|
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_20250506_151423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.025409 |
- |
- |
- |
- |
- |
- |
- |
5826.4 |
- |
6101.306 |
20250418 |
0 |
351 |
| CFFEX.IM2505 |
0.025409 |
0.026687 |
-0.001278 |
-0.006278 |
-0.000698 |
-0.168817 |
- |
6063.0 |
5905.4 |
- |
6101.306 |
20250516 |
9 |
351 |
| CFFEX.IM2506 |
0.025409 |
0.026097 |
-0.000688 |
-0.02434 |
-0.000738 |
-0.178494 |
- |
5952.8 |
5801.4 |
- |
6101.306 |
20250620 |
33 |
351 |
| CFFEX.IM2507 |
0.025409 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6101.306 |
20250718 |
53 |
351 |
| CFFEX.IM2509 |
0.025409 |
0.026015 |
-0.000605 |
-0.053645 |
-0.000547 |
-0.132471 |
- |
5774.0 |
5627.6 |
- |
6101.306 |
20250919 |
98 |
351 |
| CFFEX.IM2512 |
0.025409 |
0.025343 |
0.000067 |
-0.075608 |
-0.000482 |
-0.116542 |
- |
5640.0 |
5500.6 |
- |
6101.306 |
20251219 |
157 |
351 |
| CFFEX.IC2504 |
0.019203 |
- |
- |
- |
- |
- |
- |
- |
5552.2 |
- |
5739.974 |
20250418 |
0 |
351 |
| CFFEX.IC2505 |
0.019203 |
0.020643 |
-0.00144 |
-0.005989 |
-0.000665 |
-0.161025 |
- |
5705.6 |
5590.2 |
- |
5739.974 |
20250516 |
9 |
351 |
| CFFEX.IC2506 |
0.019203 |
0.02274 |
-0.003536 |
-0.020553 |
-0.000623 |
-0.150722 |
- |
5622.0 |
5497.0 |
- |
5739.974 |
20250620 |
33 |
351 |
| CFFEX.IC2507 |
0.019203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5739.974 |
20250718 |
53 |
351 |
| CFFEX.IC2509 |
0.019203 |
0.022066 |
-0.002863 |
-0.044595 |
-0.000455 |
-0.110122 |
- |
5484.0 |
5365.6 |
- |
5739.974 |
20250919 |
98 |
351 |
| CFFEX.IC2512 |
0.019203 |
0.02162 |
-0.002416 |
-0.061494 |
-0.000392 |
-0.094787 |
- |
5387.0 |
5273.0 |
- |
5739.974 |
20251219 |
157 |
351 |
| CFFEX.IF2504 |
0.010217 |
- |
- |
- |
- |
- |
- |
- |
3764.4 |
- |
3809.094 |
20250418 |
0 |
351 |
| CFFEX.IF2505 |
0.010217 |
0.012154 |
-0.001937 |
-0.003018 |
-0.000335 |
-0.081138 |
- |
3797.6 |
3752.0 |
- |
3809.094 |
20250516 |
9 |
351 |
| CFFEX.IF2506 |
0.010217 |
0.013455 |
-0.003238 |
-0.011261 |
-0.000341 |
-0.08258 |
- |
3766.2 |
3716.2 |
- |
3809.094 |
20250620 |
33 |
351 |
| CFFEX.IF2507 |
0.010217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3809.094 |
20250718 |
53 |
351 |
| CFFEX.IF2509 |
0.010217 |
0.012394 |
-0.002177 |
-0.026383 |
-0.000269 |
-0.065149 |
- |
3708.6 |
3663.2 |
- |
3809.094 |
20250919 |
98 |
351 |
| CFFEX.IF2512 |
0.010217 |
0.012095 |
-0.001878 |
-0.033418 |
-0.000213 |
-0.051511 |
- |
3681.8 |
3637.8 |
- |
3809.094 |
20251219 |
157 |
351 |
| CFFEX.IH2504 |
0.005641 |
- |
- |
- |
- |
- |
- |
- |
2652.4 |
- |
2648.015 |
20250418 |
0 |
351 |
| CFFEX.IH2505 |
0.005641 |
0.00708 |
-0.001438 |
-0.000836 |
-0.000093 |
-0.022492 |
- |
2645.8 |
2627.2 |
- |
2648.015 |
20250516 |
9 |
351 |
| CFFEX.IH2506 |
0.005641 |
0.007818 |
-0.002177 |
-0.006954 |
-0.000211 |
-0.050998 |
- |
2629.6 |
2609.2 |
- |
2648.015 |
20250620 |
33 |
351 |
| CFFEX.IH2507 |
0.005641 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2648.015 |
20250718 |
53 |
351 |
| CFFEX.IH2509 |
0.005641 |
0.007913 |
-0.002272 |
-0.018737 |
-0.000191 |
-0.046268 |
- |
2598.4 |
2578.0 |
- |
2648.015 |
20250919 |
98 |
351 |
| CFFEX.IH2512 |
0.005641 |
0.007221 |
-0.00158 |
-0.020247 |
-0.000129 |
-0.031209 |
- |
2594.4 |
2575.8 |
- |
2648.015 |
20251219 |
157 |
351 |