|
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_20250410_151452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.023729 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5786.456 |
20250321 |
0 |
336 |
| CFFEX.IM2504 |
0.023729 |
0.026921 |
-0.003191 |
-0.007199 |
-0.001028 |
-0.248876 |
- |
5744.8 |
5594.2 |
- |
5786.456 |
20250418 |
7 |
336 |
| CFFEX.IM2505 |
0.023729 |
0.027602 |
-0.003873 |
-0.020782 |
-0.000866 |
-0.209555 |
- |
5666.2 |
5514.0 |
- |
5786.456 |
20250516 |
24 |
336 |
| CFFEX.IM2506 |
0.023729 |
0.027368 |
-0.003639 |
-0.03599 |
-0.00075 |
-0.181451 |
- |
5578.2 |
5429.6 |
- |
5786.456 |
20250620 |
48 |
336 |
| CFFEX.IM2509 |
0.023729 |
0.027415 |
-0.003686 |
-0.063503 |
-0.000562 |
-0.135997 |
- |
5419.0 |
5274.4 |
- |
5786.456 |
20250919 |
113 |
336 |
| CFFEX.IM2512 |
0.023729 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5786.456 |
20251219 |
172 |
336 |
| CFFEX.IC2503 |
0.019517 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5545.942 |
20250321 |
0 |
336 |
| CFFEX.IC2504 |
0.019517 |
0.022609 |
-0.003092 |
-0.006661 |
-0.000952 |
-0.230283 |
- |
5509.0 |
5387.2 |
- |
5545.942 |
20250418 |
7 |
336 |
| CFFEX.IC2505 |
0.019517 |
0.022543 |
-0.003026 |
-0.016903 |
-0.000704 |
-0.170437 |
- |
5452.2 |
5332.0 |
- |
5545.942 |
20250516 |
24 |
336 |
| CFFEX.IC2506 |
0.019517 |
0.022498 |
-0.00298 |
-0.029705 |
-0.000619 |
-0.149763 |
- |
5381.2 |
5262.8 |
- |
5545.942 |
20250620 |
48 |
336 |
| CFFEX.IC2509 |
0.019517 |
0.022672 |
-0.003154 |
-0.051631 |
-0.000457 |
-0.110572 |
- |
5259.6 |
5143.0 |
- |
5545.942 |
20250919 |
113 |
336 |
| CFFEX.IC2512 |
0.019517 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5545.942 |
20251219 |
172 |
336 |
| CFFEX.IF2503 |
0.011629 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3729.667 |
20250321 |
0 |
336 |
| CFFEX.IF2504 |
0.011629 |
0.015705 |
-0.004076 |
-0.00463 |
-0.000661 |
-0.160053 |
- |
3712.4 |
3655.0 |
- |
3729.667 |
20250418 |
7 |
336 |
| CFFEX.IF2505 |
0.011629 |
0.016373 |
-0.004744 |
-0.008008 |
-0.000334 |
-0.080747 |
- |
3699.8 |
3640.2 |
- |
3729.667 |
20250516 |
24 |
336 |
| CFFEX.IF2506 |
0.011629 |
0.016325 |
-0.004697 |
-0.015194 |
-0.000317 |
-0.076601 |
- |
3673.0 |
3614.0 |
- |
3729.667 |
20250620 |
48 |
336 |
| CFFEX.IF2509 |
0.011629 |
0.016436 |
-0.004807 |
-0.028331 |
-0.000251 |
-0.060675 |
- |
3624.0 |
3565.4 |
- |
3729.667 |
20250919 |
113 |
336 |
| CFFEX.IF2512 |
0.011629 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3729.667 |
20251219 |
172 |
336 |
| CFFEX.IH2503 |
0.003617 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2606.495 |
20250321 |
0 |
336 |
| CFFEX.IH2504 |
0.003617 |
0.009009 |
-0.005392 |
-0.003106 |
-0.000444 |
-0.107369 |
- |
2598.4 |
2575.2 |
- |
2606.495 |
20250418 |
7 |
336 |
| CFFEX.IH2505 |
0.003617 |
0.007842 |
-0.004225 |
-0.004026 |
-0.000168 |
-0.0406 |
- |
2596.0 |
2575.8 |
- |
2606.495 |
20250516 |
24 |
336 |
| CFFEX.IH2506 |
0.003617 |
0.00702 |
-0.003403 |
-0.009321 |
-0.000194 |
-0.046993 |
- |
2582.2 |
2564.2 |
- |
2606.495 |
20250620 |
48 |
336 |
| CFFEX.IH2509 |
0.003617 |
0.008214 |
-0.004597 |
-0.020524 |
-0.000182 |
-0.043953 |
- |
2553.0 |
2532.2 |
- |
2606.495 |
20250919 |
113 |
336 |
| CFFEX.IH2512 |
0.003617 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2606.495 |
20251219 |
172 |
336 |