|
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_20250417_191051 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.005126 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5865.258 |
20250321 |
0 |
341 |
| CFFEX.IM2504 |
0.005126 |
0.004468 |
0.000658 |
-0.003318 |
-0.001659 |
-0.401418 |
- |
5845.8 |
5819.8 |
- |
5865.258 |
20250418 |
2 |
341 |
| CFFEX.IM2505 |
0.005126 |
0.006301 |
-0.001175 |
-0.019685 |
-0.001036 |
-0.250726 |
- |
5749.8 |
5713.8 |
- |
5865.258 |
20250516 |
19 |
341 |
| CFFEX.IM2506 |
0.005126 |
0.009067 |
-0.003941 |
-0.036053 |
-0.000838 |
-0.202901 |
- |
5653.8 |
5603.0 |
- |
5865.258 |
20250620 |
43 |
341 |
| CFFEX.IM2509 |
0.005126 |
0.009863 |
-0.004737 |
-0.064321 |
-0.000596 |
-0.144126 |
- |
5488.0 |
5434.4 |
- |
5865.258 |
20250919 |
108 |
341 |
| CFFEX.IM2512 |
0.005126 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5865.258 |
20251219 |
167 |
341 |
| CFFEX.IC2503 |
0.002706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5571.900 |
20250321 |
0 |
341 |
| CFFEX.IC2504 |
0.002706 |
0.001949 |
0.000756 |
-0.003715 |
-0.001858 |
-0.449524 |
- |
5551.2 |
5540.4 |
- |
5571.900 |
20250418 |
2 |
341 |
| CFFEX.IC2505 |
0.002706 |
0.00528 |
-0.002574 |
-0.015847 |
-0.000834 |
-0.201846 |
- |
5483.6 |
5454.8 |
- |
5571.900 |
20250516 |
19 |
341 |
| CFFEX.IC2506 |
0.002706 |
0.007454 |
-0.004748 |
-0.029667 |
-0.00069 |
-0.166962 |
- |
5406.6 |
5366.6 |
- |
5571.900 |
20250620 |
43 |
341 |
| CFFEX.IC2509 |
0.002706 |
0.00771 |
-0.005004 |
-0.052352 |
-0.000485 |
-0.117307 |
- |
5280.2 |
5239.8 |
- |
5571.900 |
20250919 |
108 |
341 |
| CFFEX.IC2512 |
0.002706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5571.900 |
20251219 |
167 |
341 |
| CFFEX.IF2503 |
-0.002409 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3763.733 |
20250321 |
0 |
341 |
| CFFEX.IF2504 |
-0.002409 |
0.002663 |
-0.005071 |
0.000443 |
0.000221 |
0.053592 |
- |
3765.4 |
3755.4 |
- |
3763.733 |
20250418 |
2 |
341 |
| CFFEX.IF2505 |
-0.002409 |
0.00376 |
-0.006168 |
-0.00689 |
-0.000363 |
-0.08776 |
- |
3737.8 |
3723.8 |
- |
3763.733 |
20250516 |
19 |
341 |
| CFFEX.IF2506 |
-0.002409 |
0.005365 |
-0.007773 |
-0.014117 |
-0.000328 |
-0.07945 |
- |
3710.6 |
3690.8 |
- |
3763.733 |
20250620 |
43 |
341 |
| CFFEX.IF2509 |
-0.002409 |
0.005887 |
-0.008296 |
-0.028465 |
-0.000264 |
-0.063782 |
- |
3656.6 |
3635.2 |
- |
3763.733 |
20250919 |
108 |
341 |
| CFFEX.IF2512 |
-0.002409 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3763.733 |
20251219 |
167 |
341 |
| CFFEX.IH2503 |
-0.003398 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2649.462 |
20250321 |
0 |
341 |
| CFFEX.IH2504 |
-0.003398 |
0.004613 |
-0.008011 |
0.00277 |
0.001385 |
0.335124 |
- |
2656.8 |
2644.6 |
- |
2649.462 |
20250418 |
2 |
341 |
| CFFEX.IH2505 |
-0.003398 |
0.005704 |
-0.009102 |
-0.00176 |
-0.000093 |
-0.022412 |
- |
2644.8 |
2629.8 |
- |
2649.462 |
20250516 |
19 |
341 |
| CFFEX.IH2506 |
-0.003398 |
0.005191 |
-0.008589 |
-0.005987 |
-0.000139 |
-0.033694 |
- |
2633.6 |
2620.0 |
- |
2649.462 |
20250620 |
43 |
341 |
| CFFEX.IH2509 |
-0.003398 |
0.005337 |
-0.008735 |
-0.018895 |
-0.000175 |
-0.042339 |
- |
2599.4 |
2585.6 |
- |
2649.462 |
20250919 |
108 |
341 |
| CFFEX.IH2512 |
-0.003398 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2649.462 |
20251219 |
167 |
341 |