|
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_20250626_151500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
-0.004514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6247.832 |
20250516 |
0 |
387 |
| CFFEX.IM2506 |
-0.004514 |
0.0 |
-0.004514 |
-0.037266 |
-inf |
-inf |
- |
6015.0 |
6015.0 |
- |
6247.832 |
20250620 |
0 |
387 |
| CFFEX.IM2507 |
-0.004514 |
-0.00436 |
-0.000154 |
-0.005767 |
-0.000339 |
-0.082097 |
- |
6211.8 |
6239.0 |
- |
6247.832 |
20250718 |
17 |
387 |
| CFFEX.IM2508 |
-0.004514 |
-0.003625 |
-0.000889 |
-0.014602 |
-0.000395 |
-0.095506 |
- |
6156.6 |
6179.0 |
- |
6247.832 |
20250815 |
37 |
387 |
| CFFEX.IM2509 |
-0.004514 |
-0.003562 |
-0.000952 |
-0.024013 |
-0.000387 |
-0.09373 |
- |
6097.8 |
6119.6 |
- |
6247.832 |
20250919 |
62 |
387 |
| CFFEX.IM2512 |
-0.004514 |
-0.002455 |
-0.00206 |
-0.050327 |
-0.000416 |
-0.100653 |
- |
5933.4 |
5948.0 |
- |
6247.832 |
20251219 |
121 |
387 |
| CFFEX.IC2505 |
-0.004015 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5839.013 |
20250516 |
0 |
387 |
| CFFEX.IC2506 |
-0.004015 |
- |
- |
- |
- |
- |
- |
- |
5647.8 |
- |
5839.013 |
20250620 |
0 |
387 |
| CFFEX.IC2507 |
-0.004015 |
-0.004285 |
0.00027 |
-0.005106 |
-0.0003 |
-0.072683 |
- |
5809.2 |
5834.2 |
- |
5839.013 |
20250718 |
17 |
387 |
| CFFEX.IC2508 |
-0.004015 |
-0.004588 |
0.000573 |
-0.011682 |
-0.000316 |
-0.076408 |
- |
5770.8 |
5797.4 |
- |
5839.013 |
20250815 |
37 |
387 |
| CFFEX.IC2509 |
-0.004015 |
-0.005347 |
0.001332 |
-0.018841 |
-0.000304 |
-0.073541 |
- |
5729.0 |
5759.8 |
- |
5839.013 |
20250919 |
62 |
387 |
| CFFEX.IC2512 |
-0.004015 |
-0.004184 |
0.000169 |
-0.038022 |
-0.000314 |
-0.076045 |
- |
5617.0 |
5640.6 |
- |
5839.013 |
20251219 |
121 |
387 |
| CFFEX.IF2505 |
-0.003304 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3946.982 |
20250516 |
0 |
387 |
| CFFEX.IF2506 |
-0.003304 |
0.0 |
-0.003304 |
-0.024774 |
-inf |
-inf |
- |
3849.2 |
3849.2 |
- |
3946.982 |
20250620 |
0 |
387 |
| CFFEX.IF2507 |
-0.003304 |
-0.003609 |
0.000305 |
-0.006633 |
-0.00039 |
-0.094429 |
- |
3920.8 |
3935.0 |
- |
3946.982 |
20250718 |
17 |
387 |
| CFFEX.IF2508 |
-0.003304 |
-0.00428 |
0.000976 |
-0.009826 |
-0.000266 |
-0.064266 |
- |
3908.2 |
3925.0 |
- |
3946.982 |
20250815 |
37 |
387 |
| CFFEX.IF2509 |
-0.003304 |
-0.004742 |
0.001437 |
-0.010839 |
-0.000175 |
-0.042308 |
- |
3904.2 |
3922.8 |
- |
3946.982 |
20250919 |
62 |
387 |
| CFFEX.IF2512 |
-0.003304 |
-0.00437 |
0.001065 |
-0.018592 |
-0.000154 |
-0.037184 |
- |
3873.6 |
3890.6 |
- |
3946.982 |
20251219 |
121 |
387 |
| CFFEX.IH2505 |
-0.003019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2739.433 |
20250516 |
0 |
387 |
| CFFEX.IH2506 |
-0.003019 |
0.0 |
-0.003019 |
-0.023448 |
-inf |
-inf |
- |
2675.2 |
2675.2 |
- |
2739.433 |
20250620 |
0 |
387 |
| CFFEX.IH2507 |
-0.003019 |
-0.003744 |
0.000725 |
-0.009138 |
-0.000538 |
-0.130082 |
- |
2714.4 |
2724.6 |
- |
2739.433 |
20250718 |
17 |
387 |
| CFFEX.IH2508 |
-0.003019 |
-0.004117 |
0.001098 |
-0.011036 |
-0.000298 |
-0.072183 |
- |
2709.2 |
2720.4 |
- |
2739.433 |
20250815 |
37 |
387 |
| CFFEX.IH2509 |
-0.003019 |
-0.004261 |
0.001242 |
-0.010379 |
-0.000167 |
-0.040512 |
- |
2711.0 |
2722.6 |
- |
2739.433 |
20250919 |
62 |
387 |
| CFFEX.IH2512 |
-0.003019 |
-0.004114 |
0.001095 |
-0.010306 |
-0.000085 |
-0.020612 |
- |
2711.2 |
2722.4 |
- |
2739.433 |
20251219 |
121 |
387 |