|
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_20250520_151444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.008266 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6145.719 |
20250418 |
0 |
361 |
| CFFEX.IM2505 |
0.008266 |
- |
- |
- |
- |
- |
- |
- |
6081.4 |
- |
6145.719 |
20250516 |
0 |
361 |
| CFFEX.IM2506 |
0.008266 |
0.007364 |
0.000902 |
-0.020554 |
-0.000894 |
-0.216264 |
- |
6019.4 |
5975.4 |
- |
6145.719 |
20250620 |
23 |
361 |
| CFFEX.IM2507 |
0.008266 |
0.005771 |
0.002495 |
-0.035752 |
-0.000831 |
-0.201206 |
- |
5926.0 |
5892.0 |
- |
6145.719 |
20250718 |
43 |
361 |
| CFFEX.IM2509 |
0.008266 |
0.004766 |
0.0035 |
-0.060094 |
-0.000683 |
-0.165258 |
- |
5776.4 |
5749.0 |
- |
6145.719 |
20250919 |
88 |
361 |
| CFFEX.IM2512 |
0.008266 |
0.003328 |
0.004938 |
-0.08756 |
-0.000596 |
-0.144146 |
- |
5607.6 |
5589.0 |
- |
6145.719 |
20251219 |
147 |
361 |
| CFFEX.IC2504 |
0.004597 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5747.095 |
20250418 |
0 |
361 |
| CFFEX.IC2505 |
0.004597 |
0.0 |
0.004597 |
-0.004088 |
-inf |
-inf |
- |
5723.6 |
5723.6 |
- |
5747.095 |
20250516 |
0 |
361 |
| CFFEX.IC2506 |
0.004597 |
0.004766 |
-0.000169 |
-0.016929 |
-0.000736 |
-0.178127 |
- |
5649.8 |
5623.0 |
- |
5747.095 |
20250620 |
23 |
361 |
| CFFEX.IC2507 |
0.004597 |
0.003891 |
0.000707 |
-0.030223 |
-0.000703 |
-0.170093 |
- |
5573.4 |
5551.8 |
- |
5747.095 |
20250718 |
43 |
361 |
| CFFEX.IC2509 |
0.004597 |
0.003643 |
0.000954 |
-0.050825 |
-0.000578 |
-0.139768 |
- |
5455.0 |
5435.2 |
- |
5747.095 |
20250919 |
88 |
361 |
| CFFEX.IC2512 |
0.004597 |
0.002299 |
0.002299 |
-0.074315 |
-0.000506 |
-0.122342 |
- |
5320.0 |
5307.8 |
- |
5747.095 |
20251219 |
147 |
361 |
| CFFEX.IF2504 |
0.005731 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3899.366 |
20250418 |
0 |
361 |
| CFFEX.IF2505 |
0.005731 |
0.0 |
0.005731 |
-0.003274 |
-inf |
-inf |
- |
3886.6 |
3886.6 |
- |
3899.366 |
20250516 |
0 |
361 |
| CFFEX.IF2506 |
0.005731 |
0.005776 |
-0.000045 |
-0.008711 |
-0.000379 |
-0.091651 |
- |
3865.4 |
3843.2 |
- |
3899.366 |
20250620 |
23 |
361 |
| CFFEX.IF2507 |
0.005731 |
0.00589 |
-0.000159 |
-0.018917 |
-0.00044 |
-0.106466 |
- |
3825.6 |
3803.2 |
- |
3899.366 |
20250718 |
43 |
361 |
| CFFEX.IF2509 |
0.005731 |
0.005405 |
0.000327 |
-0.026765 |
-0.000304 |
-0.073603 |
- |
3795.0 |
3774.6 |
- |
3899.366 |
20250919 |
88 |
361 |
| CFFEX.IF2512 |
0.005731 |
0.005035 |
0.000696 |
-0.03769 |
-0.000256 |
-0.062047 |
- |
3752.4 |
3733.6 |
- |
3899.366 |
20251219 |
147 |
361 |
| CFFEX.IH2504 |
0.004674 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2717.732 |
20250418 |
0 |
361 |
| CFFEX.IH2505 |
0.004674 |
0.0 |
0.004674 |
-0.001447 |
-inf |
-inf |
- |
2713.8 |
2713.8 |
- |
2717.732 |
20250516 |
0 |
361 |
| CFFEX.IH2506 |
0.004674 |
0.003942 |
0.000732 |
-0.006745 |
-0.000293 |
-0.070973 |
- |
2699.4 |
2688.8 |
- |
2717.732 |
20250620 |
23 |
361 |
| CFFEX.IH2507 |
0.004674 |
0.003456 |
0.001218 |
-0.017195 |
-0.0004 |
-0.096773 |
- |
2671.0 |
2661.8 |
- |
2717.732 |
20250718 |
43 |
361 |
| CFFEX.IH2509 |
0.004674 |
0.004071 |
0.000603 |
-0.019771 |
-0.000225 |
-0.05437 |
- |
2664.0 |
2653.2 |
- |
2717.732 |
20250919 |
88 |
361 |
| CFFEX.IH2512 |
0.004674 |
0.003621 |
0.001053 |
-0.020875 |
-0.000142 |
-0.034365 |
- |
2661.0 |
2651.4 |
- |
2717.732 |
20251219 |
147 |
361 |