|
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_20250707_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.002340 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6326.968 |
20250620 |
0 |
394 |
| CFFEX.IM2507 |
0.002340 |
0.00083 |
0.00151 |
-0.009447 |
-0.000945 |
-0.228606 |
- |
6267.2 |
6262.0 |
- |
6326.968 |
20250718 |
10 |
394 |
| CFFEX.IM2508 |
0.002340 |
0.000259 |
0.002082 |
-0.021964 |
-0.000732 |
-0.177179 |
- |
6188.0 |
6186.4 |
- |
6326.968 |
20250815 |
30 |
394 |
| CFFEX.IM2509 |
0.002340 |
-0.000098 |
0.002438 |
-0.03404 |
-0.000619 |
-0.149775 |
- |
6111.6 |
6112.2 |
- |
6326.968 |
20250919 |
55 |
394 |
| CFFEX.IM2512 |
0.002340 |
-0.000944 |
0.003284 |
-0.06328 |
-0.000555 |
-0.13433 |
- |
5926.6 |
5932.2 |
- |
6326.968 |
20251219 |
114 |
394 |
| CFFEX.IM2603 |
0.002340 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6326.968 |
20260320 |
178 |
394 |
| CFFEX.IC2506 |
-0.001870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5900.382 |
20250620 |
0 |
394 |
| CFFEX.IC2507 |
-0.001870 |
-0.002554 |
0.000684 |
-0.00698 |
-0.000698 |
-0.168905 |
- |
5859.2 |
5874.2 |
- |
5900.382 |
20250718 |
10 |
394 |
| CFFEX.IC2508 |
-0.001870 |
-0.002852 |
0.000982 |
-0.016267 |
-0.000542 |
-0.131221 |
- |
5804.4 |
5821.0 |
- |
5900.382 |
20250815 |
30 |
394 |
| CFFEX.IC2509 |
-0.001870 |
-0.003087 |
0.001218 |
-0.025894 |
-0.000471 |
-0.113932 |
- |
5747.6 |
5765.4 |
- |
5900.382 |
20250919 |
55 |
394 |
| CFFEX.IC2512 |
-0.001870 |
-0.003261 |
0.001391 |
-0.046875 |
-0.000411 |
-0.099507 |
- |
5623.8 |
5642.2 |
- |
5900.382 |
20251219 |
114 |
394 |
| CFFEX.IC2603 |
-0.001870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5900.382 |
20260320 |
178 |
394 |
| CFFEX.IF2506 |
-0.004137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3965.731 |
20250620 |
0 |
394 |
| CFFEX.IF2507 |
-0.004137 |
-0.004743 |
0.000606 |
-0.005228 |
-0.000523 |
-0.126506 |
- |
3945.0 |
3963.8 |
- |
3965.731 |
20250718 |
10 |
394 |
| CFFEX.IF2508 |
-0.004137 |
-0.004411 |
0.000274 |
-0.009666 |
-0.000322 |
-0.077969 |
- |
3927.4 |
3944.8 |
- |
3965.731 |
20250815 |
30 |
394 |
| CFFEX.IF2509 |
-0.004137 |
-0.004573 |
0.000437 |
-0.012036 |
-0.000219 |
-0.052958 |
- |
3918.0 |
3936.0 |
- |
3965.731 |
20250919 |
55 |
394 |
| CFFEX.IF2512 |
-0.004137 |
-0.004104 |
-0.000033 |
-0.020861 |
-0.000183 |
-0.044285 |
- |
3883.0 |
3899.0 |
- |
3965.731 |
20251219 |
114 |
394 |
| CFFEX.IF2603 |
-0.004137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3965.731 |
20260320 |
178 |
394 |
| CFFEX.IH2506 |
-0.003071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2732.028 |
20250620 |
0 |
394 |
| CFFEX.IH2507 |
-0.003071 |
-0.003526 |
0.000454 |
-0.006818 |
-0.000682 |
-0.165005 |
- |
2713.4 |
2723.0 |
- |
2732.028 |
20250718 |
10 |
394 |
| CFFEX.IH2508 |
-0.003071 |
-0.003239 |
0.000168 |
-0.008649 |
-0.000288 |
-0.069765 |
- |
2708.4 |
2717.2 |
- |
2732.028 |
20250815 |
30 |
394 |
| CFFEX.IH2509 |
-0.003071 |
-0.003386 |
0.000315 |
-0.008795 |
-0.00016 |
-0.038698 |
- |
2708.0 |
2717.2 |
- |
2732.028 |
20250919 |
55 |
394 |
| CFFEX.IH2512 |
-0.003071 |
-0.002652 |
-0.000419 |
-0.008868 |
-0.000078 |
-0.018825 |
- |
2707.8 |
2715.0 |
- |
2732.028 |
20251219 |
114 |
394 |
| CFFEX.IH2603 |
-0.003071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2732.028 |
20260320 |
178 |
394 |