|
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_20250424_151440 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.010512 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5921.673 |
20250321 |
0 |
346 |
| CFFEX.IM2504 |
-0.010512 |
0.0 |
-0.010512 |
-0.016089 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5921.673 |
20250418 |
0 |
346 |
| CFFEX.IM2505 |
-0.010512 |
-0.008418 |
-0.002094 |
-0.009402 |
-0.000672 |
-0.162513 |
- |
5866.0 |
5915.8 |
- |
5921.673 |
20250516 |
14 |
346 |
| CFFEX.IM2506 |
-0.010512 |
-0.009038 |
-0.001474 |
-0.026052 |
-0.000686 |
-0.165912 |
- |
5767.4 |
5820.0 |
- |
5921.673 |
20250620 |
38 |
346 |
| CFFEX.IM2509 |
-0.010512 |
-0.008528 |
-0.001984 |
-0.053646 |
-0.000521 |
-0.126042 |
- |
5604.0 |
5652.2 |
- |
5921.673 |
20250919 |
103 |
346 |
| CFFEX.IM2512 |
-0.010512 |
-0.009195 |
-0.001317 |
-0.075565 |
-0.000466 |
-0.112881 |
- |
5474.2 |
5525.0 |
- |
5921.673 |
20251219 |
162 |
346 |
| CFFEX.IC2503 |
-0.005048 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5606.505 |
20250321 |
0 |
346 |
| CFFEX.IC2504 |
-0.005048 |
0.0 |
-0.005048 |
-0.009686 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5606.505 |
20250418 |
0 |
346 |
| CFFEX.IC2505 |
-0.005048 |
-0.002867 |
-0.002181 |
-0.00751 |
-0.000536 |
-0.129816 |
- |
5564.4 |
5580.4 |
- |
5606.505 |
20250516 |
14 |
346 |
| CFFEX.IC2506 |
-0.005048 |
-0.003167 |
-0.001881 |
-0.022992 |
-0.000605 |
-0.146423 |
- |
5477.6 |
5495.0 |
- |
5606.505 |
20250620 |
38 |
346 |
| CFFEX.IC2509 |
-0.005048 |
-0.002981 |
-0.002066 |
-0.045644 |
-0.000443 |
-0.107242 |
- |
5350.6 |
5366.6 |
- |
5606.505 |
20250919 |
103 |
346 |
| CFFEX.IC2512 |
-0.005048 |
-0.003223 |
-0.001825 |
-0.062268 |
-0.000384 |
-0.093017 |
- |
5257.4 |
5274.4 |
- |
5606.505 |
20251219 |
162 |
346 |
| CFFEX.IF2503 |
-0.000710 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3784.192 |
20250321 |
0 |
346 |
| CFFEX.IF2504 |
-0.000710 |
0.0 |
-0.00071 |
-0.00523 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3784.192 |
20250418 |
0 |
346 |
| CFFEX.IF2505 |
-0.000710 |
0.001594 |
-0.002304 |
-0.003433 |
-0.000245 |
-0.059346 |
- |
3771.2 |
3765.2 |
- |
3784.192 |
20250516 |
14 |
346 |
| CFFEX.IF2506 |
-0.000710 |
0.00075 |
-0.00146 |
-0.012524 |
-0.00033 |
-0.079756 |
- |
3736.8 |
3734.0 |
- |
3784.192 |
20250620 |
38 |
346 |
| CFFEX.IF2509 |
-0.000710 |
0.001088 |
-0.001798 |
-0.027269 |
-0.000265 |
-0.064069 |
- |
3681.0 |
3677.0 |
- |
3784.192 |
20250919 |
103 |
346 |
| CFFEX.IF2512 |
-0.000710 |
0.001369 |
-0.002079 |
-0.033559 |
-0.000207 |
-0.050131 |
- |
3657.2 |
3652.2 |
- |
3784.192 |
20251219 |
162 |
346 |
| CFFEX.IH2503 |
0.002479 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2655.396 |
20250321 |
0 |
346 |
| CFFEX.IH2504 |
0.002479 |
0.0 |
0.002479 |
-0.001128 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2655.396 |
20250418 |
0 |
346 |
| CFFEX.IH2505 |
0.002479 |
0.003786 |
-0.001308 |
-0.001655 |
-0.000118 |
-0.028616 |
- |
2651.0 |
2641.0 |
- |
2655.396 |
20250516 |
14 |
346 |
| CFFEX.IH2506 |
0.002479 |
0.003197 |
-0.000718 |
-0.00738 |
-0.000194 |
-0.046997 |
- |
2635.8 |
2627.4 |
- |
2655.396 |
20250620 |
38 |
346 |
| CFFEX.IH2509 |
0.002479 |
0.002697 |
-0.000218 |
-0.019883 |
-0.000193 |
-0.046714 |
- |
2602.6 |
2595.6 |
- |
2655.396 |
20250919 |
103 |
346 |
| CFFEX.IH2512 |
0.002479 |
0.004404 |
-0.001925 |
-0.020862 |
-0.000129 |
-0.031164 |
- |
2600.0 |
2588.6 |
- |
2655.396 |
20251219 |
162 |
346 |