|
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_20250430_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2503 |
0.008514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5953.643 |
20250321 |
0 |
350 |
| CFFEX.IM2504 |
0.008514 |
0.0 |
0.008514 |
-0.021372 |
-inf |
-inf |
- |
5826.4 |
5826.4 |
- |
5953.643 |
20250418 |
0 |
350 |
| CFFEX.IM2505 |
0.008514 |
0.006374 |
0.002141 |
-0.008103 |
-0.00081 |
-0.196095 |
- |
5905.4 |
5868.0 |
- |
5953.643 |
20250516 |
10 |
350 |
| CFFEX.IM2506 |
0.008514 |
0.004815 |
0.003699 |
-0.025571 |
-0.000752 |
-0.182008 |
- |
5801.4 |
5773.6 |
- |
5953.643 |
20250620 |
34 |
350 |
| CFFEX.IM2509 |
0.008514 |
0.003137 |
0.005377 |
-0.054764 |
-0.000553 |
-0.133867 |
- |
5627.6 |
5610.0 |
- |
5953.643 |
20250919 |
99 |
350 |
| CFFEX.IM2512 |
0.008514 |
0.004089 |
0.004425 |
-0.076095 |
-0.000482 |
-0.116551 |
- |
5500.6 |
5478.2 |
- |
5953.643 |
20251219 |
158 |
350 |
| CFFEX.IC2503 |
0.005222 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5634.172 |
20250321 |
0 |
350 |
| CFFEX.IC2504 |
0.005222 |
0.0 |
0.005222 |
-0.014549 |
-inf |
-inf |
- |
5552.2 |
5552.2 |
- |
5634.172 |
20250418 |
0 |
350 |
| CFFEX.IC2505 |
0.005222 |
0.002942 |
0.002279 |
-0.007805 |
-0.00078 |
-0.188869 |
- |
5590.2 |
5573.8 |
- |
5634.172 |
20250516 |
10 |
350 |
| CFFEX.IC2506 |
0.005222 |
0.001786 |
0.003436 |
-0.024346 |
-0.000716 |
-0.173289 |
- |
5497.0 |
5487.2 |
- |
5634.172 |
20250620 |
34 |
350 |
| CFFEX.IC2509 |
0.005222 |
0.000895 |
0.004326 |
-0.047668 |
-0.000481 |
-0.116523 |
- |
5365.6 |
5360.8 |
- |
5634.172 |
20250919 |
99 |
350 |
| CFFEX.IC2512 |
0.005222 |
-0.000493 |
0.005714 |
-0.064104 |
-0.000406 |
-0.098184 |
- |
5273.0 |
5275.6 |
- |
5634.172 |
20251219 |
158 |
350 |
| CFFEX.IF2503 |
-0.000860 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3771.831 |
20250321 |
0 |
350 |
| CFFEX.IF2504 |
-0.000860 |
0.0 |
-0.00086 |
-0.00197 |
-inf |
-inf |
- |
3764.4 |
3764.4 |
- |
3771.831 |
20250418 |
0 |
350 |
| CFFEX.IF2505 |
-0.000860 |
-0.001543 |
0.000684 |
-0.005258 |
-0.000526 |
-0.127235 |
- |
3752.0 |
3757.8 |
- |
3771.831 |
20250516 |
10 |
350 |
| CFFEX.IF2506 |
-0.000860 |
-0.002309 |
0.001449 |
-0.014749 |
-0.000434 |
-0.104979 |
- |
3716.2 |
3724.8 |
- |
3771.831 |
20250620 |
34 |
350 |
| CFFEX.IF2509 |
-0.000860 |
-0.001744 |
0.000884 |
-0.028695 |
-0.00029 |
-0.070142 |
- |
3663.6 |
3670.0 |
- |
3771.831 |
20250919 |
99 |
350 |
| CFFEX.IF2512 |
-0.000860 |
-0.00214 |
0.00128 |
-0.035535 |
-0.000225 |
-0.054427 |
- |
3637.8 |
3645.6 |
- |
3771.831 |
20251219 |
158 |
350 |
| CFFEX.IH2503 |
-0.004292 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2634.158 |
20250321 |
0 |
350 |
| CFFEX.IH2504 |
-0.004292 |
0.0 |
-0.004292 |
0.006925 |
inf |
inf |
- |
2652.4 |
2652.4 |
- |
2634.158 |
20250418 |
0 |
350 |
| CFFEX.IH2505 |
-0.004292 |
-0.004471 |
0.00018 |
-0.002641 |
-0.000264 |
-0.063923 |
- |
2627.2 |
2639.0 |
- |
2634.158 |
20250516 |
10 |
350 |
| CFFEX.IH2506 |
-0.004292 |
-0.004578 |
0.000286 |
-0.009475 |
-0.000279 |
-0.067438 |
- |
2609.2 |
2621.2 |
- |
2634.158 |
20250620 |
34 |
350 |
| CFFEX.IH2509 |
-0.004292 |
-0.004556 |
0.000264 |
-0.021319 |
-0.000215 |
-0.052113 |
- |
2578.0 |
2589.8 |
- |
2634.158 |
20250919 |
99 |
350 |
| CFFEX.IH2512 |
-0.004292 |
-0.002942 |
-0.00135 |
-0.022154 |
-0.00014 |
-0.033933 |
- |
2575.8 |
2583.4 |
- |
2634.158 |
20251219 |
158 |
350 |