|
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_20250724_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.014008 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6699.777 |
20250620 |
0 |
407 |
| CFFEX.IM2507 |
0.014008 |
0.0 |
0.014008 |
-0.024654 |
-inf |
-inf |
- |
6534.6 |
6534.6 |
- |
6699.777 |
20250718 |
0 |
407 |
| CFFEX.IM2508 |
0.014008 |
0.016229 |
-0.002221 |
-0.003698 |
-0.000218 |
-0.052645 |
- |
6675.0 |
6568.4 |
- |
6699.777 |
20250815 |
17 |
407 |
| CFFEX.IM2509 |
0.014008 |
0.018246 |
-0.004238 |
-0.012116 |
-0.000288 |
-0.069813 |
- |
6618.6 |
6500.0 |
- |
6699.777 |
20250919 |
42 |
407 |
| CFFEX.IM2512 |
0.014008 |
0.018453 |
-0.004444 |
-0.039461 |
-0.000391 |
-0.094549 |
- |
6435.4 |
6318.8 |
- |
6699.777 |
20251219 |
101 |
407 |
| CFFEX.IM2603 |
0.014008 |
0.018279 |
-0.004271 |
-0.06376 |
-0.000386 |
-0.093514 |
- |
6272.6 |
6160.0 |
- |
6699.777 |
20260320 |
165 |
407 |
| CFFEX.IC2506 |
0.015362 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6291.951 |
20250620 |
0 |
407 |
| CFFEX.IC2507 |
0.015362 |
0.0 |
0.015362 |
-0.032701 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6291.951 |
20250718 |
0 |
407 |
| CFFEX.IC2508 |
0.015362 |
0.016901 |
-0.001539 |
-0.003552 |
-0.000209 |
-0.050568 |
- |
6269.6 |
6165.4 |
- |
6291.951 |
20250815 |
17 |
407 |
| CFFEX.IC2509 |
0.015362 |
0.017582 |
-0.00222 |
-0.010228 |
-0.000244 |
-0.05893 |
- |
6227.6 |
6120.0 |
- |
6291.951 |
20250919 |
42 |
407 |
| CFFEX.IC2512 |
0.015362 |
0.018078 |
-0.002716 |
-0.029776 |
-0.000295 |
-0.071345 |
- |
6104.6 |
5996.2 |
- |
6291.951 |
20251219 |
101 |
407 |
| CFFEX.IC2603 |
0.015362 |
0.019029 |
-0.003667 |
-0.04675 |
-0.000283 |
-0.068567 |
- |
5997.8 |
5885.8 |
- |
6291.951 |
20260320 |
165 |
407 |
| CFFEX.IF2506 |
0.006778 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4147.694 |
20250620 |
0 |
407 |
| CFFEX.IF2507 |
0.006778 |
0.0 |
0.006778 |
-0.023409 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4147.694 |
20250718 |
0 |
407 |
| CFFEX.IF2508 |
0.006778 |
0.007434 |
-0.000655 |
-0.000167 |
-0.00001 |
-0.002382 |
- |
4147.0 |
4116.4 |
- |
4147.694 |
20250815 |
17 |
407 |
| CFFEX.IF2509 |
0.006778 |
0.007787 |
-0.001009 |
-0.001566 |
-0.000037 |
-0.009021 |
- |
4141.2 |
4109.2 |
- |
4147.694 |
20250919 |
42 |
407 |
| CFFEX.IF2512 |
0.006778 |
0.007992 |
-0.001213 |
-0.008654 |
-0.000086 |
-0.020735 |
- |
4111.8 |
4079.2 |
- |
4147.694 |
20251219 |
101 |
407 |
| CFFEX.IF2603 |
0.006778 |
0.008099 |
-0.00132 |
-0.015646 |
-0.000095 |
-0.022947 |
- |
4082.8 |
4050.0 |
- |
4147.694 |
20260320 |
165 |
407 |
| CFFEX.IH2506 |
0.003538 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2811.112 |
20250620 |
0 |
407 |
| CFFEX.IH2507 |
0.003538 |
0.0 |
0.003538 |
-0.018609 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2811.112 |
20250718 |
0 |
407 |
| CFFEX.IH2508 |
0.003538 |
0.004926 |
-0.001387 |
0.001525 |
0.00009 |
0.021714 |
- |
2815.4 |
2801.6 |
- |
2811.112 |
20250815 |
17 |
407 |
| CFFEX.IH2509 |
0.003538 |
0.004924 |
-0.001385 |
0.001952 |
0.000046 |
0.011249 |
- |
2816.6 |
2802.8 |
- |
2811.112 |
20250919 |
42 |
407 |
| CFFEX.IH2512 |
0.003538 |
0.004706 |
-0.001168 |
0.00245 |
0.000024 |
0.005871 |
- |
2818.0 |
2804.8 |
- |
2811.112 |
20251219 |
101 |
407 |
| CFFEX.IH2603 |
0.003538 |
0.00442 |
-0.000881 |
0.00245 |
0.000015 |
0.003594 |
- |
2818.0 |
2805.6 |
- |
2811.112 |
20260320 |
165 |
407 |