|
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_20250527_151405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.003444 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6008.024 |
20250418 |
0 |
366 |
| CFFEX.IM2505 |
-0.003444 |
0.0 |
-0.003444 |
0.012213 |
inf |
inf |
- |
6081.4 |
6081.4 |
- |
6008.024 |
20250516 |
0 |
366 |
| CFFEX.IM2506 |
-0.003444 |
-0.001688 |
-0.001756 |
-0.015483 |
-0.00086 |
-0.208164 |
- |
5915.0 |
5925.0 |
- |
6008.024 |
20250620 |
18 |
366 |
| CFFEX.IM2507 |
-0.003444 |
-0.001714 |
-0.00173 |
-0.03073 |
-0.000809 |
-0.195699 |
- |
5823.4 |
5833.4 |
- |
6008.024 |
20250718 |
38 |
366 |
| CFFEX.IM2509 |
-0.003444 |
-0.001023 |
-0.002421 |
-0.057261 |
-0.00069 |
-0.166953 |
- |
5664.0 |
5669.8 |
- |
6008.024 |
20250919 |
83 |
366 |
| CFFEX.IM2512 |
-0.003444 |
-0.001456 |
-0.001988 |
-0.086721 |
-0.000611 |
-0.147793 |
- |
5487.0 |
5495.0 |
- |
6008.024 |
20251219 |
142 |
366 |
| CFFEX.IC2504 |
-0.002863 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5653.228 |
20250418 |
0 |
366 |
| CFFEX.IC2505 |
-0.002863 |
0.0 |
-0.002863 |
0.012448 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5653.228 |
20250516 |
0 |
366 |
| CFFEX.IC2506 |
-0.002863 |
-0.002967 |
0.000104 |
-0.013307 |
-0.000739 |
-0.178906 |
- |
5578.0 |
5594.6 |
- |
5653.228 |
20250620 |
18 |
366 |
| CFFEX.IC2507 |
-0.002863 |
-0.002212 |
-0.000651 |
-0.026503 |
-0.000697 |
-0.168783 |
- |
5503.4 |
5515.6 |
- |
5653.228 |
20250718 |
38 |
366 |
| CFFEX.IC2509 |
-0.002863 |
-0.002148 |
-0.000715 |
-0.046845 |
-0.000564 |
-0.136586 |
- |
5388.4 |
5400.0 |
- |
5653.228 |
20250919 |
83 |
366 |
| CFFEX.IC2512 |
-0.002863 |
-0.002049 |
-0.000815 |
-0.069381 |
-0.000489 |
-0.118241 |
- |
5261.0 |
5271.8 |
- |
5653.228 |
20251219 |
142 |
366 |
| CFFEX.IF2504 |
-0.004949 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3841.004 |
20250418 |
0 |
366 |
| CFFEX.IF2505 |
-0.004949 |
0.0 |
-0.004949 |
0.011871 |
inf |
inf |
- |
3886.6 |
3886.6 |
- |
3841.004 |
20250516 |
0 |
366 |
| CFFEX.IF2506 |
-0.004949 |
-0.00569 |
0.000741 |
-0.008228 |
-0.000457 |
-0.110622 |
- |
3809.4 |
3831.2 |
- |
3841.004 |
20250620 |
18 |
366 |
| CFFEX.IF2507 |
-0.004949 |
-0.00538 |
0.000431 |
-0.018121 |
-0.000477 |
-0.115404 |
- |
3771.4 |
3791.8 |
- |
3841.004 |
20250718 |
38 |
366 |
| CFFEX.IF2509 |
-0.004949 |
-0.005795 |
0.000846 |
-0.026296 |
-0.000317 |
-0.076671 |
- |
3740.0 |
3761.8 |
- |
3841.004 |
20250919 |
83 |
366 |
| CFFEX.IF2512 |
-0.004949 |
-0.003602 |
-0.001347 |
-0.034836 |
-0.000245 |
-0.059368 |
- |
3707.2 |
3720.6 |
- |
3841.004 |
20251219 |
142 |
366 |
| CFFEX.IH2504 |
-0.004693 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2686.755 |
20250418 |
0 |
366 |
| CFFEX.IH2505 |
-0.004693 |
0.0 |
-0.004693 |
0.010066 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2686.755 |
20250516 |
0 |
366 |
| CFFEX.IH2506 |
-0.004693 |
-0.005811 |
0.001119 |
-0.006683 |
-0.000371 |
-0.089846 |
- |
2668.8 |
2684.4 |
- |
2686.755 |
20250620 |
18 |
366 |
| CFFEX.IH2507 |
-0.004693 |
-0.005128 |
0.000435 |
-0.017923 |
-0.000472 |
-0.114142 |
- |
2638.6 |
2652.2 |
- |
2686.755 |
20250718 |
38 |
366 |
| CFFEX.IH2509 |
-0.004693 |
-0.005366 |
0.000674 |
-0.02038 |
-0.000246 |
-0.05942 |
- |
2632.0 |
2646.2 |
- |
2686.755 |
20250919 |
83 |
366 |
| CFFEX.IH2512 |
-0.004693 |
-0.005673 |
0.00098 |
-0.021422 |
-0.000151 |
-0.036507 |
- |
2629.2 |
2644.2 |
- |
2686.755 |
20251219 |
142 |
366 |