|
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_20250709_151355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
-0.002661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6390.649 |
20250620 |
0 |
396 |
| CFFEX.IM2507 |
-0.002661 |
-0.003292 |
0.000631 |
-0.004984 |
-0.000623 |
-0.150757 |
- |
6358.8 |
6379.8 |
- |
6390.649 |
20250718 |
8 |
396 |
| CFFEX.IM2508 |
-0.002661 |
-0.003265 |
0.000604 |
-0.015906 |
-0.000568 |
-0.137472 |
- |
6289.0 |
6309.6 |
- |
6390.649 |
20250815 |
28 |
396 |
| CFFEX.IM2509 |
-0.002661 |
-0.003496 |
0.000835 |
-0.027642 |
-0.000522 |
-0.126213 |
- |
6214.0 |
6235.8 |
- |
6390.649 |
20250919 |
53 |
396 |
| CFFEX.IM2512 |
-0.002661 |
-0.00334 |
0.000679 |
-0.056809 |
-0.000507 |
-0.122749 |
- |
6027.6 |
6047.8 |
- |
6390.649 |
20251219 |
112 |
396 |
| CFFEX.IM2603 |
-0.002661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6390.649 |
20260320 |
176 |
396 |
| CFFEX.IC2506 |
-0.004030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5953.654 |
20250620 |
0 |
396 |
| CFFEX.IC2507 |
-0.004030 |
-0.0047 |
0.00067 |
-0.003973 |
-0.000497 |
-0.120184 |
- |
5930.0 |
5958.0 |
- |
5953.654 |
20250718 |
8 |
396 |
| CFFEX.IC2508 |
-0.004030 |
-0.005045 |
0.001015 |
-0.012942 |
-0.000462 |
-0.111858 |
- |
5876.6 |
5906.4 |
- |
5953.654 |
20250815 |
28 |
396 |
| CFFEX.IC2509 |
-0.004030 |
-0.005906 |
0.001877 |
-0.021878 |
-0.000413 |
-0.099896 |
- |
5823.4 |
5858.0 |
- |
5953.654 |
20250919 |
53 |
396 |
| CFFEX.IC2512 |
-0.004030 |
-0.005131 |
0.001102 |
-0.042605 |
-0.00038 |
-0.092057 |
- |
5700.0 |
5729.4 |
- |
5953.654 |
20251219 |
112 |
396 |
| CFFEX.IC2603 |
-0.004030 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5953.654 |
20260320 |
176 |
396 |
| CFFEX.IF2506 |
-0.000572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3996.165 |
20250620 |
0 |
396 |
| CFFEX.IF2507 |
-0.000572 |
-0.001356 |
0.000784 |
-0.004796 |
-0.000599 |
-0.145074 |
- |
3977.0 |
3982.4 |
- |
3996.165 |
20250718 |
8 |
396 |
| CFFEX.IF2508 |
-0.000572 |
-0.000656 |
0.000084 |
-0.008599 |
-0.000307 |
-0.074324 |
- |
3961.8 |
3964.4 |
- |
3996.165 |
20250815 |
28 |
396 |
| CFFEX.IF2509 |
-0.000572 |
-0.001465 |
0.000893 |
-0.010852 |
-0.000205 |
-0.049549 |
- |
3952.8 |
3958.6 |
- |
3996.165 |
20250919 |
53 |
396 |
| CFFEX.IF2512 |
-0.000572 |
-0.000408 |
-0.000164 |
-0.01906 |
-0.00017 |
-0.041182 |
- |
3920.0 |
3921.6 |
- |
3996.165 |
20251219 |
112 |
396 |
| CFFEX.IF2603 |
-0.000572 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3996.165 |
20260320 |
176 |
396 |
| CFFEX.IH2506 |
-0.000579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2745.596 |
20250620 |
0 |
396 |
| CFFEX.IH2507 |
-0.000579 |
-0.001171 |
0.000592 |
-0.005753 |
-0.000719 |
-0.174035 |
- |
2729.8 |
2733.0 |
- |
2745.596 |
20250718 |
8 |
396 |
| CFFEX.IH2508 |
-0.000579 |
-0.001393 |
0.000814 |
-0.007939 |
-0.000284 |
-0.068612 |
- |
2723.8 |
2727.6 |
- |
2745.596 |
20250815 |
28 |
396 |
| CFFEX.IH2509 |
-0.000579 |
-0.001393 |
0.000814 |
-0.007866 |
-0.000148 |
-0.035915 |
- |
2724.0 |
2727.8 |
- |
2745.596 |
20250919 |
53 |
396 |
| CFFEX.IH2512 |
-0.000579 |
-0.001026 |
0.000447 |
-0.007429 |
-0.000066 |
-0.016051 |
- |
2725.2 |
2728.0 |
- |
2745.596 |
20251219 |
112 |
396 |
| CFFEX.IH2603 |
-0.000579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2745.596 |
20260320 |
176 |
396 |