|
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_20250515_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.016494 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6058.760 |
20250418 |
0 |
358 |
| CFFEX.IM2505 |
-0.016494 |
-0.015983 |
-0.000511 |
-0.000092 |
-0.000046 |
-0.011184 |
- |
6058.2 |
6156.6 |
- |
6058.760 |
20250516 |
2 |
358 |
| CFFEX.IM2506 |
-0.016494 |
-0.015555 |
-0.000939 |
-0.018116 |
-0.000697 |
-0.168617 |
- |
5949.0 |
6043.0 |
- |
6058.760 |
20250620 |
26 |
358 |
| CFFEX.IM2507 |
-0.016494 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6058.760 |
20250718 |
46 |
358 |
| CFFEX.IM2509 |
-0.016494 |
-0.016453 |
-0.000041 |
-0.050829 |
-0.000559 |
-0.135171 |
- |
5750.8 |
5847.0 |
- |
6058.760 |
20250919 |
91 |
358 |
| CFFEX.IM2512 |
-0.016494 |
-0.017082 |
0.000588 |
-0.074959 |
-0.0005 |
-0.120934 |
- |
5604.6 |
5702.0 |
- |
6058.760 |
20251219 |
150 |
358 |
| CFFEX.IC2504 |
-0.014258 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5716.435 |
20250418 |
0 |
358 |
| CFFEX.IC2505 |
-0.014258 |
-0.013655 |
-0.000603 |
0.000764 |
0.000382 |
0.092394 |
- |
5720.8 |
5800.0 |
- |
5716.435 |
20250516 |
2 |
358 |
| CFFEX.IC2506 |
-0.014258 |
-0.013128 |
-0.00113 |
-0.016345 |
-0.000629 |
-0.152134 |
- |
5623.0 |
5697.8 |
- |
5716.435 |
20250620 |
26 |
358 |
| CFFEX.IC2507 |
-0.014258 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5716.435 |
20250718 |
46 |
358 |
| CFFEX.IC2509 |
-0.014258 |
-0.014025 |
-0.000233 |
-0.045664 |
-0.000502 |
-0.121436 |
- |
5455.4 |
5533.0 |
- |
5716.435 |
20250919 |
91 |
358 |
| CFFEX.IC2512 |
-0.014258 |
-0.013578 |
-0.00068 |
-0.064662 |
-0.000431 |
-0.104321 |
- |
5346.8 |
5420.4 |
- |
5716.435 |
20251219 |
150 |
358 |
| CFFEX.IF2504 |
-0.009193 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3906.962 |
20250418 |
0 |
358 |
| CFFEX.IF2505 |
-0.009193 |
-0.008826 |
-0.000367 |
0.000317 |
0.000158 |
0.038341 |
- |
3908.2 |
3943.0 |
- |
3906.962 |
20250516 |
2 |
358 |
| CFFEX.IF2506 |
-0.009193 |
-0.008855 |
-0.000338 |
-0.008744 |
-0.000336 |
-0.081385 |
- |
3872.8 |
3907.4 |
- |
3906.962 |
20250620 |
26 |
358 |
| CFFEX.IF2507 |
-0.009193 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3906.962 |
20250718 |
46 |
358 |
| CFFEX.IF2509 |
-0.009193 |
-0.008643 |
-0.00055 |
-0.025278 |
-0.000278 |
-0.067224 |
- |
3808.2 |
3841.4 |
- |
3906.962 |
20250919 |
91 |
358 |
| CFFEX.IF2512 |
-0.009193 |
-0.008466 |
-0.000727 |
-0.034749 |
-0.000232 |
-0.056061 |
- |
3771.2 |
3803.4 |
- |
3906.962 |
20251219 |
150 |
358 |
| CFFEX.IH2504 |
-0.005367 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2739.006 |
20250418 |
0 |
358 |
| CFFEX.IH2505 |
-0.005367 |
-0.005515 |
0.000148 |
0.000655 |
0.000327 |
0.079253 |
- |
2740.8 |
2756.0 |
- |
2739.006 |
20250516 |
2 |
358 |
| CFFEX.IH2506 |
-0.005367 |
-0.005333 |
-0.000034 |
-0.005844 |
-0.000225 |
-0.054392 |
- |
2723.0 |
2737.6 |
- |
2739.006 |
20250620 |
26 |
358 |
| CFFEX.IH2507 |
-0.005367 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2739.006 |
20250718 |
46 |
358 |
| CFFEX.IH2509 |
-0.005367 |
-0.005837 |
0.00047 |
-0.017454 |
-0.000192 |
-0.046416 |
- |
2691.2 |
2707.0 |
- |
2739.006 |
20250919 |
91 |
358 |
| CFFEX.IH2512 |
-0.005367 |
-0.005843 |
0.000476 |
-0.018549 |
-0.000124 |
-0.029926 |
- |
2688.2 |
2704.0 |
- |
2739.006 |
20251219 |
150 |
358 |