|
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_20250620_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.008000 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5999.837 |
20250516 |
0 |
383 |
| CFFEX.IM2506 |
-0.008000 |
-0.005851 |
-0.002149 |
0.002527 |
0.002527 |
0.611591 |
- |
6015.0 |
6050.4 |
- |
5999.837 |
20250620 |
1 |
383 |
| CFFEX.IM2507 |
-0.008000 |
-0.006096 |
-0.001904 |
-0.01084 |
-0.000516 |
-0.124916 |
- |
5934.8 |
5971.2 |
- |
5999.837 |
20250718 |
21 |
383 |
| CFFEX.IM2508 |
-0.008000 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5999.837 |
20250815 |
41 |
383 |
| CFFEX.IM2509 |
-0.008000 |
-0.003135 |
-0.004866 |
-0.03534 |
-0.000535 |
-0.129582 |
- |
5787.8 |
5806.0 |
- |
5999.837 |
20250919 |
66 |
383 |
| CFFEX.IM2512 |
-0.008000 |
-0.002131 |
-0.005869 |
-0.063408 |
-0.000507 |
-0.122758 |
- |
5619.4 |
5631.4 |
- |
5999.837 |
20251219 |
125 |
383 |
| CFFEX.IC2505 |
-0.006476 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5640.067 |
20250516 |
0 |
383 |
| CFFEX.IC2506 |
-0.006476 |
-0.005284 |
-0.001193 |
0.001371 |
0.001371 |
0.331802 |
- |
5647.8 |
5677.8 |
- |
5640.067 |
20250620 |
1 |
383 |
| CFFEX.IC2507 |
-0.006476 |
-0.005163 |
-0.001314 |
-0.009161 |
-0.000436 |
-0.105566 |
- |
5588.4 |
5617.4 |
- |
5640.067 |
20250718 |
21 |
383 |
| CFFEX.IC2508 |
-0.006476 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5640.067 |
20250815 |
41 |
383 |
| CFFEX.IC2509 |
-0.006476 |
-0.003706 |
-0.00277 |
-0.027671 |
-0.000419 |
-0.101461 |
- |
5484.0 |
5504.4 |
- |
5640.067 |
20250919 |
66 |
383 |
| CFFEX.IC2512 |
-0.006476 |
-0.002267 |
-0.00421 |
-0.047884 |
-0.000383 |
-0.092703 |
- |
5370.0 |
5382.2 |
- |
5640.067 |
20251219 |
125 |
383 |
| CFFEX.IF2505 |
0.000688 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3845.737 |
20250516 |
0 |
383 |
| CFFEX.IF2506 |
0.000688 |
0.002291 |
-0.001603 |
0.0009 |
0.0009 |
0.217916 |
- |
3849.2 |
3840.4 |
- |
3845.737 |
20250620 |
1 |
383 |
| CFFEX.IF2507 |
0.000688 |
0.00158 |
-0.000891 |
-0.010749 |
-0.000512 |
-0.123867 |
- |
3804.4 |
3798.4 |
- |
3845.737 |
20250718 |
21 |
383 |
| CFFEX.IF2508 |
0.000688 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3845.737 |
20250815 |
41 |
383 |
| CFFEX.IF2509 |
0.000688 |
0.002018 |
-0.00133 |
-0.018758 |
-0.000284 |
-0.068778 |
- |
3773.6 |
3766.0 |
- |
3845.737 |
20250919 |
66 |
383 |
| CFFEX.IF2512 |
0.000688 |
0.002624 |
-0.001935 |
-0.026142 |
-0.000209 |
-0.050612 |
- |
3745.2 |
3735.4 |
- |
3845.737 |
20251219 |
125 |
383 |
| CFFEX.IH2505 |
0.003021 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2673.572 |
20250516 |
0 |
383 |
| CFFEX.IH2506 |
0.003021 |
0.006017 |
-0.002996 |
0.000609 |
0.000609 |
0.147359 |
- |
2675.2 |
2659.2 |
- |
2673.572 |
20250620 |
1 |
383 |
| CFFEX.IH2507 |
0.003021 |
0.006335 |
-0.003314 |
-0.013754 |
-0.000655 |
-0.158497 |
- |
2636.8 |
2620.2 |
- |
2673.572 |
20250718 |
21 |
383 |
| CFFEX.IH2508 |
0.003021 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2673.572 |
20250815 |
41 |
383 |
| CFFEX.IH2509 |
0.003021 |
0.0068 |
-0.003779 |
-0.014278 |
-0.000216 |
-0.052351 |
- |
2635.4 |
2617.6 |
- |
2673.572 |
20250919 |
66 |
383 |
| CFFEX.IH2512 |
0.003021 |
0.006574 |
-0.003554 |
-0.015026 |
-0.00012 |
-0.02909 |
- |
2633.4 |
2616.2 |
- |
2673.572 |
20251219 |
125 |
383 |