|
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_20250619_151308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.014025 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6049.339 |
20250516 |
0 |
382 |
| CFFEX.IM2506 |
-0.014025 |
-0.012051 |
-0.001974 |
0.000175 |
0.000088 |
0.021222 |
- |
6050.4 |
6124.2 |
- |
6049.339 |
20250620 |
2 |
382 |
| CFFEX.IM2507 |
-0.014025 |
-0.010835 |
-0.003189 |
-0.013049 |
-0.000593 |
-0.143541 |
- |
5970.4 |
6035.8 |
- |
6049.339 |
20250718 |
22 |
382 |
| CFFEX.IM2508 |
-0.014025 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6049.339 |
20250815 |
42 |
382 |
| CFFEX.IM2509 |
-0.014025 |
-0.010903 |
-0.003122 |
-0.040226 |
-0.0006 |
-0.145293 |
- |
5806.0 |
5870.0 |
- |
6049.339 |
20250919 |
67 |
382 |
| CFFEX.IM2512 |
-0.014025 |
-0.010299 |
-0.003726 |
-0.069088 |
-0.000548 |
-0.132694 |
- |
5631.4 |
5690.0 |
- |
6049.339 |
20251219 |
126 |
382 |
| CFFEX.IC2505 |
-0.011943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5677.251 |
20250516 |
0 |
382 |
| CFFEX.IC2506 |
-0.011943 |
-0.010491 |
-0.001451 |
0.000097 |
0.000048 |
0.011701 |
- |
5677.8 |
5738.0 |
- |
5677.251 |
20250620 |
2 |
382 |
| CFFEX.IC2507 |
-0.011943 |
-0.009487 |
-0.002456 |
-0.010577 |
-0.000481 |
-0.116352 |
- |
5617.2 |
5671.0 |
- |
5677.251 |
20250718 |
22 |
382 |
| CFFEX.IC2508 |
-0.011943 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5677.251 |
20250815 |
42 |
382 |
| CFFEX.IC2509 |
-0.011943 |
-0.010605 |
-0.001338 |
-0.030446 |
-0.000454 |
-0.10997 |
- |
5504.4 |
5563.4 |
- |
5677.251 |
20250919 |
67 |
382 |
| CFFEX.IC2512 |
-0.011943 |
-0.010152 |
-0.001791 |
-0.051971 |
-0.000412 |
-0.099817 |
- |
5382.2 |
5437.4 |
- |
5677.251 |
20251219 |
126 |
382 |
| CFFEX.IF2505 |
-0.007958 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3844.132 |
20250516 |
0 |
382 |
| CFFEX.IF2506 |
-0.007958 |
-0.008212 |
0.000254 |
-0.000971 |
-0.000485 |
-0.11747 |
- |
3840.4 |
3872.2 |
- |
3844.132 |
20250620 |
2 |
382 |
| CFFEX.IF2507 |
-0.007958 |
-0.008561 |
0.000603 |
-0.011897 |
-0.000541 |
-0.130862 |
- |
3798.4 |
3831.2 |
- |
3844.132 |
20250718 |
22 |
382 |
| CFFEX.IF2508 |
-0.007958 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3844.132 |
20250815 |
42 |
382 |
| CFFEX.IF2509 |
-0.007958 |
-0.009364 |
0.001406 |
-0.020325 |
-0.000303 |
-0.073413 |
- |
3766.0 |
3801.6 |
- |
3844.132 |
20250919 |
67 |
382 |
| CFFEX.IF2512 |
-0.007958 |
-0.009966 |
0.002007 |
-0.028285 |
-0.000224 |
-0.054326 |
- |
3735.4 |
3773.0 |
- |
3844.132 |
20251219 |
126 |
382 |
| CFFEX.IH2505 |
-0.005193 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2666.004 |
20250516 |
0 |
382 |
| CFFEX.IH2506 |
-0.005193 |
-0.006798 |
0.001604 |
-0.002552 |
-0.001276 |
-0.308808 |
- |
2659.2 |
2677.4 |
- |
2666.004 |
20250620 |
2 |
382 |
| CFFEX.IH2507 |
-0.005193 |
-0.00735 |
0.002156 |
-0.017181 |
-0.000781 |
-0.188988 |
- |
2620.2 |
2639.6 |
- |
2666.004 |
20250718 |
22 |
382 |
| CFFEX.IH2508 |
-0.005193 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2666.004 |
20250815 |
42 |
382 |
| CFFEX.IH2509 |
-0.005193 |
-0.008034 |
0.002841 |
-0.018156 |
-0.000271 |
-0.065578 |
- |
2617.6 |
2638.8 |
- |
2666.004 |
20250919 |
67 |
382 |
| CFFEX.IH2512 |
-0.005193 |
-0.007662 |
0.002469 |
-0.018681 |
-0.000148 |
-0.03588 |
- |
2616.2 |
2636.4 |
- |
2666.004 |
20251219 |
126 |
382 |