|
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_20250508_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.008075 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6160.844 |
20250418 |
0 |
353 |
| CFFEX.IM2505 |
0.008075 |
0.010189 |
-0.002114 |
-0.005493 |
-0.000785 |
-0.189915 |
- |
6127.0 |
6065.2 |
- |
6160.844 |
20250516 |
7 |
353 |
| CFFEX.IM2506 |
0.008075 |
0.01068 |
-0.002605 |
-0.023056 |
-0.000744 |
-0.179985 |
- |
6018.8 |
5955.2 |
- |
6160.844 |
20250620 |
31 |
353 |
| CFFEX.IM2507 |
0.008075 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6160.844 |
20250718 |
51 |
353 |
| CFFEX.IM2509 |
0.008075 |
0.009699 |
-0.001624 |
-0.053701 |
-0.000559 |
-0.135371 |
- |
5830.0 |
5774.0 |
- |
6160.844 |
20250919 |
96 |
353 |
| CFFEX.IM2512 |
0.008075 |
0.009255 |
-0.00118 |
-0.076068 |
-0.000491 |
-0.118764 |
- |
5692.2 |
5640.0 |
- |
6160.844 |
20251219 |
155 |
353 |
| CFFEX.IC2504 |
0.004473 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5776.011 |
20250418 |
0 |
353 |
| CFFEX.IC2505 |
0.004473 |
0.005911 |
-0.001438 |
-0.004157 |
-0.000594 |
-0.143714 |
- |
5752.0 |
5718.2 |
- |
5776.011 |
20250516 |
7 |
353 |
| CFFEX.IC2506 |
0.004473 |
0.007082 |
-0.002609 |
-0.020085 |
-0.000648 |
-0.156792 |
- |
5660.0 |
5620.2 |
- |
5776.011 |
20250620 |
31 |
353 |
| CFFEX.IC2507 |
0.004473 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5776.011 |
20250718 |
51 |
353 |
| CFFEX.IC2509 |
0.004473 |
0.005946 |
-0.001473 |
-0.045154 |
-0.00047 |
-0.113826 |
- |
5515.2 |
5482.6 |
- |
5776.011 |
20250919 |
96 |
353 |
| CFFEX.IC2512 |
0.004473 |
0.004976 |
-0.000503 |
-0.062883 |
-0.000406 |
-0.098178 |
- |
5412.8 |
5386.0 |
- |
5776.011 |
20251219 |
155 |
353 |
| CFFEX.IF2504 |
0.006115 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3855.057 |
20250418 |
0 |
353 |
| CFFEX.IF2505 |
0.006115 |
0.007492 |
-0.001378 |
-0.002401 |
-0.000343 |
-0.083015 |
- |
3845.8 |
3817.2 |
- |
3855.057 |
20250516 |
7 |
353 |
| CFFEX.IF2506 |
0.006115 |
0.00819 |
-0.002075 |
-0.010131 |
-0.000327 |
-0.07909 |
- |
3816.0 |
3785.0 |
- |
3855.057 |
20250620 |
31 |
353 |
| CFFEX.IF2507 |
0.006115 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3855.057 |
20250718 |
51 |
353 |
| CFFEX.IF2509 |
0.006115 |
0.007945 |
-0.00183 |
-0.025851 |
-0.000269 |
-0.065166 |
- |
3755.4 |
3725.8 |
- |
3855.057 |
20250919 |
96 |
353 |
| CFFEX.IF2512 |
0.006115 |
0.008011 |
-0.001896 |
-0.03384 |
-0.000218 |
-0.052835 |
- |
3724.6 |
3695.0 |
- |
3855.057 |
20251219 |
155 |
353 |
| CFFEX.IH2504 |
0.003989 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2681.357 |
20250418 |
0 |
353 |
| CFFEX.IH2505 |
0.003989 |
0.005329 |
-0.001339 |
-0.000879 |
-0.000126 |
-0.030389 |
- |
2679.0 |
2664.8 |
- |
2681.357 |
20250516 |
7 |
353 |
| CFFEX.IH2506 |
0.003989 |
0.006953 |
-0.002963 |
-0.006175 |
-0.000199 |
-0.048204 |
- |
2664.8 |
2646.4 |
- |
2681.357 |
20250620 |
31 |
353 |
| CFFEX.IH2507 |
0.003989 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2681.357 |
20250718 |
51 |
353 |
| CFFEX.IH2509 |
0.003989 |
0.006733 |
-0.002744 |
-0.018557 |
-0.000193 |
-0.046778 |
- |
2631.6 |
2614.0 |
- |
2681.357 |
20250919 |
96 |
353 |
| CFFEX.IH2512 |
0.003989 |
0.006358 |
-0.002368 |
-0.020048 |
-0.000129 |
-0.031301 |
- |
2627.6 |
2611.0 |
- |
2681.357 |
20251219 |
155 |
353 |