|
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_20250701_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.002750 |
- |
- |
- |
- |
- |
- |
- |
6015.0 |
- |
6373.663 |
20250620 |
0 |
390 |
| CFFEX.IM2507 |
0.002750 |
0.000605 |
0.002146 |
-0.013628 |
-0.000973 |
-0.235577 |
- |
6286.8 |
6283.0 |
- |
6373.663 |
20250718 |
14 |
390 |
| CFFEX.IM2508 |
0.002750 |
-0.00164 |
0.00439 |
-0.025615 |
-0.000753 |
-0.18232 |
- |
6210.4 |
6220.6 |
- |
6373.663 |
20250815 |
34 |
390 |
| CFFEX.IM2509 |
0.002750 |
-0.002472 |
0.005222 |
-0.037696 |
-0.000639 |
-0.154618 |
- |
6133.4 |
6148.6 |
- |
6373.663 |
20250919 |
59 |
390 |
| CFFEX.IM2512 |
0.002750 |
-0.00365 |
0.0064 |
-0.066251 |
-0.000561 |
-0.135871 |
- |
5951.4 |
5973.2 |
- |
6373.663 |
20251219 |
118 |
390 |
| CFFEX.IM2603 |
0.002750 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6373.663 |
20260320 |
182 |
390 |
| CFFEX.IC2506 |
0.003382 |
- |
- |
- |
- |
- |
- |
- |
5647.8 |
- |
5935.394 |
20250620 |
0 |
390 |
| CFFEX.IC2507 |
0.003382 |
0.000716 |
0.002666 |
-0.011489 |
-0.000821 |
-0.198602 |
- |
5867.2 |
5863.0 |
- |
5935.394 |
20250718 |
14 |
390 |
| CFFEX.IC2508 |
0.003382 |
-0.000206 |
0.003588 |
-0.019846 |
-0.000584 |
-0.141257 |
- |
5817.6 |
5818.8 |
- |
5935.394 |
20250815 |
34 |
390 |
| CFFEX.IC2509 |
0.003382 |
-0.000728 |
0.00411 |
-0.028776 |
-0.000488 |
-0.118028 |
- |
5764.6 |
5768.8 |
- |
5935.394 |
20250919 |
59 |
390 |
| CFFEX.IC2512 |
0.003382 |
-0.001841 |
0.005223 |
-0.049836 |
-0.000422 |
-0.102205 |
- |
5639.6 |
5650.0 |
- |
5935.394 |
20251219 |
118 |
390 |
| CFFEX.IC2603 |
0.003382 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5935.394 |
20260320 |
182 |
390 |
| CFFEX.IF2506 |
0.002035 |
- |
- |
- |
- |
- |
- |
- |
3849.2 |
- |
3944.090 |
20250620 |
0 |
390 |
| CFFEX.IF2507 |
0.002035 |
0.001331 |
0.000704 |
-0.008238 |
-0.000588 |
-0.142394 |
- |
3911.6 |
3906.4 |
- |
3944.090 |
20250718 |
14 |
390 |
| CFFEX.IF2508 |
0.002035 |
0.000462 |
0.001573 |
-0.012446 |
-0.000366 |
-0.08859 |
- |
3895.0 |
3893.2 |
- |
3944.090 |
20250815 |
34 |
390 |
| CFFEX.IF2509 |
0.002035 |
0.000051 |
0.001984 |
-0.014728 |
-0.00025 |
-0.060411 |
- |
3886.0 |
3885.8 |
- |
3944.090 |
20250919 |
59 |
390 |
| CFFEX.IF2512 |
0.002035 |
-0.001401 |
0.003436 |
-0.023805 |
-0.000202 |
-0.048821 |
- |
3850.2 |
3855.6 |
- |
3944.090 |
20251219 |
118 |
390 |
| CFFEX.IF2603 |
0.002035 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3944.090 |
20260320 |
182 |
390 |
| CFFEX.IH2506 |
0.002664 |
- |
- |
- |
- |
- |
- |
- |
2675.2 |
- |
2719.211 |
20250620 |
0 |
390 |
| CFFEX.IH2507 |
0.002664 |
0.001114 |
0.00155 |
-0.008536 |
-0.00061 |
-0.14755 |
- |
2696.0 |
2693.0 |
- |
2719.211 |
20250718 |
14 |
390 |
| CFFEX.IH2508 |
0.002664 |
0.000744 |
0.001921 |
-0.010375 |
-0.000305 |
-0.073843 |
- |
2691.0 |
2689.0 |
- |
2719.211 |
20250815 |
34 |
390 |
| CFFEX.IH2509 |
0.002664 |
0.000298 |
0.002367 |
-0.010816 |
-0.000183 |
-0.044364 |
- |
2689.8 |
2689.0 |
- |
2719.211 |
20250919 |
59 |
390 |
| CFFEX.IH2512 |
0.002664 |
-0.000149 |
0.002813 |
-0.01089 |
-0.000092 |
-0.022333 |
- |
2689.6 |
2690.0 |
- |
2719.211 |
20251219 |
118 |
390 |
| CFFEX.IH2603 |
0.002664 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2719.211 |
20260320 |
182 |
390 |