|
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_20250708_151357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.012334 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6405.176 |
20250620 |
0 |
395 |
| CFFEX.IM2507 |
0.012334 |
0.017967 |
-0.005633 |
-0.003962 |
-0.00044 |
-0.106528 |
- |
6379.8 |
6267.2 |
- |
6405.176 |
20250718 |
9 |
395 |
| CFFEX.IM2508 |
0.012334 |
0.019651 |
-0.007317 |
-0.014922 |
-0.000515 |
-0.124519 |
- |
6309.6 |
6188.0 |
- |
6405.176 |
20250815 |
29 |
395 |
| CFFEX.IM2509 |
0.012334 |
0.020322 |
-0.007988 |
-0.026444 |
-0.00049 |
-0.118507 |
- |
6235.8 |
6111.6 |
- |
6405.176 |
20250919 |
54 |
395 |
| CFFEX.IM2512 |
0.012334 |
0.020416 |
-0.008083 |
-0.055826 |
-0.000494 |
-0.119557 |
- |
6047.6 |
5926.6 |
- |
6405.176 |
20251219 |
113 |
395 |
| CFFEX.IM2603 |
0.012334 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6405.176 |
20260320 |
177 |
395 |
| CFFEX.IC2506 |
0.012823 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5976.067 |
20250620 |
0 |
395 |
| CFFEX.IC2507 |
0.012823 |
0.016862 |
-0.004039 |
-0.003023 |
-0.000336 |
-0.081291 |
- |
5958.0 |
5859.2 |
- |
5976.067 |
20250718 |
9 |
395 |
| CFFEX.IC2508 |
0.012823 |
0.017573 |
-0.00475 |
-0.011658 |
-0.000402 |
-0.097281 |
- |
5906.4 |
5804.4 |
- |
5976.067 |
20250815 |
29 |
395 |
| CFFEX.IC2509 |
0.012823 |
0.019208 |
-0.006385 |
-0.019757 |
-0.000366 |
-0.088539 |
- |
5858.0 |
5747.6 |
- |
5976.067 |
20250919 |
54 |
395 |
| CFFEX.IC2512 |
0.012823 |
0.018777 |
-0.005954 |
-0.041276 |
-0.000365 |
-0.088396 |
- |
5729.4 |
5623.8 |
- |
5976.067 |
20251219 |
113 |
395 |
| CFFEX.IC2603 |
0.012823 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5976.067 |
20260320 |
177 |
395 |
| CFFEX.IF2506 |
0.008478 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3998.790 |
20250620 |
0 |
395 |
| CFFEX.IF2507 |
0.008478 |
0.009886 |
-0.001408 |
-0.003699 |
-0.000411 |
-0.099452 |
- |
3984.0 |
3945.0 |
- |
3998.790 |
20250718 |
9 |
395 |
| CFFEX.IF2508 |
0.008478 |
0.009421 |
-0.000943 |
-0.0086 |
-0.000297 |
-0.071766 |
- |
3964.4 |
3927.4 |
- |
3998.790 |
20250815 |
29 |
395 |
| CFFEX.IF2509 |
0.008478 |
0.010362 |
-0.001885 |
-0.010051 |
-0.000186 |
-0.045041 |
- |
3958.6 |
3918.0 |
- |
3998.790 |
20250919 |
54 |
395 |
| CFFEX.IF2512 |
0.008478 |
0.009941 |
-0.001463 |
-0.019303 |
-0.000171 |
-0.04134 |
- |
3921.6 |
3883.0 |
- |
3998.790 |
20251219 |
113 |
395 |
| CFFEX.IF2603 |
0.008478 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3998.790 |
20260320 |
177 |
395 |
| CFFEX.IH2506 |
0.005869 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2747.563 |
20250620 |
0 |
395 |
| CFFEX.IH2507 |
0.005869 |
0.007149 |
-0.00128 |
-0.0053 |
-0.000589 |
-0.14252 |
- |
2733.0 |
2713.6 |
- |
2747.563 |
20250718 |
9 |
395 |
| CFFEX.IH2508 |
0.005869 |
0.007089 |
-0.00122 |
-0.007266 |
-0.000251 |
-0.060631 |
- |
2727.6 |
2708.4 |
- |
2747.563 |
20250815 |
29 |
395 |
| CFFEX.IH2509 |
0.005869 |
0.007238 |
-0.001369 |
-0.007266 |
-0.000135 |
-0.032561 |
- |
2727.6 |
2708.0 |
- |
2747.563 |
20250919 |
54 |
395 |
| CFFEX.IH2512 |
0.005869 |
0.00746 |
-0.001591 |
-0.00712 |
-0.000063 |
-0.015248 |
- |
2728.0 |
2707.8 |
- |
2747.563 |
20251219 |
113 |
395 |
| CFFEX.IH2603 |
0.005869 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2747.563 |
20260320 |
177 |
395 |