|
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_20250428_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
-0.010279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5878.448 |
20250321 |
0 |
348 |
| CFFEX.IM2504 |
-0.010279 |
0.0 |
-0.010279 |
-0.008854 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5878.448 |
20250418 |
0 |
348 |
| CFFEX.IM2505 |
-0.010279 |
-0.009652 |
-0.000628 |
-0.008548 |
-0.000712 |
-0.172381 |
- |
5828.2 |
5885.0 |
- |
5878.448 |
20250516 |
12 |
348 |
| CFFEX.IM2506 |
-0.010279 |
-0.010023 |
-0.000256 |
-0.025491 |
-0.000708 |
-0.171357 |
- |
5728.6 |
5786.6 |
- |
5878.448 |
20250620 |
36 |
348 |
| CFFEX.IM2509 |
-0.010279 |
-0.009494 |
-0.000786 |
-0.052233 |
-0.000517 |
-0.125152 |
- |
5571.4 |
5624.8 |
- |
5878.448 |
20250919 |
101 |
348 |
| CFFEX.IM2512 |
-0.010279 |
-0.009855 |
-0.000425 |
-0.073599 |
-0.00046 |
-0.111319 |
- |
5445.8 |
5500.0 |
- |
5878.448 |
20251219 |
160 |
348 |
| CFFEX.IC2503 |
-0.004822 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5600.048 |
20250321 |
0 |
348 |
| CFFEX.IC2504 |
-0.004822 |
0.0 |
-0.004822 |
-0.008544 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5600.048 |
20250418 |
0 |
348 |
| CFFEX.IC2505 |
-0.004822 |
-0.004693 |
-0.000128 |
-0.007866 |
-0.000655 |
-0.158624 |
- |
5556.0 |
5582.2 |
- |
5600.048 |
20250516 |
12 |
348 |
| CFFEX.IC2506 |
-0.004822 |
-0.005019 |
0.000198 |
-0.023044 |
-0.00064 |
-0.154907 |
- |
5471.0 |
5498.6 |
- |
5600.048 |
20250620 |
36 |
348 |
| CFFEX.IC2509 |
-0.004822 |
-0.004952 |
0.00013 |
-0.04558 |
-0.000451 |
-0.109211 |
- |
5344.8 |
5371.4 |
- |
5600.048 |
20250919 |
101 |
348 |
| CFFEX.IC2512 |
-0.004822 |
-0.005077 |
0.000255 |
-0.062151 |
-0.000388 |
-0.094003 |
- |
5252.0 |
5278.8 |
- |
5600.048 |
20251219 |
160 |
348 |
| CFFEX.IF2503 |
-0.000791 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3783.997 |
20250321 |
0 |
348 |
| CFFEX.IF2504 |
-0.000791 |
0.0 |
-0.000791 |
-0.005179 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3783.997 |
20250418 |
0 |
348 |
| CFFEX.IF2505 |
-0.000791 |
-0.003338 |
0.002547 |
-0.00576 |
-0.00048 |
-0.116166 |
- |
3762.2 |
3774.8 |
- |
3783.997 |
20250516 |
12 |
348 |
| CFFEX.IF2506 |
-0.000791 |
-0.0023 |
0.001509 |
-0.014111 |
-0.000392 |
-0.094859 |
- |
3730.6 |
3739.2 |
- |
3783.997 |
20250620 |
36 |
348 |
| CFFEX.IF2509 |
-0.000791 |
-0.002608 |
0.001816 |
-0.029598 |
-0.000293 |
-0.070917 |
- |
3672.0 |
3681.6 |
- |
3783.997 |
20250919 |
101 |
348 |
| CFFEX.IF2512 |
-0.000791 |
-0.003007 |
0.002215 |
-0.036099 |
-0.000226 |
-0.054599 |
- |
3647.4 |
3658.4 |
- |
3783.997 |
20251219 |
160 |
348 |
| CFFEX.IH2503 |
0.001675 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2653.247 |
20250321 |
0 |
348 |
| CFFEX.IH2504 |
0.001675 |
0.0 |
0.001675 |
-0.000319 |
-inf |
-inf |
- |
2652.4 |
2652.4 |
- |
2653.247 |
20250418 |
0 |
348 |
| CFFEX.IH2505 |
0.001675 |
0.000151 |
0.001524 |
-0.002958 |
-0.000246 |
-0.059643 |
- |
2645.4 |
2645.0 |
- |
2653.247 |
20250516 |
12 |
348 |
| CFFEX.IH2506 |
0.001675 |
0.0 |
0.001675 |
-0.009516 |
-0.000264 |
-0.063965 |
- |
2628.0 |
2628.0 |
- |
2653.247 |
20250620 |
36 |
348 |
| CFFEX.IH2509 |
0.001675 |
-0.000462 |
0.002137 |
-0.022104 |
-0.000219 |
-0.052962 |
- |
2594.6 |
2595.8 |
- |
2653.247 |
20250919 |
101 |
348 |
| CFFEX.IH2512 |
0.001675 |
-0.000694 |
0.002369 |
-0.023687 |
-0.000148 |
-0.035826 |
- |
2590.4 |
2592.2 |
- |
2653.247 |
20251219 |
160 |
348 |