|
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_20250718_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.002419 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6551.478 |
20250620 |
0 |
403 |
| CFFEX.IM2507 |
0.002419 |
-0.000367 |
0.002786 |
-0.002576 |
-0.002576 |
-0.623443 |
- |
6534.6 |
6537.0 |
- |
6551.478 |
20250718 |
1 |
403 |
| CFFEX.IM2508 |
0.002419 |
0.003712 |
-0.001293 |
-0.009384 |
-0.000447 |
-0.108138 |
- |
6490.0 |
6466.0 |
- |
6551.478 |
20250815 |
21 |
403 |
| CFFEX.IM2509 |
0.002419 |
0.00363 |
-0.001212 |
-0.021045 |
-0.000458 |
-0.110717 |
- |
6413.6 |
6390.4 |
- |
6551.478 |
20250919 |
46 |
403 |
| CFFEX.IM2512 |
0.002419 |
0.003998 |
-0.00158 |
-0.049405 |
-0.000471 |
-0.113868 |
- |
6227.8 |
6203.0 |
- |
6551.478 |
20251219 |
105 |
403 |
| CFFEX.IM2603 |
0.002419 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6551.478 |
20260320 |
169 |
403 |
| CFFEX.IC2506 |
0.002803 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6099.513 |
20250620 |
0 |
403 |
| CFFEX.IC2507 |
0.002803 |
0.000625 |
0.002178 |
-0.002183 |
-0.002183 |
-0.528197 |
- |
6086.2 |
6082.4 |
- |
6099.513 |
20250718 |
1 |
403 |
| CFFEX.IC2508 |
0.002803 |
0.00388 |
-0.001077 |
-0.007462 |
-0.000355 |
-0.085988 |
- |
6054.0 |
6030.6 |
- |
6099.513 |
20250815 |
21 |
403 |
| CFFEX.IC2509 |
0.002803 |
0.003814 |
-0.001011 |
-0.016184 |
-0.000352 |
-0.085141 |
- |
6000.8 |
5978.0 |
- |
6099.513 |
20250919 |
46 |
403 |
| CFFEX.IC2512 |
0.002803 |
0.003932 |
-0.001129 |
-0.037235 |
-0.000355 |
-0.085817 |
- |
5872.4 |
5849.4 |
- |
6099.513 |
20251219 |
105 |
403 |
| CFFEX.IC2603 |
0.002803 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6099.513 |
20260320 |
169 |
403 |
| CFFEX.IF2506 |
0.006264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4059.764 |
20250620 |
0 |
403 |
| CFFEX.IF2507 |
0.006264 |
0.004912 |
0.001352 |
-0.002257 |
-0.002257 |
-0.54626 |
- |
4050.6 |
4030.8 |
- |
4059.764 |
20250718 |
1 |
403 |
| CFFEX.IF2508 |
0.006264 |
0.007706 |
-0.001441 |
-0.00142 |
-0.000068 |
-0.016361 |
- |
4054.0 |
4023.0 |
- |
4059.764 |
20250815 |
21 |
403 |
| CFFEX.IF2509 |
0.006264 |
0.007478 |
-0.001214 |
-0.004425 |
-0.000096 |
-0.023279 |
- |
4041.8 |
4011.8 |
- |
4059.764 |
20250919 |
46 |
403 |
| CFFEX.IF2512 |
0.006264 |
0.007951 |
-0.001687 |
-0.013292 |
-0.000127 |
-0.030636 |
- |
4005.8 |
3974.2 |
- |
4059.764 |
20251219 |
105 |
403 |
| CFFEX.IF2603 |
0.006264 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4059.764 |
20260320 |
169 |
403 |
| CFFEX.IH2506 |
0.007847 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2765.794 |
20250620 |
0 |
403 |
| CFFEX.IH2507 |
0.007847 |
0.005247 |
0.0026 |
-0.002529 |
-0.002529 |
-0.611957 |
- |
2758.8 |
2744.4 |
- |
2765.794 |
20250718 |
1 |
403 |
| CFFEX.IH2508 |
0.007847 |
0.009555 |
-0.001708 |
0.00087 |
0.000041 |
0.010025 |
- |
2768.2 |
2742.0 |
- |
2765.794 |
20250815 |
21 |
403 |
| CFFEX.IH2509 |
0.007847 |
0.009411 |
-0.001564 |
0.000508 |
0.000011 |
0.002674 |
- |
2767.2 |
2741.4 |
- |
2765.794 |
20250919 |
46 |
403 |
| CFFEX.IH2512 |
0.007847 |
0.009257 |
-0.00141 |
0.001231 |
0.000012 |
0.002838 |
- |
2769.2 |
2743.8 |
- |
2765.794 |
20251219 |
105 |
403 |
| CFFEX.IH2603 |
0.007847 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2765.794 |
20260320 |
169 |
403 |