|
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_20250609_151449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.010746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6218.964 |
20250516 |
0 |
374 |
| CFFEX.IM2506 |
0.010746 |
0.011082 |
-0.000335 |
-0.008227 |
-0.000823 |
-0.199096 |
- |
6167.8 |
6100.2 |
- |
6218.964 |
20250620 |
10 |
374 |
| CFFEX.IM2507 |
0.010746 |
0.011721 |
-0.000975 |
-0.022892 |
-0.000763 |
-0.184661 |
- |
6076.6 |
6006.2 |
- |
6218.964 |
20250718 |
30 |
374 |
| CFFEX.IM2508 |
0.010746 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6218.964 |
20250815 |
50 |
374 |
| CFFEX.IM2509 |
0.010746 |
0.012293 |
-0.001547 |
-0.049263 |
-0.000657 |
-0.158955 |
- |
5912.6 |
5840.8 |
- |
6218.964 |
20250919 |
75 |
374 |
| CFFEX.IM2512 |
0.010746 |
0.013107 |
-0.002361 |
-0.077789 |
-0.000581 |
-0.140484 |
- |
5735.2 |
5661.0 |
- |
6218.964 |
20251219 |
134 |
374 |
| CFFEX.IC2505 |
0.007876 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5807.462 |
20250516 |
0 |
374 |
| CFFEX.IC2506 |
0.007876 |
0.007266 |
0.00061 |
-0.006967 |
-0.000697 |
-0.168607 |
- |
5767.0 |
5725.4 |
- |
5807.462 |
20250620 |
10 |
374 |
| CFFEX.IC2507 |
0.007876 |
0.00725 |
0.000626 |
-0.019193 |
-0.00064 |
-0.154823 |
- |
5696.0 |
5655.0 |
- |
5807.462 |
20250718 |
30 |
374 |
| CFFEX.IC2508 |
0.007876 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5807.462 |
20250815 |
50 |
374 |
| CFFEX.IC2509 |
0.007876 |
0.008925 |
-0.001048 |
-0.038375 |
-0.000512 |
-0.123824 |
- |
5584.6 |
5535.2 |
- |
5807.462 |
20250919 |
75 |
374 |
| CFFEX.IC2512 |
0.007876 |
0.009727 |
-0.00185 |
-0.059761 |
-0.000446 |
-0.107927 |
- |
5460.4 |
5407.8 |
- |
5807.462 |
20251219 |
134 |
374 |
| CFFEX.IF2505 |
0.003110 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3886.034 |
20250516 |
0 |
374 |
| CFFEX.IF2506 |
0.003110 |
0.003216 |
-0.000106 |
-0.004692 |
-0.000469 |
-0.113551 |
- |
3867.8 |
3855.4 |
- |
3886.034 |
20250620 |
10 |
374 |
| CFFEX.IF2507 |
0.003110 |
0.003719 |
-0.000609 |
-0.013853 |
-0.000462 |
-0.111749 |
- |
3832.2 |
3818.0 |
- |
3886.034 |
20250718 |
30 |
374 |
| CFFEX.IF2508 |
0.003110 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3886.034 |
20250815 |
50 |
374 |
| CFFEX.IF2509 |
0.003110 |
0.005022 |
-0.001911 |
-0.021522 |
-0.000287 |
-0.069443 |
- |
3802.4 |
3783.4 |
- |
3886.034 |
20250919 |
75 |
374 |
| CFFEX.IF2512 |
0.003110 |
0.006407 |
-0.003296 |
-0.029859 |
-0.000223 |
-0.053925 |
- |
3770.0 |
3746.0 |
- |
3886.034 |
20251219 |
134 |
374 |
| CFFEX.IH2505 |
-0.000229 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2688.235 |
20250516 |
0 |
374 |
| CFFEX.IH2506 |
-0.000229 |
0.001122 |
-0.001351 |
-0.004328 |
-0.000433 |
-0.10474 |
- |
2676.6 |
2673.6 |
- |
2688.235 |
20250620 |
10 |
374 |
| CFFEX.IH2507 |
-0.000229 |
0.001211 |
-0.00144 |
-0.015711 |
-0.000524 |
-0.126736 |
- |
2646.0 |
2642.8 |
- |
2688.235 |
20250718 |
30 |
374 |
| CFFEX.IH2508 |
-0.000229 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2688.235 |
20250815 |
50 |
374 |
| CFFEX.IH2509 |
-0.000229 |
0.001897 |
-0.002125 |
-0.017422 |
-0.000232 |
-0.056216 |
- |
2641.4 |
2636.4 |
- |
2688.235 |
20250919 |
75 |
374 |
| CFFEX.IH2512 |
-0.000229 |
0.002732 |
-0.002961 |
-0.016976 |
-0.000127 |
-0.030658 |
- |
2642.6 |
2635.4 |
- |
2688.235 |
20251219 |
134 |
374 |