|
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_20250411_151415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.013720 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5863.951 |
20250321 |
0 |
337 |
| CFFEX.IM2504 |
0.013720 |
0.015701 |
-0.001981 |
-0.004937 |
-0.000823 |
-0.19913 |
- |
5835.0 |
5744.8 |
- |
5863.951 |
20250418 |
6 |
337 |
| CFFEX.IM2505 |
0.013720 |
0.017119 |
-0.003399 |
-0.017181 |
-0.000747 |
-0.180778 |
- |
5763.2 |
5666.2 |
- |
5863.951 |
20250516 |
23 |
337 |
| CFFEX.IM2506 |
0.013720 |
0.016851 |
-0.003131 |
-0.0327 |
-0.000696 |
-0.16837 |
- |
5672.2 |
5578.2 |
- |
5863.951 |
20250620 |
47 |
337 |
| CFFEX.IM2509 |
0.013720 |
0.016977 |
-0.003257 |
-0.06019 |
-0.000537 |
-0.130053 |
- |
5511.0 |
5419.0 |
- |
5863.951 |
20250919 |
112 |
337 |
| CFFEX.IM2512 |
0.013720 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5863.951 |
20251219 |
171 |
337 |
| CFFEX.IC2503 |
0.007408 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5585.136 |
20250321 |
0 |
337 |
| CFFEX.IC2504 |
0.007408 |
0.008495 |
-0.001087 |
-0.005253 |
-0.000875 |
-0.211851 |
- |
5555.8 |
5509.0 |
- |
5585.136 |
20250418 |
6 |
337 |
| CFFEX.IC2505 |
0.007408 |
0.007923 |
-0.000515 |
-0.016067 |
-0.000699 |
-0.169052 |
- |
5495.4 |
5452.2 |
- |
5585.136 |
20250516 |
23 |
337 |
| CFFEX.IC2506 |
0.007408 |
0.007991 |
-0.000583 |
-0.028815 |
-0.000613 |
-0.148367 |
- |
5424.2 |
5381.2 |
- |
5585.136 |
20250620 |
47 |
337 |
| CFFEX.IC2509 |
0.007408 |
0.008366 |
-0.000957 |
-0.050408 |
-0.00045 |
-0.108917 |
- |
5303.6 |
5259.6 |
- |
5585.136 |
20250919 |
112 |
337 |
| CFFEX.IC2512 |
0.007408 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5585.136 |
20251219 |
171 |
337 |
| CFFEX.IF2503 |
0.004281 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3751.104 |
20250321 |
0 |
337 |
| CFFEX.IF2504 |
0.004281 |
0.005388 |
-0.001107 |
-0.00504 |
-0.00084 |
-0.203263 |
- |
3732.2 |
3712.2 |
- |
3751.104 |
20250418 |
6 |
337 |
| CFFEX.IF2505 |
0.004281 |
0.004757 |
-0.000476 |
-0.008985 |
-0.000391 |
-0.094539 |
- |
3717.4 |
3699.8 |
- |
3751.104 |
20250516 |
23 |
337 |
| CFFEX.IF2506 |
0.004281 |
0.003812 |
0.000469 |
-0.017089 |
-0.000364 |
-0.087992 |
- |
3687.0 |
3673.0 |
- |
3751.104 |
20250620 |
47 |
337 |
| CFFEX.IF2509 |
0.004281 |
0.004084 |
0.000197 |
-0.029939 |
-0.000267 |
-0.064689 |
- |
3638.8 |
3624.0 |
- |
3751.104 |
20250919 |
112 |
337 |
| CFFEX.IF2512 |
0.004281 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3751.104 |
20251219 |
171 |
337 |
| CFFEX.IH2503 |
0.002608 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2619.433 |
20250321 |
0 |
337 |
| CFFEX.IH2504 |
0.002608 |
0.004079 |
-0.001471 |
-0.003983 |
-0.000664 |
-0.160645 |
- |
2609.0 |
2598.4 |
- |
2619.433 |
20250418 |
6 |
337 |
| CFFEX.IH2505 |
0.002608 |
0.004237 |
-0.001629 |
-0.004746 |
-0.000206 |
-0.049941 |
- |
2607.0 |
2596.0 |
- |
2619.433 |
20250516 |
23 |
337 |
| CFFEX.IH2506 |
0.002608 |
0.005189 |
-0.002581 |
-0.009099 |
-0.000194 |
-0.046848 |
- |
2595.6 |
2582.2 |
- |
2619.433 |
20250620 |
47 |
337 |
| CFFEX.IH2509 |
0.002608 |
0.004935 |
-0.002327 |
-0.020551 |
-0.000183 |
-0.044406 |
- |
2565.6 |
2553.0 |
- |
2619.433 |
20250919 |
112 |
337 |
| CFFEX.IH2512 |
0.002608 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2619.433 |
20251219 |
171 |
337 |