|
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_20250613_225805 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.014351 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6103.353 |
20250516 |
0 |
378 |
| CFFEX.IM2506 |
-0.014351 |
-0.011792 |
-0.00256 |
-0.003138 |
-0.000523 |
-0.12657 |
- |
6084.2 |
6156.8 |
- |
6103.353 |
20250620 |
6 |
378 |
| CFFEX.IM2507 |
-0.014351 |
-0.011684 |
-0.002668 |
-0.018736 |
-0.000721 |
-0.17439 |
- |
5989.0 |
6059.8 |
- |
6103.353 |
20250718 |
26 |
378 |
| CFFEX.IM2508 |
-0.014351 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6103.353 |
20250815 |
46 |
378 |
| CFFEX.IM2509 |
-0.014351 |
-0.011939 |
-0.002412 |
-0.04541 |
-0.00064 |
-0.154778 |
- |
5826.2 |
5896.6 |
- |
6103.353 |
20250919 |
71 |
378 |
| CFFEX.IM2512 |
-0.014351 |
-0.012134 |
-0.002217 |
-0.074279 |
-0.000571 |
-0.138274 |
- |
5650.0 |
5719.4 |
- |
6103.353 |
20251219 |
130 |
378 |
| CFFEX.IC2505 |
-0.010007 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5741.894 |
20250516 |
0 |
378 |
| CFFEX.IC2506 |
-0.010007 |
-0.008824 |
-0.001183 |
-0.002246 |
-0.000374 |
-0.090573 |
- |
5729.0 |
5780.0 |
- |
5741.894 |
20250620 |
6 |
378 |
| CFFEX.IC2507 |
-0.010007 |
-0.009052 |
-0.000955 |
-0.016213 |
-0.000624 |
-0.150907 |
- |
5648.8 |
5700.4 |
- |
5741.894 |
20250718 |
26 |
378 |
| CFFEX.IC2508 |
-0.010007 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5741.894 |
20250815 |
46 |
378 |
| CFFEX.IC2509 |
-0.010007 |
-0.009119 |
-0.000888 |
-0.034813 |
-0.00049 |
-0.118659 |
- |
5542.0 |
5593.0 |
- |
5741.894 |
20250919 |
71 |
378 |
| CFFEX.IC2512 |
-0.010007 |
-0.008635 |
-0.001372 |
-0.0562 |
-0.000432 |
-0.104618 |
- |
5419.2 |
5466.4 |
- |
5741.894 |
20251219 |
130 |
378 |
| CFFEX.IF2505 |
-0.007710 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3862.191 |
20250516 |
0 |
378 |
| CFFEX.IF2506 |
-0.007710 |
-0.007004 |
-0.000706 |
-0.001499 |
-0.00025 |
-0.060476 |
- |
3856.4 |
3883.6 |
- |
3862.191 |
20250620 |
6 |
378 |
| CFFEX.IF2507 |
-0.007710 |
-0.007445 |
-0.000265 |
-0.012737 |
-0.00049 |
-0.118548 |
- |
3813.0 |
3841.6 |
- |
3862.191 |
20250718 |
26 |
378 |
| CFFEX.IF2508 |
-0.007710 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3862.191 |
20250815 |
46 |
378 |
| CFFEX.IF2509 |
-0.007710 |
-0.007397 |
-0.000313 |
-0.020245 |
-0.000285 |
-0.069005 |
- |
3784.0 |
3812.2 |
- |
3862.191 |
20250919 |
71 |
378 |
| CFFEX.IF2512 |
-0.007710 |
-0.007617 |
-0.000093 |
-0.028427 |
-0.000219 |
-0.052918 |
- |
3752.4 |
3781.2 |
- |
3862.191 |
20251219 |
130 |
378 |
| CFFEX.IH2505 |
-0.006417 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2674.005 |
20250516 |
0 |
378 |
| CFFEX.IH2506 |
-0.006417 |
-0.006338 |
-0.000079 |
-0.003293 |
-0.000549 |
-0.13281 |
- |
2665.2 |
2682.2 |
- |
2674.005 |
20250620 |
6 |
378 |
| CFFEX.IH2507 |
-0.006417 |
-0.007559 |
0.001141 |
-0.017952 |
-0.00069 |
-0.167096 |
- |
2626.0 |
2646.0 |
- |
2674.005 |
20250718 |
26 |
378 |
| CFFEX.IH2508 |
-0.006417 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2674.005 |
20250815 |
46 |
378 |
| CFFEX.IH2509 |
-0.006417 |
-0.007425 |
0.001008 |
-0.020122 |
-0.000283 |
-0.068583 |
- |
2620.2 |
2639.8 |
- |
2674.005 |
20250919 |
71 |
378 |
| CFFEX.IH2512 |
-0.006417 |
-0.008865 |
0.002448 |
-0.021617 |
-0.000166 |
-0.040242 |
- |
2616.2 |
2639.6 |
- |
2674.005 |
20251219 |
130 |
378 |