|
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_20250714_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.001006 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6467.600 |
20250620 |
0 |
399 |
| CFFEX.IM2507 |
0.001006 |
-0.001674 |
0.00268 |
-0.003958 |
-0.000792 |
-0.191576 |
- |
6442.0 |
6452.8 |
- |
6467.600 |
20250718 |
5 |
399 |
| CFFEX.IM2508 |
0.001006 |
-0.00241 |
0.003417 |
-0.014565 |
-0.000583 |
-0.140988 |
- |
6373.4 |
6388.8 |
- |
6467.600 |
20250815 |
25 |
399 |
| CFFEX.IM2509 |
0.001006 |
-0.002785 |
0.003791 |
-0.025574 |
-0.000511 |
-0.123776 |
- |
6302.2 |
6319.8 |
- |
6467.600 |
20250919 |
50 |
399 |
| CFFEX.IM2512 |
0.001006 |
-0.002477 |
0.003483 |
-0.053621 |
-0.000492 |
-0.119049 |
- |
6120.8 |
6136.0 |
- |
6467.600 |
20251219 |
109 |
399 |
| CFFEX.IM2603 |
0.001006 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6467.600 |
20260320 |
173 |
399 |
| CFFEX.IC2506 |
-0.000641 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6023.216 |
20250620 |
0 |
399 |
| CFFEX.IC2507 |
-0.000641 |
-0.002424 |
0.001783 |
-0.00246 |
-0.000492 |
-0.119055 |
- |
6008.4 |
6023.0 |
- |
6023.216 |
20250718 |
5 |
399 |
| CFFEX.IC2508 |
-0.000641 |
-0.003683 |
0.003042 |
-0.011923 |
-0.000477 |
-0.115417 |
- |
5951.4 |
5973.4 |
- |
6023.216 |
20250815 |
25 |
399 |
| CFFEX.IC2509 |
-0.000641 |
-0.003851 |
0.00321 |
-0.020855 |
-0.000417 |
-0.10094 |
- |
5897.6 |
5920.4 |
- |
6023.216 |
20250919 |
50 |
399 |
| CFFEX.IC2512 |
-0.000641 |
-0.003348 |
0.002707 |
-0.041276 |
-0.000379 |
-0.091641 |
- |
5774.6 |
5794.0 |
- |
6023.216 |
20251219 |
109 |
399 |
| CFFEX.IC2603 |
-0.000641 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6023.216 |
20260320 |
173 |
399 |
| CFFEX.IF2506 |
0.001701 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4021.638 |
20250620 |
0 |
399 |
| CFFEX.IF2507 |
0.001701 |
-0.001395 |
0.003096 |
-0.003143 |
-0.000629 |
-0.152097 |
- |
4009.0 |
4014.6 |
- |
4021.638 |
20250718 |
5 |
399 |
| CFFEX.IF2508 |
0.001701 |
-0.00115 |
0.002851 |
-0.006524 |
-0.000261 |
-0.063154 |
- |
3995.4 |
4000.0 |
- |
4021.638 |
20250815 |
25 |
399 |
| CFFEX.IF2509 |
0.001701 |
-0.001903 |
0.003605 |
-0.008911 |
-0.000178 |
-0.043131 |
- |
3985.8 |
3993.4 |
- |
4021.638 |
20250919 |
50 |
399 |
| CFFEX.IF2512 |
0.001701 |
-0.002623 |
0.004324 |
-0.01652 |
-0.000152 |
-0.036678 |
- |
3955.2 |
3965.6 |
- |
4021.638 |
20251219 |
109 |
399 |
| CFFEX.IF2603 |
0.001701 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4021.638 |
20260320 |
173 |
399 |
| CFFEX.IH2506 |
0.001711 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2761.490 |
20250620 |
0 |
399 |
| CFFEX.IH2507 |
0.001711 |
-0.001016 |
0.002728 |
-0.003509 |
-0.000702 |
-0.169834 |
- |
2751.8 |
2754.6 |
- |
2761.490 |
20250718 |
5 |
399 |
| CFFEX.IH2508 |
0.001711 |
-0.000872 |
0.002584 |
-0.004668 |
-0.000187 |
-0.045184 |
- |
2748.6 |
2751.0 |
- |
2761.490 |
20250815 |
25 |
399 |
| CFFEX.IH2509 |
0.001711 |
-0.001526 |
0.003238 |
-0.005102 |
-0.000102 |
-0.024695 |
- |
2747.4 |
2751.6 |
- |
2761.490 |
20250919 |
50 |
399 |
| CFFEX.IH2512 |
0.001711 |
-0.000945 |
0.002656 |
-0.004161 |
-0.000038 |
-0.009238 |
- |
2750.0 |
2752.6 |
- |
2761.490 |
20251219 |
109 |
399 |
| CFFEX.IH2603 |
0.001711 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2761.490 |
20260320 |
173 |
399 |