|
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_20250717_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.011304 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6535.108 |
20250620 |
0 |
402 |
| CFFEX.IM2507 |
0.011304 |
0.014369 |
-0.003065 |
0.00029 |
0.000145 |
0.035031 |
- |
6537.0 |
6444.4 |
- |
6535.108 |
20250718 |
2 |
402 |
| CFFEX.IM2508 |
0.011304 |
0.014625 |
-0.003321 |
-0.010575 |
-0.000481 |
-0.116324 |
- |
6466.0 |
6372.8 |
- |
6535.108 |
20250815 |
22 |
402 |
| CFFEX.IM2509 |
0.011304 |
0.014671 |
-0.003368 |
-0.022143 |
-0.000471 |
-0.114014 |
- |
6390.4 |
6298.0 |
- |
6535.108 |
20250919 |
47 |
402 |
| CFFEX.IM2512 |
0.011304 |
0.014524 |
-0.00322 |
-0.050819 |
-0.000479 |
-0.116021 |
- |
6203.0 |
6114.2 |
- |
6535.108 |
20251219 |
106 |
402 |
| CFFEX.IM2603 |
0.011304 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6535.108 |
20260320 |
170 |
402 |
| CFFEX.IC2506 |
0.010705 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6081.609 |
20250620 |
0 |
402 |
| CFFEX.IC2507 |
0.010705 |
0.012619 |
-0.001914 |
0.00013 |
0.000065 |
0.015738 |
- |
6082.4 |
6006.6 |
- |
6081.609 |
20250718 |
2 |
402 |
| CFFEX.IC2508 |
0.010705 |
0.013614 |
-0.002909 |
-0.008387 |
-0.000381 |
-0.092262 |
- |
6030.6 |
5949.6 |
- |
6081.609 |
20250815 |
22 |
402 |
| CFFEX.IC2509 |
0.010705 |
0.014045 |
-0.00334 |
-0.017036 |
-0.000362 |
-0.08772 |
- |
5978.0 |
5895.2 |
- |
6081.609 |
20250919 |
47 |
402 |
| CFFEX.IC2512 |
0.010705 |
0.014253 |
-0.003548 |
-0.038182 |
-0.00036 |
-0.087171 |
- |
5849.4 |
5767.2 |
- |
6081.609 |
20251219 |
106 |
402 |
| CFFEX.IC2603 |
0.010705 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6081.609 |
20260320 |
170 |
402 |
| CFFEX.IF2506 |
0.006697 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4034.037 |
20250620 |
0 |
402 |
| CFFEX.IF2507 |
0.006697 |
0.008204 |
-0.001507 |
-0.000802 |
-0.000401 |
-0.097093 |
- |
4030.8 |
3998.0 |
- |
4034.037 |
20250718 |
2 |
402 |
| CFFEX.IF2508 |
0.006697 |
0.009637 |
-0.00294 |
-0.002736 |
-0.000124 |
-0.030096 |
- |
4023.0 |
3984.6 |
- |
4034.037 |
20250815 |
22 |
402 |
| CFFEX.IF2509 |
0.006697 |
0.010274 |
-0.003578 |
-0.005512 |
-0.000117 |
-0.028383 |
- |
4011.8 |
3971.0 |
- |
4034.037 |
20250919 |
47 |
402 |
| CFFEX.IF2512 |
0.006697 |
0.009244 |
-0.002547 |
-0.014833 |
-0.00014 |
-0.033864 |
- |
3974.2 |
3937.8 |
- |
4034.037 |
20251219 |
106 |
402 |
| CFFEX.IF2603 |
0.006697 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4034.037 |
20260320 |
170 |
402 |
| CFFEX.IH2506 |
0.001332 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2744.552 |
20250620 |
0 |
402 |
| CFFEX.IH2507 |
0.001332 |
0.003951 |
-0.002619 |
-0.000055 |
-0.000028 |
-0.006701 |
- |
2744.4 |
2733.6 |
- |
2744.552 |
20250718 |
2 |
402 |
| CFFEX.IH2508 |
0.001332 |
0.003954 |
-0.002622 |
-0.00093 |
-0.000042 |
-0.010228 |
- |
2742.0 |
2731.2 |
- |
2744.552 |
20250815 |
22 |
402 |
| CFFEX.IH2509 |
0.001332 |
0.004029 |
-0.002697 |
-0.001148 |
-0.000024 |
-0.005913 |
- |
2741.4 |
2730.4 |
- |
2744.552 |
20250919 |
47 |
402 |
| CFFEX.IH2512 |
0.001332 |
0.004613 |
-0.003281 |
-0.000274 |
-0.000003 |
-0.000626 |
- |
2743.8 |
2731.2 |
- |
2744.552 |
20251219 |
106 |
402 |
| CFFEX.IH2603 |
0.001332 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2744.552 |
20260320 |
170 |
402 |