|
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_20250711_151357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.008303 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6459.761 |
20250620 |
0 |
398 |
| CFFEX.IM2507 |
0.008303 |
0.012172 |
-0.003869 |
-0.001078 |
-0.00018 |
-0.043463 |
- |
6452.8 |
6375.2 |
- |
6459.761 |
20250718 |
6 |
398 |
| CFFEX.IM2508 |
0.008303 |
0.013452 |
-0.005149 |
-0.010985 |
-0.000423 |
-0.102246 |
- |
6388.8 |
6304.0 |
- |
6459.761 |
20250815 |
26 |
398 |
| CFFEX.IM2509 |
0.008303 |
0.014122 |
-0.005819 |
-0.021698 |
-0.000425 |
-0.102957 |
- |
6319.6 |
6231.6 |
- |
6459.761 |
20250919 |
51 |
398 |
| CFFEX.IM2512 |
0.008303 |
0.014819 |
-0.006516 |
-0.05012 |
-0.000456 |
-0.110263 |
- |
6136.0 |
6046.4 |
- |
6459.761 |
20251219 |
110 |
398 |
| CFFEX.IM2603 |
0.008303 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6459.761 |
20260320 |
174 |
398 |
| CFFEX.IC2506 |
0.007213 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6026.209 |
20250620 |
0 |
398 |
| CFFEX.IC2507 |
0.007213 |
0.010774 |
-0.003561 |
-0.000533 |
-0.000089 |
-0.021478 |
- |
6023.0 |
5958.8 |
- |
6026.209 |
20250718 |
6 |
398 |
| CFFEX.IC2508 |
0.007213 |
0.011686 |
-0.004473 |
-0.008763 |
-0.000337 |
-0.081565 |
- |
5973.4 |
5904.4 |
- |
6026.209 |
20250815 |
26 |
398 |
| CFFEX.IC2509 |
0.007213 |
0.011308 |
-0.004095 |
-0.017558 |
-0.000344 |
-0.083315 |
- |
5920.4 |
5854.2 |
- |
6026.209 |
20250919 |
51 |
398 |
| CFFEX.IC2512 |
0.007213 |
0.010958 |
-0.003744 |
-0.038533 |
-0.00035 |
-0.084773 |
- |
5794.0 |
5731.2 |
- |
6026.209 |
20251219 |
110 |
398 |
| CFFEX.IC2603 |
0.007213 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6026.209 |
20260320 |
174 |
398 |
| CFFEX.IF2506 |
0.002998 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4022.048 |
20250620 |
0 |
398 |
| CFFEX.IF2507 |
0.002998 |
0.004353 |
-0.001355 |
-0.001852 |
-0.000309 |
-0.074689 |
- |
4014.6 |
3997.2 |
- |
4022.048 |
20250718 |
6 |
398 |
| CFFEX.IF2508 |
0.002998 |
0.005227 |
-0.002229 |
-0.005482 |
-0.000211 |
-0.051023 |
- |
4000.0 |
3979.2 |
- |
4022.048 |
20250815 |
26 |
398 |
| CFFEX.IF2509 |
0.002998 |
0.005388 |
-0.002389 |
-0.007123 |
-0.00014 |
-0.033798 |
- |
3993.4 |
3972.0 |
- |
4022.048 |
20250919 |
51 |
398 |
| CFFEX.IF2512 |
0.002998 |
0.006089 |
-0.00309 |
-0.014035 |
-0.000128 |
-0.030876 |
- |
3965.6 |
3941.6 |
- |
4022.048 |
20251219 |
110 |
398 |
| CFFEX.IF2603 |
0.002998 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4022.048 |
20260320 |
174 |
398 |
| CFFEX.IH2506 |
0.003370 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2766.227 |
20250620 |
0 |
398 |
| CFFEX.IH2507 |
0.003370 |
0.003351 |
0.000019 |
-0.004203 |
-0.000701 |
-0.169529 |
- |
2754.6 |
2745.4 |
- |
2766.227 |
20250718 |
6 |
398 |
| CFFEX.IH2508 |
0.003370 |
0.003282 |
0.000088 |
-0.005505 |
-0.000212 |
-0.051235 |
- |
2751.0 |
2742.0 |
- |
2766.227 |
20250815 |
26 |
398 |
| CFFEX.IH2509 |
0.003370 |
0.004087 |
-0.000717 |
-0.005288 |
-0.000104 |
-0.025091 |
- |
2751.6 |
2740.4 |
- |
2766.227 |
20250919 |
51 |
398 |
| CFFEX.IH2512 |
0.003370 |
0.004086 |
-0.000715 |
-0.004926 |
-0.000045 |
-0.010838 |
- |
2752.6 |
2741.4 |
- |
2766.227 |
20251219 |
110 |
398 |
| CFFEX.IH2603 |
0.003370 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2766.227 |
20260320 |
174 |
398 |