|
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_20250514_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.001572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6160.680 |
20250418 |
0 |
357 |
| CFFEX.IM2505 |
0.001572 |
0.004864 |
-0.003292 |
-0.000662 |
-0.000221 |
-0.053423 |
- |
6156.6 |
6126.8 |
- |
6160.680 |
20250516 |
3 |
357 |
| CFFEX.IM2506 |
0.001572 |
0.007738 |
-0.006166 |
-0.019102 |
-0.000707 |
-0.171209 |
- |
6043.0 |
5996.6 |
- |
6160.680 |
20250620 |
27 |
357 |
| CFFEX.IM2507 |
0.001572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6160.680 |
20250718 |
47 |
357 |
| CFFEX.IM2509 |
0.001572 |
0.007721 |
-0.006149 |
-0.050916 |
-0.000553 |
-0.133932 |
- |
5847.0 |
5802.2 |
- |
6160.680 |
20250919 |
92 |
357 |
| CFFEX.IM2512 |
0.001572 |
0.00742 |
-0.005848 |
-0.074453 |
-0.000493 |
-0.119322 |
- |
5702.0 |
5660.0 |
- |
6160.680 |
20251219 |
151 |
357 |
| CFFEX.IC2504 |
0.003015 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5799.098 |
20250418 |
0 |
357 |
| CFFEX.IC2505 |
0.003015 |
0.005687 |
-0.002673 |
0.000156 |
0.000052 |
0.012547 |
- |
5800.0 |
5767.2 |
- |
5799.098 |
20250516 |
3 |
357 |
| CFFEX.IC2506 |
0.003015 |
0.00764 |
-0.004625 |
-0.017468 |
-0.000647 |
-0.156564 |
- |
5697.8 |
5654.6 |
- |
5799.098 |
20250620 |
27 |
357 |
| CFFEX.IC2507 |
0.003015 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5799.098 |
20250718 |
47 |
357 |
| CFFEX.IC2509 |
0.003015 |
0.007465 |
-0.004451 |
-0.045886 |
-0.000499 |
-0.1207 |
- |
5533.0 |
5492.0 |
- |
5799.098 |
20250919 |
92 |
357 |
| CFFEX.IC2512 |
0.003015 |
0.00706 |
-0.004045 |
-0.065303 |
-0.000432 |
-0.104658 |
- |
5420.4 |
5382.4 |
- |
5799.098 |
20251219 |
151 |
357 |
| CFFEX.IF2504 |
0.011991 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3942.977 |
20250418 |
0 |
357 |
| CFFEX.IF2505 |
0.011991 |
0.013104 |
-0.001113 |
0.000006 |
0.000002 |
0.000471 |
- |
3943.0 |
3892.0 |
- |
3942.977 |
20250516 |
3 |
357 |
| CFFEX.IF2506 |
0.011991 |
0.014646 |
-0.002655 |
-0.009023 |
-0.000334 |
-0.080872 |
- |
3907.4 |
3851.0 |
- |
3942.977 |
20250620 |
27 |
357 |
| CFFEX.IF2507 |
0.011991 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3942.977 |
20250718 |
47 |
357 |
| CFFEX.IF2509 |
0.011991 |
0.015384 |
-0.003393 |
-0.025761 |
-0.00028 |
-0.067764 |
- |
3841.4 |
3783.2 |
- |
3942.977 |
20250919 |
92 |
357 |
| CFFEX.IF2512 |
0.011991 |
0.015594 |
-0.003603 |
-0.035399 |
-0.000234 |
-0.056732 |
- |
3803.4 |
3745.0 |
- |
3942.977 |
20251219 |
151 |
357 |
| CFFEX.IH2504 |
0.016862 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2753.722 |
20250418 |
0 |
357 |
| CFFEX.IH2505 |
0.016862 |
0.0175 |
-0.000638 |
0.000827 |
0.000276 |
0.066731 |
- |
2756.0 |
2708.6 |
- |
2753.722 |
20250516 |
3 |
357 |
| CFFEX.IH2506 |
0.016862 |
0.018377 |
-0.001515 |
-0.005855 |
-0.000217 |
-0.052475 |
- |
2737.6 |
2688.2 |
- |
2753.722 |
20250620 |
27 |
357 |
| CFFEX.IH2507 |
0.016862 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2753.722 |
20250718 |
47 |
357 |
| CFFEX.IH2509 |
0.016862 |
0.019893 |
-0.003031 |
-0.016967 |
-0.000184 |
-0.04463 |
- |
2707.0 |
2654.2 |
- |
2753.722 |
20250919 |
92 |
357 |
| CFFEX.IH2512 |
0.016862 |
0.019992 |
-0.00313 |
-0.018056 |
-0.00012 |
-0.028938 |
- |
2704.0 |
2651.0 |
- |
2753.722 |
20251219 |
151 |
357 |