|
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_20250522_151428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.010572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6067.352 |
20250418 |
0 |
363 |
| CFFEX.IM2505 |
-0.010572 |
0.0 |
-0.010572 |
0.002315 |
inf |
inf |
- |
6081.4 |
6081.4 |
- |
6067.352 |
20250516 |
0 |
363 |
| CFFEX.IM2506 |
-0.010572 |
-0.008432 |
-0.002139 |
-0.019342 |
-0.000921 |
-0.222888 |
- |
5950.0 |
6000.6 |
- |
6067.352 |
20250620 |
21 |
363 |
| CFFEX.IM2507 |
-0.010572 |
-0.008461 |
-0.002111 |
-0.034274 |
-0.000836 |
-0.2023 |
- |
5859.4 |
5909.4 |
- |
6067.352 |
20250718 |
41 |
363 |
| CFFEX.IM2509 |
-0.010572 |
-0.008649 |
-0.001923 |
-0.059194 |
-0.000688 |
-0.16657 |
- |
5708.2 |
5758.0 |
- |
6067.352 |
20250919 |
86 |
363 |
| CFFEX.IM2512 |
-0.010572 |
-0.008836 |
-0.001736 |
-0.086653 |
-0.000598 |
-0.14462 |
- |
5541.6 |
5591.0 |
- |
6067.352 |
20251219 |
145 |
363 |
| CFFEX.IC2504 |
-0.009311 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5704.312 |
20250418 |
0 |
363 |
| CFFEX.IC2505 |
-0.009311 |
0.0 |
-0.009311 |
0.003381 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5704.312 |
20250516 |
0 |
363 |
| CFFEX.IC2506 |
-0.009311 |
-0.007214 |
-0.002097 |
-0.015692 |
-0.000747 |
-0.180831 |
- |
5614.8 |
5655.6 |
- |
5704.312 |
20250620 |
21 |
363 |
| CFFEX.IC2507 |
-0.009311 |
-0.00742 |
-0.001891 |
-0.029155 |
-0.000711 |
-0.172088 |
- |
5538.0 |
5579.4 |
- |
5704.312 |
20250718 |
41 |
363 |
| CFFEX.IC2509 |
-0.009311 |
-0.006336 |
-0.002975 |
-0.048755 |
-0.000567 |
-0.137193 |
- |
5426.2 |
5460.8 |
- |
5704.312 |
20250919 |
86 |
363 |
| CFFEX.IC2512 |
-0.009311 |
-0.005405 |
-0.003906 |
-0.070983 |
-0.00049 |
-0.118469 |
- |
5299.4 |
5328.2 |
- |
5704.312 |
20251219 |
145 |
363 |
| CFFEX.IF2504 |
-0.001289 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3911.332 |
20250418 |
0 |
363 |
| CFFEX.IF2505 |
-0.001289 |
0.0 |
-0.001289 |
-0.006323 |
-inf |
-inf |
- |
3886.6 |
3886.6 |
- |
3911.332 |
20250516 |
0 |
363 |
| CFFEX.IF2506 |
-0.001289 |
-0.000361 |
-0.000928 |
-0.008062 |
-0.000384 |
-0.092902 |
- |
3879.8 |
3881.2 |
- |
3911.332 |
20250620 |
21 |
363 |
| CFFEX.IF2507 |
-0.001289 |
0.000156 |
-0.001445 |
-0.01793 |
-0.000437 |
-0.105833 |
- |
3841.2 |
3840.6 |
- |
3911.332 |
20250718 |
41 |
363 |
| CFFEX.IF2509 |
-0.001289 |
-0.000368 |
-0.000922 |
-0.026521 |
-0.000308 |
-0.074629 |
- |
3807.6 |
3809.0 |
- |
3911.332 |
20250919 |
86 |
363 |
| CFFEX.IF2512 |
-0.001289 |
-0.00069 |
-0.000599 |
-0.037873 |
-0.000261 |
-0.063208 |
- |
3763.2 |
3765.8 |
- |
3911.332 |
20251219 |
145 |
363 |
| CFFEX.IH2504 |
0.000764 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2730.511 |
20250418 |
0 |
363 |
| CFFEX.IH2505 |
0.000764 |
0.0 |
0.000764 |
-0.00612 |
-inf |
-inf |
- |
2713.8 |
2713.8 |
- |
2730.511 |
20250516 |
0 |
363 |
| CFFEX.IH2506 |
0.000764 |
0.001032 |
-0.000268 |
-0.005534 |
-0.000264 |
-0.063774 |
- |
2715.4 |
2712.6 |
- |
2730.511 |
20250620 |
21 |
363 |
| CFFEX.IH2507 |
0.000764 |
0.000969 |
-0.000205 |
-0.016668 |
-0.000407 |
-0.098379 |
- |
2685.0 |
2682.4 |
- |
2730.511 |
20250718 |
41 |
363 |
| CFFEX.IH2509 |
0.000764 |
0.000374 |
0.00039 |
-0.019524 |
-0.000227 |
-0.05494 |
- |
2677.2 |
2676.2 |
- |
2730.511 |
20250919 |
86 |
363 |
| CFFEX.IH2512 |
0.000764 |
-0.000449 |
0.001213 |
-0.021722 |
-0.00015 |
-0.036253 |
- |
2671.2 |
2672.4 |
- |
2730.511 |
20251219 |
145 |
363 |