|
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_20250702_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
-0.010073 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6309.563 |
20250620 |
0 |
391 |
| CFFEX.IM2507 |
-0.010073 |
-0.003913 |
-0.00616 |
-0.007507 |
-0.000577 |
-0.139737 |
- |
6262.2 |
6286.8 |
- |
6309.563 |
20250718 |
13 |
391 |
| CFFEX.IM2508 |
-0.010073 |
-0.003478 |
-0.006595 |
-0.01914 |
-0.00058 |
-0.140358 |
- |
6188.8 |
6210.4 |
- |
6309.563 |
20250815 |
33 |
391 |
| CFFEX.IM2509 |
-0.010073 |
-0.002804 |
-0.007269 |
-0.030646 |
-0.000528 |
-0.127868 |
- |
6116.2 |
6133.4 |
- |
6309.563 |
20250919 |
58 |
391 |
| CFFEX.IM2512 |
-0.010073 |
-0.002386 |
-0.007687 |
-0.059016 |
-0.000504 |
-0.122067 |
- |
5937.2 |
5951.4 |
- |
6309.563 |
20251219 |
117 |
391 |
| CFFEX.IM2603 |
-0.010073 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6309.563 |
20260320 |
181 |
391 |
| CFFEX.IC2506 |
-0.007021 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5893.001 |
20250620 |
0 |
391 |
| CFFEX.IC2507 |
-0.007021 |
-0.001875 |
-0.005147 |
-0.006109 |
-0.00047 |
-0.113723 |
- |
5857.0 |
5868.0 |
- |
5893.001 |
20250718 |
13 |
391 |
| CFFEX.IC2508 |
-0.007021 |
-0.00196 |
-0.005062 |
-0.01473 |
-0.000446 |
-0.108016 |
- |
5806.2 |
5817.6 |
- |
5893.001 |
20250815 |
33 |
391 |
| CFFEX.IC2509 |
-0.007021 |
-0.001388 |
-0.005634 |
-0.023146 |
-0.000399 |
-0.096576 |
- |
5756.6 |
5764.6 |
- |
5893.001 |
20250919 |
58 |
391 |
| CFFEX.IC2512 |
-0.007021 |
-0.001489 |
-0.005532 |
-0.044426 |
-0.00038 |
-0.091889 |
- |
5631.2 |
5639.6 |
- |
5893.001 |
20251219 |
117 |
391 |
| CFFEX.IC2603 |
-0.007021 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5893.001 |
20260320 |
181 |
391 |
| CFFEX.IF2506 |
0.000250 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3943.747 |
20250620 |
0 |
391 |
| CFFEX.IF2507 |
0.000250 |
0.002403 |
-0.002153 |
-0.005768 |
-0.000444 |
-0.107371 |
- |
3921.0 |
3911.6 |
- |
3943.747 |
20250718 |
13 |
391 |
| CFFEX.IF2508 |
0.000250 |
0.002105 |
-0.001855 |
-0.010281 |
-0.000312 |
-0.075396 |
- |
3903.2 |
3895.0 |
- |
3943.747 |
20250815 |
33 |
391 |
| CFFEX.IF2509 |
0.000250 |
0.00211 |
-0.00186 |
-0.012563 |
-0.000217 |
-0.05242 |
- |
3894.2 |
3886.0 |
- |
3943.747 |
20250919 |
58 |
391 |
| CFFEX.IF2512 |
0.000250 |
0.001558 |
-0.001309 |
-0.022199 |
-0.00019 |
-0.045916 |
- |
3856.2 |
3850.2 |
- |
3943.747 |
20251219 |
117 |
391 |
| CFFEX.IF2603 |
0.000250 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3943.747 |
20260320 |
181 |
391 |
| CFFEX.IH2506 |
0.001681 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2722.280 |
20250620 |
0 |
391 |
| CFFEX.IH2507 |
0.001681 |
0.002596 |
-0.000916 |
-0.007082 |
-0.000545 |
-0.13184 |
- |
2703.0 |
2696.0 |
- |
2722.280 |
20250718 |
13 |
391 |
| CFFEX.IH2508 |
0.001681 |
0.002453 |
-0.000772 |
-0.009066 |
-0.000275 |
-0.066483 |
- |
2697.6 |
2691.0 |
- |
2722.280 |
20250815 |
33 |
391 |
| CFFEX.IH2509 |
0.001681 |
0.002602 |
-0.000922 |
-0.00936 |
-0.000161 |
-0.039053 |
- |
2696.8 |
2689.8 |
- |
2722.280 |
20250919 |
58 |
391 |
| CFFEX.IH2512 |
0.001681 |
0.002008 |
-0.000327 |
-0.010021 |
-0.000086 |
-0.020727 |
- |
2695.0 |
2689.6 |
- |
2722.280 |
20251219 |
117 |
391 |
| CFFEX.IH2603 |
0.001681 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2722.280 |
20260320 |
181 |
391 |