|
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_20250509_151347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.012047 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6083.892 |
20250418 |
0 |
354 |
| CFFEX.IM2505 |
-0.012047 |
-0.011587 |
-0.00046 |
-0.004486 |
-0.000748 |
-0.180933 |
- |
6056.6 |
6127.6 |
- |
6083.892 |
20250516 |
6 |
354 |
| CFFEX.IM2506 |
-0.012047 |
-0.012262 |
0.000215 |
-0.022829 |
-0.000761 |
-0.184158 |
- |
5945.0 |
6018.8 |
- |
6083.892 |
20250620 |
30 |
354 |
| CFFEX.IM2507 |
-0.012047 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6083.892 |
20250718 |
50 |
354 |
| CFFEX.IM2509 |
-0.012047 |
-0.012075 |
0.000029 |
-0.053303 |
-0.000561 |
-0.135783 |
- |
5759.6 |
5830.0 |
- |
6083.892 |
20250919 |
95 |
354 |
| CFFEX.IM2512 |
-0.012047 |
-0.012543 |
0.000497 |
-0.076118 |
-0.000494 |
-0.119614 |
- |
5620.8 |
5692.2 |
- |
6083.892 |
20251219 |
154 |
354 |
| CFFEX.IC2504 |
-0.008759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5723.231 |
20250418 |
0 |
354 |
| CFFEX.IC2505 |
-0.008759 |
-0.008623 |
-0.000136 |
-0.00364 |
-0.000607 |
-0.146802 |
- |
5702.4 |
5752.0 |
- |
5723.231 |
20250516 |
6 |
354 |
| CFFEX.IC2506 |
-0.008759 |
-0.009753 |
0.000993 |
-0.020693 |
-0.00069 |
-0.166924 |
- |
5604.8 |
5660.0 |
- |
5723.231 |
20250620 |
30 |
354 |
| CFFEX.IC2507 |
-0.008759 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5723.231 |
20250718 |
50 |
354 |
| CFFEX.IC2509 |
-0.008759 |
-0.01077 |
0.002011 |
-0.046727 |
-0.000492 |
-0.119032 |
- |
5455.8 |
5515.2 |
- |
5723.231 |
20250919 |
95 |
354 |
| CFFEX.IC2512 |
-0.008759 |
-0.011454 |
0.002695 |
-0.065074 |
-0.000423 |
-0.102258 |
- |
5350.8 |
5412.8 |
- |
5723.231 |
20251219 |
154 |
354 |
| CFFEX.IF2504 |
-0.001686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3846.402 |
20250418 |
0 |
354 |
| CFFEX.IF2505 |
-0.001686 |
-0.001456 |
-0.000229 |
-0.001612 |
-0.000269 |
-0.065034 |
- |
3840.2 |
3845.8 |
- |
3846.402 |
20250516 |
6 |
354 |
| CFFEX.IF2506 |
-0.001686 |
-0.001939 |
0.000254 |
-0.009828 |
-0.000328 |
-0.079278 |
- |
3808.6 |
3816.0 |
- |
3846.402 |
20250620 |
30 |
354 |
| CFFEX.IF2507 |
-0.001686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3846.402 |
20250718 |
50 |
354 |
| CFFEX.IF2509 |
-0.001686 |
-0.003142 |
0.001457 |
-0.026727 |
-0.000281 |
-0.068083 |
- |
3743.6 |
3755.4 |
- |
3846.402 |
20250919 |
95 |
354 |
| CFFEX.IF2512 |
-0.001686 |
-0.004779 |
0.003093 |
-0.036294 |
-0.000236 |
-0.057034 |
- |
3706.8 |
3724.6 |
- |
3846.402 |
20251219 |
154 |
354 |
| CFFEX.IH2504 |
0.001718 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.112 |
20250418 |
0 |
354 |
| CFFEX.IH2505 |
0.001718 |
0.001717 |
0.000001 |
-0.000191 |
-0.000032 |
-0.007694 |
- |
2683.6 |
2679.0 |
- |
2684.112 |
20250516 |
6 |
354 |
| CFFEX.IH2506 |
0.001718 |
0.000525 |
0.001192 |
-0.006673 |
-0.000222 |
-0.053832 |
- |
2666.2 |
2664.8 |
- |
2684.112 |
20250620 |
30 |
354 |
| CFFEX.IH2507 |
0.001718 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.112 |
20250718 |
50 |
354 |
| CFFEX.IH2509 |
0.001718 |
0.000152 |
0.001566 |
-0.019415 |
-0.000204 |
-0.049457 |
- |
2632.0 |
2631.6 |
- |
2684.112 |
20250919 |
95 |
354 |
| CFFEX.IH2512 |
0.001718 |
-0.000228 |
0.001946 |
-0.021278 |
-0.000138 |
-0.033437 |
- |
2627.0 |
2627.6 |
- |
2684.112 |
20251219 |
154 |
354 |