|
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_20250507_151420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.001714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6113.383 |
20250418 |
0 |
352 |
| CFFEX.IM2505 |
0.001714 |
0.000924 |
0.00079 |
-0.007882 |
-0.000985 |
-0.238417 |
- |
6065.2 |
6059.6 |
- |
6113.383 |
20250516 |
8 |
352 |
| CFFEX.IM2506 |
0.001714 |
0.000336 |
0.001378 |
-0.025875 |
-0.000809 |
-0.195679 |
- |
5955.2 |
5953.2 |
- |
6113.383 |
20250620 |
32 |
352 |
| CFFEX.IM2507 |
0.001714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6113.383 |
20250718 |
52 |
352 |
| CFFEX.IM2509 |
0.001714 |
0.0 |
0.001714 |
-0.055515 |
-0.000572 |
-0.138501 |
- |
5774.0 |
5774.0 |
- |
6113.383 |
20250919 |
97 |
352 |
| CFFEX.IM2512 |
0.001714 |
0.0 |
0.001714 |
-0.077434 |
-0.000496 |
-0.120122 |
- |
5640.0 |
5640.0 |
- |
6113.383 |
20251219 |
156 |
352 |
| CFFEX.IC2504 |
0.001667 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5749.901 |
20250418 |
0 |
352 |
| CFFEX.IC2505 |
0.001667 |
0.002208 |
-0.000541 |
-0.005513 |
-0.000689 |
-0.166778 |
- |
5718.2 |
5705.6 |
- |
5749.901 |
20250516 |
8 |
352 |
| CFFEX.IC2506 |
0.001667 |
-0.00032 |
0.001987 |
-0.022557 |
-0.000705 |
-0.170588 |
- |
5620.2 |
5622.0 |
- |
5749.901 |
20250620 |
32 |
352 |
| CFFEX.IC2507 |
0.001667 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5749.901 |
20250718 |
52 |
352 |
| CFFEX.IC2509 |
0.001667 |
-0.000255 |
0.001923 |
-0.046488 |
-0.000479 |
-0.11598 |
- |
5482.6 |
5484.0 |
- |
5749.901 |
20250919 |
97 |
352 |
| CFFEX.IC2512 |
0.001667 |
-0.000186 |
0.001853 |
-0.063288 |
-0.000406 |
-0.098178 |
- |
5386.0 |
5387.0 |
- |
5749.901 |
20251219 |
156 |
352 |
| CFFEX.IF2504 |
0.005581 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3829.796 |
20250418 |
0 |
352 |
| CFFEX.IF2505 |
0.005581 |
0.005161 |
0.00042 |
-0.003289 |
-0.000411 |
-0.099491 |
- |
3817.2 |
3797.6 |
- |
3829.796 |
20250516 |
8 |
352 |
| CFFEX.IF2506 |
0.005581 |
0.004992 |
0.000589 |
-0.011697 |
-0.000366 |
-0.088456 |
- |
3785.0 |
3766.2 |
- |
3829.796 |
20250620 |
32 |
352 |
| CFFEX.IF2507 |
0.005581 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3829.796 |
20250718 |
52 |
352 |
| CFFEX.IF2509 |
0.005581 |
0.004638 |
0.000943 |
-0.027154 |
-0.00028 |
-0.067746 |
- |
3725.8 |
3708.6 |
- |
3829.796 |
20250919 |
97 |
352 |
| CFFEX.IF2512 |
0.005581 |
0.003585 |
0.001996 |
-0.035197 |
-0.000226 |
-0.0546 |
- |
3695.0 |
3681.8 |
- |
3829.796 |
20251219 |
156 |
352 |
| CFFEX.IH2504 |
0.007640 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2667.949 |
20250418 |
0 |
352 |
| CFFEX.IH2505 |
0.007640 |
0.007181 |
0.000459 |
-0.00118 |
-0.000148 |
-0.035704 |
- |
2664.8 |
2645.8 |
- |
2667.949 |
20250516 |
8 |
352 |
| CFFEX.IH2506 |
0.007640 |
0.006313 |
0.001327 |
-0.008152 |
-0.000255 |
-0.061649 |
- |
2646.2 |
2629.6 |
- |
2667.949 |
20250620 |
32 |
352 |
| CFFEX.IH2507 |
0.007640 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2667.949 |
20250718 |
52 |
352 |
| CFFEX.IH2509 |
0.007640 |
0.006004 |
0.001636 |
-0.020221 |
-0.000208 |
-0.050449 |
- |
2614.0 |
2598.4 |
- |
2667.949 |
20250919 |
97 |
352 |
| CFFEX.IH2512 |
0.007640 |
0.006398 |
0.001242 |
-0.021346 |
-0.000137 |
-0.033113 |
- |
2611.0 |
2594.4 |
- |
2667.949 |
20251219 |
156 |
352 |