|
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_20250703_151414 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.005366 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6343.343 |
20250620 |
0 |
392 |
| CFFEX.IM2507 |
0.005366 |
0.002683 |
0.002684 |
-0.010143 |
-0.000845 |
-0.204558 |
- |
6279.0 |
6262.2 |
- |
6343.343 |
20250718 |
12 |
392 |
| CFFEX.IM2508 |
0.005366 |
0.003038 |
0.002329 |
-0.021399 |
-0.000669 |
-0.161832 |
- |
6207.6 |
6188.8 |
- |
6343.343 |
20250815 |
32 |
392 |
| CFFEX.IM2509 |
0.005366 |
0.003073 |
0.002293 |
-0.032718 |
-0.000574 |
-0.138909 |
- |
6135.8 |
6117.0 |
- |
6343.343 |
20250919 |
57 |
392 |
| CFFEX.IM2512 |
0.005366 |
0.003065 |
0.002301 |
-0.061158 |
-0.000527 |
-0.127587 |
- |
5955.4 |
5937.2 |
- |
6343.343 |
20251219 |
116 |
392 |
| CFFEX.IM2603 |
0.005366 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6343.343 |
20260320 |
180 |
392 |
| CFFEX.IC2506 |
0.005243 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5923.850 |
20250620 |
0 |
392 |
| CFFEX.IC2507 |
0.005243 |
0.002971 |
0.002272 |
-0.008415 |
-0.000701 |
-0.169705 |
- |
5874.0 |
5856.6 |
- |
5923.850 |
20250718 |
12 |
392 |
| CFFEX.IC2508 |
0.005243 |
0.002342 |
0.002901 |
-0.017565 |
-0.000549 |
-0.132832 |
- |
5819.8 |
5806.2 |
- |
5923.850 |
20250815 |
32 |
392 |
| CFFEX.IC2509 |
0.005243 |
0.002189 |
0.003055 |
-0.026106 |
-0.000458 |
-0.110837 |
- |
5769.2 |
5756.6 |
- |
5923.850 |
20250919 |
57 |
392 |
| CFFEX.IC2512 |
0.005243 |
0.002273 |
0.00297 |
-0.047241 |
-0.000407 |
-0.098555 |
- |
5644.0 |
5631.2 |
- |
5923.850 |
20251219 |
116 |
392 |
| CFFEX.IC2603 |
0.005243 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5923.850 |
20260320 |
180 |
392 |
| CFFEX.IF2506 |
0.006252 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3968.341 |
20250620 |
0 |
392 |
| CFFEX.IF2507 |
0.006252 |
0.006529 |
-0.000277 |
-0.005479 |
-0.000457 |
-0.110485 |
- |
3946.6 |
3921.0 |
- |
3968.341 |
20250718 |
12 |
392 |
| CFFEX.IF2508 |
0.006252 |
0.006354 |
-0.000102 |
-0.010166 |
-0.000318 |
-0.076878 |
- |
3928.0 |
3903.2 |
- |
3968.341 |
20250815 |
32 |
392 |
| CFFEX.IF2509 |
0.006252 |
0.006112 |
0.00014 |
-0.012686 |
-0.000223 |
-0.053858 |
- |
3918.0 |
3894.2 |
- |
3968.341 |
20250919 |
57 |
392 |
| CFFEX.IF2512 |
0.006252 |
0.005913 |
0.000339 |
-0.022513 |
-0.000194 |
-0.046968 |
- |
3879.0 |
3856.2 |
- |
3968.341 |
20251219 |
116 |
392 |
| CFFEX.IF2603 |
0.006252 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3968.341 |
20260320 |
180 |
392 |
| CFFEX.IH2506 |
0.000718 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2724.507 |
20250620 |
0 |
392 |
| CFFEX.IH2507 |
0.000718 |
0.001702 |
-0.000984 |
-0.006206 |
-0.000517 |
-0.125145 |
- |
2707.6 |
2703.0 |
- |
2724.507 |
20250718 |
12 |
392 |
| CFFEX.IH2508 |
0.000718 |
0.002002 |
-0.001284 |
-0.007894 |
-0.000247 |
-0.059698 |
- |
2703.0 |
2697.6 |
- |
2724.507 |
20250815 |
32 |
392 |
| CFFEX.IH2509 |
0.000718 |
0.001854 |
-0.001136 |
-0.008334 |
-0.000146 |
-0.035384 |
- |
2701.8 |
2696.8 |
- |
2724.507 |
20250919 |
57 |
392 |
| CFFEX.IH2512 |
0.000718 |
0.002226 |
-0.001508 |
-0.008628 |
-0.000074 |
-0.018 |
- |
2701.0 |
2695.0 |
- |
2724.507 |
20251219 |
116 |
392 |
| CFFEX.IH2603 |
0.000718 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2724.507 |
20260320 |
180 |
392 |