|
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_20250414_151352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.013196 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5939.547 |
20250321 |
0 |
338 |
| CFFEX.IM2504 |
0.013196 |
0.007438 |
0.005758 |
-0.010295 |
-0.002059 |
-0.498273 |
- |
5878.4 |
5835.0 |
- |
5939.547 |
20250418 |
5 |
338 |
| CFFEX.IM2505 |
0.013196 |
0.005344 |
0.007852 |
-0.024505 |
-0.001114 |
-0.269552 |
- |
5794.0 |
5763.2 |
- |
5939.547 |
20250516 |
22 |
338 |
| CFFEX.IM2506 |
0.013196 |
0.003491 |
0.009706 |
-0.041678 |
-0.000906 |
-0.219261 |
- |
5692.0 |
5672.2 |
- |
5939.547 |
20250620 |
46 |
338 |
| CFFEX.IM2509 |
0.013196 |
0.002141 |
0.011055 |
-0.070165 |
-0.000632 |
-0.152972 |
- |
5522.8 |
5511.0 |
- |
5939.547 |
20250919 |
111 |
338 |
| CFFEX.IM2512 |
0.013196 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5939.547 |
20251219 |
170 |
338 |
| CFFEX.IC2503 |
0.008561 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5629.098 |
20250321 |
0 |
338 |
| CFFEX.IC2504 |
0.008561 |
0.004392 |
0.004169 |
-0.008687 |
-0.001737 |
-0.420434 |
- |
5580.2 |
5555.8 |
- |
5629.098 |
20250418 |
5 |
338 |
| CFFEX.IC2505 |
0.008561 |
0.003712 |
0.004848 |
-0.020127 |
-0.000915 |
-0.221399 |
- |
5515.8 |
5495.4 |
- |
5629.098 |
20250516 |
22 |
338 |
| CFFEX.IC2506 |
0.008561 |
0.002434 |
0.006127 |
-0.034055 |
-0.00074 |
-0.179158 |
- |
5437.4 |
5424.2 |
- |
5629.098 |
20250620 |
46 |
338 |
| CFFEX.IC2509 |
0.008561 |
0.001244 |
0.007316 |
-0.056652 |
-0.00051 |
-0.123511 |
- |
5310.2 |
5303.6 |
- |
5629.098 |
20250919 |
111 |
338 |
| CFFEX.IC2512 |
0.008561 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5629.098 |
20251219 |
170 |
338 |
| CFFEX.IF2503 |
0.002679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3760.566 |
20250321 |
0 |
338 |
| CFFEX.IF2504 |
0.002679 |
0.002894 |
-0.000214 |
-0.004671 |
-0.000934 |
-0.226081 |
- |
3743.0 |
3732.2 |
- |
3760.566 |
20250418 |
5 |
338 |
| CFFEX.IF2505 |
0.002679 |
0.002475 |
0.000205 |
-0.009032 |
-0.000411 |
-0.099354 |
- |
3726.6 |
3717.4 |
- |
3760.566 |
20250516 |
22 |
338 |
| CFFEX.IF2506 |
0.002679 |
0.002224 |
0.000455 |
-0.017488 |
-0.00038 |
-0.092004 |
- |
3694.8 |
3686.6 |
- |
3760.566 |
20250620 |
46 |
338 |
| CFFEX.IF2509 |
0.002679 |
0.000879 |
0.0018 |
-0.031529 |
-0.000284 |
-0.068738 |
- |
3642.0 |
3638.8 |
- |
3760.566 |
20250919 |
111 |
338 |
| CFFEX.IF2512 |
0.002679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3760.566 |
20251219 |
170 |
338 |
| CFFEX.IH2503 |
0.003615 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2629.047 |
20250321 |
0 |
338 |
| CFFEX.IH2504 |
0.003615 |
0.005289 |
-0.001674 |
-0.002376 |
-0.000475 |
-0.115005 |
- |
2622.8 |
2609.0 |
- |
2629.047 |
20250418 |
5 |
338 |
| CFFEX.IH2505 |
0.003615 |
0.004219 |
-0.000604 |
-0.004202 |
-0.000191 |
-0.046221 |
- |
2618.0 |
2607.0 |
- |
2629.047 |
20250516 |
22 |
338 |
| CFFEX.IH2506 |
0.003615 |
0.004238 |
-0.000623 |
-0.008538 |
-0.000186 |
-0.044918 |
- |
2606.6 |
2595.6 |
- |
2629.047 |
20250620 |
46 |
338 |
| CFFEX.IH2509 |
0.003615 |
0.003976 |
-0.00036 |
-0.020253 |
-0.000182 |
-0.044156 |
- |
2575.8 |
2565.6 |
- |
2629.047 |
20250919 |
111 |
338 |
| CFFEX.IH2512 |
0.003615 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2629.047 |
20251219 |
170 |
338 |