|
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_20250611_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.004420 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6188.925 |
20250516 |
0 |
376 |
| CFFEX.IM2506 |
0.004420 |
0.00494 |
-0.00052 |
-0.007259 |
-0.000907 |
-0.219583 |
- |
6144.0 |
6113.8 |
- |
6188.925 |
20250620 |
8 |
376 |
| CFFEX.IM2507 |
0.004420 |
0.005183 |
-0.000763 |
-0.022253 |
-0.000795 |
-0.192333 |
- |
6051.2 |
6020.0 |
- |
6188.925 |
20250718 |
28 |
376 |
| CFFEX.IM2508 |
0.004420 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6188.925 |
20250815 |
48 |
376 |
| CFFEX.IM2509 |
0.004420 |
0.005431 |
-0.001011 |
-0.04872 |
-0.000667 |
-0.16151 |
- |
5887.4 |
5855.6 |
- |
6188.925 |
20250919 |
73 |
376 |
| CFFEX.IM2512 |
0.004420 |
0.005985 |
-0.001566 |
-0.076673 |
-0.000581 |
-0.140568 |
- |
5714.4 |
5680.4 |
- |
6188.925 |
20251219 |
132 |
376 |
| CFFEX.IC2505 |
0.006706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5796.605 |
20250516 |
0 |
376 |
| CFFEX.IC2506 |
0.006706 |
0.00752 |
-0.000814 |
-0.006108 |
-0.000763 |
-0.184764 |
- |
5761.2 |
5718.2 |
- |
5796.605 |
20250620 |
8 |
376 |
| CFFEX.IC2507 |
0.006706 |
0.006869 |
-0.000163 |
-0.018805 |
-0.000672 |
-0.162529 |
- |
5687.6 |
5648.8 |
- |
5796.605 |
20250718 |
28 |
376 |
| CFFEX.IC2508 |
0.006706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5796.605 |
20250815 |
48 |
376 |
| CFFEX.IC2509 |
0.006706 |
0.007768 |
-0.001062 |
-0.037644 |
-0.000516 |
-0.124791 |
- |
5578.4 |
5535.4 |
- |
5796.605 |
20250919 |
73 |
376 |
| CFFEX.IC2512 |
0.006706 |
0.007985 |
-0.001279 |
-0.059208 |
-0.000449 |
-0.108548 |
- |
5453.4 |
5410.2 |
- |
5796.605 |
20251219 |
132 |
376 |
| CFFEX.IF2505 |
0.008154 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3896.984 |
20250516 |
0 |
376 |
| CFFEX.IF2506 |
0.008154 |
0.009841 |
-0.001687 |
-0.004666 |
-0.000583 |
-0.141152 |
- |
3878.8 |
3841.0 |
- |
3896.984 |
20250620 |
8 |
376 |
| CFFEX.IF2507 |
0.008154 |
0.009253 |
-0.001099 |
-0.014777 |
-0.000528 |
-0.127712 |
- |
3839.4 |
3804.2 |
- |
3896.984 |
20250718 |
28 |
376 |
| CFFEX.IF2508 |
0.008154 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3896.984 |
20250815 |
48 |
376 |
| CFFEX.IF2509 |
0.008154 |
0.010175 |
-0.002021 |
-0.021756 |
-0.000298 |
-0.072124 |
- |
3812.2 |
3773.8 |
- |
3896.984 |
20250919 |
73 |
376 |
| CFFEX.IF2512 |
0.008154 |
0.010841 |
-0.002687 |
-0.028531 |
-0.000216 |
-0.052306 |
- |
3785.8 |
3745.2 |
- |
3896.984 |
20251219 |
132 |
376 |
| CFFEX.IH2505 |
0.006690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2694.307 |
20250516 |
0 |
376 |
| CFFEX.IH2506 |
0.006690 |
0.008421 |
-0.001731 |
-0.004419 |
-0.000552 |
-0.133684 |
- |
2682.4 |
2660.0 |
- |
2694.307 |
20250620 |
8 |
376 |
| CFFEX.IH2507 |
0.006690 |
0.007988 |
-0.001298 |
-0.016445 |
-0.000587 |
-0.142129 |
- |
2650.0 |
2629.0 |
- |
2694.307 |
20250718 |
28 |
376 |
| CFFEX.IH2508 |
0.006690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2694.307 |
20250815 |
48 |
376 |
| CFFEX.IH2509 |
0.006690 |
0.007929 |
-0.001239 |
-0.018672 |
-0.000256 |
-0.061898 |
- |
2644.0 |
2623.2 |
- |
2694.307 |
20250919 |
73 |
376 |
| CFFEX.IH2512 |
0.006690 |
0.008155 |
-0.001465 |
-0.018078 |
-0.000137 |
-0.033143 |
- |
2645.6 |
2624.2 |
- |
2694.307 |
20251219 |
132 |
376 |