|
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_20250421_151411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.020666 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5952.203 |
20250321 |
0 |
343 |
| CFFEX.IM2504 |
0.020666 |
0.0 |
0.020666 |
-0.021136 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5952.203 |
20250418 |
0 |
343 |
| CFFEX.IM2505 |
0.020666 |
0.022516 |
-0.00185 |
-0.014247 |
-0.000838 |
-0.202815 |
- |
5867.4 |
5738.2 |
- |
5952.203 |
20250516 |
17 |
343 |
| CFFEX.IM2506 |
0.020666 |
0.022687 |
-0.002021 |
-0.030611 |
-0.000747 |
-0.18068 |
- |
5770.0 |
5642.0 |
- |
5952.203 |
20250620 |
41 |
343 |
| CFFEX.IM2509 |
0.020666 |
0.022677 |
-0.002011 |
-0.05897 |
-0.000556 |
-0.13463 |
- |
5601.2 |
5477.0 |
- |
5952.203 |
20250919 |
106 |
343 |
| CFFEX.IM2512 |
0.020666 |
- |
- |
-0.080912 |
-0.00049 |
-0.118671 |
- |
5470.6 |
- |
- |
5952.203 |
20251219 |
165 |
343 |
| CFFEX.IC2503 |
0.014834 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5643.210 |
20250321 |
0 |
343 |
| CFFEX.IC2504 |
0.014834 |
0.0 |
0.014834 |
-0.016127 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5643.210 |
20250418 |
0 |
343 |
| CFFEX.IC2505 |
0.014834 |
0.017806 |
-0.002972 |
-0.011414 |
-0.000671 |
-0.162478 |
- |
5578.8 |
5481.2 |
- |
5643.210 |
20250516 |
17 |
343 |
| CFFEX.IC2506 |
0.014834 |
0.018481 |
-0.003647 |
-0.025413 |
-0.00062 |
-0.149998 |
- |
5499.8 |
5400.0 |
- |
5643.210 |
20250620 |
41 |
343 |
| CFFEX.IC2509 |
0.014834 |
0.017678 |
-0.002843 |
-0.049229 |
-0.000464 |
-0.112391 |
- |
5365.4 |
5272.2 |
- |
5643.210 |
20250919 |
106 |
343 |
| CFFEX.IC2512 |
0.014834 |
- |
- |
-0.066595 |
-0.000404 |
-0.097673 |
- |
5267.4 |
- |
- |
5643.210 |
20251219 |
165 |
343 |
| CFFEX.IF2503 |
0.003500 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3785.728 |
20250321 |
0 |
343 |
| CFFEX.IF2504 |
0.003500 |
0.0 |
0.0035 |
-0.005634 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3785.728 |
20250418 |
0 |
343 |
| CFFEX.IF2505 |
0.003500 |
0.006048 |
-0.002547 |
-0.006902 |
-0.000406 |
-0.098248 |
- |
3759.6 |
3737.0 |
- |
3785.728 |
20250516 |
17 |
343 |
| CFFEX.IF2506 |
0.003500 |
0.006417 |
-0.002917 |
-0.014034 |
-0.000342 |
-0.082833 |
- |
3732.6 |
3708.8 |
- |
3785.728 |
20250620 |
41 |
343 |
| CFFEX.IF2509 |
0.003500 |
0.00602 |
-0.00252 |
-0.028932 |
-0.000273 |
-0.066052 |
- |
3676.2 |
3654.2 |
- |
3785.728 |
20250919 |
106 |
343 |
| CFFEX.IF2512 |
0.003500 |
- |
- |
-0.033211 |
-0.000201 |
-0.04871 |
- |
3660.0 |
- |
- |
3785.728 |
20251219 |
165 |
343 |
| CFFEX.IH2503 |
-0.001472 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2653.725 |
20250321 |
0 |
343 |
| CFFEX.IH2504 |
-0.001472 |
0.0 |
-0.001472 |
-0.000499 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2653.725 |
20250418 |
0 |
343 |
| CFFEX.IH2505 |
-0.001472 |
-0.000076 |
-0.001396 |
-0.003815 |
-0.000224 |
-0.054313 |
- |
2643.6 |
2643.8 |
- |
2653.725 |
20250516 |
17 |
343 |
| CFFEX.IH2506 |
-0.001472 |
-0.000759 |
-0.000712 |
-0.008413 |
-0.000205 |
-0.049655 |
- |
2631.4 |
2633.4 |
- |
2653.725 |
20250620 |
41 |
343 |
| CFFEX.IH2509 |
-0.001472 |
0.000077 |
-0.001549 |
-0.02032 |
-0.000192 |
-0.046392 |
- |
2599.8 |
2599.6 |
- |
2653.725 |
20250919 |
106 |
343 |
| CFFEX.IH2512 |
-0.001472 |
- |
- |
-0.021074 |
-0.000128 |
-0.030909 |
- |
2597.8 |
- |
- |
2653.725 |
20251219 |
165 |
343 |