|
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_20250704_222406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
-0.004696 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6312.854 |
20250620 |
0 |
393 |
| CFFEX.IM2507 |
-0.004696 |
-0.002771 |
-0.001925 |
-0.008056 |
-0.000732 |
-0.177224 |
- |
6262.0 |
6279.4 |
- |
6312.854 |
20250718 |
11 |
393 |
| CFFEX.IM2508 |
-0.004696 |
-0.003415 |
-0.001281 |
-0.020031 |
-0.000646 |
-0.156373 |
- |
6186.4 |
6207.6 |
- |
6312.854 |
20250815 |
31 |
393 |
| CFFEX.IM2509 |
-0.004696 |
-0.003846 |
-0.00085 |
-0.031785 |
-0.000568 |
-0.137357 |
- |
6112.2 |
6135.8 |
- |
6312.854 |
20250919 |
56 |
393 |
| CFFEX.IM2512 |
-0.004696 |
-0.003896 |
-0.0008 |
-0.060298 |
-0.000524 |
-0.126888 |
- |
5932.2 |
5955.4 |
- |
6312.854 |
20251219 |
115 |
393 |
| CFFEX.IM2603 |
-0.004696 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6312.854 |
20260320 |
179 |
393 |
| CFFEX.IC2506 |
-0.001690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5912.649 |
20250620 |
0 |
393 |
| CFFEX.IC2507 |
-0.001690 |
0.000034 |
-0.001724 |
-0.006503 |
-0.000591 |
-0.143062 |
- |
5874.2 |
5874.0 |
- |
5912.649 |
20250718 |
11 |
393 |
| CFFEX.IC2508 |
-0.001690 |
0.000206 |
-0.001896 |
-0.0155 |
-0.0005 |
-0.121004 |
- |
5821.0 |
5819.8 |
- |
5912.649 |
20250815 |
31 |
393 |
| CFFEX.IC2509 |
-0.001690 |
-0.000659 |
-0.001032 |
-0.024904 |
-0.000445 |
-0.107621 |
- |
5765.4 |
5769.2 |
- |
5912.649 |
20250919 |
56 |
393 |
| CFFEX.IC2512 |
-0.001690 |
-0.000319 |
-0.001371 |
-0.045741 |
-0.000398 |
-0.096254 |
- |
5642.2 |
5644.0 |
- |
5912.649 |
20251219 |
115 |
393 |
| CFFEX.IC2603 |
-0.001690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5912.649 |
20260320 |
179 |
393 |
| CFFEX.IF2506 |
0.003514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3982.013 |
20250620 |
0 |
393 |
| CFFEX.IF2507 |
0.003514 |
0.004358 |
-0.000844 |
-0.004574 |
-0.000416 |
-0.100624 |
- |
3963.8 |
3946.6 |
- |
3982.013 |
20250718 |
11 |
393 |
| CFFEX.IF2508 |
0.003514 |
0.004277 |
-0.000763 |
-0.009345 |
-0.000301 |
-0.072953 |
- |
3944.8 |
3928.0 |
- |
3982.013 |
20250815 |
31 |
393 |
| CFFEX.IF2509 |
0.003514 |
0.004594 |
-0.00108 |
-0.011555 |
-0.000206 |
-0.049935 |
- |
3936.0 |
3918.0 |
- |
3982.013 |
20250919 |
56 |
393 |
| CFFEX.IF2512 |
0.003514 |
0.005156 |
-0.001642 |
-0.020847 |
-0.000181 |
-0.043869 |
- |
3899.0 |
3879.0 |
- |
3982.013 |
20251219 |
115 |
393 |
| CFFEX.IF2603 |
0.003514 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3982.013 |
20260320 |
179 |
393 |
| CFFEX.IH2506 |
0.005702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2740.085 |
20250620 |
0 |
393 |
| CFFEX.IH2507 |
0.005702 |
0.005688 |
0.000015 |
-0.006235 |
-0.000567 |
-0.137175 |
- |
2723.0 |
2707.6 |
- |
2740.085 |
20250718 |
11 |
393 |
| CFFEX.IH2508 |
0.005702 |
0.005253 |
0.000449 |
-0.008352 |
-0.000269 |
-0.065199 |
- |
2717.2 |
2703.0 |
- |
2740.085 |
20250815 |
31 |
393 |
| CFFEX.IH2509 |
0.005702 |
0.0057 |
0.000002 |
-0.008352 |
-0.000149 |
-0.036092 |
- |
2717.2 |
2701.8 |
- |
2740.085 |
20250919 |
56 |
393 |
| CFFEX.IH2512 |
0.005702 |
0.005183 |
0.000519 |
-0.009155 |
-0.00008 |
-0.019265 |
- |
2715.0 |
2701.0 |
- |
2740.085 |
20251219 |
115 |
393 |
| CFFEX.IH2603 |
0.005702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2740.085 |
20260320 |
179 |
393 |