|
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_20250425_151338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.003578 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5941.661 |
20250321 |
0 |
347 |
| CFFEX.IM2504 |
0.003578 |
0.0 |
0.003578 |
-0.019399 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5941.661 |
20250418 |
0 |
347 |
| CFFEX.IM2505 |
0.003578 |
0.003239 |
0.000339 |
-0.009536 |
-0.000734 |
-0.17752 |
- |
5885.0 |
5866.0 |
- |
5941.661 |
20250516 |
13 |
347 |
| CFFEX.IM2506 |
0.003578 |
0.003329 |
0.000249 |
-0.026097 |
-0.000705 |
-0.17069 |
- |
5786.6 |
5767.4 |
- |
5941.661 |
20250620 |
37 |
347 |
| CFFEX.IM2509 |
0.003578 |
0.003712 |
-0.000134 |
-0.053329 |
-0.000523 |
-0.126525 |
- |
5624.8 |
5604.0 |
- |
5941.661 |
20250919 |
102 |
347 |
| CFFEX.IM2512 |
0.003578 |
0.004713 |
-0.001135 |
-0.074333 |
-0.000462 |
-0.11173 |
- |
5500.0 |
5474.2 |
- |
5941.661 |
20251219 |
161 |
347 |
| CFFEX.IC2503 |
0.004134 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5629.056 |
20250321 |
0 |
347 |
| CFFEX.IC2504 |
0.004134 |
0.0 |
0.004134 |
-0.013653 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5629.056 |
20250418 |
0 |
347 |
| CFFEX.IC2505 |
0.004134 |
0.003199 |
0.000935 |
-0.008324 |
-0.00064 |
-0.154954 |
- |
5582.2 |
5564.4 |
- |
5629.056 |
20250516 |
13 |
347 |
| CFFEX.IC2506 |
0.004134 |
0.00376 |
0.000374 |
-0.023175 |
-0.000626 |
-0.15158 |
- |
5498.6 |
5478.0 |
- |
5629.056 |
20250620 |
37 |
347 |
| CFFEX.IC2509 |
0.004134 |
0.003887 |
0.000247 |
-0.045773 |
-0.000449 |
-0.108598 |
- |
5371.4 |
5350.6 |
- |
5629.056 |
20250919 |
102 |
347 |
| CFFEX.IC2512 |
0.004134 |
0.00407 |
0.000064 |
-0.062223 |
-0.000386 |
-0.093528 |
- |
5278.8 |
5257.4 |
- |
5629.056 |
20251219 |
161 |
347 |
| CFFEX.IF2503 |
0.000893 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3787.736 |
20250321 |
0 |
347 |
| CFFEX.IF2504 |
0.000893 |
0.0 |
0.000893 |
-0.006161 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3787.736 |
20250418 |
0 |
347 |
| CFFEX.IF2505 |
0.000893 |
0.000955 |
-0.000062 |
-0.003415 |
-0.000263 |
-0.063576 |
- |
3774.8 |
3771.2 |
- |
3787.736 |
20250516 |
13 |
347 |
| CFFEX.IF2506 |
0.000893 |
0.000642 |
0.000251 |
-0.012814 |
-0.000346 |
-0.08381 |
- |
3739.2 |
3736.8 |
- |
3787.736 |
20250620 |
37 |
347 |
| CFFEX.IF2509 |
0.000893 |
0.000163 |
0.00073 |
-0.028021 |
-0.000275 |
-0.066481 |
- |
3681.6 |
3681.0 |
- |
3787.736 |
20250919 |
102 |
347 |
| CFFEX.IF2512 |
0.000893 |
0.000328 |
0.000565 |
-0.034146 |
-0.000212 |
-0.051325 |
- |
3658.4 |
3657.2 |
- |
3787.736 |
20251219 |
161 |
347 |
| CFFEX.IH2503 |
-0.002075 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2649.855 |
20250321 |
0 |
347 |
| CFFEX.IH2504 |
-0.002075 |
0.0 |
-0.002075 |
0.00096 |
inf |
inf |
- |
2652.4 |
2652.4 |
- |
2649.855 |
20250418 |
0 |
347 |
| CFFEX.IH2505 |
-0.002075 |
-0.002263 |
0.000188 |
-0.001832 |
-0.000141 |
-0.034107 |
- |
2645.0 |
2651.0 |
- |
2649.855 |
20250516 |
13 |
347 |
| CFFEX.IH2506 |
-0.002075 |
-0.002959 |
0.000884 |
-0.008248 |
-0.000223 |
-0.053944 |
- |
2628.0 |
2635.8 |
- |
2649.855 |
20250620 |
37 |
347 |
| CFFEX.IH2509 |
-0.002075 |
-0.002613 |
0.000538 |
-0.020399 |
-0.0002 |
-0.048398 |
- |
2595.8 |
2602.6 |
- |
2649.855 |
20250919 |
102 |
347 |
| CFFEX.IH2512 |
-0.002075 |
-0.003 |
0.000925 |
-0.021758 |
-0.000135 |
-0.032704 |
- |
2592.2 |
2600.0 |
- |
2649.855 |
20251219 |
161 |
347 |