|
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_20250418_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.001101 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5833.132 |
20250321 |
0 |
342 |
| CFFEX.IM2504 |
-0.001101 |
-0.003319 |
0.002217 |
-0.001154 |
-0.001154 |
-0.279291 |
- |
5826.4 |
5845.8 |
- |
5833.132 |
20250418 |
1 |
342 |
| CFFEX.IM2505 |
-0.001101 |
-0.002017 |
0.000916 |
-0.016275 |
-0.000904 |
-0.218803 |
- |
5738.2 |
5749.8 |
- |
5833.132 |
20250516 |
18 |
342 |
| CFFEX.IM2506 |
-0.001101 |
-0.002087 |
0.000986 |
-0.032767 |
-0.00078 |
-0.188798 |
- |
5642.0 |
5653.8 |
- |
5833.132 |
20250620 |
42 |
342 |
| CFFEX.IM2509 |
-0.001101 |
-0.002004 |
0.000903 |
-0.061053 |
-0.000571 |
-0.138083 |
- |
5477.0 |
5488.0 |
- |
5833.132 |
20250919 |
107 |
342 |
| CFFEX.IM2512 |
-0.001101 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5833.132 |
20251219 |
166 |
342 |
| CFFEX.IC2503 |
0.000930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5562.180 |
20250321 |
0 |
342 |
| CFFEX.IC2504 |
0.000930 |
0.00018 |
0.00075 |
-0.001794 |
-0.001794 |
-0.434211 |
- |
5552.2 |
5551.2 |
- |
5562.180 |
20250418 |
1 |
342 |
| CFFEX.IC2505 |
0.000930 |
-0.000438 |
0.001368 |
-0.014559 |
-0.000809 |
-0.195738 |
- |
5481.2 |
5483.6 |
- |
5562.180 |
20250516 |
18 |
342 |
| CFFEX.IC2506 |
0.000930 |
-0.001295 |
0.002225 |
-0.02923 |
-0.000696 |
-0.168418 |
- |
5399.6 |
5406.6 |
- |
5562.180 |
20250620 |
42 |
342 |
| CFFEX.IC2509 |
0.000930 |
-0.001515 |
0.002445 |
-0.052134 |
-0.000487 |
-0.117911 |
- |
5272.2 |
5280.2 |
- |
5562.180 |
20250919 |
107 |
342 |
| CFFEX.IC2512 |
0.000930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5562.180 |
20251219 |
166 |
342 |
| CFFEX.IF2503 |
0.002352 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3781.094 |
20250321 |
0 |
342 |
| CFFEX.IF2504 |
0.002352 |
-0.000266 |
0.002617 |
-0.004415 |
-0.004415 |
-1.06846 |
- |
3764.4 |
3765.4 |
- |
3781.094 |
20250418 |
1 |
342 |
| CFFEX.IF2505 |
0.002352 |
-0.000214 |
0.002566 |
-0.011662 |
-0.000648 |
-0.156785 |
- |
3737.0 |
3737.8 |
- |
3781.094 |
20250516 |
18 |
342 |
| CFFEX.IF2506 |
0.002352 |
-0.000485 |
0.002837 |
-0.01912 |
-0.000455 |
-0.110167 |
- |
3708.8 |
3710.6 |
- |
3781.094 |
20250620 |
42 |
342 |
| CFFEX.IF2509 |
0.002352 |
-0.000656 |
0.003008 |
-0.03356 |
-0.000314 |
-0.075902 |
- |
3654.2 |
3656.6 |
- |
3781.094 |
20250919 |
107 |
342 |
| CFFEX.IF2512 |
0.002352 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3781.094 |
20251219 |
166 |
342 |
| CFFEX.IH2503 |
0.001671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2664.340 |
20250321 |
0 |
342 |
| CFFEX.IH2504 |
0.001671 |
-0.001656 |
0.003327 |
-0.004481 |
-0.004481 |
-1.084501 |
- |
2652.4 |
2656.8 |
- |
2664.340 |
20250418 |
1 |
342 |
| CFFEX.IH2505 |
0.001671 |
-0.000378 |
0.002049 |
-0.007709 |
-0.000428 |
-0.103646 |
- |
2643.8 |
2644.8 |
- |
2664.340 |
20250516 |
18 |
342 |
| CFFEX.IH2506 |
0.001671 |
-0.000304 |
0.001975 |
-0.011838 |
-0.000282 |
-0.068208 |
- |
2632.8 |
2633.6 |
- |
2664.340 |
20250620 |
42 |
342 |
| CFFEX.IH2509 |
0.001671 |
0.000077 |
0.001594 |
-0.024299 |
-0.000227 |
-0.054956 |
- |
2599.6 |
2599.4 |
- |
2664.340 |
20250919 |
107 |
342 |
| CFFEX.IH2512 |
0.001671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2664.340 |
20251219 |
166 |
342 |