|
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_20250422_151409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.000354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5950.528 |
20250321 |
0 |
344 |
| CFFEX.IM2504 |
-0.000354 |
0.0 |
-0.000354 |
-0.02086 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5950.528 |
20250418 |
0 |
344 |
| CFFEX.IM2505 |
-0.000354 |
-0.000034 |
-0.00032 |
-0.014003 |
-0.000875 |
-0.211802 |
- |
5867.2 |
5867.4 |
- |
5950.528 |
20250516 |
16 |
344 |
| CFFEX.IM2506 |
-0.000354 |
-0.000069 |
-0.000285 |
-0.030405 |
-0.00076 |
-0.183952 |
- |
5769.6 |
5770.0 |
- |
5950.528 |
20250620 |
40 |
344 |
| CFFEX.IM2509 |
-0.000354 |
-0.000286 |
-0.000069 |
-0.058974 |
-0.000562 |
-0.135922 |
- |
5599.6 |
5601.2 |
- |
5950.528 |
20250919 |
105 |
344 |
| CFFEX.IM2512 |
-0.000354 |
-0.000914 |
0.00056 |
-0.081493 |
-0.000497 |
-0.120252 |
- |
5465.6 |
5470.6 |
- |
5950.528 |
20251219 |
164 |
344 |
| CFFEX.IC2503 |
-0.002964 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5625.655 |
20250321 |
0 |
344 |
| CFFEX.IC2504 |
-0.002964 |
0.0 |
-0.002964 |
-0.013057 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5625.655 |
20250418 |
0 |
344 |
| CFFEX.IC2505 |
-0.002964 |
-0.001936 |
-0.001028 |
-0.010249 |
-0.000641 |
-0.15501 |
- |
5568.0 |
5578.8 |
- |
5625.655 |
20250516 |
16 |
344 |
| CFFEX.IC2506 |
-0.002964 |
-0.002509 |
-0.000455 |
-0.024825 |
-0.000621 |
-0.150189 |
- |
5486.0 |
5499.8 |
- |
5625.655 |
20250620 |
40 |
344 |
| CFFEX.IC2509 |
-0.002964 |
-0.002274 |
-0.00069 |
-0.048431 |
-0.000461 |
-0.111621 |
- |
5353.2 |
5365.4 |
- |
5625.655 |
20250919 |
105 |
344 |
| CFFEX.IC2512 |
-0.002964 |
-0.002544 |
-0.00042 |
-0.066064 |
-0.000403 |
-0.097485 |
- |
5254.0 |
5267.4 |
- |
5625.655 |
20251219 |
164 |
344 |
| CFFEX.IF2503 |
0.000173 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3785.537 |
20250321 |
0 |
344 |
| CFFEX.IF2504 |
0.000173 |
0.0 |
0.000173 |
-0.005584 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3785.537 |
20250418 |
0 |
344 |
| CFFEX.IF2505 |
0.000173 |
0.000266 |
-0.000093 |
-0.006587 |
-0.000412 |
-0.099635 |
- |
3760.6 |
3759.6 |
- |
3785.537 |
20250516 |
16 |
344 |
| CFFEX.IF2506 |
0.000173 |
-0.000054 |
0.000227 |
-0.013878 |
-0.000347 |
-0.083964 |
- |
3733.0 |
3733.2 |
- |
3785.537 |
20250620 |
40 |
344 |
| CFFEX.IF2509 |
0.000173 |
-0.000218 |
0.000391 |
-0.029094 |
-0.000277 |
-0.067055 |
- |
3675.4 |
3676.2 |
- |
3785.537 |
20250919 |
105 |
344 |
| CFFEX.IF2512 |
0.000173 |
-0.002186 |
0.002359 |
-0.035276 |
-0.000215 |
-0.052053 |
- |
3652.0 |
3660.0 |
- |
3785.537 |
20251219 |
164 |
344 |
| CFFEX.IH2503 |
0.001938 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2657.951 |
20250321 |
0 |
344 |
| CFFEX.IH2504 |
0.001938 |
0.0 |
0.001938 |
-0.002088 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2657.951 |
20250418 |
0 |
344 |
| CFFEX.IH2505 |
0.001938 |
0.002345 |
-0.000407 |
-0.003067 |
-0.000192 |
-0.046383 |
- |
2649.8 |
2643.6 |
- |
2657.951 |
20250516 |
16 |
344 |
| CFFEX.IH2506 |
0.001938 |
0.00228 |
-0.000342 |
-0.007732 |
-0.000193 |
-0.046778 |
- |
2637.4 |
2631.4 |
- |
2657.951 |
20250620 |
40 |
344 |
| CFFEX.IH2509 |
0.001938 |
0.001923 |
0.000015 |
-0.019997 |
-0.00019 |
-0.046088 |
- |
2604.8 |
2599.8 |
- |
2657.951 |
20250919 |
105 |
344 |
| CFFEX.IH2512 |
0.001938 |
0.000308 |
0.00163 |
-0.02233 |
-0.000136 |
-0.03295 |
- |
2598.6 |
2597.8 |
- |
2657.951 |
20251219 |
164 |
344 |