|
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_20250429_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.004384 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5902.821 |
20250321 |
0 |
349 |
| CFFEX.IM2504 |
0.004384 |
0.0 |
0.004384 |
-0.012947 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5902.821 |
20250418 |
0 |
349 |
| CFFEX.IM2505 |
0.004384 |
0.006795 |
-0.002411 |
-0.005933 |
-0.000539 |
-0.130524 |
- |
5867.8 |
5828.2 |
- |
5902.821 |
20250516 |
11 |
349 |
| CFFEX.IM2506 |
0.004384 |
0.007785 |
-0.003401 |
-0.021891 |
-0.000625 |
-0.151363 |
- |
5773.6 |
5729.0 |
- |
5902.821 |
20250620 |
35 |
349 |
| CFFEX.IM2509 |
0.004384 |
0.006928 |
-0.002544 |
-0.049607 |
-0.000496 |
-0.120049 |
- |
5610.0 |
5571.4 |
- |
5902.821 |
20250919 |
100 |
349 |
| CFFEX.IM2512 |
0.004384 |
0.00595 |
-0.001566 |
-0.071935 |
-0.000452 |
-0.109486 |
- |
5478.2 |
5445.8 |
- |
5902.821 |
20251219 |
159 |
349 |
| CFFEX.IC2503 |
0.001068 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5604.275 |
20250321 |
0 |
349 |
| CFFEX.IC2504 |
0.001068 |
0.0 |
0.001068 |
-0.009292 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5604.275 |
20250418 |
0 |
349 |
| CFFEX.IC2505 |
0.001068 |
0.003204 |
-0.002136 |
-0.005438 |
-0.000494 |
-0.119632 |
- |
5573.8 |
5556.0 |
- |
5604.275 |
20250516 |
11 |
349 |
| CFFEX.IC2506 |
0.001068 |
0.002961 |
-0.001893 |
-0.02089 |
-0.000597 |
-0.144442 |
- |
5487.2 |
5471.0 |
- |
5604.275 |
20250620 |
35 |
349 |
| CFFEX.IC2509 |
0.001068 |
0.002994 |
-0.001925 |
-0.043445 |
-0.000434 |
-0.105136 |
- |
5360.8 |
5344.8 |
- |
5604.275 |
20250919 |
100 |
349 |
| CFFEX.IC2512 |
0.001068 |
0.004494 |
-0.003425 |
-0.058647 |
-0.000369 |
-0.089262 |
- |
5275.6 |
5252.0 |
- |
5604.275 |
20251219 |
159 |
349 |
| CFFEX.IF2503 |
-0.002216 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3773.239 |
20250321 |
0 |
349 |
| CFFEX.IF2504 |
-0.002216 |
0.0 |
-0.002216 |
-0.002343 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3773.239 |
20250418 |
0 |
349 |
| CFFEX.IF2505 |
-0.002216 |
-0.00117 |
-0.001046 |
-0.004092 |
-0.000372 |
-0.090018 |
- |
3757.8 |
3762.2 |
- |
3773.239 |
20250516 |
11 |
349 |
| CFFEX.IF2506 |
-0.002216 |
-0.001555 |
-0.000661 |
-0.012838 |
-0.000367 |
-0.088762 |
- |
3724.8 |
3730.6 |
- |
3773.239 |
20250620 |
35 |
349 |
| CFFEX.IF2509 |
-0.002216 |
-0.000599 |
-0.001617 |
-0.027361 |
-0.000274 |
-0.066213 |
- |
3670.0 |
3672.2 |
- |
3773.239 |
20250919 |
100 |
349 |
| CFFEX.IF2512 |
-0.002216 |
-0.000494 |
-0.001722 |
-0.033827 |
-0.000213 |
-0.051486 |
- |
3645.6 |
3647.4 |
- |
3773.239 |
20251219 |
159 |
349 |
| CFFEX.IH2503 |
-0.002936 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2643.441 |
20250321 |
0 |
349 |
| CFFEX.IH2504 |
-0.002936 |
0.0 |
-0.002936 |
0.003389 |
inf |
inf |
- |
2652.4 |
2652.4 |
- |
2643.441 |
20250418 |
0 |
349 |
| CFFEX.IH2505 |
-0.002936 |
-0.002419 |
-0.000517 |
-0.00168 |
-0.000153 |
-0.03696 |
- |
2639.0 |
2645.4 |
- |
2643.441 |
20250516 |
11 |
349 |
| CFFEX.IH2506 |
-0.002936 |
-0.002588 |
-0.000349 |
-0.008414 |
-0.00024 |
-0.058174 |
- |
2621.2 |
2628.0 |
- |
2643.441 |
20250620 |
35 |
349 |
| CFFEX.IH2509 |
-0.002936 |
-0.00185 |
-0.001086 |
-0.020292 |
-0.000203 |
-0.049107 |
- |
2589.8 |
2594.6 |
- |
2643.441 |
20250919 |
100 |
349 |
| CFFEX.IH2512 |
-0.002936 |
-0.002702 |
-0.000234 |
-0.022713 |
-0.000143 |
-0.03457 |
- |
2583.4 |
2590.4 |
- |
2643.441 |
20251219 |
159 |
349 |