|
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_20250715_151423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
-0.002921 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6443.429 |
20250620 |
0 |
400 |
| CFFEX.IM2507 |
-0.002921 |
-0.003136 |
0.000215 |
-0.003326 |
-0.000831 |
-0.201206 |
- |
6422.0 |
6442.2 |
- |
6443.429 |
20250718 |
4 |
400 |
| CFFEX.IM2508 |
-0.002921 |
-0.003232 |
0.000311 |
-0.014065 |
-0.000586 |
-0.141825 |
- |
6352.8 |
6373.4 |
- |
6443.429 |
20250815 |
24 |
400 |
| CFFEX.IM2509 |
-0.002921 |
-0.004062 |
0.001141 |
-0.025891 |
-0.000528 |
-0.127872 |
- |
6276.6 |
6302.2 |
- |
6443.429 |
20250919 |
49 |
400 |
| CFFEX.IM2512 |
-0.002921 |
-0.003562 |
0.000641 |
-0.053454 |
-0.000495 |
-0.119777 |
- |
6099.0 |
6120.8 |
- |
6443.429 |
20251219 |
108 |
400 |
| CFFEX.IM2603 |
-0.002921 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6443.429 |
20260320 |
172 |
400 |
| CFFEX.IC2506 |
-0.000187 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6019.732 |
20250620 |
0 |
400 |
| CFFEX.IC2507 |
-0.000187 |
-0.000033 |
-0.000154 |
-0.001916 |
-0.000479 |
-0.1159 |
- |
6008.2 |
6008.4 |
- |
6019.732 |
20250718 |
4 |
400 |
| CFFEX.IC2508 |
-0.000187 |
-0.000403 |
0.000216 |
-0.01175 |
-0.00049 |
-0.118479 |
- |
5949.0 |
5951.4 |
- |
6019.732 |
20250815 |
24 |
400 |
| CFFEX.IC2509 |
-0.000187 |
-0.000712 |
0.000525 |
-0.020986 |
-0.000428 |
-0.103647 |
- |
5893.4 |
5897.6 |
- |
6019.732 |
20250919 |
49 |
400 |
| CFFEX.IC2512 |
-0.000187 |
-0.000727 |
0.00054 |
-0.041419 |
-0.000384 |
-0.09281 |
- |
5770.4 |
5774.6 |
- |
6019.732 |
20251219 |
108 |
400 |
| CFFEX.IC2603 |
-0.000187 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6019.732 |
20260320 |
172 |
400 |
| CFFEX.IF2506 |
0.000305 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4018.892 |
20250620 |
0 |
400 |
| CFFEX.IF2507 |
0.000305 |
0.00015 |
0.000155 |
-0.002312 |
-0.000578 |
-0.139881 |
- |
4009.6 |
4009.0 |
- |
4018.892 |
20250718 |
4 |
400 |
| CFFEX.IF2508 |
0.000305 |
-0.000501 |
0.000805 |
-0.006343 |
-0.000264 |
-0.063959 |
- |
3993.4 |
3995.4 |
- |
4018.892 |
20250815 |
24 |
400 |
| CFFEX.IF2509 |
0.000305 |
-0.001254 |
0.001559 |
-0.009478 |
-0.000193 |
-0.046811 |
- |
3980.8 |
3985.8 |
- |
4018.892 |
20250919 |
49 |
400 |
| CFFEX.IF2512 |
0.000305 |
-0.001669 |
0.001973 |
-0.01749 |
-0.000162 |
-0.039191 |
- |
3948.6 |
3955.2 |
- |
4018.892 |
20251219 |
108 |
400 |
| CFFEX.IF2603 |
0.000305 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4018.892 |
20260320 |
172 |
400 |
| CFFEX.IH2506 |
-0.003801 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2747.325 |
20250620 |
0 |
400 |
| CFFEX.IH2507 |
-0.003801 |
-0.004215 |
0.000414 |
-0.002593 |
-0.000648 |
-0.156903 |
- |
2740.2 |
2751.8 |
- |
2747.325 |
20250718 |
4 |
400 |
| CFFEX.IH2508 |
-0.003801 |
-0.004948 |
0.001147 |
-0.004486 |
-0.000187 |
-0.045236 |
- |
2735.0 |
2748.6 |
- |
2747.325 |
20250815 |
24 |
400 |
| CFFEX.IH2509 |
-0.003801 |
-0.004805 |
0.001003 |
-0.004777 |
-0.000097 |
-0.023594 |
- |
2734.2 |
2747.4 |
- |
2747.325 |
20250919 |
49 |
400 |
| CFFEX.IH2512 |
-0.003801 |
-0.005382 |
0.001581 |
-0.004413 |
-0.000041 |
-0.009889 |
- |
2735.2 |
2750.0 |
- |
2747.325 |
20251219 |
108 |
400 |
| CFFEX.IH2603 |
-0.003801 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2747.325 |
20260320 |
172 |
400 |