|
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_20250722_151427 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.003496 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6635.373 |
20250620 |
0 |
405 |
| CFFEX.IM2507 |
0.003496 |
0.0 |
0.003496 |
-0.015187 |
-inf |
-inf |
- |
6534.6 |
6534.6 |
- |
6635.373 |
20250718 |
0 |
405 |
| CFFEX.IM2508 |
0.003496 |
0.008324 |
-0.004828 |
-0.006838 |
-0.00036 |
-0.087095 |
- |
6590.0 |
6535.6 |
- |
6635.373 |
20250815 |
19 |
405 |
| CFFEX.IM2509 |
0.003496 |
0.008138 |
-0.004643 |
-0.018021 |
-0.00041 |
-0.099113 |
- |
6515.8 |
6463.2 |
- |
6635.373 |
20250919 |
44 |
405 |
| CFFEX.IM2512 |
0.003496 |
0.008635 |
-0.005139 |
-0.045871 |
-0.000445 |
-0.107775 |
- |
6331.0 |
6276.8 |
- |
6635.373 |
20251219 |
103 |
405 |
| CFFEX.IM2603 |
0.003496 |
0.008825 |
-0.00533 |
-0.069713 |
-0.000417 |
-0.101022 |
- |
6172.8 |
6118.8 |
- |
6635.373 |
20260320 |
167 |
405 |
| CFFEX.IC2506 |
0.008141 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6211.468 |
20250620 |
0 |
405 |
| CFFEX.IC2507 |
0.008141 |
0.0 |
0.008141 |
-0.020167 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6211.468 |
20250718 |
0 |
405 |
| CFFEX.IC2508 |
0.008141 |
0.012544 |
-0.004403 |
-0.004551 |
-0.00024 |
-0.057965 |
- |
6183.2 |
6106.6 |
- |
6211.468 |
20250815 |
19 |
405 |
| CFFEX.IC2509 |
0.008141 |
0.012121 |
-0.00398 |
-0.013277 |
-0.000302 |
-0.073022 |
- |
6129.0 |
6055.6 |
- |
6211.468 |
20250919 |
44 |
405 |
| CFFEX.IC2512 |
0.008141 |
0.012109 |
-0.003968 |
-0.033852 |
-0.000329 |
-0.079535 |
- |
6001.2 |
5929.4 |
- |
6211.468 |
20251219 |
103 |
405 |
| CFFEX.IC2603 |
0.008141 |
0.012344 |
-0.004203 |
-0.052044 |
-0.000312 |
-0.075417 |
- |
5888.2 |
5816.4 |
- |
6211.468 |
20260320 |
167 |
405 |
| CFFEX.IF2506 |
0.007942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4118.055 |
20250620 |
0 |
405 |
| CFFEX.IF2507 |
0.007942 |
0.0 |
0.007942 |
-0.01638 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4118.055 |
20250718 |
0 |
405 |
| CFFEX.IF2508 |
0.007942 |
0.010799 |
-0.002857 |
0.000132 |
0.000007 |
0.001686 |
- |
4118.6 |
4074.6 |
- |
4118.055 |
20250815 |
19 |
405 |
| CFFEX.IF2509 |
0.007942 |
0.011071 |
-0.003129 |
-0.002005 |
-0.000046 |
-0.011025 |
- |
4109.8 |
4064.8 |
- |
4118.055 |
20250919 |
44 |
405 |
| CFFEX.IF2512 |
0.007942 |
0.010561 |
-0.002619 |
-0.010164 |
-0.000099 |
-0.02388 |
- |
4076.2 |
4033.6 |
- |
4118.055 |
20251219 |
103 |
405 |
| CFFEX.IF2603 |
0.007942 |
0.009779 |
-0.001837 |
-0.017109 |
-0.000102 |
-0.024792 |
- |
4047.6 |
4008.4 |
- |
4118.055 |
20260320 |
167 |
405 |
| CFFEX.IH2506 |
0.006896 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2791.357 |
20250620 |
0 |
405 |
| CFFEX.IH2507 |
0.006896 |
- |
- |
- |
- |
- |
- |
- |
2758.8 |
- |
2791.357 |
20250718 |
0 |
405 |
| CFFEX.IH2508 |
0.006896 |
0.008589 |
-0.001693 |
0.001233 |
0.000065 |
0.01571 |
- |
2794.8 |
2771.0 |
- |
2791.357 |
20250815 |
19 |
405 |
| CFFEX.IH2509 |
0.006896 |
0.009238 |
-0.002341 |
0.00195 |
0.000044 |
0.010725 |
- |
2796.8 |
2771.2 |
- |
2791.357 |
20250919 |
44 |
405 |
| CFFEX.IH2512 |
0.006896 |
0.00865 |
-0.001753 |
0.002595 |
0.000025 |
0.006097 |
- |
2798.6 |
2774.6 |
- |
2791.357 |
20251219 |
103 |
405 |
| CFFEX.IH2603 |
0.006896 |
0.008649 |
-0.001753 |
0.002666 |
0.000016 |
0.003864 |
- |
2798.8 |
2774.8 |
- |
2791.357 |
20260320 |
167 |
405 |