|
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_20250716_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.003250 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6463.776 |
20250620 |
0 |
401 |
| CFFEX.IM2507 |
0.003250 |
0.003488 |
-0.000238 |
-0.002998 |
-0.000999 |
-0.241809 |
- |
6444.4 |
6422.0 |
- |
6463.776 |
20250718 |
3 |
401 |
| CFFEX.IM2508 |
0.003250 |
0.003148 |
0.000102 |
-0.014075 |
-0.000612 |
-0.148091 |
- |
6372.8 |
6352.8 |
- |
6463.776 |
20250815 |
23 |
401 |
| CFFEX.IM2509 |
0.003250 |
0.003282 |
-0.000031 |
-0.025647 |
-0.000534 |
-0.129303 |
- |
6298.0 |
6277.4 |
- |
6463.776 |
20250919 |
48 |
401 |
| CFFEX.IM2512 |
0.003250 |
0.002492 |
0.000758 |
-0.054082 |
-0.000505 |
-0.122317 |
- |
6114.2 |
6099.0 |
- |
6463.776 |
20251219 |
107 |
401 |
| CFFEX.IM2603 |
0.003250 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6463.776 |
20260320 |
171 |
401 |
| CFFEX.IC2506 |
0.000150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6019.661 |
20250620 |
0 |
401 |
| CFFEX.IC2507 |
0.000150 |
-0.000266 |
0.000416 |
-0.00217 |
-0.000723 |
-0.175024 |
- |
6006.6 |
6008.2 |
- |
6019.661 |
20250718 |
3 |
401 |
| CFFEX.IC2508 |
0.000150 |
0.000101 |
0.000049 |
-0.011639 |
-0.000506 |
-0.122459 |
- |
5949.6 |
5949.0 |
- |
6019.661 |
20250815 |
23 |
401 |
| CFFEX.IC2509 |
0.000150 |
0.000305 |
-0.000155 |
-0.020676 |
-0.000431 |
-0.10424 |
- |
5895.2 |
5893.4 |
- |
6019.661 |
20250919 |
48 |
401 |
| CFFEX.IC2512 |
0.000150 |
-0.000555 |
0.000705 |
-0.041939 |
-0.000392 |
-0.094854 |
- |
5767.2 |
5770.4 |
- |
6019.661 |
20251219 |
107 |
401 |
| CFFEX.IC2603 |
0.000150 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6019.661 |
20260320 |
171 |
401 |
| CFFEX.IF2506 |
-0.002792 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4007.845 |
20250620 |
0 |
401 |
| CFFEX.IF2507 |
-0.002792 |
-0.002893 |
0.000102 |
-0.002456 |
-0.000819 |
-0.198152 |
- |
3998.0 |
4009.6 |
- |
4007.845 |
20250718 |
3 |
401 |
| CFFEX.IF2508 |
-0.002792 |
-0.002154 |
-0.000638 |
-0.0058 |
-0.000252 |
-0.061025 |
- |
3984.6 |
3993.2 |
- |
4007.845 |
20250815 |
23 |
401 |
| CFFEX.IF2509 |
-0.002792 |
-0.002412 |
-0.00038 |
-0.009193 |
-0.000192 |
-0.046349 |
- |
3971.0 |
3980.6 |
- |
4007.845 |
20250919 |
48 |
401 |
| CFFEX.IF2512 |
-0.002792 |
-0.002735 |
-0.000056 |
-0.017477 |
-0.000163 |
-0.039527 |
- |
3937.8 |
3948.6 |
- |
4007.845 |
20251219 |
107 |
401 |
| CFFEX.IF2603 |
-0.002792 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4007.845 |
20260320 |
171 |
401 |
| CFFEX.IH2506 |
-0.001878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2742.068 |
20250620 |
0 |
401 |
| CFFEX.IH2507 |
-0.001878 |
-0.001898 |
0.00002 |
-0.002578 |
-0.000859 |
-0.207928 |
- |
2735.0 |
2740.2 |
- |
2742.068 |
20250718 |
3 |
401 |
| CFFEX.IH2508 |
-0.001878 |
-0.001389 |
-0.000488 |
-0.003963 |
-0.000172 |
-0.041702 |
- |
2731.2 |
2735.0 |
- |
2742.068 |
20250815 |
23 |
401 |
| CFFEX.IH2509 |
-0.001878 |
-0.00139 |
-0.000488 |
-0.004255 |
-0.000089 |
-0.021453 |
- |
2730.4 |
2734.2 |
- |
2742.068 |
20250919 |
48 |
401 |
| CFFEX.IH2512 |
-0.001878 |
-0.001462 |
-0.000415 |
-0.003963 |
-0.000037 |
-0.008964 |
- |
2731.2 |
2735.2 |
- |
2742.068 |
20251219 |
107 |
401 |
| CFFEX.IH2603 |
-0.001878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2742.068 |
20260320 |
171 |
401 |