|
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_20250630_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2505 |
0.012902 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6357.925 |
20250516 |
0 |
389 |
| CFFEX.IM2506 |
0.012902 |
0.0 |
0.012902 |
-0.053937 |
-inf |
-inf |
- |
6015.0 |
6015.0 |
- |
6357.925 |
20250620 |
0 |
389 |
| CFFEX.IM2507 |
0.012902 |
0.008443 |
0.00446 |
-0.011816 |
-0.000788 |
-0.190631 |
- |
6282.8 |
6230.2 |
- |
6357.925 |
20250718 |
15 |
389 |
| CFFEX.IM2508 |
0.012902 |
0.007548 |
0.005355 |
-0.021599 |
-0.000617 |
-0.149342 |
- |
6220.6 |
6174.0 |
- |
6357.925 |
20250815 |
35 |
389 |
| CFFEX.IM2509 |
0.012902 |
0.006186 |
0.006717 |
-0.032923 |
-0.000549 |
-0.132791 |
- |
6148.6 |
6110.8 |
- |
6357.925 |
20250919 |
60 |
389 |
| CFFEX.IM2512 |
0.012902 |
0.005082 |
0.007821 |
-0.060511 |
-0.000508 |
-0.123056 |
- |
5973.2 |
5943.0 |
- |
6357.925 |
20251219 |
119 |
389 |
| CFFEX.IC2505 |
0.009132 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5917.277 |
20250516 |
0 |
389 |
| CFFEX.IC2506 |
0.009132 |
0.0 |
0.009132 |
-0.045541 |
-inf |
-inf |
- |
5647.8 |
5647.8 |
- |
5917.277 |
20250620 |
0 |
389 |
| CFFEX.IC2507 |
0.009132 |
0.006178 |
0.002954 |
-0.009173 |
-0.000612 |
-0.147985 |
- |
5863.0 |
5827.0 |
- |
5917.277 |
20250718 |
15 |
389 |
| CFFEX.IC2508 |
0.009132 |
0.005009 |
0.004123 |
-0.016642 |
-0.000475 |
-0.11507 |
- |
5818.8 |
5789.8 |
- |
5917.277 |
20250815 |
35 |
389 |
| CFFEX.IC2509 |
0.009132 |
0.004143 |
0.004989 |
-0.025092 |
-0.000418 |
-0.101205 |
- |
5768.8 |
5745.0 |
- |
5917.277 |
20250919 |
60 |
389 |
| CFFEX.IC2512 |
0.009132 |
0.003267 |
0.005865 |
-0.045169 |
-0.00038 |
-0.091856 |
- |
5650.0 |
5631.6 |
- |
5917.277 |
20251219 |
119 |
389 |
| CFFEX.IF2505 |
0.004744 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3940.361 |
20250516 |
0 |
389 |
| CFFEX.IF2506 |
0.004744 |
0.0 |
0.004744 |
-0.023135 |
-inf |
-inf |
- |
3849.2 |
3849.2 |
- |
3940.361 |
20250620 |
0 |
389 |
| CFFEX.IF2507 |
0.004744 |
0.0037 |
0.001044 |
-0.008619 |
-0.000575 |
-0.139049 |
- |
3906.4 |
3892.0 |
- |
3940.361 |
20250718 |
15 |
389 |
| CFFEX.IF2508 |
0.004744 |
0.002782 |
0.001962 |
-0.011969 |
-0.000342 |
-0.082755 |
- |
3893.2 |
3882.4 |
- |
3940.361 |
20250815 |
35 |
389 |
| CFFEX.IF2509 |
0.004744 |
0.002373 |
0.00237 |
-0.013847 |
-0.000231 |
-0.055848 |
- |
3885.8 |
3876.6 |
- |
3940.361 |
20250919 |
60 |
389 |
| CFFEX.IF2512 |
0.004744 |
0.002392 |
0.002352 |
-0.021511 |
-0.000181 |
-0.043745 |
- |
3855.6 |
3846.4 |
- |
3940.361 |
20251219 |
119 |
389 |
| CFFEX.IH2505 |
0.003224 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2716.298 |
20250516 |
0 |
389 |
| CFFEX.IH2506 |
0.003224 |
0.0 |
0.003224 |
-0.01513 |
-inf |
-inf |
- |
2675.2 |
2675.2 |
- |
2716.298 |
20250620 |
0 |
389 |
| CFFEX.IH2507 |
0.003224 |
0.003204 |
0.00002 |
-0.008577 |
-0.000572 |
-0.138377 |
- |
2693.0 |
2684.4 |
- |
2716.298 |
20250718 |
15 |
389 |
| CFFEX.IH2508 |
0.003224 |
0.003358 |
-0.000134 |
-0.01005 |
-0.000287 |
-0.069487 |
- |
2689.0 |
2680.0 |
- |
2716.298 |
20250815 |
35 |
389 |
| CFFEX.IH2509 |
0.003224 |
0.003134 |
0.00009 |
-0.010271 |
-0.000171 |
-0.041425 |
- |
2688.4 |
2680.0 |
- |
2716.298 |
20250919 |
60 |
389 |
| CFFEX.IH2512 |
0.003224 |
0.003058 |
0.000166 |
-0.009682 |
-0.000081 |
-0.019689 |
- |
2690.0 |
2681.8 |
- |
2716.298 |
20251219 |
119 |
389 |