|
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_20250512_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.013831 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6166.202 |
20250418 |
0 |
355 |
| CFFEX.IM2505 |
0.013831 |
0.015752 |
-0.001922 |
-0.002368 |
-0.000474 |
-0.114615 |
- |
6151.6 |
6056.2 |
- |
6166.202 |
20250516 |
5 |
355 |
| CFFEX.IM2506 |
0.013831 |
0.015441 |
-0.00161 |
-0.020953 |
-0.000723 |
-0.174851 |
- |
6037.0 |
5945.2 |
- |
6166.202 |
20250620 |
29 |
355 |
| CFFEX.IM2507 |
0.013831 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6166.202 |
20250718 |
49 |
355 |
| CFFEX.IM2509 |
0.013831 |
0.01455 |
-0.000719 |
-0.05235 |
-0.000557 |
-0.134774 |
- |
5843.4 |
5759.6 |
- |
6166.202 |
20250919 |
94 |
355 |
| CFFEX.IM2512 |
0.013831 |
0.014482 |
-0.000651 |
-0.075249 |
-0.000492 |
-0.119022 |
- |
5702.2 |
5620.8 |
- |
6166.202 |
20251219 |
153 |
355 |
| CFFEX.IC2504 |
0.012495 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5793.215 |
20250418 |
0 |
355 |
| CFFEX.IC2505 |
0.012495 |
0.01466 |
-0.002166 |
-0.001245 |
-0.000249 |
-0.060278 |
- |
5786.0 |
5702.4 |
- |
5793.215 |
20250516 |
5 |
355 |
| CFFEX.IC2506 |
0.012495 |
0.014844 |
-0.002349 |
-0.018162 |
-0.000626 |
-0.151557 |
- |
5688.0 |
5604.8 |
- |
5793.215 |
20250620 |
29 |
355 |
| CFFEX.IC2507 |
0.012495 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5793.215 |
20250718 |
49 |
355 |
| CFFEX.IC2509 |
0.012495 |
0.01261 |
-0.000116 |
-0.046367 |
-0.000493 |
-0.119371 |
- |
5524.6 |
5455.8 |
- |
5793.215 |
20250919 |
94 |
355 |
| CFFEX.IC2512 |
0.012495 |
0.012521 |
-0.000027 |
-0.064803 |
-0.000424 |
-0.102498 |
- |
5417.8 |
5350.8 |
- |
5793.215 |
20251219 |
153 |
355 |
| CFFEX.IF2504 |
0.011534 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3890.517 |
20250418 |
0 |
355 |
| CFFEX.IF2505 |
0.011534 |
0.011666 |
-0.000132 |
-0.001418 |
-0.000284 |
-0.068634 |
- |
3885.0 |
3840.2 |
- |
3890.517 |
20250516 |
5 |
355 |
| CFFEX.IF2506 |
0.011534 |
0.011658 |
-0.000124 |
-0.009643 |
-0.000333 |
-0.080471 |
- |
3853.0 |
3808.6 |
- |
3890.517 |
20250620 |
29 |
355 |
| CFFEX.IF2507 |
0.011534 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3890.517 |
20250718 |
49 |
355 |
| CFFEX.IF2509 |
0.011534 |
0.011486 |
0.000047 |
-0.02671 |
-0.000284 |
-0.068765 |
- |
3786.6 |
3743.6 |
- |
3890.517 |
20250919 |
94 |
355 |
| CFFEX.IF2512 |
0.011534 |
0.011546 |
-0.000013 |
-0.036221 |
-0.000237 |
-0.05729 |
- |
3749.6 |
3706.8 |
- |
3890.517 |
20251219 |
153 |
355 |
| CFFEX.IH2504 |
0.006737 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2702.089 |
20250418 |
0 |
355 |
| CFFEX.IH2505 |
0.006737 |
0.007527 |
-0.00079 |
0.000633 |
0.000127 |
0.030648 |
- |
2703.8 |
2683.6 |
- |
2702.089 |
20250516 |
5 |
355 |
| CFFEX.IH2506 |
0.006737 |
0.007651 |
-0.000914 |
-0.005732 |
-0.000198 |
-0.047834 |
- |
2686.6 |
2666.2 |
- |
2702.089 |
20250620 |
29 |
355 |
| CFFEX.IH2507 |
0.006737 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2702.089 |
20250718 |
49 |
355 |
| CFFEX.IH2509 |
0.006737 |
0.008055 |
-0.001317 |
-0.018093 |
-0.000192 |
-0.04658 |
- |
2653.2 |
2632.0 |
- |
2702.089 |
20250919 |
94 |
355 |
| CFFEX.IH2512 |
0.006737 |
0.008375 |
-0.001637 |
-0.019647 |
-0.000128 |
-0.031076 |
- |
2649.0 |
2627.0 |
- |
2702.089 |
20251219 |
153 |
355 |