|
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_20250423_151429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.006254 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5986.518 |
20250321 |
0 |
345 |
| CFFEX.IM2504 |
0.006254 |
0.0 |
0.006254 |
-0.026746 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5986.518 |
20250418 |
0 |
345 |
| CFFEX.IM2505 |
0.006254 |
0.007802 |
-0.001549 |
-0.011813 |
-0.000788 |
-0.190581 |
- |
5915.8 |
5870.0 |
- |
5986.518 |
20250516 |
15 |
345 |
| CFFEX.IM2506 |
0.006254 |
0.008701 |
-0.002447 |
-0.027849 |
-0.000714 |
-0.172806 |
- |
5819.8 |
5769.6 |
- |
5986.518 |
20250620 |
39 |
345 |
| CFFEX.IM2509 |
0.006254 |
0.009358 |
-0.003104 |
-0.055879 |
-0.000537 |
-0.130025 |
- |
5652.0 |
5599.6 |
- |
5986.518 |
20250919 |
104 |
345 |
| CFFEX.IM2512 |
0.006254 |
0.010868 |
-0.004614 |
-0.077093 |
-0.000473 |
-0.114457 |
- |
5525.0 |
5465.6 |
- |
5986.518 |
20251219 |
163 |
345 |
| CFFEX.IC2503 |
0.002004 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5635.478 |
20250321 |
0 |
345 |
| CFFEX.IC2504 |
0.002004 |
0.0 |
0.002004 |
-0.014777 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5635.478 |
20250418 |
0 |
345 |
| CFFEX.IC2505 |
0.002004 |
0.002227 |
-0.000223 |
-0.009773 |
-0.000652 |
-0.157678 |
- |
5580.4 |
5568.0 |
- |
5635.478 |
20250516 |
15 |
345 |
| CFFEX.IC2506 |
0.002004 |
0.001641 |
0.000363 |
-0.024927 |
-0.000639 |
-0.154678 |
- |
5495.0 |
5486.0 |
- |
5635.478 |
20250620 |
39 |
345 |
| CFFEX.IC2509 |
0.002004 |
0.002503 |
-0.0005 |
-0.047712 |
-0.000459 |
-0.111021 |
- |
5366.6 |
5353.2 |
- |
5635.478 |
20250919 |
104 |
345 |
| CFFEX.IC2512 |
0.002004 |
0.003883 |
-0.001879 |
-0.064072 |
-0.000393 |
-0.095126 |
- |
5274.4 |
5254.0 |
- |
5635.478 |
20251219 |
163 |
345 |
| CFFEX.IF2503 |
0.001170 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3788.381 |
20250321 |
0 |
345 |
| CFFEX.IF2504 |
0.001170 |
0.0 |
0.00117 |
-0.00633 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3788.381 |
20250418 |
0 |
345 |
| CFFEX.IF2505 |
0.001170 |
0.001223 |
-0.000053 |
-0.006119 |
-0.000408 |
-0.098719 |
- |
3765.2 |
3760.6 |
- |
3788.381 |
20250516 |
15 |
345 |
| CFFEX.IF2506 |
0.001170 |
0.000268 |
0.000903 |
-0.014355 |
-0.000368 |
-0.089073 |
- |
3734.0 |
3733.0 |
- |
3788.381 |
20250620 |
39 |
345 |
| CFFEX.IF2509 |
0.001170 |
0.000435 |
0.000735 |
-0.029401 |
-0.000283 |
-0.068413 |
- |
3677.0 |
3675.4 |
- |
3788.381 |
20250919 |
104 |
345 |
| CFFEX.IF2512 |
0.001170 |
0.000055 |
0.001116 |
-0.035947 |
-0.000221 |
-0.053369 |
- |
3652.2 |
3652.0 |
- |
3788.381 |
20251219 |
163 |
345 |
| CFFEX.IH2503 |
-0.002659 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2649.475 |
20250321 |
0 |
345 |
| CFFEX.IH2504 |
-0.002659 |
0.0 |
-0.002659 |
0.001104 |
inf |
inf |
- |
2652.4 |
2652.4 |
- |
2649.475 |
20250418 |
0 |
345 |
| CFFEX.IH2505 |
-0.002659 |
-0.003321 |
0.000662 |
-0.003199 |
-0.000213 |
-0.051606 |
- |
2641.0 |
2649.8 |
- |
2649.475 |
20250516 |
15 |
345 |
| CFFEX.IH2506 |
-0.002659 |
-0.003792 |
0.001133 |
-0.008332 |
-0.000214 |
-0.0517 |
- |
2627.4 |
2637.4 |
- |
2649.475 |
20250620 |
39 |
345 |
| CFFEX.IH2509 |
-0.002659 |
-0.003532 |
0.000873 |
-0.020334 |
-0.000196 |
-0.047316 |
- |
2595.6 |
2604.8 |
- |
2649.475 |
20250919 |
104 |
345 |
| CFFEX.IH2512 |
-0.002659 |
-0.003848 |
0.001189 |
-0.022976 |
-0.000141 |
-0.034112 |
- |
2588.6 |
2598.6 |
- |
2649.475 |
20251219 |
163 |
345 |