|
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_20250415_151428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.004230 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5913.407 |
20250321 |
0 |
339 |
| CFFEX.IM2504 |
-0.004230 |
0.001565 |
-0.005795 |
-0.004127 |
-0.001032 |
-0.249708 |
- |
5889.0 |
5879.8 |
- |
5913.407 |
20250418 |
4 |
339 |
| CFFEX.IM2505 |
-0.004230 |
-0.000173 |
-0.004057 |
-0.020362 |
-0.00097 |
-0.234644 |
- |
5793.0 |
5794.0 |
- |
5913.407 |
20250516 |
21 |
339 |
| CFFEX.IM2506 |
-0.004230 |
-0.002213 |
-0.002017 |
-0.039403 |
-0.000876 |
-0.211902 |
- |
5680.4 |
5693.0 |
- |
5913.407 |
20250620 |
45 |
339 |
| CFFEX.IM2509 |
-0.004230 |
-0.002535 |
-0.001695 |
-0.068422 |
-0.000622 |
-0.150528 |
- |
5508.8 |
5522.8 |
- |
5913.407 |
20250919 |
110 |
339 |
| CFFEX.IM2512 |
-0.004230 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5913.407 |
20251219 |
169 |
339 |
| CFFEX.IC2503 |
-0.004204 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5603.480 |
20250321 |
0 |
339 |
| CFFEX.IC2504 |
-0.004204 |
-0.000859 |
-0.003345 |
-0.00419 |
-0.001048 |
-0.25351 |
- |
5580.0 |
5584.8 |
- |
5603.480 |
20250418 |
4 |
339 |
| CFFEX.IC2505 |
-0.004204 |
-0.002393 |
-0.001811 |
-0.018003 |
-0.000857 |
-0.207464 |
- |
5502.6 |
5515.8 |
- |
5603.480 |
20250516 |
21 |
339 |
| CFFEX.IC2506 |
-0.004204 |
-0.004009 |
-0.000195 |
-0.033529 |
-0.000745 |
-0.180312 |
- |
5415.6 |
5437.4 |
- |
5603.480 |
20250620 |
45 |
339 |
| CFFEX.IC2509 |
-0.004204 |
-0.005047 |
0.000843 |
-0.057122 |
-0.000519 |
-0.125668 |
- |
5283.4 |
5310.2 |
- |
5603.480 |
20250919 |
110 |
339 |
| CFFEX.IC2512 |
-0.004204 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5603.480 |
20251219 |
169 |
339 |
| CFFEX.IF2503 |
0.000375 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3760.550 |
20250321 |
0 |
339 |
| CFFEX.IF2504 |
0.000375 |
0.000214 |
0.000161 |
-0.004454 |
-0.001114 |
-0.269475 |
- |
3743.8 |
3743.0 |
- |
3760.550 |
20250418 |
4 |
339 |
| CFFEX.IF2505 |
0.000375 |
-0.001127 |
0.001502 |
-0.010145 |
-0.000483 |
-0.116907 |
- |
3722.4 |
3726.6 |
- |
3760.550 |
20250516 |
21 |
339 |
| CFFEX.IF2506 |
0.000375 |
-0.001191 |
0.001565 |
-0.018654 |
-0.000415 |
-0.100318 |
- |
3690.4 |
3694.8 |
- |
3760.550 |
20250620 |
45 |
339 |
| CFFEX.IF2509 |
0.000375 |
-0.000879 |
0.001253 |
-0.032376 |
-0.000294 |
-0.071226 |
- |
3638.8 |
3642.0 |
- |
3760.550 |
20250919 |
110 |
339 |
| CFFEX.IF2512 |
0.000375 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3760.550 |
20251219 |
169 |
339 |
| CFFEX.IH2503 |
0.002353 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2634.390 |
20250321 |
0 |
339 |
| CFFEX.IH2504 |
0.002353 |
0.002059 |
0.000294 |
-0.00235 |
-0.000587 |
-0.142156 |
- |
2628.2 |
2622.8 |
- |
2634.390 |
20250418 |
4 |
339 |
| CFFEX.IH2505 |
0.002353 |
-0.000076 |
0.002429 |
-0.006297 |
-0.0003 |
-0.072571 |
- |
2617.8 |
2618.0 |
- |
2634.390 |
20250516 |
21 |
339 |
| CFFEX.IH2506 |
0.002353 |
0.000844 |
0.001509 |
-0.009714 |
-0.000216 |
-0.052239 |
- |
2608.8 |
2606.6 |
- |
2634.390 |
20250620 |
45 |
339 |
| CFFEX.IH2509 |
0.002353 |
0.000078 |
0.002275 |
-0.022165 |
-0.000201 |
-0.048762 |
- |
2576.0 |
2575.8 |
- |
2634.390 |
20250919 |
110 |
339 |
| CFFEX.IH2512 |
0.002353 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2634.390 |
20251219 |
169 |
339 |