|
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_20250530_151432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2504 |
-0.010035 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6028.468 |
20250418 |
0 |
369 |
| CFFEX.IM2505 |
-0.010035 |
0.0 |
-0.010035 |
0.00878 |
inf |
inf |
- |
6081.4 |
6081.4 |
- |
6028.468 |
20250516 |
0 |
369 |
| CFFEX.IM2506 |
-0.010035 |
-0.010778 |
0.000743 |
-0.010362 |
-0.000691 |
-0.167176 |
- |
5966.0 |
6031.0 |
- |
6028.468 |
20250620 |
15 |
369 |
| CFFEX.IM2507 |
-0.010035 |
-0.010872 |
0.000837 |
-0.025092 |
-0.000717 |
-0.173495 |
- |
5877.2 |
5941.8 |
- |
6028.468 |
20250718 |
35 |
369 |
| CFFEX.IM2509 |
-0.010035 |
-0.011305 |
0.00127 |
-0.051202 |
-0.00064 |
-0.154885 |
- |
5719.8 |
5785.2 |
- |
6028.468 |
20250919 |
80 |
369 |
| CFFEX.IM2512 |
-0.010035 |
-0.01189 |
0.001855 |
-0.079169 |
-0.00057 |
-0.137834 |
- |
5551.2 |
5618.0 |
- |
6028.468 |
20251219 |
139 |
369 |
| CFFEX.IC2504 |
-0.007430 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5677.409 |
20250418 |
0 |
369 |
| CFFEX.IC2505 |
-0.007430 |
0.0 |
-0.00743 |
0.008136 |
inf |
inf |
- |
5723.6 |
5723.6 |
- |
5677.409 |
20250516 |
0 |
369 |
| CFFEX.IC2506 |
-0.007430 |
-0.007198 |
-0.000233 |
-0.008738 |
-0.000583 |
-0.140972 |
- |
5627.8 |
5668.6 |
- |
5677.409 |
20250620 |
15 |
369 |
| CFFEX.IC2507 |
-0.007430 |
-0.007037 |
-0.000393 |
-0.020786 |
-0.000594 |
-0.143718 |
- |
5559.4 |
5598.8 |
- |
5677.409 |
20250718 |
35 |
369 |
| CFFEX.IC2509 |
-0.007430 |
-0.007428 |
-0.000002 |
-0.039703 |
-0.000496 |
-0.120101 |
- |
5452.0 |
5492.8 |
- |
5677.409 |
20250919 |
80 |
369 |
| CFFEX.IC2512 |
-0.007430 |
-0.007593 |
0.000163 |
-0.060769 |
-0.000437 |
-0.105799 |
- |
5332.4 |
5373.2 |
- |
5677.409 |
20251219 |
139 |
369 |
| CFFEX.IF2504 |
-0.002212 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3850.166 |
20250418 |
0 |
369 |
| CFFEX.IF2505 |
-0.002212 |
0.0 |
-0.002212 |
0.009463 |
inf |
inf |
- |
3886.6 |
3886.6 |
- |
3850.166 |
20250516 |
0 |
369 |
| CFFEX.IF2506 |
-0.002212 |
-0.002713 |
0.000502 |
-0.007212 |
-0.000481 |
-0.116348 |
- |
3822.4 |
3832.8 |
- |
3850.166 |
20250620 |
15 |
369 |
| CFFEX.IF2507 |
-0.002212 |
-0.00316 |
0.000948 |
-0.01677 |
-0.000479 |
-0.11595 |
- |
3785.6 |
3797.6 |
- |
3850.166 |
20250718 |
35 |
369 |
| CFFEX.IF2509 |
-0.002212 |
-0.004035 |
0.001823 |
-0.025497 |
-0.000319 |
-0.077127 |
- |
3752.0 |
3767.2 |
- |
3850.166 |
20250919 |
80 |
369 |
| CFFEX.IF2512 |
-0.002212 |
-0.004715 |
0.002503 |
-0.035055 |
-0.000252 |
-0.06103 |
- |
3715.2 |
3732.8 |
- |
3850.166 |
20251219 |
139 |
369 |
| CFFEX.IH2504 |
-0.001120 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2687.879 |
20250418 |
0 |
369 |
| CFFEX.IH2505 |
-0.001120 |
0.0 |
-0.00112 |
0.009644 |
inf |
inf |
- |
2713.8 |
2713.8 |
- |
2687.879 |
20250516 |
0 |
369 |
| CFFEX.IH2506 |
-0.001120 |
-0.002394 |
0.001274 |
-0.007693 |
-0.000513 |
-0.124121 |
- |
2667.2 |
2673.6 |
- |
2687.879 |
20250620 |
15 |
369 |
| CFFEX.IH2507 |
-0.001120 |
-0.004085 |
0.002965 |
-0.020343 |
-0.000581 |
-0.140656 |
- |
2633.2 |
2644.0 |
- |
2687.879 |
20250718 |
35 |
369 |
| CFFEX.IH2509 |
-0.001120 |
-0.003637 |
0.002518 |
-0.021682 |
-0.000271 |
-0.065589 |
- |
2629.6 |
2639.2 |
- |
2687.879 |
20250919 |
80 |
369 |
| CFFEX.IH2512 |
-0.001120 |
-0.004168 |
0.003048 |
-0.022129 |
-0.000159 |
-0.038526 |
- |
2628.4 |
2639.4 |
- |
2687.879 |
20251219 |
139 |
369 |