|
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_20250723_135514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.001391 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6646.339 |
20250620 |
0 |
406 |
| CFFEX.IM2507 |
0.001391 |
- |
- |
- |
- |
- |
- |
- |
6534.6 |
- |
6646.339 |
20250718 |
0 |
406 |
| CFFEX.IM2508 |
0.001391 |
0.002064 |
-0.000672 |
-0.00643 |
-0.000357 |
-0.086454 |
- |
6603.6 |
6590.0 |
- |
6646.339 |
20250815 |
18 |
406 |
| CFFEX.IM2509 |
0.001391 |
0.002763 |
-0.001371 |
-0.016993 |
-0.000395 |
-0.095633 |
- |
6533.4 |
6515.4 |
- |
6646.339 |
20250919 |
43 |
406 |
| CFFEX.IM2512 |
0.001391 |
0.003001 |
-0.00161 |
-0.044587 |
-0.000437 |
-0.105784 |
- |
6350.0 |
6331.0 |
- |
6646.339 |
20251219 |
102 |
406 |
| CFFEX.IM2603 |
0.001391 |
0.003175 |
-0.001784 |
-0.068299 |
-0.000411 |
-0.099569 |
- |
6192.4 |
6172.8 |
- |
6646.339 |
20260320 |
166 |
406 |
| CFFEX.IC2506 |
0.003036 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6232.274 |
20250620 |
0 |
406 |
| CFFEX.IC2507 |
0.003036 |
0.0 |
0.003036 |
-0.023438 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6232.274 |
20250718 |
0 |
406 |
| CFFEX.IC2508 |
0.003036 |
0.002814 |
0.000222 |
-0.005082 |
-0.000282 |
-0.068328 |
- |
6200.6 |
6183.2 |
- |
6232.274 |
20250815 |
18 |
406 |
| CFFEX.IC2509 |
0.003036 |
0.003948 |
-0.000912 |
-0.012624 |
-0.000294 |
-0.071045 |
- |
6153.6 |
6129.4 |
- |
6232.274 |
20250919 |
43 |
406 |
| CFFEX.IC2512 |
0.003036 |
0.004199 |
-0.001163 |
-0.033034 |
-0.000324 |
-0.078374 |
- |
6026.4 |
6001.2 |
- |
6232.274 |
20251219 |
102 |
406 |
| CFFEX.IC2603 |
0.003036 |
0.003906 |
-0.00087 |
-0.051518 |
-0.00031 |
-0.075104 |
- |
5911.2 |
5888.2 |
- |
6232.274 |
20260320 |
166 |
406 |
| CFFEX.IF2506 |
0.003945 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4135.209 |
20250620 |
0 |
406 |
| CFFEX.IF2507 |
0.003945 |
0.0 |
0.003945 |
-0.020461 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4135.209 |
20250718 |
0 |
406 |
| CFFEX.IF2508 |
0.003945 |
0.003302 |
0.000643 |
-0.000679 |
-0.000038 |
-0.009133 |
- |
4132.4 |
4118.8 |
- |
4135.209 |
20250815 |
18 |
406 |
| CFFEX.IF2509 |
0.003945 |
0.003698 |
0.000247 |
-0.002469 |
-0.000057 |
-0.013894 |
- |
4125.0 |
4109.8 |
- |
4135.209 |
20250919 |
43 |
406 |
| CFFEX.IF2512 |
0.003945 |
0.004907 |
-0.000961 |
-0.009433 |
-0.000092 |
-0.022381 |
- |
4096.2 |
4076.2 |
- |
4135.209 |
20251219 |
102 |
406 |
| CFFEX.IF2603 |
0.003945 |
0.004645 |
-0.000699 |
-0.01664 |
-0.0001 |
-0.024258 |
- |
4066.4 |
4047.6 |
- |
4135.209 |
20260320 |
166 |
406 |
| CFFEX.IH2506 |
0.005656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2807.975 |
20250620 |
0 |
406 |
| CFFEX.IH2507 |
0.005656 |
0.0 |
0.005656 |
-0.017513 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2807.975 |
20250718 |
0 |
406 |
| CFFEX.IH2508 |
0.005656 |
0.005224 |
0.000432 |
0.000507 |
0.000028 |
0.006823 |
- |
2809.4 |
2794.8 |
- |
2807.975 |
20250815 |
18 |
406 |
| CFFEX.IH2509 |
0.005656 |
0.004863 |
0.000793 |
0.000864 |
0.00002 |
0.00486 |
- |
2810.4 |
2796.8 |
- |
2807.975 |
20250919 |
43 |
406 |
| CFFEX.IH2512 |
0.005656 |
0.005145 |
0.000511 |
0.00179 |
0.000018 |
0.004246 |
- |
2813.0 |
2798.6 |
- |
2807.975 |
20251219 |
102 |
406 |
| CFFEX.IH2603 |
0.005656 |
0.005359 |
0.000297 |
0.002074 |
0.000012 |
0.003024 |
- |
2813.8 |
2798.8 |
- |
2807.975 |
20260320 |
166 |
406 |