|
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_20250617_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.001175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6140.234 |
20250516 |
0 |
380 |
| CFFEX.IM2506 |
-0.001175 |
0.000424 |
-0.0016 |
-0.001667 |
-0.000417 |
-0.100836 |
- |
6130.0 |
6127.4 |
- |
6140.234 |
20250620 |
4 |
380 |
| CFFEX.IM2507 |
-0.001175 |
0.000232 |
-0.001407 |
-0.016552 |
-0.00069 |
-0.166901 |
- |
6038.6 |
6037.2 |
- |
6140.234 |
20250718 |
24 |
380 |
| CFFEX.IM2508 |
-0.001175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6140.234 |
20250815 |
44 |
380 |
| CFFEX.IM2509 |
-0.001175 |
0.000306 |
-0.001482 |
-0.042773 |
-0.00062 |
-0.150014 |
- |
5877.6 |
5875.8 |
- |
6140.234 |
20250919 |
69 |
380 |
| CFFEX.IM2512 |
-0.001175 |
0.000456 |
-0.001632 |
-0.071762 |
-0.000561 |
-0.135675 |
- |
5699.6 |
5697.0 |
- |
6140.234 |
20251219 |
128 |
380 |
| CFFEX.IC2505 |
-0.003068 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5750.113 |
20250516 |
0 |
380 |
| CFFEX.IC2506 |
-0.003068 |
-0.001355 |
-0.001713 |
-0.000298 |
-0.000074 |
-0.018023 |
- |
5748.4 |
5756.2 |
- |
5750.113 |
20250620 |
4 |
380 |
| CFFEX.IC2507 |
-0.003068 |
-0.001301 |
-0.001767 |
-0.012054 |
-0.000502 |
-0.121546 |
- |
5680.8 |
5688.2 |
- |
5750.113 |
20250718 |
24 |
380 |
| CFFEX.IC2508 |
-0.003068 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5750.113 |
20250815 |
44 |
380 |
| CFFEX.IC2509 |
-0.003068 |
-0.001182 |
-0.001886 |
-0.030384 |
-0.00044 |
-0.106565 |
- |
5575.4 |
5582.0 |
- |
5750.113 |
20250919 |
69 |
380 |
| CFFEX.IC2512 |
-0.003068 |
-0.001246 |
-0.001822 |
-0.052053 |
-0.000407 |
-0.098413 |
- |
5450.8 |
5457.6 |
- |
5750.113 |
20251219 |
128 |
380 |
| CFFEX.IF2505 |
-0.000847 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3870.515 |
20250516 |
0 |
380 |
| CFFEX.IF2506 |
-0.000847 |
-0.00031 |
-0.000537 |
-0.000495 |
-0.000124 |
-0.029933 |
- |
3868.6 |
3869.8 |
- |
3870.515 |
20250620 |
4 |
380 |
| CFFEX.IF2507 |
-0.000847 |
-0.000313 |
-0.000533 |
-0.011088 |
-0.000462 |
-0.111801 |
- |
3827.6 |
3828.8 |
- |
3870.515 |
20250718 |
24 |
380 |
| CFFEX.IF2508 |
-0.000847 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3870.515 |
20250815 |
44 |
380 |
| CFFEX.IF2509 |
-0.000847 |
-0.000474 |
-0.000373 |
-0.018425 |
-0.000267 |
-0.064622 |
- |
3799.2 |
3801.0 |
- |
3870.515 |
20250919 |
69 |
380 |
| CFFEX.IF2512 |
-0.000847 |
-0.000371 |
-0.000475 |
-0.026641 |
-0.000208 |
-0.050368 |
- |
3767.4 |
3768.8 |
- |
3870.515 |
20251219 |
128 |
380 |
| CFFEX.IH2505 |
-0.000479 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2683.723 |
20250516 |
0 |
380 |
| CFFEX.IH2506 |
-0.000479 |
0.000896 |
-0.001375 |
-0.001089 |
-0.000272 |
-0.065894 |
- |
2680.8 |
2678.4 |
- |
2683.723 |
20250620 |
4 |
380 |
| CFFEX.IH2507 |
-0.000479 |
0.000833 |
-0.001312 |
-0.014876 |
-0.00062 |
-0.149999 |
- |
2643.8 |
2641.6 |
- |
2683.723 |
20250718 |
24 |
380 |
| CFFEX.IH2508 |
-0.000479 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2683.723 |
20250815 |
44 |
380 |
| CFFEX.IH2509 |
-0.000479 |
0.001896 |
-0.002375 |
-0.015323 |
-0.000222 |
-0.053742 |
- |
2642.6 |
2637.6 |
- |
2683.723 |
20250919 |
69 |
380 |
| CFFEX.IH2512 |
-0.000479 |
0.001442 |
-0.001921 |
-0.016515 |
-0.000129 |
-0.031225 |
- |
2639.4 |
2635.6 |
- |
2683.723 |
20251219 |
128 |
380 |