|
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_20250513_151400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.002558 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6151.682 |
20250418 |
0 |
356 |
| CFFEX.IM2505 |
-0.002558 |
-0.004031 |
0.001473 |
-0.004045 |
-0.001011 |
-0.244707 |
- |
6126.8 |
6151.6 |
- |
6151.682 |
20250516 |
4 |
356 |
| CFFEX.IM2506 |
-0.002558 |
-0.006692 |
0.004134 |
-0.02521 |
-0.0009 |
-0.217884 |
- |
5996.6 |
6037.0 |
- |
6151.682 |
20250620 |
28 |
356 |
| CFFEX.IM2507 |
-0.002558 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6151.682 |
20250718 |
48 |
356 |
| CFFEX.IM2509 |
-0.002558 |
-0.007051 |
0.004492 |
-0.056811 |
-0.000611 |
-0.14783 |
- |
5802.2 |
5843.4 |
- |
6151.682 |
20250919 |
93 |
356 |
| CFFEX.IM2512 |
-0.002558 |
-0.007401 |
0.004842 |
-0.079926 |
-0.000526 |
-0.127251 |
- |
5660.0 |
5702.2 |
- |
6151.682 |
20251219 |
152 |
356 |
| CFFEX.IC2504 |
-0.001941 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5782.431 |
20250418 |
0 |
356 |
| CFFEX.IC2505 |
-0.001941 |
-0.003249 |
0.001309 |
-0.002634 |
-0.000659 |
-0.159358 |
- |
5767.2 |
5786.0 |
- |
5782.431 |
20250516 |
4 |
356 |
| CFFEX.IC2506 |
-0.001941 |
-0.005872 |
0.003931 |
-0.022107 |
-0.00079 |
-0.191066 |
- |
5654.6 |
5688.0 |
- |
5782.431 |
20250620 |
28 |
356 |
| CFFEX.IC2507 |
-0.001941 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5782.431 |
20250718 |
48 |
356 |
| CFFEX.IC2509 |
-0.001941 |
-0.005901 |
0.00396 |
-0.050226 |
-0.00054 |
-0.130697 |
- |
5492.0 |
5524.6 |
- |
5782.431 |
20250919 |
93 |
356 |
| CFFEX.IC2512 |
-0.001941 |
-0.006534 |
0.004593 |
-0.06918 |
-0.000455 |
-0.110143 |
- |
5382.4 |
5417.8 |
- |
5782.431 |
20251219 |
152 |
356 |
| CFFEX.IF2504 |
0.001434 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3896.187 |
20250418 |
0 |
356 |
| CFFEX.IF2505 |
0.001434 |
0.001802 |
-0.000368 |
-0.001075 |
-0.000269 |
-0.065016 |
- |
3892.0 |
3885.0 |
- |
3896.187 |
20250516 |
4 |
356 |
| CFFEX.IF2506 |
0.001434 |
-0.000519 |
0.001953 |
-0.011598 |
-0.000414 |
-0.100238 |
- |
3851.0 |
3853.0 |
- |
3896.187 |
20250620 |
28 |
356 |
| CFFEX.IF2507 |
0.001434 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3896.187 |
20250718 |
48 |
356 |
| CFFEX.IF2509 |
0.001434 |
-0.000898 |
0.002331 |
-0.028999 |
-0.000312 |
-0.075461 |
- |
3783.2 |
3786.6 |
- |
3896.187 |
20250919 |
93 |
356 |
| CFFEX.IF2512 |
0.001434 |
-0.001227 |
0.00266 |
-0.038804 |
-0.000255 |
-0.06178 |
- |
3745.0 |
3749.6 |
- |
3896.187 |
20251219 |
152 |
356 |
| CFFEX.IH2504 |
0.001888 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2707.721 |
20250418 |
0 |
356 |
| CFFEX.IH2505 |
0.001888 |
0.001775 |
0.000113 |
0.000325 |
0.000081 |
0.01964 |
- |
2708.6 |
2703.8 |
- |
2707.721 |
20250516 |
4 |
356 |
| CFFEX.IH2506 |
0.001888 |
0.000596 |
0.001293 |
-0.007209 |
-0.000257 |
-0.06231 |
- |
2688.2 |
2686.6 |
- |
2707.721 |
20250620 |
28 |
356 |
| CFFEX.IH2507 |
0.001888 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2707.721 |
20250718 |
48 |
356 |
| CFFEX.IH2509 |
0.001888 |
0.000377 |
0.001512 |
-0.019766 |
-0.000213 |
-0.051434 |
- |
2654.2 |
2653.2 |
- |
2707.721 |
20250919 |
93 |
356 |
| CFFEX.IH2512 |
0.001888 |
0.000755 |
0.001133 |
-0.020948 |
-0.000138 |
-0.033351 |
- |
2651.0 |
2649.0 |
- |
2707.721 |
20251219 |
152 |
356 |