|
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_20250625_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.012910 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6274.641 |
20250516 |
0 |
386 |
| CFFEX.IM2506 |
0.012910 |
0.0 |
0.01291 |
-0.041379 |
-inf |
-inf |
- |
6015.0 |
6015.0 |
- |
6274.641 |
20250620 |
0 |
386 |
| CFFEX.IM2507 |
0.012910 |
0.017085 |
-0.004174 |
-0.00568 |
-0.000316 |
-0.076367 |
- |
6239.0 |
6134.2 |
- |
6274.641 |
20250718 |
18 |
386 |
| CFFEX.IM2508 |
0.012910 |
0.018696 |
-0.005785 |
-0.015242 |
-0.000401 |
-0.09707 |
- |
6179.0 |
6065.6 |
- |
6274.641 |
20250815 |
38 |
386 |
| CFFEX.IM2509 |
0.012910 |
0.020784 |
-0.007874 |
-0.024709 |
-0.000392 |
-0.094914 |
- |
6119.6 |
5995.0 |
- |
6274.641 |
20250919 |
63 |
386 |
| CFFEX.IM2512 |
0.012910 |
0.022169 |
-0.009258 |
-0.052057 |
-0.000427 |
-0.103261 |
- |
5948.0 |
5819.0 |
- |
6274.641 |
20251219 |
122 |
386 |
| CFFEX.IC2505 |
0.016788 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5862.634 |
20250516 |
0 |
386 |
| CFFEX.IC2506 |
0.016788 |
- |
- |
- |
- |
- |
- |
- |
5647.8 |
- |
5862.634 |
20250620 |
0 |
386 |
| CFFEX.IC2507 |
0.016788 |
0.018825 |
-0.002037 |
-0.00485 |
-0.000269 |
-0.065206 |
- |
5834.2 |
5726.4 |
- |
5862.634 |
20250718 |
18 |
386 |
| CFFEX.IC2508 |
0.016788 |
0.020921 |
-0.004133 |
-0.011127 |
-0.000293 |
-0.070862 |
- |
5797.4 |
5678.6 |
- |
5862.634 |
20250815 |
38 |
386 |
| CFFEX.IC2509 |
0.016788 |
0.022547 |
-0.005759 |
-0.017575 |
-0.000279 |
-0.067509 |
- |
5759.6 |
5632.6 |
- |
5862.634 |
20250919 |
63 |
386 |
| CFFEX.IC2512 |
0.016788 |
0.022663 |
-0.005875 |
-0.037873 |
-0.00031 |
-0.075125 |
- |
5640.6 |
5515.6 |
- |
5862.634 |
20251219 |
122 |
386 |
| CFFEX.IF2505 |
0.014210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3959.511 |
20250516 |
0 |
386 |
| CFFEX.IF2506 |
0.014210 |
0.0 |
0.01421 |
-0.02786 |
-inf |
-inf |
- |
3849.2 |
3849.2 |
- |
3959.511 |
20250620 |
0 |
386 |
| CFFEX.IF2507 |
0.014210 |
0.016218 |
-0.002008 |
-0.00619 |
-0.000344 |
-0.083227 |
- |
3935.0 |
3872.2 |
- |
3959.511 |
20250718 |
18 |
386 |
| CFFEX.IF2508 |
0.014210 |
0.017103 |
-0.002893 |
-0.008716 |
-0.000229 |
-0.055507 |
- |
3925.0 |
3859.0 |
- |
3959.511 |
20250815 |
38 |
386 |
| CFFEX.IF2509 |
0.014210 |
0.018274 |
-0.004064 |
-0.009272 |
-0.000147 |
-0.035615 |
- |
3922.8 |
3852.4 |
- |
3959.511 |
20250919 |
63 |
386 |
| CFFEX.IF2512 |
0.014210 |
0.018002 |
-0.003792 |
-0.017404 |
-0.000143 |
-0.034523 |
- |
3890.6 |
3821.8 |
- |
3959.511 |
20251219 |
122 |
386 |
| CFFEX.IH2505 |
0.011468 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2747.067 |
20250516 |
0 |
386 |
| CFFEX.IH2506 |
0.011468 |
0.0 |
0.011468 |
-0.026161 |
-inf |
-inf |
- |
2675.2 |
2675.2 |
- |
2747.067 |
20250620 |
0 |
386 |
| CFFEX.IH2507 |
0.011468 |
0.015278 |
-0.00381 |
-0.008179 |
-0.000454 |
-0.109956 |
- |
2724.6 |
2683.6 |
- |
2747.067 |
20250718 |
18 |
386 |
| CFFEX.IH2508 |
0.011468 |
0.014545 |
-0.003077 |
-0.009707 |
-0.000255 |
-0.061821 |
- |
2720.4 |
2681.4 |
- |
2747.067 |
20250815 |
38 |
386 |
| CFFEX.IH2509 |
0.011468 |
0.015287 |
-0.003819 |
-0.008761 |
-0.000139 |
-0.033653 |
- |
2723.0 |
2682.0 |
- |
2747.067 |
20250919 |
63 |
386 |
| CFFEX.IH2512 |
0.011468 |
0.015063 |
-0.003596 |
-0.008979 |
-0.000074 |
-0.017812 |
- |
2722.4 |
2682.0 |
- |
2747.067 |
20251219 |
122 |
386 |