|
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_20250526_151350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.006725 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6029.957 |
20250418 |
0 |
365 |
| CFFEX.IM2505 |
0.006725 |
0.0 |
0.006725 |
0.008531 |
inf |
inf |
- |
6081.4 |
6081.4 |
- |
6029.957 |
20250516 |
0 |
365 |
| CFFEX.IM2506 |
0.006725 |
0.009026 |
-0.002301 |
-0.017406 |
-0.000916 |
-0.221697 |
- |
5925.0 |
5872.0 |
- |
6029.957 |
20250620 |
19 |
365 |
| CFFEX.IM2507 |
0.006725 |
0.009239 |
-0.002514 |
-0.032597 |
-0.000836 |
-0.202267 |
- |
5833.4 |
5780.0 |
- |
6029.957 |
20250718 |
39 |
365 |
| CFFEX.IM2509 |
0.006725 |
0.00639 |
0.000335 |
-0.059728 |
-0.000711 |
-0.172073 |
- |
5669.8 |
5633.8 |
- |
6029.957 |
20250919 |
84 |
365 |
| CFFEX.IM2512 |
0.006725 |
0.004608 |
0.002117 |
-0.088982 |
-0.000622 |
-0.150585 |
- |
5493.4 |
5468.2 |
- |
6029.957 |
20251219 |
143 |
365 |
| CFFEX.IC2504 |
0.003354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5672.004 |
20250418 |
0 |
365 |
| CFFEX.IC2505 |
0.003354 |
0.0 |
0.003354 |
0.009097 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5672.004 |
20250516 |
0 |
365 |
| CFFEX.IC2506 |
0.003354 |
0.005861 |
-0.002507 |
-0.013682 |
-0.00072 |
-0.174265 |
- |
5594.4 |
5561.8 |
- |
5672.004 |
20250620 |
19 |
365 |
| CFFEX.IC2507 |
0.003354 |
0.005212 |
-0.001858 |
-0.027575 |
-0.000707 |
-0.171105 |
- |
5515.6 |
5487.0 |
- |
5672.004 |
20250718 |
39 |
365 |
| CFFEX.IC2509 |
0.003354 |
0.003794 |
-0.000439 |
-0.048308 |
-0.000575 |
-0.139173 |
- |
5398.0 |
5377.6 |
- |
5672.004 |
20250919 |
84 |
365 |
| CFFEX.IC2512 |
0.003354 |
0.003541 |
-0.000187 |
-0.070558 |
-0.000493 |
-0.119405 |
- |
5271.8 |
5253.2 |
- |
5672.004 |
20251219 |
143 |
365 |
| CFFEX.IF2504 |
-0.005855 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3859.545 |
20250418 |
0 |
365 |
| CFFEX.IF2505 |
-0.005855 |
0.0 |
-0.005855 |
0.00701 |
inf |
inf |
- |
3886.6 |
3886.6 |
- |
3859.545 |
20250516 |
0 |
365 |
| CFFEX.IF2506 |
-0.005855 |
-0.0039 |
-0.001955 |
-0.007344 |
-0.000387 |
-0.093541 |
- |
3831.2 |
3846.2 |
- |
3859.545 |
20250620 |
19 |
365 |
| CFFEX.IF2507 |
-0.005855 |
-0.004463 |
-0.001391 |
-0.017553 |
-0.00045 |
-0.108916 |
- |
3791.8 |
3808.8 |
- |
3859.545 |
20250718 |
39 |
365 |
| CFFEX.IF2509 |
-0.005855 |
-0.004235 |
-0.001619 |
-0.025326 |
-0.000301 |
-0.072962 |
- |
3761.8 |
3777.8 |
- |
3859.545 |
20250919 |
84 |
365 |
| CFFEX.IF2512 |
-0.005855 |
-0.004122 |
-0.001733 |
-0.036 |
-0.000252 |
-0.060924 |
- |
3720.6 |
3736.0 |
- |
3859.545 |
20251219 |
143 |
365 |
| CFFEX.IH2504 |
-0.004484 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2699.692 |
20250418 |
0 |
365 |
| CFFEX.IH2505 |
-0.004484 |
0.0 |
-0.004484 |
0.005226 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2699.692 |
20250516 |
0 |
365 |
| CFFEX.IH2506 |
-0.004484 |
-0.003045 |
-0.001439 |
-0.005516 |
-0.00029 |
-0.070259 |
- |
2684.8 |
2693.0 |
- |
2699.692 |
20250620 |
19 |
365 |
| CFFEX.IH2507 |
-0.004484 |
-0.004728 |
0.000244 |
-0.017592 |
-0.000451 |
-0.109158 |
- |
2652.2 |
2664.8 |
- |
2699.692 |
20250718 |
39 |
365 |
| CFFEX.IH2509 |
-0.004484 |
-0.00354 |
-0.000944 |
-0.019814 |
-0.000236 |
-0.057084 |
- |
2646.2 |
2655.6 |
- |
2699.692 |
20250919 |
84 |
365 |
| CFFEX.IH2512 |
-0.004484 |
-0.003617 |
-0.000867 |
-0.020555 |
-0.000144 |
-0.034785 |
- |
2644.2 |
2653.8 |
- |
2699.692 |
20251219 |
143 |
365 |