|
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_20250604_151458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.009003 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6124.688 |
20250516 |
0 |
371 |
| CFFEX.IM2506 |
0.009003 |
0.009336 |
-0.000333 |
-0.011541 |
-0.000888 |
-0.214849 |
- |
6054.0 |
5998.0 |
- |
6124.688 |
20250620 |
13 |
371 |
| CFFEX.IM2507 |
0.009003 |
0.008968 |
0.000035 |
-0.026432 |
-0.000801 |
-0.193835 |
- |
5962.8 |
5909.8 |
- |
6124.688 |
20250718 |
33 |
371 |
| CFFEX.IM2508 |
0.009003 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6124.688 |
20250815 |
53 |
371 |
| CFFEX.IM2509 |
0.009003 |
0.008982 |
0.000022 |
-0.053568 |
-0.000687 |
-0.166199 |
- |
5796.6 |
5745.0 |
- |
6124.688 |
20250919 |
78 |
371 |
| CFFEX.IM2512 |
0.009003 |
0.008403 |
0.0006 |
-0.083055 |
-0.000606 |
-0.146711 |
- |
5616.0 |
5569.2 |
- |
6124.688 |
20251219 |
137 |
371 |
| CFFEX.IC2505 |
0.007769 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5739.083 |
20250516 |
0 |
371 |
| CFFEX.IC2506 |
0.007769 |
0.008939 |
-0.001169 |
-0.008762 |
-0.000674 |
-0.163099 |
- |
5688.8 |
5638.4 |
- |
5739.083 |
20250620 |
13 |
371 |
| CFFEX.IC2507 |
0.007769 |
0.009196 |
-0.001427 |
-0.020924 |
-0.000634 |
-0.153441 |
- |
5619.0 |
5567.8 |
- |
5739.083 |
20250718 |
33 |
371 |
| CFFEX.IC2508 |
0.007769 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5739.083 |
20250815 |
53 |
371 |
| CFFEX.IC2509 |
0.007769 |
0.008286 |
-0.000516 |
-0.041589 |
-0.000533 |
-0.129033 |
- |
5500.4 |
5455.2 |
- |
5739.083 |
20250919 |
78 |
371 |
| CFFEX.IC2512 |
0.007769 |
0.008032 |
-0.000263 |
-0.064032 |
-0.000467 |
-0.113107 |
- |
5371.6 |
5328.8 |
- |
5739.083 |
20251219 |
137 |
371 |
| CFFEX.IF2505 |
0.004448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3869.147 |
20250516 |
0 |
371 |
| CFFEX.IF2506 |
0.004448 |
0.004602 |
-0.000153 |
-0.006913 |
-0.000532 |
-0.128686 |
- |
3842.4 |
3824.8 |
- |
3869.147 |
20250620 |
13 |
371 |
| CFFEX.IF2507 |
0.004448 |
0.004119 |
0.000329 |
-0.017044 |
-0.000516 |
-0.124992 |
- |
3803.2 |
3787.6 |
- |
3869.147 |
20250718 |
33 |
371 |
| CFFEX.IF2508 |
0.004448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3869.147 |
20250815 |
53 |
371 |
| CFFEX.IF2509 |
0.004448 |
0.004691 |
-0.000243 |
-0.02578 |
-0.000331 |
-0.079984 |
- |
3769.4 |
3751.8 |
- |
3869.147 |
20250919 |
78 |
371 |
| CFFEX.IF2512 |
0.004448 |
0.003821 |
0.000627 |
-0.035912 |
-0.000262 |
-0.063435 |
- |
3730.2 |
3716.0 |
- |
3869.147 |
20251219 |
137 |
371 |
| CFFEX.IH2505 |
0.001652 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2691.736 |
20250516 |
0 |
371 |
| CFFEX.IH2506 |
0.001652 |
0.001874 |
-0.000221 |
-0.006738 |
-0.000518 |
-0.125424 |
- |
2673.6 |
2668.6 |
- |
2691.736 |
20250620 |
13 |
371 |
| CFFEX.IH2507 |
0.001652 |
0.002047 |
-0.000395 |
-0.017957 |
-0.000544 |
-0.131686 |
- |
2643.4 |
2638.0 |
- |
2691.736 |
20250718 |
33 |
371 |
| CFFEX.IH2508 |
0.001652 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2691.736 |
20250815 |
53 |
371 |
| CFFEX.IH2509 |
0.001652 |
0.001747 |
-0.000095 |
-0.020186 |
-0.000259 |
-0.062629 |
- |
2637.4 |
2632.8 |
- |
2691.736 |
20250919 |
78 |
371 |
| CFFEX.IH2512 |
0.001652 |
0.001519 |
0.000133 |
-0.020112 |
-0.000147 |
-0.035526 |
- |
2637.6 |
2633.6 |
- |
2691.736 |
20251219 |
137 |
371 |