|
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_20250616_151347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.006824 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6147.674 |
20250516 |
0 |
379 |
| CFFEX.IM2506 |
0.006824 |
0.0071 |
-0.000277 |
-0.003298 |
-0.00066 |
-0.159615 |
- |
6127.4 |
6084.2 |
- |
6147.674 |
20250620 |
5 |
379 |
| CFFEX.IM2507 |
0.006824 |
0.008048 |
-0.001224 |
-0.01797 |
-0.000719 |
-0.17395 |
- |
6037.2 |
5989.0 |
- |
6147.674 |
20250718 |
25 |
379 |
| CFFEX.IM2508 |
0.006824 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6147.674 |
20250815 |
45 |
379 |
| CFFEX.IM2509 |
0.006824 |
0.008513 |
-0.00169 |
-0.044224 |
-0.000632 |
-0.152888 |
- |
5875.8 |
5826.2 |
- |
6147.674 |
20250919 |
70 |
379 |
| CFFEX.IM2512 |
0.006824 |
0.008319 |
-0.001495 |
-0.073308 |
-0.000568 |
-0.137524 |
- |
5697.0 |
5650.0 |
- |
6147.674 |
20251219 |
129 |
379 |
| CFFEX.IC2505 |
0.004852 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5768.091 |
20250516 |
0 |
379 |
| CFFEX.IC2506 |
0.004852 |
0.004748 |
0.000104 |
-0.002062 |
-0.000412 |
-0.099777 |
- |
5756.2 |
5729.0 |
- |
5768.091 |
20250620 |
5 |
379 |
| CFFEX.IC2507 |
0.004852 |
0.006975 |
-0.002123 |
-0.013851 |
-0.000554 |
-0.134073 |
- |
5688.2 |
5648.8 |
- |
5768.091 |
20250718 |
25 |
379 |
| CFFEX.IC2508 |
0.004852 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5768.091 |
20250815 |
45 |
379 |
| CFFEX.IC2509 |
0.004852 |
0.007218 |
-0.002366 |
-0.032262 |
-0.000461 |
-0.111535 |
- |
5582.0 |
5542.0 |
- |
5768.091 |
20250919 |
70 |
379 |
| CFFEX.IC2512 |
0.004852 |
0.007086 |
-0.002234 |
-0.053829 |
-0.000417 |
-0.100982 |
- |
5457.6 |
5419.2 |
- |
5768.091 |
20251219 |
129 |
379 |
| CFFEX.IF2505 |
0.002522 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3873.926 |
20250516 |
0 |
379 |
| CFFEX.IF2506 |
0.002522 |
0.003475 |
-0.000953 |
-0.001065 |
-0.000213 |
-0.051549 |
- |
3869.8 |
3856.4 |
- |
3873.926 |
20250620 |
5 |
379 |
| CFFEX.IF2507 |
0.002522 |
0.004144 |
-0.001622 |
-0.011649 |
-0.000466 |
-0.112759 |
- |
3828.8 |
3813.0 |
- |
3873.926 |
20250718 |
25 |
379 |
| CFFEX.IF2508 |
0.002522 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3873.926 |
20250815 |
45 |
379 |
| CFFEX.IF2509 |
0.002522 |
0.00444 |
-0.001918 |
-0.018876 |
-0.00027 |
-0.065259 |
- |
3800.8 |
3784.0 |
- |
3873.926 |
20250919 |
70 |
379 |
| CFFEX.IF2512 |
0.002522 |
0.004371 |
-0.001849 |
-0.027137 |
-0.00021 |
-0.050908 |
- |
3768.8 |
3752.4 |
- |
3873.926 |
20251219 |
129 |
379 |
| CFFEX.IH2505 |
0.003150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.863 |
20250516 |
0 |
379 |
| CFFEX.IH2506 |
0.003150 |
0.004953 |
-0.001803 |
-0.002407 |
-0.000481 |
-0.116508 |
- |
2678.4 |
2665.2 |
- |
2684.863 |
20250620 |
5 |
379 |
| CFFEX.IH2507 |
0.003150 |
0.005941 |
-0.002791 |
-0.016114 |
-0.000645 |
-0.15598 |
- |
2641.6 |
2626.0 |
- |
2684.863 |
20250718 |
25 |
379 |
| CFFEX.IH2508 |
0.003150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2684.863 |
20250815 |
45 |
379 |
| CFFEX.IH2509 |
0.003150 |
0.006641 |
-0.003491 |
-0.017604 |
-0.000251 |
-0.060858 |
- |
2637.6 |
2620.2 |
- |
2684.863 |
20250919 |
70 |
379 |
| CFFEX.IH2512 |
0.003150 |
0.007415 |
-0.004266 |
-0.018348 |
-0.000142 |
-0.034421 |
- |
2635.6 |
2616.2 |
- |
2684.863 |
20251219 |
129 |
379 |