|
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_20250516_151357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.002279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6070.837 |
20250418 |
0 |
359 |
| CFFEX.IM2505 |
0.002279 |
0.00383 |
-0.001551 |
0.00174 |
0.00174 |
0.42107 |
- |
6081.4 |
6058.2 |
- |
6070.837 |
20250516 |
1 |
359 |
| CFFEX.IM2506 |
0.002279 |
-0.002555 |
0.004834 |
-0.022573 |
-0.000903 |
-0.218507 |
- |
5933.8 |
5949.0 |
- |
6070.837 |
20250620 |
25 |
359 |
| CFFEX.IM2507 |
0.002279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6070.837 |
20250718 |
45 |
359 |
| CFFEX.IM2509 |
0.002279 |
-0.003617 |
0.005895 |
-0.056143 |
-0.000624 |
-0.150963 |
- |
5730.0 |
5750.8 |
- |
6070.837 |
20250919 |
90 |
359 |
| CFFEX.IM2512 |
0.002279 |
-0.004354 |
0.006632 |
-0.080819 |
-0.000542 |
-0.131263 |
- |
5580.2 |
5604.6 |
- |
6070.837 |
20251219 |
149 |
359 |
| CFFEX.IC2504 |
0.000493 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5718.117 |
20250418 |
0 |
359 |
| CFFEX.IC2505 |
0.000493 |
0.000489 |
0.000004 |
0.000959 |
0.000959 |
0.232049 |
- |
5723.6 |
5720.8 |
- |
5718.117 |
20250516 |
1 |
359 |
| CFFEX.IC2506 |
0.000493 |
-0.00377 |
0.004264 |
-0.020342 |
-0.000814 |
-0.196909 |
- |
5601.8 |
5623.0 |
- |
5718.117 |
20250620 |
25 |
359 |
| CFFEX.IC2507 |
0.000493 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5718.117 |
20250718 |
45 |
359 |
| CFFEX.IC2509 |
0.000493 |
-0.003703 |
0.004196 |
-0.049477 |
-0.00055 |
-0.133039 |
- |
5435.2 |
5455.4 |
- |
5718.117 |
20250919 |
90 |
359 |
| CFFEX.IC2512 |
0.000493 |
-0.005274 |
0.005768 |
-0.069869 |
-0.000469 |
-0.113478 |
- |
5318.6 |
5346.8 |
- |
5718.117 |
20251219 |
149 |
359 |
| CFFEX.IF2504 |
-0.004712 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3888.787 |
20250418 |
0 |
359 |
| CFFEX.IF2505 |
-0.004712 |
-0.005527 |
0.000814 |
-0.000562 |
-0.000562 |
-0.136097 |
- |
3886.6 |
3908.2 |
- |
3888.787 |
20250516 |
1 |
359 |
| CFFEX.IF2506 |
-0.004712 |
-0.00692 |
0.002208 |
-0.011003 |
-0.00044 |
-0.106506 |
- |
3846.0 |
3872.8 |
- |
3888.787 |
20250620 |
25 |
359 |
| CFFEX.IF2507 |
-0.004712 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3888.787 |
20250718 |
45 |
359 |
| CFFEX.IF2509 |
-0.004712 |
-0.007458 |
0.002745 |
-0.028026 |
-0.000311 |
-0.075359 |
- |
3779.8 |
3808.2 |
- |
3888.787 |
20250919 |
90 |
359 |
| CFFEX.IF2512 |
-0.004712 |
-0.007902 |
0.00319 |
-0.037901 |
-0.000254 |
-0.061557 |
- |
3741.4 |
3771.2 |
- |
3888.787 |
20251219 |
149 |
359 |
| CFFEX.IH2504 |
-0.009027 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2715.560 |
20250418 |
0 |
359 |
| CFFEX.IH2505 |
-0.009027 |
-0.009851 |
0.000824 |
-0.000648 |
-0.000648 |
-0.156844 |
- |
2713.8 |
2740.8 |
- |
2715.560 |
20250516 |
1 |
359 |
| CFFEX.IH2506 |
-0.009027 |
-0.010209 |
0.001182 |
-0.007498 |
-0.0003 |
-0.072576 |
- |
2695.2 |
2723.0 |
- |
2715.560 |
20250620 |
25 |
359 |
| CFFEX.IH2507 |
-0.009027 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2715.560 |
20250718 |
45 |
359 |
| CFFEX.IH2509 |
-0.009027 |
-0.010999 |
0.001971 |
-0.019871 |
-0.000221 |
-0.05343 |
- |
2661.6 |
2691.2 |
- |
2715.560 |
20250919 |
90 |
359 |
| CFFEX.IH2512 |
-0.009027 |
-0.01116 |
0.002133 |
-0.021123 |
-0.000142 |
-0.034307 |
- |
2658.2 |
2688.2 |
- |
2715.560 |
20251219 |
149 |
359 |