|
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_20250710_151502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.002480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6406.316 |
20250620 |
0 |
397 |
| CFFEX.IM2507 |
0.002480 |
0.002642 |
-0.000162 |
-0.004795 |
-0.000685 |
-0.165758 |
- |
6375.6 |
6358.8 |
- |
6406.316 |
20250718 |
7 |
397 |
| CFFEX.IM2508 |
0.002480 |
0.002385 |
0.000095 |
-0.015971 |
-0.000592 |
-0.143148 |
- |
6304.0 |
6289.0 |
- |
6406.316 |
20250815 |
27 |
397 |
| CFFEX.IM2509 |
0.002480 |
0.002832 |
-0.000352 |
-0.027272 |
-0.000524 |
-0.126922 |
- |
6231.6 |
6214.0 |
- |
6406.316 |
20250919 |
52 |
397 |
| CFFEX.IM2512 |
0.002480 |
0.003119 |
-0.000639 |
-0.056181 |
-0.000506 |
-0.122486 |
- |
6046.4 |
6027.6 |
- |
6406.316 |
20251219 |
111 |
397 |
| CFFEX.IM2603 |
0.002480 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6406.316 |
20260320 |
175 |
397 |
| CFFEX.IC2506 |
0.004922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5982.792 |
20250620 |
0 |
397 |
| CFFEX.IC2507 |
0.004922 |
0.004857 |
0.000066 |
-0.00401 |
-0.000573 |
-0.138637 |
- |
5958.8 |
5930.0 |
- |
5982.792 |
20250718 |
7 |
397 |
| CFFEX.IC2508 |
0.004922 |
0.004731 |
0.000192 |
-0.013103 |
-0.000485 |
-0.117441 |
- |
5904.4 |
5876.6 |
- |
5982.792 |
20250815 |
27 |
397 |
| CFFEX.IC2509 |
0.004922 |
0.005289 |
-0.000367 |
-0.021494 |
-0.000413 |
-0.100028 |
- |
5854.2 |
5823.4 |
- |
5982.792 |
20250919 |
52 |
397 |
| CFFEX.IC2512 |
0.004922 |
0.005474 |
-0.000551 |
-0.042053 |
-0.000379 |
-0.091682 |
- |
5731.2 |
5700.0 |
- |
5982.792 |
20251219 |
111 |
397 |
| CFFEX.IC2603 |
0.004922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5982.792 |
20260320 |
175 |
397 |
| CFFEX.IF2506 |
0.005818 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4014.622 |
20250620 |
0 |
397 |
| CFFEX.IF2507 |
0.005818 |
0.005079 |
0.000739 |
-0.00434 |
-0.00062 |
-0.150027 |
- |
3997.2 |
3977.0 |
- |
4014.622 |
20250718 |
7 |
397 |
| CFFEX.IF2508 |
0.005818 |
0.004392 |
0.001426 |
-0.008823 |
-0.000327 |
-0.079082 |
- |
3979.2 |
3961.8 |
- |
4014.622 |
20250815 |
27 |
397 |
| CFFEX.IF2509 |
0.005818 |
0.004857 |
0.000961 |
-0.010617 |
-0.000204 |
-0.049408 |
- |
3972.0 |
3952.8 |
- |
4014.622 |
20250919 |
52 |
397 |
| CFFEX.IF2512 |
0.005818 |
0.00551 |
0.000308 |
-0.018189 |
-0.000164 |
-0.039655 |
- |
3941.6 |
3920.0 |
- |
4014.622 |
20251219 |
111 |
397 |
| CFFEX.IF2603 |
0.005818 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4014.622 |
20260320 |
175 |
397 |
| CFFEX.IH2506 |
0.007955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2761.715 |
20250620 |
0 |
397 |
| CFFEX.IH2507 |
0.007955 |
0.005715 |
0.00224 |
-0.005908 |
-0.000844 |
-0.204233 |
- |
2745.4 |
2729.8 |
- |
2761.715 |
20250718 |
7 |
397 |
| CFFEX.IH2508 |
0.007955 |
0.006682 |
0.001273 |
-0.007139 |
-0.000264 |
-0.063984 |
- |
2742.0 |
2723.8 |
- |
2761.715 |
20250815 |
27 |
397 |
| CFFEX.IH2509 |
0.007955 |
0.006021 |
0.001934 |
-0.007718 |
-0.000148 |
-0.035919 |
- |
2740.4 |
2724.0 |
- |
2761.715 |
20250919 |
52 |
397 |
| CFFEX.IH2512 |
0.007955 |
0.005945 |
0.00201 |
-0.007356 |
-0.000066 |
-0.016037 |
- |
2741.4 |
2725.2 |
- |
2761.715 |
20251219 |
111 |
397 |
| CFFEX.IH2603 |
0.007955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2761.715 |
20260320 |
175 |
397 |