|
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_20250528_151352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.003832 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5985.436 |
20250418 |
0 |
367 |
| CFFEX.IM2505 |
-0.003832 |
0.0 |
-0.003832 |
0.016033 |
inf |
inf |
- |
6081.4 |
6081.4 |
- |
5985.436 |
20250516 |
0 |
367 |
| CFFEX.IM2506 |
-0.003832 |
-0.002705 |
-0.001127 |
-0.014441 |
-0.000849 |
-0.205573 |
- |
5899.0 |
5915.0 |
- |
5985.436 |
20250620 |
17 |
367 |
| CFFEX.IM2507 |
-0.003832 |
-0.002438 |
-0.001393 |
-0.029444 |
-0.000796 |
-0.192581 |
- |
5809.2 |
5823.4 |
- |
5985.436 |
20250718 |
37 |
367 |
| CFFEX.IM2509 |
-0.003832 |
-0.002082 |
-0.00175 |
-0.055207 |
-0.000673 |
-0.162927 |
- |
5655.0 |
5666.8 |
- |
5985.436 |
20250919 |
82 |
367 |
| CFFEX.IM2512 |
-0.003832 |
-0.001057 |
-0.002775 |
-0.084244 |
-0.000597 |
-0.144589 |
- |
5481.2 |
5487.0 |
- |
5985.436 |
20251219 |
141 |
367 |
| CFFEX.IC2504 |
-0.002508 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5637.969 |
20250418 |
0 |
367 |
| CFFEX.IC2505 |
-0.002508 |
0.0 |
-0.002508 |
0.015188 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5637.969 |
20250516 |
0 |
367 |
| CFFEX.IC2506 |
-0.002508 |
-0.001793 |
-0.000715 |
-0.01241 |
-0.00073 |
-0.176665 |
- |
5568.0 |
5578.0 |
- |
5637.969 |
20250620 |
17 |
367 |
| CFFEX.IC2507 |
-0.002508 |
-0.001672 |
-0.000836 |
-0.0255 |
-0.000689 |
-0.166785 |
- |
5494.2 |
5503.4 |
- |
5637.969 |
20250718 |
37 |
367 |
| CFFEX.IC2509 |
-0.002508 |
-0.000928 |
-0.00158 |
-0.045153 |
-0.000551 |
-0.133255 |
- |
5383.4 |
5388.4 |
- |
5637.969 |
20250919 |
82 |
367 |
| CFFEX.IC2512 |
-0.002508 |
0.000076 |
-0.002584 |
-0.066792 |
-0.000474 |
-0.114635 |
- |
5261.4 |
5261.0 |
- |
5637.969 |
20251219 |
141 |
367 |
| CFFEX.IF2504 |
-0.000531 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3837.358 |
20250418 |
0 |
367 |
| CFFEX.IF2505 |
-0.000531 |
0.0 |
-0.000531 |
0.012832 |
inf |
inf |
- |
3886.6 |
3886.6 |
- |
3837.358 |
20250516 |
0 |
367 |
| CFFEX.IF2506 |
-0.000531 |
-0.001103 |
0.000572 |
-0.008432 |
-0.000496 |
-0.120037 |
- |
3805.0 |
3809.2 |
- |
3837.358 |
20250620 |
17 |
367 |
| CFFEX.IF2507 |
-0.000531 |
-0.001379 |
0.000848 |
-0.018543 |
-0.000501 |
-0.121284 |
- |
3766.2 |
3771.4 |
- |
3837.358 |
20250718 |
37 |
367 |
| CFFEX.IF2509 |
-0.000531 |
-0.001283 |
0.000752 |
-0.026622 |
-0.000325 |
-0.078567 |
- |
3735.2 |
3740.0 |
- |
3837.358 |
20250919 |
82 |
367 |
| CFFEX.IF2512 |
-0.000531 |
-0.002805 |
0.002274 |
-0.036629 |
-0.00026 |
-0.062867 |
- |
3696.8 |
3707.2 |
- |
3837.358 |
20251219 |
141 |
367 |
| CFFEX.IH2504 |
-0.000261 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.581 |
20250418 |
0 |
367 |
| CFFEX.IH2505 |
-0.000261 |
0.0 |
-0.000261 |
0.010884 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2684.581 |
20250516 |
0 |
367 |
| CFFEX.IH2506 |
-0.000261 |
-0.001199 |
0.000938 |
-0.007145 |
-0.00042 |
-0.101709 |
- |
2665.4 |
2668.6 |
- |
2684.581 |
20250620 |
17 |
367 |
| CFFEX.IH2507 |
-0.000261 |
-0.001364 |
0.001104 |
-0.018469 |
-0.000499 |
-0.120796 |
- |
2635.0 |
2638.6 |
- |
2684.581 |
20250718 |
37 |
367 |
| CFFEX.IH2509 |
-0.000261 |
-0.00114 |
0.000879 |
-0.020704 |
-0.000252 |
-0.061101 |
- |
2629.0 |
2632.0 |
- |
2684.581 |
20250919 |
82 |
367 |
| CFFEX.IH2512 |
-0.000261 |
-0.001217 |
0.000956 |
-0.021821 |
-0.000155 |
-0.037452 |
- |
2626.0 |
2629.2 |
- |
2684.581 |
20251219 |
141 |
367 |