|
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_20250606_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.002357 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6152.480 |
20250516 |
0 |
373 |
| CFFEX.IM2506 |
-0.002357 |
-0.000229 |
-0.002127 |
-0.008497 |
-0.000772 |
-0.186943 |
- |
6100.2 |
6101.6 |
- |
6152.480 |
20250620 |
11 |
373 |
| CFFEX.IM2507 |
-0.002357 |
-0.000433 |
-0.001924 |
-0.023776 |
-0.000767 |
-0.185604 |
- |
6006.2 |
6008.8 |
- |
6152.480 |
20250718 |
31 |
373 |
| CFFEX.IM2508 |
-0.002357 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6152.480 |
20250815 |
51 |
373 |
| CFFEX.IM2509 |
-0.002357 |
-0.000034 |
-0.002323 |
-0.050659 |
-0.000667 |
-0.16131 |
- |
5840.8 |
5841.0 |
- |
6152.480 |
20250919 |
76 |
373 |
| CFFEX.IM2512 |
-0.002357 |
0.000601 |
-0.002958 |
-0.079883 |
-0.000592 |
-0.143198 |
- |
5661.0 |
5657.6 |
- |
6152.480 |
20251219 |
135 |
373 |
| CFFEX.IC2505 |
-0.001378 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5762.015 |
20250516 |
0 |
373 |
| CFFEX.IC2506 |
-0.001378 |
0.000314 |
-0.001693 |
-0.006355 |
-0.000578 |
-0.1398 |
- |
5725.4 |
5723.6 |
- |
5762.015 |
20250620 |
11 |
373 |
| CFFEX.IC2507 |
-0.001378 |
0.000602 |
-0.00198 |
-0.018572 |
-0.000599 |
-0.144985 |
- |
5655.0 |
5651.6 |
- |
5762.015 |
20250718 |
31 |
373 |
| CFFEX.IC2508 |
-0.001378 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5762.015 |
20250815 |
51 |
373 |
| CFFEX.IC2509 |
-0.001378 |
0.000832 |
-0.00221 |
-0.039364 |
-0.000518 |
-0.125343 |
- |
5535.2 |
5530.6 |
- |
5762.015 |
20250919 |
76 |
373 |
| CFFEX.IC2512 |
-0.001378 |
0.00163 |
-0.003008 |
-0.061474 |
-0.000455 |
-0.110198 |
- |
5407.8 |
5399.0 |
- |
5762.015 |
20251219 |
135 |
373 |
| CFFEX.IF2505 |
-0.000679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3874.922 |
20250516 |
0 |
373 |
| CFFEX.IF2506 |
-0.000679 |
0.000883 |
-0.001562 |
-0.005038 |
-0.000458 |
-0.110837 |
- |
3855.4 |
3852.0 |
- |
3874.922 |
20250620 |
11 |
373 |
| CFFEX.IF2507 |
-0.000679 |
0.001259 |
-0.001938 |
-0.01469 |
-0.000474 |
-0.114676 |
- |
3818.0 |
3813.2 |
- |
3874.922 |
20250718 |
31 |
373 |
| CFFEX.IF2508 |
-0.000679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3874.922 |
20250815 |
51 |
373 |
| CFFEX.IF2509 |
-0.000679 |
0.00196 |
-0.002639 |
-0.023619 |
-0.000311 |
-0.075208 |
- |
3783.4 |
3776.0 |
- |
3874.922 |
20250919 |
76 |
373 |
| CFFEX.IF2512 |
-0.000679 |
0.001979 |
-0.002659 |
-0.033271 |
-0.000246 |
-0.059641 |
- |
3746.0 |
3738.6 |
- |
3874.922 |
20251219 |
135 |
373 |
| CFFEX.IH2505 |
-0.000942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2689.594 |
20250516 |
0 |
373 |
| CFFEX.IH2506 |
-0.000942 |
-0.00015 |
-0.000792 |
-0.005947 |
-0.000541 |
-0.130826 |
- |
2673.6 |
2674.0 |
- |
2689.594 |
20250620 |
11 |
373 |
| CFFEX.IH2507 |
-0.000942 |
-0.000076 |
-0.000866 |
-0.017398 |
-0.000561 |
-0.135818 |
- |
2642.8 |
2643.0 |
- |
2689.594 |
20250718 |
31 |
373 |
| CFFEX.IH2508 |
-0.000942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2689.594 |
20250815 |
51 |
373 |
| CFFEX.IH2509 |
-0.000942 |
-0.000531 |
-0.000411 |
-0.019778 |
-0.00026 |
-0.062976 |
- |
2636.4 |
2637.8 |
- |
2689.594 |
20250919 |
76 |
373 |
| CFFEX.IH2512 |
-0.000942 |
-0.000228 |
-0.000714 |
-0.02015 |
-0.000149 |
-0.03612 |
- |
2635.4 |
2636.0 |
- |
2689.594 |
20251219 |
135 |
373 |