|
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_20250529_151405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
0.017403 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6088.603 |
20250418 |
0 |
368 |
| CFFEX.IM2505 |
0.017403 |
0.0 |
0.017403 |
-0.001183 |
-inf |
-inf |
- |
6081.4 |
6081.4 |
- |
6088.603 |
20250516 |
0 |
368 |
| CFFEX.IM2506 |
0.017403 |
0.022377 |
-0.004974 |
-0.009461 |
-0.000591 |
-0.143094 |
- |
6031.0 |
5899.0 |
- |
6088.603 |
20250620 |
16 |
368 |
| CFFEX.IM2507 |
0.017403 |
0.022826 |
-0.005423 |
-0.024111 |
-0.00067 |
-0.16208 |
- |
5941.8 |
5809.2 |
- |
6088.603 |
20250718 |
36 |
368 |
| CFFEX.IM2509 |
0.017403 |
0.023024 |
-0.005621 |
-0.049831 |
-0.000615 |
-0.148879 |
- |
5785.2 |
5655.0 |
- |
6088.603 |
20250919 |
81 |
368 |
| CFFEX.IM2512 |
0.017403 |
0.024958 |
-0.007555 |
-0.077292 |
-0.000552 |
-0.133606 |
- |
5618.0 |
5481.2 |
- |
6088.603 |
20251219 |
140 |
368 |
| CFFEX.IC2504 |
0.014716 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5720.193 |
20250418 |
0 |
368 |
| CFFEX.IC2505 |
0.014716 |
0.0 |
0.014716 |
0.000596 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5720.193 |
20250516 |
0 |
368 |
| CFFEX.IC2506 |
0.014716 |
0.018068 |
-0.003352 |
-0.009019 |
-0.000564 |
-0.136419 |
- |
5668.6 |
5568.0 |
- |
5720.193 |
20250620 |
16 |
368 |
| CFFEX.IC2507 |
0.014716 |
0.019038 |
-0.004323 |
-0.021222 |
-0.000589 |
-0.142658 |
- |
5598.8 |
5494.2 |
- |
5720.193 |
20250718 |
36 |
368 |
| CFFEX.IC2509 |
0.014716 |
0.020322 |
-0.005606 |
-0.039753 |
-0.000491 |
-0.118767 |
- |
5492.8 |
5383.4 |
- |
5720.193 |
20250919 |
81 |
368 |
| CFFEX.IC2512 |
0.014716 |
0.021249 |
-0.006534 |
-0.060661 |
-0.000433 |
-0.104857 |
- |
5373.2 |
5261.4 |
- |
5720.193 |
20251219 |
140 |
368 |
| CFFEX.IF2504 |
0.006440 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3860.941 |
20250418 |
0 |
368 |
| CFFEX.IF2505 |
0.006440 |
- |
- |
- |
- |
- |
- |
- |
3886.6 |
- |
3860.941 |
20250516 |
0 |
368 |
| CFFEX.IF2506 |
0.006440 |
0.007306 |
-0.000866 |
-0.007289 |
-0.000456 |
-0.110241 |
- |
3832.8 |
3805.0 |
- |
3860.941 |
20250620 |
16 |
368 |
| CFFEX.IF2507 |
0.006440 |
0.008337 |
-0.001898 |
-0.016406 |
-0.000456 |
-0.110282 |
- |
3797.6 |
3766.2 |
- |
3860.941 |
20250718 |
36 |
368 |
| CFFEX.IF2509 |
0.006440 |
0.008567 |
-0.002127 |
-0.024279 |
-0.0003 |
-0.072538 |
- |
3767.2 |
3735.2 |
- |
3860.941 |
20250919 |
81 |
368 |
| CFFEX.IF2512 |
0.006440 |
0.009738 |
-0.003298 |
-0.033189 |
-0.000237 |
-0.05737 |
- |
3732.8 |
3696.8 |
- |
3860.941 |
20251219 |
140 |
368 |
| CFFEX.IH2504 |
0.003901 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2693.529 |
20250418 |
0 |
368 |
| CFFEX.IH2505 |
0.003901 |
0.0 |
0.003901 |
0.007526 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2693.529 |
20250516 |
0 |
368 |
| CFFEX.IH2506 |
0.003901 |
0.003076 |
0.000824 |
-0.007399 |
-0.000462 |
-0.111908 |
- |
2673.6 |
2665.4 |
- |
2693.529 |
20250620 |
16 |
368 |
| CFFEX.IH2507 |
0.003901 |
0.003416 |
0.000485 |
-0.018388 |
-0.000511 |
-0.123609 |
- |
2644.0 |
2635.0 |
- |
2693.529 |
20250718 |
36 |
368 |
| CFFEX.IH2509 |
0.003901 |
0.00388 |
0.000021 |
-0.02017 |
-0.000249 |
-0.060262 |
- |
2639.2 |
2629.0 |
- |
2693.529 |
20250919 |
81 |
368 |
| CFFEX.IH2512 |
0.003901 |
0.005103 |
-0.001202 |
-0.020096 |
-0.000144 |
-0.034737 |
- |
2639.4 |
2626.0 |
- |
2693.529 |
20251219 |
140 |
368 |