|
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_20250624_151420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.019059 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6194.069 |
20250516 |
0 |
385 |
| CFFEX.IM2506 |
0.019059 |
0.0 |
0.019059 |
-0.02891 |
-inf |
-inf |
- |
6015.0 |
6015.0 |
- |
6194.069 |
20250620 |
0 |
385 |
| CFFEX.IM2507 |
0.019059 |
0.022095 |
-0.003036 |
-0.009698 |
-0.00051 |
-0.12352 |
- |
6134.0 |
6001.4 |
- |
6194.069 |
20250718 |
19 |
385 |
| CFFEX.IM2508 |
0.019059 |
0.022936 |
-0.003876 |
-0.020741 |
-0.000532 |
-0.128698 |
- |
6065.6 |
5929.6 |
- |
6194.069 |
20250815 |
39 |
385 |
| CFFEX.IM2509 |
0.019059 |
0.024576 |
-0.005517 |
-0.032139 |
-0.000502 |
-0.121524 |
- |
5995.0 |
5851.2 |
- |
6194.069 |
20250919 |
64 |
385 |
| CFFEX.IM2512 |
0.019059 |
0.025194 |
-0.006135 |
-0.060553 |
-0.000492 |
-0.119137 |
- |
5819.0 |
5676.0 |
- |
6194.069 |
20251219 |
123 |
385 |
| CFFEX.IC2505 |
0.016124 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5765.663 |
20250516 |
0 |
385 |
| CFFEX.IC2506 |
0.016124 |
0.0 |
0.016124 |
-0.020442 |
-inf |
-inf |
- |
5647.8 |
5647.8 |
- |
5765.663 |
20250620 |
0 |
385 |
| CFFEX.IC2507 |
0.016124 |
0.017882 |
-0.001758 |
-0.00681 |
-0.000358 |
-0.086735 |
- |
5726.4 |
5625.8 |
- |
5765.663 |
20250718 |
19 |
385 |
| CFFEX.IC2508 |
0.016124 |
0.018985 |
-0.002861 |
-0.0151 |
-0.000387 |
-0.093699 |
- |
5678.6 |
5572.8 |
- |
5765.663 |
20250815 |
39 |
385 |
| CFFEX.IC2509 |
0.016124 |
0.01966 |
-0.003535 |
-0.023079 |
-0.000361 |
-0.087266 |
- |
5632.6 |
5524.0 |
- |
5765.663 |
20250919 |
64 |
385 |
| CFFEX.IC2512 |
0.016124 |
0.02001 |
-0.003885 |
-0.043371 |
-0.000353 |
-0.085332 |
- |
5515.6 |
5407.4 |
- |
5765.663 |
20251219 |
123 |
385 |
| CFFEX.IF2505 |
0.012103 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3904.592 |
20250516 |
0 |
385 |
| CFFEX.IF2506 |
0.012103 |
0.0 |
0.012103 |
-0.014186 |
-inf |
-inf |
- |
3849.2 |
3849.2 |
- |
3904.592 |
20250620 |
0 |
385 |
| CFFEX.IF2507 |
0.012103 |
0.012764 |
-0.000661 |
-0.008296 |
-0.000437 |
-0.105663 |
- |
3872.2 |
3823.4 |
- |
3904.592 |
20250718 |
19 |
385 |
| CFFEX.IF2508 |
0.012103 |
0.013286 |
-0.001184 |
-0.011677 |
-0.000299 |
-0.072454 |
- |
3859.0 |
3808.4 |
- |
3904.592 |
20250815 |
39 |
385 |
| CFFEX.IF2509 |
0.012103 |
0.014484 |
-0.002381 |
-0.013367 |
-0.000209 |
-0.050543 |
- |
3852.4 |
3797.4 |
- |
3904.592 |
20250919 |
64 |
385 |
| CFFEX.IF2512 |
0.012103 |
0.013794 |
-0.001691 |
-0.021204 |
-0.000172 |
-0.041718 |
- |
3821.8 |
3769.8 |
- |
3904.592 |
20251219 |
123 |
385 |
| CFFEX.IH2505 |
0.011848 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2716.584 |
20250516 |
0 |
385 |
| CFFEX.IH2506 |
0.011848 |
0.0 |
0.011848 |
-0.015234 |
-inf |
-inf |
- |
2675.2 |
2675.2 |
- |
2716.584 |
20250620 |
0 |
385 |
| CFFEX.IH2507 |
0.011848 |
0.011153 |
0.000695 |
-0.012142 |
-0.000639 |
-0.154647 |
- |
2683.6 |
2654.0 |
- |
2716.584 |
20250718 |
19 |
385 |
| CFFEX.IH2508 |
0.011848 |
0.010476 |
0.001371 |
-0.012952 |
-0.000332 |
-0.080366 |
- |
2681.4 |
2653.6 |
- |
2716.584 |
20250815 |
39 |
385 |
| CFFEX.IH2509 |
0.011848 |
0.011007 |
0.00084 |
-0.012731 |
-0.000199 |
-0.048138 |
- |
2682.0 |
2652.8 |
- |
2716.584 |
20250919 |
64 |
385 |
| CFFEX.IH2512 |
0.011848 |
0.01116 |
0.000688 |
-0.012731 |
-0.000104 |
-0.025047 |
- |
2682.0 |
2652.4 |
- |
2716.584 |
20251219 |
123 |
385 |