|
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_20250623_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.013406 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6080.020 |
20250516 |
0 |
384 |
| CFFEX.IM2506 |
0.013406 |
0.0 |
0.013406 |
-0.010694 |
-inf |
-inf |
- |
6015.0 |
6015.0 |
- |
6080.020 |
20250620 |
0 |
384 |
| CFFEX.IM2507 |
0.013406 |
0.011222 |
0.002184 |
-0.012931 |
-0.000647 |
-0.156464 |
- |
6001.4 |
5934.8 |
- |
6080.020 |
20250718 |
20 |
384 |
| CFFEX.IM2508 |
0.013406 |
- |
- |
-0.02474 |
-0.000619 |
-0.149677 |
- |
5929.6 |
- |
- |
6080.020 |
20250815 |
40 |
384 |
| CFFEX.IM2509 |
0.013406 |
0.010954 |
0.002452 |
-0.037635 |
-0.000579 |
-0.140117 |
- |
5851.2 |
5787.8 |
- |
6080.020 |
20250919 |
65 |
384 |
| CFFEX.IM2512 |
0.013406 |
0.010072 |
0.003333 |
-0.06645 |
-0.000536 |
-0.129686 |
- |
5676.0 |
5619.4 |
- |
6080.020 |
20251219 |
124 |
384 |
| CFFEX.IC2505 |
0.007144 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5679.803 |
20250516 |
0 |
384 |
| CFFEX.IC2506 |
0.007144 |
0.0 |
0.007144 |
-0.005635 |
-inf |
-inf |
- |
5647.8 |
5647.8 |
- |
5679.803 |
20250620 |
0 |
384 |
| CFFEX.IC2507 |
0.007144 |
0.006692 |
0.000452 |
-0.009508 |
-0.000475 |
-0.115046 |
- |
5625.8 |
5588.4 |
- |
5679.803 |
20250718 |
20 |
384 |
| CFFEX.IC2508 |
0.007144 |
- |
- |
-0.018839 |
-0.000471 |
-0.113977 |
- |
5572.8 |
- |
- |
5679.803 |
20250815 |
40 |
384 |
| CFFEX.IC2509 |
0.007144 |
0.007294 |
-0.00015 |
-0.027431 |
-0.000422 |
-0.102128 |
- |
5524.0 |
5484.0 |
- |
5679.803 |
20250919 |
65 |
384 |
| CFFEX.IC2512 |
0.007144 |
0.006965 |
0.00018 |
-0.04796 |
-0.000387 |
-0.093599 |
- |
5407.4 |
5370.0 |
- |
5679.803 |
20251219 |
124 |
384 |
| CFFEX.IF2505 |
0.003733 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3861.003 |
20250516 |
0 |
384 |
| CFFEX.IF2506 |
0.003733 |
0.0 |
0.003733 |
-0.003057 |
-inf |
-inf |
- |
3849.2 |
3849.2 |
- |
3861.003 |
20250620 |
0 |
384 |
| CFFEX.IF2507 |
0.003733 |
0.004994 |
-0.001261 |
-0.009739 |
-0.000487 |
-0.117844 |
- |
3823.4 |
3804.4 |
- |
3861.003 |
20250718 |
20 |
384 |
| CFFEX.IF2508 |
0.003733 |
- |
- |
-0.013624 |
-0.000341 |
-0.082426 |
- |
3808.4 |
- |
- |
3861.003 |
20250815 |
40 |
384 |
| CFFEX.IF2509 |
0.003733 |
0.006307 |
-0.002574 |
-0.016473 |
-0.000253 |
-0.061331 |
- |
3797.4 |
3773.6 |
- |
3861.003 |
20250919 |
65 |
384 |
| CFFEX.IF2512 |
0.003733 |
0.006568 |
-0.002836 |
-0.023622 |
-0.00019 |
-0.0461 |
- |
3769.8 |
3745.2 |
- |
3861.003 |
20251219 |
124 |
384 |
| CFFEX.IH2505 |
0.004983 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2687.043 |
20250516 |
0 |
384 |
| CFFEX.IH2506 |
0.004983 |
0.0 |
0.004983 |
-0.004407 |
-inf |
-inf |
- |
2675.2 |
2675.2 |
- |
2687.043 |
20250620 |
0 |
384 |
| CFFEX.IH2507 |
0.004983 |
0.006523 |
-0.00154 |
-0.012297 |
-0.000615 |
-0.148796 |
- |
2654.0 |
2636.8 |
- |
2687.043 |
20250718 |
20 |
384 |
| CFFEX.IH2508 |
0.004983 |
- |
- |
-0.012446 |
-0.000311 |
-0.075298 |
- |
2653.6 |
- |
- |
2687.043 |
20250815 |
40 |
384 |
| CFFEX.IH2509 |
0.004983 |
0.006602 |
-0.001619 |
-0.012744 |
-0.000196 |
-0.047446 |
- |
2652.8 |
2635.4 |
- |
2687.043 |
20250919 |
65 |
384 |
| CFFEX.IH2512 |
0.004983 |
0.007215 |
-0.002232 |
-0.012893 |
-0.000104 |
-0.025161 |
- |
2652.4 |
2633.4 |
- |
2687.043 |
20251219 |
124 |
384 |