256 |
-0.02405 |
-0.000925 |
-0.223854 |
- |
5395.8 |
5496.8 |
- |
5528.769 |
20250516 |
26 |
334 |
| CFFEX.IM2506 |
0.005881 |
-0.021905 |
0.027786 |
-0.038918 |
-0.000778 |
-0.188363 |
- |
5313.6 |
5432.6 |
- |
5528.769 |
20250620 |
50 |
334 |
| CFFEX.IM2509 |
0.005881 |
-0.022776 |
0.028657 |
-0.06717 |
-0.000584 |
-0.14135 |
- |
5157.4 |
5277.6 |
- |
5528.769 |
20250919 |
115 |
334 |
| CFFEX.IM2512 |
0.005881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5528.769 |
20251219 |
174 |
334 |
| CFFEX.IC2503 |
0.007264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5325.438 |
20250321 |
0 |
334 |
| CFFEX.IC2504 |
0.007264 |
0.006646 |
0.000618 |
-0.010222 |
-0.001136 |
-0.274865 |
- |
5271.0 |
5236.2 |
- |
5325.438 |
20250418 |
9 |
334 |
| CFFEX.IC2505 |
0.007264 |
0.002387 |
0.004877 |
-0.022015 |
-0.000847 |
-0.204906 |
- |
5208.2 |
5195.8 |
- |
5325.438 |
20250516 |
26 |
334 |
| CFFEX.IC2506 |
0.007264 |
0.000078 |
0.007186 |
-0.034934 |
-0.000699 |
-0.16908 |
- |
5139.4 |
5139.0 |
- |
5325.438 |
20250620 |
50 |
334 |
| CFFEX.IC2509 |
0.007264 |
-0.000239 |
0.007503 |
-0.057467 |
-0.0005 |
-0.120931 |
- |
5019.4 |
5020.6 |
- |
5325.438 |
20250919 |
115 |
334 |
| CFFEX.IC2512 |
0.007264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5325.438 |
20251219 |
174 |
334 |
| CFFEX.IF2503 |
0.014784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3642.506 |
20250321 |
0 |
334 |
| CFFEX.IF2504 |
0.014784 |
0.033843 |
-0.019059 |
-0.012054 |
-0.001339 |
-0.324113 |
- |
3598.6 |
3480.8 |
- |
3642.506 |
20250418 |
9 |
334 |
| CFFEX.IF2505 |
0.014784 |
0.0305 |
-0.015717 |
-0.018643 |
-0.000717 |
-0.17352 |
- |
3574.6 |
3468.8 |
- |
3642.506 |
20250516 |
26 |
334 |
| CFFEX.IF2506 |
0.014784 |
0.026415 |
-0.011631 |
-0.027098 |
-0.000542 |
-0.131156 |
- |
3543.8 |
3452.6 |
- |
3642.506 |
20250620 |
50 |
334 |
| CFFEX.IF2509 |
0.014784 |
0.024921 |
-0.010137 |
-0.040276 |
-0.00035 |
-0.084755 |
- |
3495.8 |
3410.8 |
- |
3642.506 |
20250919 |
115 |
334 |
| CFFEX.IF2512 |
0.014784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3642.506 |
20251219 |
174 |
334 |
| CFFEX.IH2503 |
0.019236 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2565.381 |
20250321 |
0 |
334 |
| CFFEX.IH2504 |
0.019236 |
0.031901 |
-0.012665 |
-0.011453 |
-0.001273 |
-0.307955 |
- |
2536.0 |
2457.6 |
- |
2565.381 |
20250418 |
9 |
334 |
| CFFEX.IH2505 |
0.019236 |
0.02957 |
-0.010335 |
-0.017378 |
-0.000668 |
-0.161748 |
- |
2520.8 |
2448.4 |
- |
2565.381 |
20250516 |
26 |
334 |
| CFFEX.IH2506 |
0.019236 |
0.029494 |
-0.010258 |
-0.02034 |
-0.000407 |
-0.098448 |
- |
2513.2 |
2441.2 |
- |
2565.381 |
20250620 |
50 |
334 |
| CFFEX.IH2509 |
0.019236 |
0.031196 |
-0.01196 |
-0.031021 |
-0.00027 |
-0.065279 |
- |
2485.8 |
2410.6 |
- |
2565.381 |
20250919 |
115 |
334 |
| CFFEX.IH2512 |
0.019236 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2565.381 |
20251219 |
174 |
334 |