|
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_20250627_100914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.009190 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6305.211 |
20250516 |
0 |
388 |
| CFFEX.IM2506 |
0.009190 |
- |
- |
- |
- |
- |
- |
- |
6015.0 |
- |
6305.211 |
20250620 |
0 |
388 |
| CFFEX.IM2507 |
0.009190 |
0.007953 |
0.001238 |
-0.00698 |
-0.000436 |
-0.105574 |
- |
6261.2 |
6211.8 |
- |
6305.211 |
20250718 |
16 |
388 |
| CFFEX.IM2508 |
0.009190 |
0.007991 |
0.001199 |
-0.015766 |
-0.000438 |
-0.105986 |
- |
6205.8 |
6156.6 |
- |
6305.211 |
20250815 |
36 |
388 |
| CFFEX.IM2509 |
0.009190 |
0.007445 |
0.001745 |
-0.025695 |
-0.000421 |
-0.101937 |
- |
6143.2 |
6097.8 |
- |
6305.211 |
20250919 |
61 |
388 |
| CFFEX.IM2512 |
0.009190 |
0.007584 |
0.001606 |
-0.051832 |
-0.000432 |
-0.104528 |
- |
5978.4 |
5933.4 |
- |
6305.211 |
20251219 |
120 |
388 |
| CFFEX.IC2505 |
0.009176 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5891.817 |
20250516 |
0 |
388 |
| CFFEX.IC2506 |
0.009176 |
- |
- |
- |
- |
- |
- |
- |
5647.8 |
- |
5891.817 |
20250620 |
0 |
388 |
| CFFEX.IC2507 |
0.009176 |
0.0084 |
0.000776 |
-0.00574 |
-0.000359 |
-0.086812 |
- |
5858.0 |
5809.2 |
- |
5891.817 |
20250718 |
16 |
388 |
| CFFEX.IC2508 |
0.009176 |
0.008248 |
0.000928 |
-0.012461 |
-0.000346 |
-0.083765 |
- |
5818.4 |
5770.8 |
- |
5891.817 |
20250815 |
36 |
388 |
| CFFEX.IC2509 |
0.009176 |
0.00796 |
0.001216 |
-0.019895 |
-0.000326 |
-0.078927 |
- |
5774.6 |
5729.0 |
- |
5891.817 |
20250919 |
61 |
388 |
| CFFEX.IC2512 |
0.009176 |
0.008009 |
0.001167 |
-0.038769 |
-0.000323 |
-0.078183 |
- |
5663.4 |
5618.4 |
- |
5891.817 |
20251219 |
120 |
388 |
| CFFEX.IF2505 |
0.005065 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3966.007 |
20250516 |
0 |
388 |
| CFFEX.IF2506 |
0.005065 |
- |
- |
- |
- |
- |
- |
- |
3849.2 |
- |
3966.007 |
20250620 |
0 |
388 |
| CFFEX.IF2507 |
0.005065 |
0.00556 |
-0.000495 |
-0.005902 |
-0.000369 |
-0.089266 |
- |
3942.6 |
3920.8 |
- |
3966.007 |
20250718 |
16 |
388 |
| CFFEX.IF2508 |
0.005065 |
0.005578 |
-0.000513 |
-0.009079 |
-0.000252 |
-0.06103 |
- |
3930.0 |
3908.2 |
- |
3966.007 |
20250815 |
36 |
388 |
| CFFEX.IF2509 |
0.005065 |
0.005225 |
-0.00016 |
-0.01044 |
-0.000171 |
-0.04142 |
- |
3924.6 |
3904.2 |
- |
3966.007 |
20250919 |
61 |
388 |
| CFFEX.IF2512 |
0.005065 |
0.005266 |
-0.000201 |
-0.018156 |
-0.000151 |
-0.036615 |
- |
3894.0 |
3873.6 |
- |
3966.007 |
20251219 |
120 |
388 |
| CFFEX.IH2505 |
0.003412 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2747.810 |
20250516 |
0 |
388 |
| CFFEX.IH2506 |
0.003412 |
- |
- |
- |
- |
- |
- |
- |
2675.2 |
- |
2747.810 |
20250620 |
0 |
388 |
| CFFEX.IH2507 |
0.003412 |
0.003905 |
-0.000493 |
-0.008301 |
-0.000519 |
-0.125555 |
- |
2725.0 |
2714.4 |
- |
2747.810 |
20250718 |
16 |
388 |
| CFFEX.IH2508 |
0.003412 |
0.003913 |
-0.0005 |
-0.010194 |
-0.000283 |
-0.068523 |
- |
2719.8 |
2709.2 |
- |
2747.810 |
20250815 |
36 |
388 |
| CFFEX.IH2509 |
0.003412 |
0.004058 |
-0.000645 |
-0.009393 |
-0.000154 |
-0.037264 |
- |
2722.0 |
2711.0 |
- |
2747.810 |
20250919 |
61 |
388 |
| CFFEX.IH2512 |
0.003412 |
0.003836 |
-0.000424 |
-0.009539 |
-0.000079 |
-0.019236 |
- |
2721.6 |
2711.2 |
- |
2747.810 |
20251219 |
120 |
388 |