|
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_20250610_151422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.008995 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6163.023 |
20250516 |
0 |
375 |
| CFFEX.IM2506 |
-0.008995 |
-0.008755 |
-0.00024 |
-0.007987 |
-0.000887 |
-0.214757 |
- |
6113.8 |
6167.8 |
- |
6163.023 |
20250620 |
9 |
375 |
| CFFEX.IM2507 |
-0.008995 |
-0.009314 |
0.000319 |
-0.023207 |
-0.0008 |
-0.193655 |
- |
6020.0 |
6076.6 |
- |
6163.023 |
20250718 |
29 |
375 |
| CFFEX.IM2508 |
-0.008995 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6163.023 |
20250815 |
49 |
375 |
| CFFEX.IM2509 |
-0.008995 |
-0.00964 |
0.000645 |
-0.049882 |
-0.000674 |
-0.163127 |
- |
5855.6 |
5912.6 |
- |
6163.023 |
20250919 |
74 |
375 |
| CFFEX.IM2512 |
-0.008995 |
-0.009555 |
0.00056 |
-0.078309 |
-0.000589 |
-0.142488 |
- |
5680.4 |
5735.2 |
- |
6163.023 |
20251219 |
133 |
375 |
| CFFEX.IC2505 |
-0.008084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5758.719 |
20250516 |
0 |
375 |
| CFFEX.IC2506 |
-0.008084 |
-0.008359 |
0.000274 |
-0.007036 |
-0.000782 |
-0.189193 |
- |
5718.2 |
5766.4 |
- |
5758.719 |
20250620 |
9 |
375 |
| CFFEX.IC2507 |
-0.008084 |
-0.008287 |
0.000202 |
-0.019087 |
-0.000658 |
-0.159281 |
- |
5648.8 |
5696.0 |
- |
5758.719 |
20250718 |
29 |
375 |
| CFFEX.IC2508 |
-0.008084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5758.719 |
20250815 |
49 |
375 |
| CFFEX.IC2509 |
-0.008084 |
-0.00881 |
0.000726 |
-0.038779 |
-0.000524 |
-0.126819 |
- |
5535.4 |
5584.6 |
- |
5758.719 |
20250919 |
74 |
375 |
| CFFEX.IC2512 |
-0.008084 |
-0.009193 |
0.001109 |
-0.06052 |
-0.000455 |
-0.11012 |
- |
5410.2 |
5460.4 |
- |
5758.719 |
20251219 |
133 |
375 |
| CFFEX.IF2505 |
-0.004647 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3867.193 |
20250516 |
0 |
375 |
| CFFEX.IF2506 |
-0.004647 |
-0.006826 |
0.002179 |
-0.00667 |
-0.000741 |
-0.179341 |
- |
3841.4 |
3867.8 |
- |
3867.193 |
20250620 |
9 |
375 |
| CFFEX.IF2507 |
-0.004647 |
-0.007307 |
0.00266 |
-0.016289 |
-0.000562 |
-0.13593 |
- |
3804.2 |
3832.2 |
- |
3867.193 |
20250718 |
29 |
375 |
| CFFEX.IF2508 |
-0.004647 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3867.193 |
20250815 |
49 |
375 |
| CFFEX.IF2509 |
-0.004647 |
-0.007522 |
0.002875 |
-0.02415 |
-0.000326 |
-0.078977 |
- |
3773.8 |
3802.4 |
- |
3867.193 |
20250919 |
74 |
375 |
| CFFEX.IF2512 |
-0.004647 |
-0.006578 |
0.001932 |
-0.031546 |
-0.000237 |
-0.057399 |
- |
3745.2 |
3770.0 |
- |
3867.193 |
20251219 |
133 |
375 |
| CFFEX.IH2505 |
-0.003418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2677.644 |
20250516 |
0 |
375 |
| CFFEX.IH2506 |
-0.003418 |
-0.006202 |
0.002784 |
-0.006589 |
-0.000732 |
-0.177181 |
- |
2660.0 |
2676.6 |
- |
2677.644 |
20250620 |
9 |
375 |
| CFFEX.IH2507 |
-0.003418 |
-0.006425 |
0.003007 |
-0.018167 |
-0.000626 |
-0.151598 |
- |
2629.0 |
2646.0 |
- |
2677.644 |
20250718 |
29 |
375 |
| CFFEX.IH2508 |
-0.003418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2677.644 |
20250815 |
49 |
375 |
| CFFEX.IH2509 |
-0.003418 |
-0.00689 |
0.003472 |
-0.020333 |
-0.000275 |
-0.066494 |
- |
2623.2 |
2641.4 |
- |
2677.644 |
20250919 |
74 |
375 |
| CFFEX.IH2512 |
-0.003418 |
-0.006963 |
0.003545 |
-0.019959 |
-0.00015 |
-0.036317 |
- |
2624.2 |
2642.6 |
- |
2677.644 |
20251219 |
133 |
375 |