|
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_20250612_185305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.000790 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6191.401 |
20250516 |
0 |
377 |
| CFFEX.IM2506 |
0.000790 |
0.002083 |
-0.001293 |
-0.005589 |
-0.000798 |
-0.193204 |
- |
6156.8 |
6144.0 |
- |
6191.401 |
20250620 |
7 |
377 |
| CFFEX.IM2507 |
0.000790 |
0.001421 |
-0.000631 |
-0.021255 |
-0.000787 |
-0.190512 |
- |
6059.8 |
6051.2 |
- |
6191.401 |
20250718 |
27 |
377 |
| CFFEX.IM2508 |
0.000790 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6191.401 |
20250815 |
47 |
377 |
| CFFEX.IM2509 |
0.000790 |
0.001563 |
-0.000772 |
-0.047615 |
-0.000661 |
-0.160038 |
- |
5896.6 |
5887.4 |
- |
6191.401 |
20250919 |
72 |
377 |
| CFFEX.IM2512 |
0.000790 |
0.000875 |
-0.000085 |
-0.076235 |
-0.000582 |
-0.140831 |
- |
5719.4 |
5714.4 |
- |
6191.401 |
20251219 |
131 |
377 |
| CFFEX.IC2505 |
0.001266 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5800.282 |
20250516 |
0 |
377 |
| CFFEX.IC2506 |
0.001266 |
0.003263 |
-0.001997 |
-0.003497 |
-0.0005 |
-0.120887 |
- |
5780.0 |
5761.2 |
- |
5800.282 |
20250620 |
7 |
377 |
| CFFEX.IC2507 |
0.001266 |
0.002251 |
-0.000984 |
-0.01722 |
-0.000638 |
-0.154344 |
- |
5700.4 |
5687.6 |
- |
5800.282 |
20250718 |
27 |
377 |
| CFFEX.IC2508 |
0.001266 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5800.282 |
20250815 |
47 |
377 |
| CFFEX.IC2509 |
0.001266 |
0.002617 |
-0.001351 |
-0.035737 |
-0.000496 |
-0.120114 |
- |
5593.0 |
5578.4 |
- |
5800.282 |
20250919 |
72 |
377 |
| CFFEX.IC2512 |
0.001266 |
0.002384 |
-0.001118 |
-0.057563 |
-0.000439 |
-0.106338 |
- |
5466.4 |
5453.4 |
- |
5800.282 |
20251219 |
131 |
377 |
| CFFEX.IF2505 |
-0.000648 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3892.100 |
20250516 |
0 |
377 |
| CFFEX.IF2506 |
-0.000648 |
0.001237 |
-0.001886 |
-0.002184 |
-0.000312 |
-0.075501 |
- |
3883.6 |
3878.8 |
- |
3892.100 |
20250620 |
7 |
377 |
| CFFEX.IF2507 |
-0.000648 |
0.000573 |
-0.001221 |
-0.012975 |
-0.000481 |
-0.116294 |
- |
3841.6 |
3839.4 |
- |
3892.100 |
20250718 |
27 |
377 |
| CFFEX.IF2508 |
-0.000648 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3892.100 |
20250815 |
47 |
377 |
| CFFEX.IF2509 |
-0.000648 |
0.0 |
-0.000648 |
-0.020529 |
-0.000285 |
-0.068999 |
- |
3812.2 |
3812.2 |
- |
3892.100 |
20250919 |
72 |
377 |
| CFFEX.IF2512 |
-0.000648 |
-0.001215 |
0.000567 |
-0.028494 |
-0.000218 |
-0.052637 |
- |
3781.2 |
3785.8 |
- |
3892.100 |
20251219 |
131 |
377 |
| CFFEX.IH2505 |
-0.000181 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2691.648 |
20250516 |
0 |
377 |
| CFFEX.IH2506 |
-0.000181 |
-0.000075 |
-0.000107 |
-0.00351 |
-0.000501 |
-0.12135 |
- |
2682.2 |
2682.4 |
- |
2691.648 |
20250620 |
7 |
377 |
| CFFEX.IH2507 |
-0.000181 |
-0.001509 |
0.001328 |
-0.016959 |
-0.000628 |
-0.152004 |
- |
2646.0 |
2650.0 |
- |
2691.648 |
20250718 |
27 |
377 |
| CFFEX.IH2508 |
-0.000181 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2691.648 |
20250815 |
47 |
377 |
| CFFEX.IH2509 |
-0.000181 |
-0.001589 |
0.001407 |
-0.019263 |
-0.000268 |
-0.064744 |
- |
2639.8 |
2644.0 |
- |
2691.648 |
20250919 |
72 |
377 |
| CFFEX.IH2512 |
-0.000181 |
-0.002268 |
0.002086 |
-0.019337 |
-0.000148 |
-0.035722 |
- |
2639.6 |
2645.6 |
- |
2691.648 |
20251219 |
131 |
377 |