|
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_20250409_151436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.022570 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5654.830 |
20250321 |
0 |
335 |
| CFFEX.IM2504 |
0.022570 |
0.024129 |
-0.001559 |
-0.010722 |
-0.00134 |
-0.324335 |
- |
5594.2 |
5462.4 |
- |
5654.830 |
20250418 |
8 |
335 |
| CFFEX.IM2505 |
0.022570 |
0.022247 |
0.000323 |
-0.024904 |
-0.000996 |
-0.241074 |
- |
5514.0 |
5394.0 |
- |
5654.830 |
20250516 |
25 |
335 |
| CFFEX.IM2506 |
0.022570 |
0.021379 |
0.001191 |
-0.040254 |
-0.000822 |
-0.198806 |
- |
5427.2 |
5313.6 |
- |
5654.830 |
20250620 |
49 |
335 |
| CFFEX.IM2509 |
0.022570 |
0.022686 |
-0.000116 |
-0.067275 |
-0.00059 |
-0.142812 |
- |
5274.4 |
5157.4 |
- |
5654.830 |
20250919 |
114 |
335 |
| CFFEX.IM2512 |
0.022570 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5654.830 |
20251219 |
173 |
335 |
| CFFEX.IC2503 |
0.020805 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5437.741 |
20250321 |
0 |
335 |
| CFFEX.IC2504 |
0.020805 |
0.022045 |
-0.00124 |
-0.009294 |
-0.001162 |
-0.281158 |
- |
5387.2 |
5271.0 |
- |
5437.741 |
20250418 |
8 |
335 |
| CFFEX.IC2505 |
0.020805 |
0.02377 |
-0.002965 |
-0.019446 |
-0.000778 |
-0.188235 |
- |
5332.0 |
5208.2 |
- |
5437.741 |
20250516 |
25 |
335 |
| CFFEX.IC2506 |
0.020805 |
0.024011 |
-0.003205 |
-0.032172 |
-0.000657 |
-0.158888 |
- |
5262.8 |
5139.4 |
- |
5437.741 |
20250620 |
49 |
335 |
| CFFEX.IC2509 |
0.020805 |
0.024624 |
-0.003819 |
-0.054203 |
-0.000475 |
-0.115062 |
- |
5143.0 |
5019.4 |
- |
5437.741 |
20250919 |
114 |
335 |
| CFFEX.IC2512 |
0.020805 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5437.741 |
20251219 |
173 |
335 |
| CFFEX.IF2503 |
0.006079 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3672.953 |
20250321 |
0 |
335 |
| CFFEX.IF2504 |
0.006079 |
0.015117 |
-0.009038 |
-0.005432 |
-0.000679 |
-0.164331 |
- |
3653.0 |
3598.6 |
- |
3672.953 |
20250418 |
8 |
335 |
| CFFEX.IF2505 |
0.006079 |
0.018352 |
-0.012272 |
-0.008917 |
-0.000357 |
-0.08632 |
- |
3640.2 |
3574.6 |
- |
3672.953 |
20250516 |
25 |
335 |
| CFFEX.IF2506 |
0.006079 |
0.019809 |
-0.01373 |
-0.016051 |
-0.000328 |
-0.07927 |
- |
3614.0 |
3543.8 |
- |
3672.953 |
20250620 |
49 |
335 |
| CFFEX.IF2509 |
0.006079 |
0.01991 |
-0.01383 |
-0.029282 |
-0.000257 |
-0.062161 |
- |
3565.4 |
3495.8 |
- |
3672.953 |
20250919 |
114 |
335 |
| CFFEX.IF2512 |
0.006079 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3672.953 |
20251219 |
173 |
335 |
| CFFEX.IH2503 |
0.003291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2582.824 |
20250321 |
0 |
335 |
| CFFEX.IH2504 |
0.003291 |
0.015457 |
-0.012167 |
-0.002952 |
-0.000369 |
-0.089292 |
- |
2575.2 |
2536.0 |
- |
2582.824 |
20250418 |
8 |
335 |
| CFFEX.IH2505 |
0.003291 |
0.021818 |
-0.018528 |
-0.00272 |
-0.000109 |
-0.026325 |
- |
2575.8 |
2520.8 |
- |
2582.824 |
20250516 |
25 |
335 |
| CFFEX.IH2506 |
0.003291 |
0.020293 |
-0.017002 |
-0.007211 |
-0.000147 |
-0.035612 |
- |
2564.2 |
2513.2 |
- |
2582.824 |
20250620 |
49 |
335 |
| CFFEX.IH2509 |
0.003291 |
0.018666 |
-0.015375 |
-0.0196 |
-0.000172 |
-0.041608 |
- |
2532.2 |
2485.8 |
- |
2582.824 |
20250919 |
114 |
335 |
| CFFEX.IH2512 |
0.003291 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2582.824 |
20251219 |
173 |
335 |