|
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_20250721_151433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.009544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6614.606 |
20250620 |
0 |
404 |
| CFFEX.IM2507 |
0.009544 |
0.0 |
0.009544 |
-0.012095 |
-inf |
-inf |
- |
6534.6 |
6534.6 |
- |
6614.606 |
20250718 |
0 |
404 |
| CFFEX.IM2508 |
0.009544 |
0.007026 |
0.002518 |
-0.011944 |
-0.000597 |
-0.144524 |
- |
6535.6 |
6490.0 |
- |
6614.606 |
20250815 |
20 |
404 |
| CFFEX.IM2509 |
0.009544 |
0.007765 |
0.001779 |
-0.022859 |
-0.000508 |
-0.122933 |
- |
6463.4 |
6413.6 |
- |
6614.606 |
20250919 |
45 |
404 |
| CFFEX.IM2512 |
0.009544 |
0.007933 |
0.001611 |
-0.05107 |
-0.000491 |
-0.118835 |
- |
6276.8 |
6227.4 |
- |
6614.606 |
20251219 |
104 |
404 |
| CFFEX.IM2603 |
0.009544 |
- |
- |
-0.074956 |
-0.000446 |
-0.107973 |
- |
6118.8 |
- |
- |
6614.606 |
20260320 |
168 |
404 |
| CFFEX.IC2506 |
0.010301 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6162.440 |
20250620 |
0 |
404 |
| CFFEX.IC2507 |
0.010301 |
0.0 |
0.010301 |
-0.012372 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6162.440 |
20250718 |
0 |
404 |
| CFFEX.IC2508 |
0.010301 |
0.008688 |
0.001612 |
-0.009061 |
-0.000453 |
-0.109642 |
- |
6106.6 |
6054.0 |
- |
6162.440 |
20250815 |
20 |
404 |
| CFFEX.IC2509 |
0.010301 |
0.009132 |
0.001168 |
-0.017337 |
-0.000385 |
-0.093236 |
- |
6055.6 |
6000.8 |
- |
6162.440 |
20250919 |
45 |
404 |
| CFFEX.IC2512 |
0.010301 |
0.009706 |
0.000594 |
-0.037816 |
-0.000364 |
-0.087995 |
- |
5929.4 |
5872.4 |
- |
6162.440 |
20251219 |
104 |
404 |
| CFFEX.IC2603 |
0.010301 |
- |
- |
-0.056153 |
-0.000334 |
-0.080887 |
- |
5816.4 |
- |
- |
6162.440 |
20260320 |
168 |
404 |
| CFFEX.IF2506 |
0.006791 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4086.111 |
20250620 |
0 |
404 |
| CFFEX.IF2507 |
0.006791 |
- |
- |
- |
- |
- |
- |
- |
4050.6 |
- |
4086.111 |
20250718 |
0 |
404 |
| CFFEX.IF2508 |
0.006791 |
0.005032 |
0.001759 |
-0.002866 |
-0.000143 |
-0.034679 |
- |
4074.4 |
4054.0 |
- |
4086.111 |
20250815 |
20 |
404 |
| CFFEX.IF2509 |
0.006791 |
0.005691 |
0.001101 |
-0.005215 |
-0.000116 |
-0.028048 |
- |
4064.8 |
4041.8 |
- |
4086.111 |
20250919 |
45 |
404 |
| CFFEX.IF2512 |
0.006791 |
0.00694 |
-0.000149 |
-0.012851 |
-0.000124 |
-0.029904 |
- |
4033.6 |
4005.8 |
- |
4086.111 |
20251219 |
104 |
404 |
| CFFEX.IF2603 |
0.006791 |
- |
- |
-0.019018 |
-0.000113 |
-0.027395 |
- |
4008.4 |
- |
- |
4086.111 |
20260320 |
168 |
404 |
| CFFEX.IH2506 |
0.002921 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2772.592 |
20250620 |
0 |
404 |
| CFFEX.IH2507 |
0.002921 |
- |
- |
- |
- |
- |
- |
- |
2758.8 |
- |
2772.592 |
20250718 |
0 |
404 |
| CFFEX.IH2508 |
0.002921 |
0.001011 |
0.00191 |
-0.000574 |
-0.000029 |
-0.006948 |
- |
2771.0 |
2768.2 |
- |
2772.592 |
20250815 |
20 |
404 |
| CFFEX.IH2509 |
0.002921 |
0.001518 |
0.001403 |
-0.000502 |
-0.000011 |
-0.0027 |
- |
2771.2 |
2767.0 |
- |
2772.592 |
20250919 |
45 |
404 |
| CFFEX.IH2512 |
0.002921 |
0.00195 |
0.000971 |
0.000724 |
0.000007 |
0.001685 |
- |
2774.6 |
2769.2 |
- |
2772.592 |
20251219 |
104 |
404 |
| CFFEX.IH2603 |
0.002921 |
- |
- |
0.000796 |
0.000005 |
0.001147 |
- |
2774.8 |
- |
- |
2772.592 |
20260320 |
168 |
404 |