|
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_20250416_151346 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.013330 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5835.194 |
20250321 |
0 |
340 |
| CFFEX.IM2504 |
-0.013330 |
-0.011583 |
-0.001747 |
-0.002638 |
-0.000879 |
-0.212809 |
- |
5819.8 |
5888.0 |
- |
5835.194 |
20250418 |
3 |
340 |
| CFFEX.IM2505 |
-0.013330 |
-0.013672 |
0.000342 |
-0.020804 |
-0.00104 |
-0.251726 |
- |
5713.8 |
5793.0 |
- |
5835.194 |
20250516 |
20 |
340 |
| CFFEX.IM2506 |
-0.013330 |
-0.013626 |
0.000296 |
-0.039792 |
-0.000904 |
-0.218856 |
- |
5603.0 |
5680.4 |
- |
5835.194 |
20250620 |
44 |
340 |
| CFFEX.IM2509 |
-0.013330 |
-0.013687 |
0.000357 |
-0.068857 |
-0.000632 |
-0.152875 |
- |
5433.4 |
5508.8 |
- |
5835.194 |
20250919 |
109 |
340 |
| CFFEX.IM2512 |
-0.013330 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5835.194 |
20251219 |
168 |
340 |
| CFFEX.IC2503 |
-0.008285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5556.116 |
20250321 |
0 |
340 |
| CFFEX.IC2504 |
-0.008285 |
-0.007168 |
-0.001117 |
-0.002901 |
-0.000967 |
-0.233981 |
- |
5540.0 |
5580.0 |
- |
5556.116 |
20250418 |
3 |
340 |
| CFFEX.IC2505 |
-0.008285 |
-0.008687 |
0.000402 |
-0.018235 |
-0.000912 |
-0.220644 |
- |
5454.8 |
5502.6 |
- |
5556.116 |
20250516 |
20 |
340 |
| CFFEX.IC2506 |
-0.008285 |
-0.008789 |
0.000504 |
-0.033857 |
-0.000769 |
-0.186216 |
- |
5368.0 |
5415.6 |
- |
5556.116 |
20250620 |
44 |
340 |
| CFFEX.IC2509 |
-0.008285 |
-0.008252 |
-0.000033 |
-0.056931 |
-0.000522 |
-0.126398 |
- |
5239.8 |
5283.4 |
- |
5556.116 |
20250919 |
109 |
340 |
| CFFEX.IC2512 |
-0.008285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5556.116 |
20251219 |
168 |
340 |
| CFFEX.IF2503 |
0.002324 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3769.977 |
20250321 |
0 |
340 |
| CFFEX.IF2504 |
0.002324 |
0.002938 |
-0.000613 |
-0.003867 |
-0.001289 |
-0.311906 |
- |
3755.4 |
3744.4 |
- |
3769.977 |
20250418 |
3 |
340 |
| CFFEX.IF2505 |
0.002324 |
0.000376 |
0.001948 |
-0.012249 |
-0.000612 |
-0.148208 |
- |
3723.8 |
3722.4 |
- |
3769.977 |
20250516 |
20 |
340 |
| CFFEX.IF2506 |
0.002324 |
0.000108 |
0.002216 |
-0.021002 |
-0.000477 |
-0.115511 |
- |
3690.8 |
3690.4 |
- |
3769.977 |
20250620 |
44 |
340 |
| CFFEX.IF2509 |
0.002324 |
-0.000989 |
0.003314 |
-0.03575 |
-0.000328 |
-0.079372 |
- |
3635.2 |
3638.8 |
- |
3769.977 |
20250919 |
109 |
340 |
| CFFEX.IF2512 |
0.002324 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3769.977 |
20251219 |
168 |
340 |
| CFFEX.IH2503 |
0.007916 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2655.449 |
20250321 |
0 |
340 |
| CFFEX.IH2504 |
0.007916 |
0.00624 |
0.001676 |
-0.004086 |
-0.001362 |
-0.329569 |
- |
2644.6 |
2628.2 |
- |
2655.449 |
20250418 |
3 |
340 |
| CFFEX.IH2505 |
0.007916 |
0.004584 |
0.003332 |
-0.009659 |
-0.000483 |
-0.116874 |
- |
2629.8 |
2617.8 |
- |
2655.449 |
20250516 |
20 |
340 |
| CFFEX.IH2506 |
0.007916 |
0.004293 |
0.003623 |
-0.01335 |
-0.000303 |
-0.073422 |
- |
2620.0 |
2608.8 |
- |
2655.449 |
20250620 |
44 |
340 |
| CFFEX.IH2509 |
0.007916 |
0.003727 |
0.00419 |
-0.026304 |
-0.000241 |
-0.0584 |
- |
2585.6 |
2576.0 |
- |
2655.449 |
20250919 |
109 |
340 |
| CFFEX.IH2512 |
0.007916 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2655.449 |
20251219 |
168 |
340 |