|
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_20250523_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.012010 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5993.250 |
20250418 |
0 |
364 |
| CFFEX.IM2505 |
-0.012010 |
0.0 |
-0.01201 |
0.014708 |
inf |
inf |
- |
6081.4 |
6081.4 |
- |
5993.250 |
20250516 |
0 |
364 |
| CFFEX.IM2506 |
-0.012010 |
-0.013109 |
0.001099 |
-0.020231 |
-0.001012 |
-0.244796 |
- |
5872.0 |
5950.0 |
- |
5993.250 |
20250620 |
20 |
364 |
| CFFEX.IM2507 |
-0.012010 |
-0.013551 |
0.001541 |
-0.035582 |
-0.00089 |
-0.215269 |
- |
5780.0 |
5859.4 |
- |
5993.250 |
20250718 |
40 |
364 |
| CFFEX.IM2509 |
-0.012010 |
-0.013034 |
0.001024 |
-0.059976 |
-0.000706 |
-0.170755 |
- |
5633.8 |
5708.2 |
- |
5993.250 |
20250919 |
85 |
364 |
| CFFEX.IM2512 |
-0.012010 |
-0.013245 |
0.001235 |
-0.087607 |
-0.000608 |
-0.147228 |
- |
5468.2 |
5541.6 |
- |
5993.250 |
20251219 |
144 |
364 |
| CFFEX.IC2504 |
-0.008188 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5656.580 |
20250418 |
0 |
364 |
| CFFEX.IC2505 |
-0.008188 |
0.0 |
-0.008188 |
0.011848 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5656.580 |
20250516 |
0 |
364 |
| CFFEX.IC2506 |
-0.008188 |
-0.009439 |
0.001251 |
-0.016756 |
-0.000838 |
-0.202744 |
- |
5561.8 |
5614.8 |
- |
5656.580 |
20250620 |
20 |
364 |
| CFFEX.IC2507 |
-0.008188 |
-0.009209 |
0.001021 |
-0.029979 |
-0.000749 |
-0.181374 |
- |
5487.0 |
5538.0 |
- |
5656.580 |
20250718 |
40 |
364 |
| CFFEX.IC2509 |
-0.008188 |
-0.008957 |
0.000768 |
-0.04932 |
-0.00058 |
-0.140416 |
- |
5377.6 |
5426.2 |
- |
5656.580 |
20250919 |
85 |
364 |
| CFFEX.IC2512 |
-0.008188 |
-0.008718 |
0.00053 |
-0.071312 |
-0.000495 |
-0.119843 |
- |
5253.2 |
5299.4 |
- |
5656.580 |
20251219 |
144 |
364 |
| CFFEX.IF2504 |
-0.007531 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3884.389 |
20250418 |
0 |
364 |
| CFFEX.IF2505 |
-0.007531 |
- |
- |
- |
- |
- |
- |
- |
3886.6 |
- |
3884.389 |
20250516 |
0 |
364 |
| CFFEX.IF2506 |
-0.007531 |
-0.008609 |
0.001078 |
-0.009831 |
-0.000492 |
-0.11896 |
- |
3846.2 |
3879.6 |
- |
3884.389 |
20250620 |
20 |
364 |
| CFFEX.IF2507 |
-0.007531 |
-0.008435 |
0.000904 |
-0.01946 |
-0.000486 |
-0.117731 |
- |
3808.8 |
3841.2 |
- |
3884.389 |
20250718 |
40 |
364 |
| CFFEX.IF2509 |
-0.007531 |
-0.007826 |
0.000295 |
-0.02744 |
-0.000323 |
-0.078124 |
- |
3777.8 |
3807.6 |
- |
3884.389 |
20250919 |
85 |
364 |
| CFFEX.IF2512 |
-0.007531 |
-0.007228 |
-0.000303 |
-0.038201 |
-0.000265 |
-0.0642 |
- |
3736.0 |
3763.2 |
- |
3884.389 |
20251219 |
144 |
364 |
| CFFEX.IH2504 |
-0.007471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2713.208 |
20250418 |
0 |
364 |
| CFFEX.IH2505 |
-0.007471 |
0.0 |
-0.007471 |
0.000218 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2713.208 |
20250516 |
0 |
364 |
| CFFEX.IH2506 |
-0.007471 |
-0.008323 |
0.000851 |
-0.007522 |
-0.000376 |
-0.091013 |
- |
2692.8 |
2715.4 |
- |
2713.208 |
20250620 |
20 |
364 |
| CFFEX.IH2507 |
-0.007471 |
-0.007523 |
0.000052 |
-0.017842 |
-0.000446 |
-0.107942 |
- |
2664.8 |
2685.0 |
- |
2713.208 |
20250718 |
40 |
364 |
| CFFEX.IH2509 |
-0.007471 |
-0.008068 |
0.000597 |
-0.021232 |
-0.00025 |
-0.06045 |
- |
2655.6 |
2677.2 |
- |
2713.208 |
20250919 |
85 |
364 |
| CFFEX.IH2512 |
-0.007471 |
-0.006514 |
-0.000958 |
-0.021896 |
-0.000152 |
-0.036797 |
- |
2653.8 |
2671.2 |
- |
2713.208 |
20251219 |
144 |
364 |