|
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_20250618_151314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.000753 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6136.843 |
20250516 |
0 |
381 |
| CFFEX.IM2506 |
-0.000753 |
-0.000946 |
0.000193 |
-0.00206 |
-0.000687 |
-0.166188 |
- |
6124.2 |
6130.0 |
- |
6136.843 |
20250620 |
3 |
381 |
| CFFEX.IM2507 |
-0.000753 |
-0.000464 |
-0.000289 |
-0.016465 |
-0.000716 |
-0.17324 |
- |
6035.8 |
6038.6 |
- |
6136.843 |
20250718 |
23 |
381 |
| CFFEX.IM2508 |
-0.000753 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6136.843 |
20250815 |
43 |
381 |
| CFFEX.IM2509 |
-0.000753 |
-0.001293 |
0.00054 |
-0.043482 |
-0.000639 |
-0.154745 |
- |
5870.0 |
5877.6 |
- |
6136.843 |
20250919 |
68 |
381 |
| CFFEX.IM2512 |
-0.000753 |
-0.001684 |
0.000931 |
-0.072813 |
-0.000573 |
-0.138746 |
- |
5690.0 |
5699.6 |
- |
6136.843 |
20251219 |
127 |
381 |
| CFFEX.IC2505 |
-0.000582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5747.564 |
20250516 |
0 |
381 |
| CFFEX.IC2506 |
-0.000582 |
-0.001809 |
0.001227 |
-0.001664 |
-0.000555 |
-0.13423 |
- |
5738.0 |
5748.4 |
- |
5747.564 |
20250620 |
3 |
381 |
| CFFEX.IC2507 |
-0.000582 |
-0.001725 |
0.001143 |
-0.013321 |
-0.000579 |
-0.140161 |
- |
5671.0 |
5680.8 |
- |
5747.564 |
20250718 |
23 |
381 |
| CFFEX.IC2508 |
-0.000582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5747.564 |
20250815 |
43 |
381 |
| CFFEX.IC2509 |
-0.000582 |
-0.002152 |
0.00157 |
-0.032042 |
-0.000471 |
-0.114032 |
- |
5563.4 |
5575.4 |
- |
5747.564 |
20250919 |
68 |
381 |
| CFFEX.IC2512 |
-0.000582 |
-0.002385 |
0.001803 |
-0.053825 |
-0.000424 |
-0.102565 |
- |
5438.2 |
5451.2 |
- |
5747.564 |
20251219 |
127 |
381 |
| CFFEX.IF2505 |
0.001715 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3877.016 |
20250516 |
0 |
381 |
| CFFEX.IF2506 |
0.001715 |
0.001137 |
0.000578 |
-0.001036 |
-0.000345 |
-0.083558 |
- |
3873.0 |
3868.6 |
- |
3877.016 |
20250620 |
3 |
381 |
| CFFEX.IF2507 |
0.001715 |
0.000941 |
0.000774 |
-0.011817 |
-0.000514 |
-0.124339 |
- |
3831.2 |
3827.6 |
- |
3877.016 |
20250718 |
23 |
381 |
| CFFEX.IF2508 |
0.001715 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3877.016 |
20250815 |
43 |
381 |
| CFFEX.IF2509 |
0.001715 |
0.000632 |
0.001083 |
-0.019452 |
-0.000286 |
-0.069226 |
- |
3801.6 |
3799.2 |
- |
3877.016 |
20250919 |
68 |
381 |
| CFFEX.IF2512 |
0.001715 |
0.001486 |
0.000228 |
-0.026829 |
-0.000211 |
-0.051123 |
- |
3773.0 |
3767.4 |
- |
3877.016 |
20251219 |
127 |
381 |
| CFFEX.IH2505 |
-0.000836 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2681.709 |
20250516 |
0 |
381 |
| CFFEX.IH2506 |
-0.000836 |
-0.001268 |
0.000432 |
-0.001607 |
-0.000536 |
-0.129616 |
- |
2677.4 |
2680.8 |
- |
2681.709 |
20250620 |
3 |
381 |
| CFFEX.IH2507 |
-0.000836 |
-0.001362 |
0.000526 |
-0.015702 |
-0.000683 |
-0.165216 |
- |
2639.6 |
2643.2 |
- |
2681.709 |
20250718 |
23 |
381 |
| CFFEX.IH2508 |
-0.000836 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2681.709 |
20250815 |
43 |
381 |
| CFFEX.IH2509 |
-0.000836 |
-0.001514 |
0.000678 |
-0.016001 |
-0.000235 |
-0.056943 |
- |
2638.8 |
2642.8 |
- |
2681.709 |
20250919 |
68 |
381 |
| CFFEX.IH2512 |
-0.000836 |
-0.001137 |
0.000301 |
-0.016896 |
-0.000133 |
-0.032195 |
- |
2636.4 |
2639.4 |
- |
2681.709 |
20251219 |
127 |
381 |