|
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_20250521_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.002075 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6133.261 |
20250418 |
0 |
362 |
| CFFEX.IM2505 |
-0.002075 |
0.0 |
-0.002075 |
-0.008456 |
-inf |
-inf |
- |
6081.4 |
6081.4 |
- |
6133.261 |
20250516 |
0 |
362 |
| CFFEX.IM2506 |
-0.002075 |
-0.003123 |
0.001048 |
-0.02163 |
-0.000983 |
-0.237927 |
- |
6000.6 |
6019.4 |
- |
6133.261 |
20250620 |
22 |
362 |
| CFFEX.IM2507 |
-0.002075 |
-0.002801 |
0.000726 |
-0.0365 |
-0.000869 |
-0.210307 |
- |
5909.4 |
5926.0 |
- |
6133.261 |
20250718 |
42 |
362 |
| CFFEX.IM2509 |
-0.002075 |
-0.003185 |
0.00111 |
-0.061185 |
-0.000703 |
-0.170192 |
- |
5758.0 |
5776.4 |
- |
6133.261 |
20250919 |
87 |
362 |
| CFFEX.IM2512 |
-0.002075 |
-0.00296 |
0.000885 |
-0.088413 |
-0.000606 |
-0.146548 |
- |
5591.0 |
5607.6 |
- |
6133.261 |
20251219 |
146 |
362 |
| CFFEX.IC2504 |
0.001838 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5757.931 |
20250418 |
0 |
362 |
| CFFEX.IC2505 |
0.001838 |
0.0 |
0.001838 |
-0.005962 |
-inf |
-inf |
- |
5723.6 |
5723.6 |
- |
5757.931 |
20250516 |
0 |
362 |
| CFFEX.IC2506 |
0.001838 |
0.000849 |
0.000989 |
-0.017772 |
-0.000808 |
-0.195494 |
- |
5655.6 |
5650.8 |
- |
5757.931 |
20250620 |
22 |
362 |
| CFFEX.IC2507 |
0.001838 |
0.001077 |
0.000762 |
-0.031006 |
-0.000738 |
-0.178654 |
- |
5579.4 |
5573.4 |
- |
5757.931 |
20250718 |
42 |
362 |
| CFFEX.IC2509 |
0.001838 |
0.001063 |
0.000775 |
-0.051604 |
-0.000593 |
-0.143542 |
- |
5460.8 |
5455.0 |
- |
5757.931 |
20250919 |
87 |
362 |
| CFFEX.IC2512 |
0.001838 |
0.001541 |
0.000297 |
-0.074633 |
-0.000511 |
-0.123707 |
- |
5328.2 |
5320.0 |
- |
5757.931 |
20251219 |
146 |
362 |
| CFFEX.IF2504 |
0.005136 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3918.192 |
20250418 |
0 |
362 |
| CFFEX.IF2505 |
0.005136 |
0.0 |
0.005136 |
-0.008063 |
-inf |
-inf |
- |
3886.6 |
3886.6 |
- |
3918.192 |
20250516 |
0 |
362 |
| CFFEX.IF2506 |
0.005136 |
0.004088 |
0.001049 |
-0.009441 |
-0.000429 |
-0.103852 |
- |
3881.2 |
3865.4 |
- |
3918.192 |
20250620 |
22 |
362 |
| CFFEX.IF2507 |
0.005136 |
0.003921 |
0.001215 |
-0.019803 |
-0.000472 |
-0.114103 |
- |
3840.6 |
3825.6 |
- |
3918.192 |
20250718 |
42 |
362 |
| CFFEX.IF2509 |
0.005136 |
0.003689 |
0.001447 |
-0.027868 |
-0.00032 |
-0.077518 |
- |
3809.0 |
3795.0 |
- |
3918.192 |
20250919 |
87 |
362 |
| CFFEX.IF2512 |
0.005136 |
0.003571 |
0.001565 |
-0.038893 |
-0.000266 |
-0.064467 |
- |
3765.8 |
3752.4 |
- |
3918.192 |
20251219 |
146 |
362 |
| CFFEX.IH2504 |
0.005049 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2730.347 |
20250418 |
0 |
362 |
| CFFEX.IH2505 |
0.005049 |
0.0 |
0.005049 |
-0.00606 |
-inf |
-inf |
- |
2713.8 |
2713.8 |
- |
2730.347 |
20250516 |
0 |
362 |
| CFFEX.IH2506 |
0.005049 |
0.00489 |
0.00016 |
-0.0065 |
-0.000295 |
-0.071499 |
- |
2712.6 |
2699.4 |
- |
2730.347 |
20250620 |
22 |
362 |
| CFFEX.IH2507 |
0.005049 |
0.004268 |
0.000781 |
-0.017561 |
-0.000418 |
-0.101183 |
- |
2682.4 |
2671.0 |
- |
2730.347 |
20250718 |
42 |
362 |
| CFFEX.IH2509 |
0.005049 |
0.00473 |
0.000319 |
-0.019832 |
-0.000228 |
-0.055164 |
- |
2676.2 |
2663.6 |
- |
2730.347 |
20250919 |
87 |
362 |
| CFFEX.IH2512 |
0.005049 |
0.004284 |
0.000765 |
-0.021223 |
-0.000145 |
-0.035178 |
- |
2672.4 |
2661.0 |
- |
2730.347 |
20251219 |
146 |
362 |