|
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_20250603_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.007439 |
- |
- |
- |
- |
- |
- |
- |
6081.4 |
- |
6071.389 |
20250516 |
0 |
370 |
| CFFEX.IM2506 |
0.007439 |
0.005364 |
0.002075 |
-0.012088 |
-0.000863 |
-0.208944 |
- |
5998.0 |
5966.0 |
- |
6071.389 |
20250620 |
14 |
370 |
| CFFEX.IM2507 |
0.007439 |
0.005547 |
0.001892 |
-0.026615 |
-0.000783 |
-0.189435 |
- |
5909.8 |
5877.2 |
- |
6071.389 |
20250718 |
34 |
370 |
| CFFEX.IM2508 |
0.007439 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6071.389 |
20250815 |
54 |
370 |
| CFFEX.IM2509 |
0.007439 |
0.004406 |
0.003033 |
-0.053759 |
-0.00068 |
-0.164678 |
- |
5745.0 |
5719.8 |
- |
6071.389 |
20250919 |
79 |
370 |
| CFFEX.IM2512 |
0.007439 |
0.003243 |
0.004196 |
-0.082714 |
-0.000599 |
-0.145049 |
- |
5569.2 |
5551.2 |
- |
6071.389 |
20251219 |
138 |
370 |
| CFFEX.IC2505 |
0.004236 |
- |
- |
- |
- |
- |
- |
- |
5723.6 |
- |
5695.094 |
20250516 |
0 |
370 |
| CFFEX.IC2506 |
0.004236 |
0.001884 |
0.002352 |
-0.009955 |
-0.000711 |
-0.172077 |
- |
5638.4 |
5627.8 |
- |
5695.094 |
20250620 |
14 |
370 |
| CFFEX.IC2507 |
0.004236 |
0.001511 |
0.002725 |
-0.022352 |
-0.000657 |
-0.15909 |
- |
5567.8 |
5559.4 |
- |
5695.094 |
20250718 |
34 |
370 |
| CFFEX.IC2508 |
0.004236 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5695.094 |
20250815 |
54 |
370 |
| CFFEX.IC2509 |
0.004236 |
0.000587 |
0.003649 |
-0.042123 |
-0.000533 |
-0.129035 |
- |
5455.2 |
5452.0 |
- |
5695.094 |
20250919 |
79 |
370 |
| CFFEX.IC2512 |
0.004236 |
-0.000675 |
0.004911 |
-0.064317 |
-0.000466 |
-0.112789 |
- |
5328.8 |
5332.4 |
- |
5695.094 |
20251219 |
138 |
370 |
| CFFEX.IF2505 |
0.002828 |
- |
- |
- |
- |
- |
- |
- |
3886.6 |
- |
3851.091 |
20250516 |
0 |
370 |
| CFFEX.IF2506 |
0.002828 |
0.000628 |
0.0022 |
-0.006827 |
-0.000488 |
-0.118008 |
- |
3824.8 |
3822.4 |
- |
3851.091 |
20250620 |
14 |
370 |
| CFFEX.IF2507 |
0.002828 |
0.000528 |
0.002299 |
-0.016486 |
-0.000485 |
-0.117345 |
- |
3787.6 |
3785.6 |
- |
3851.091 |
20250718 |
34 |
370 |
| CFFEX.IF2508 |
0.002828 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3851.091 |
20250815 |
54 |
370 |
| CFFEX.IF2509 |
0.002828 |
-0.000053 |
0.002881 |
-0.025783 |
-0.000326 |
-0.078979 |
- |
3751.8 |
3752.0 |
- |
3851.091 |
20250919 |
79 |
370 |
| CFFEX.IF2512 |
0.002828 |
0.000215 |
0.002612 |
-0.035079 |
-0.000254 |
-0.061515 |
- |
3716.0 |
3715.2 |
- |
3851.091 |
20251219 |
138 |
370 |
| CFFEX.IH2505 |
0.002851 |
- |
- |
- |
- |
- |
- |
- |
2713.8 |
- |
2686.332 |
20250516 |
0 |
370 |
| CFFEX.IH2506 |
0.002851 |
0.000525 |
0.002326 |
-0.006601 |
-0.000471 |
-0.1141 |
- |
2668.6 |
2667.2 |
- |
2686.332 |
20250620 |
14 |
370 |
| CFFEX.IH2507 |
0.002851 |
0.001823 |
0.001028 |
-0.017992 |
-0.000529 |
-0.128059 |
- |
2638.0 |
2633.2 |
- |
2686.332 |
20250718 |
34 |
370 |
| CFFEX.IH2508 |
0.002851 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2686.332 |
20250815 |
54 |
370 |
| CFFEX.IH2509 |
0.002851 |
0.001217 |
0.001634 |
-0.019928 |
-0.000252 |
-0.061044 |
- |
2632.8 |
2629.6 |
- |
2686.332 |
20250919 |
79 |
370 |
| CFFEX.IH2512 |
0.002851 |
0.001978 |
0.000872 |
-0.01963 |
-0.000142 |
-0.034423 |
- |
2633.6 |
2628.4 |
- |
2686.332 |
20251219 |
138 |
370 |