|
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_20250519_151417 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.004482 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6095.313 |
20250418 |
0 |
360 |
| CFFEX.IM2505 |
0.004482 |
0.0 |
0.004482 |
-0.002283 |
-inf |
-inf |
- |
6081.4 |
6081.4 |
- |
6095.313 |
20250516 |
0 |
360 |
| CFFEX.IM2506 |
0.004482 |
0.007011 |
-0.002529 |
-0.019673 |
-0.00082 |
-0.198369 |
- |
5975.4 |
5933.8 |
- |
6095.313 |
20250620 |
24 |
360 |
| CFFEX.IM2507 |
0.004482 |
- |
- |
-0.033356 |
-0.000758 |
-0.183456 |
- |
5892.0 |
- |
- |
6095.313 |
20250718 |
44 |
360 |
| CFFEX.IM2509 |
0.004482 |
0.003316 |
0.001166 |
-0.056816 |
-0.000638 |
-0.154489 |
- |
5749.0 |
5730.0 |
- |
6095.313 |
20250919 |
89 |
360 |
| CFFEX.IM2512 |
0.004482 |
0.001577 |
0.002905 |
-0.083066 |
-0.000561 |
-0.135824 |
- |
5589.0 |
5580.2 |
- |
6095.313 |
20251219 |
148 |
360 |
| CFFEX.IC2504 |
0.000922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5721.117 |
20250418 |
0 |
360 |
| CFFEX.IC2505 |
0.000922 |
0.0 |
0.000922 |
0.000434 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5721.117 |
20250516 |
0 |
360 |
| CFFEX.IC2506 |
0.000922 |
0.003784 |
-0.002863 |
-0.01715 |
-0.000715 |
-0.172929 |
- |
5623.0 |
5601.8 |
- |
5721.117 |
20250620 |
24 |
360 |
| CFFEX.IC2507 |
0.000922 |
- |
- |
-0.029595 |
-0.000673 |
-0.162773 |
- |
5551.8 |
- |
- |
5721.117 |
20250718 |
44 |
360 |
| CFFEX.IC2509 |
0.000922 |
0.0 |
0.000922 |
-0.049976 |
-0.000562 |
-0.135889 |
- |
5435.2 |
5435.2 |
- |
5721.117 |
20250919 |
89 |
360 |
| CFFEX.IC2512 |
0.000922 |
-0.002031 |
0.002952 |
-0.072244 |
-0.000488 |
-0.118129 |
- |
5307.8 |
5318.6 |
- |
5721.117 |
20251219 |
148 |
360 |
| CFFEX.IF2504 |
-0.002652 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3878.772 |
20250418 |
0 |
360 |
| CFFEX.IF2505 |
-0.002652 |
0.0 |
-0.002652 |
0.002018 |
inf |
inf |
- |
3886.6 |
3886.6 |
- |
3878.772 |
20250516 |
0 |
360 |
| CFFEX.IF2506 |
-0.002652 |
-0.000728 |
-0.001924 |
-0.009171 |
-0.000382 |
-0.092474 |
- |
3843.2 |
3846.0 |
- |
3878.772 |
20250620 |
24 |
360 |
| CFFEX.IF2507 |
-0.002652 |
- |
- |
-0.019483 |
-0.000443 |
-0.107159 |
- |
3803.2 |
- |
- |
3878.772 |
20250718 |
44 |
360 |
| CFFEX.IF2509 |
-0.002652 |
-0.001376 |
-0.001276 |
-0.026857 |
-0.000302 |
-0.073027 |
- |
3774.6 |
3779.8 |
- |
3878.772 |
20250919 |
89 |
360 |
| CFFEX.IF2512 |
-0.002652 |
-0.002085 |
-0.000567 |
-0.037427 |
-0.000253 |
-0.061199 |
- |
3733.6 |
3741.4 |
- |
3878.772 |
20251219 |
148 |
360 |
| CFFEX.IH2504 |
-0.003559 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2706.992 |
20250418 |
0 |
360 |
| CFFEX.IH2505 |
-0.003559 |
0.0 |
-0.003559 |
0.002515 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2706.992 |
20250516 |
0 |
360 |
| CFFEX.IH2506 |
-0.003559 |
-0.002375 |
-0.001185 |
-0.00672 |
-0.00028 |
-0.067764 |
- |
2688.8 |
2695.2 |
- |
2706.992 |
20250620 |
24 |
360 |
| CFFEX.IH2507 |
-0.003559 |
- |
- |
-0.016695 |
-0.000379 |
-0.09182 |
- |
2661.8 |
- |
- |
2706.992 |
20250718 |
44 |
360 |
| CFFEX.IH2509 |
-0.003559 |
-0.003156 |
-0.000403 |
-0.019872 |
-0.000223 |
-0.054033 |
- |
2653.2 |
2661.6 |
- |
2706.992 |
20250919 |
89 |
360 |
| CFFEX.IH2512 |
-0.003559 |
-0.002558 |
-0.001001 |
-0.020536 |
-0.000139 |
-0.03358 |
- |
2651.4 |
2658.2 |
- |
2706.992 |
20251219 |
148 |
360 |