|
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_20250605_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.007383 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6168.379 |
20250516 |
0 |
372 |
| CFFEX.IM2506 |
0.007383 |
0.007863 |
-0.00048 |
-0.010826 |
-0.000902 |
-0.218325 |
- |
6101.6 |
6054.0 |
- |
6168.379 |
20250620 |
12 |
372 |
| CFFEX.IM2507 |
0.007383 |
0.007714 |
-0.000332 |
-0.02587 |
-0.000808 |
-0.195646 |
- |
6008.8 |
5962.8 |
- |
6168.379 |
20250718 |
32 |
372 |
| CFFEX.IM2508 |
0.007383 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6168.379 |
20250815 |
52 |
372 |
| CFFEX.IM2509 |
0.007383 |
0.00766 |
-0.000277 |
-0.053074 |
-0.000689 |
-0.166803 |
- |
5841.0 |
5796.6 |
- |
6168.379 |
20250919 |
77 |
372 |
| CFFEX.IM2512 |
0.007383 |
0.007407 |
-0.000024 |
-0.082806 |
-0.000609 |
-0.147346 |
- |
5657.6 |
5616.0 |
- |
6168.379 |
20251219 |
136 |
372 |
| CFFEX.IC2505 |
0.005585 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5771.061 |
20250516 |
0 |
372 |
| CFFEX.IC2506 |
0.005585 |
0.006117 |
-0.000532 |
-0.008224 |
-0.000685 |
-0.16585 |
- |
5723.6 |
5688.8 |
- |
5771.061 |
20250620 |
12 |
372 |
| CFFEX.IC2507 |
0.005585 |
0.005802 |
-0.000216 |
-0.0207 |
-0.000647 |
-0.156544 |
- |
5651.6 |
5619.0 |
- |
5771.061 |
20250718 |
32 |
372 |
| CFFEX.IC2508 |
0.005585 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5771.061 |
20250815 |
52 |
372 |
| CFFEX.IC2509 |
0.005585 |
0.005491 |
0.000095 |
-0.041667 |
-0.000541 |
-0.130952 |
- |
5530.6 |
5500.4 |
- |
5771.061 |
20250919 |
77 |
372 |
| CFFEX.IC2512 |
0.005585 |
0.005101 |
0.000485 |
-0.06447 |
-0.000474 |
-0.114719 |
- |
5399.0 |
5371.6 |
- |
5771.061 |
20251219 |
136 |
372 |
| CFFEX.IF2505 |
0.002398 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3878.019 |
20250516 |
0 |
372 |
| CFFEX.IF2506 |
0.002398 |
0.002498 |
-0.000101 |
-0.006709 |
-0.000559 |
-0.135305 |
- |
3852.0 |
3842.4 |
- |
3878.019 |
20250620 |
12 |
372 |
| CFFEX.IF2507 |
0.002398 |
0.002629 |
-0.000232 |
-0.016714 |
-0.000522 |
-0.126403 |
- |
3813.2 |
3803.2 |
- |
3878.019 |
20250718 |
32 |
372 |
| CFFEX.IF2508 |
0.002398 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3878.019 |
20250815 |
52 |
372 |
| CFFEX.IF2509 |
0.002398 |
0.001751 |
0.000647 |
-0.026307 |
-0.000342 |
-0.082679 |
- |
3776.0 |
3769.4 |
- |
3878.019 |
20250919 |
77 |
372 |
| CFFEX.IF2512 |
0.002398 |
0.002252 |
0.000146 |
-0.035951 |
-0.000264 |
-0.063972 |
- |
3738.6 |
3730.2 |
- |
3878.019 |
20251219 |
136 |
372 |
| CFFEX.IH2505 |
0.000532 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2692.255 |
20250516 |
0 |
372 |
| CFFEX.IH2506 |
0.000532 |
0.00015 |
0.000382 |
-0.006781 |
-0.000565 |
-0.136741 |
- |
2674.0 |
2673.6 |
- |
2692.255 |
20250620 |
12 |
372 |
| CFFEX.IH2507 |
0.000532 |
-0.000151 |
0.000683 |
-0.018295 |
-0.000572 |
-0.138356 |
- |
2643.0 |
2643.4 |
- |
2692.255 |
20250718 |
32 |
372 |
| CFFEX.IH2508 |
0.000532 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2692.255 |
20250815 |
52 |
372 |
| CFFEX.IH2509 |
0.000532 |
0.000152 |
0.00038 |
-0.020227 |
-0.000263 |
-0.063569 |
- |
2637.8 |
2637.4 |
- |
2692.255 |
20250919 |
77 |
372 |
| CFFEX.IH2512 |
0.000532 |
-0.000607 |
0.001138 |
-0.020895 |
-0.000154 |
-0.037181 |
- |
2636.0 |
2637.6 |
- |
2692.255 |
20251219 |
136 |
372 |