|
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_20250725_151437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.000927 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6707.333 |
20250620 |
0 |
408 |
| CFFEX.IM2507 |
0.000927 |
0.0 |
0.000927 |
-0.025753 |
-inf |
-inf |
- |
6534.6 |
6534.6 |
- |
6707.333 |
20250718 |
0 |
408 |
| CFFEX.IM2508 |
0.000927 |
-0.001138 |
0.002066 |
-0.005834 |
-0.000365 |
-0.088245 |
- |
6668.2 |
6675.8 |
- |
6707.333 |
20250815 |
16 |
408 |
| CFFEX.IM2509 |
0.000927 |
-0.001904 |
0.002831 |
-0.015108 |
-0.000368 |
-0.089173 |
- |
6606.0 |
6618.6 |
- |
6707.333 |
20250919 |
41 |
408 |
| CFFEX.IM2512 |
0.000927 |
-0.00174 |
0.002668 |
-0.042212 |
-0.000422 |
-0.102154 |
- |
6424.2 |
6435.4 |
- |
6707.333 |
20251219 |
100 |
408 |
| CFFEX.IM2603 |
0.000927 |
-0.00153 |
0.002457 |
-0.066156 |
-0.000403 |
-0.097621 |
- |
6263.6 |
6273.2 |
- |
6707.333 |
20260320 |
164 |
408 |
| CFFEX.IC2506 |
0.000962 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6299.655 |
20250620 |
0 |
408 |
| CFFEX.IC2507 |
0.000962 |
0.0 |
0.000962 |
-0.033884 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6299.655 |
20250718 |
0 |
408 |
| CFFEX.IC2508 |
0.000962 |
-0.001276 |
0.002238 |
-0.006041 |
-0.000378 |
-0.091367 |
- |
6261.6 |
6269.6 |
- |
6299.655 |
20250815 |
16 |
408 |
| CFFEX.IC2509 |
0.000962 |
-0.001606 |
0.002569 |
-0.013279 |
-0.000324 |
-0.07838 |
- |
6216.0 |
6226.0 |
- |
6299.655 |
20250919 |
41 |
408 |
| CFFEX.IC2512 |
0.000962 |
-0.002293 |
0.003256 |
-0.033185 |
-0.000332 |
-0.080308 |
- |
6090.6 |
6104.6 |
- |
6299.655 |
20251219 |
100 |
408 |
| CFFEX.IC2603 |
0.000962 |
-0.003701 |
0.004664 |
-0.05144 |
-0.000314 |
-0.075906 |
- |
5975.6 |
5997.8 |
- |
6299.655 |
20260320 |
164 |
408 |
| CFFEX.IF2506 |
-0.005124 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4127.777 |
20250620 |
0 |
408 |
| CFFEX.IF2507 |
-0.005124 |
0.0 |
-0.005124 |
-0.018697 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4127.777 |
20250718 |
0 |
408 |
| CFFEX.IF2508 |
-0.005124 |
-0.005836 |
0.000712 |
-0.001206 |
-0.000075 |
-0.018237 |
- |
4122.8 |
4147.0 |
- |
4127.777 |
20250815 |
16 |
408 |
| CFFEX.IF2509 |
-0.005124 |
-0.006085 |
0.000961 |
-0.002853 |
-0.00007 |
-0.01684 |
- |
4116.0 |
4141.2 |
- |
4127.777 |
20250919 |
41 |
408 |
| CFFEX.IF2512 |
-0.005124 |
-0.005594 |
0.00047 |
-0.009443 |
-0.000094 |
-0.022851 |
- |
4088.8 |
4111.8 |
- |
4127.777 |
20251219 |
100 |
408 |
| CFFEX.IF2603 |
-0.005124 |
-0.006759 |
0.001635 |
-0.017437 |
-0.000106 |
-0.025731 |
- |
4055.8 |
4083.4 |
- |
4127.777 |
20260320 |
164 |
408 |
| CFFEX.IH2506 |
-0.005773 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2796.207 |
20250620 |
0 |
408 |
| CFFEX.IH2507 |
-0.005773 |
0.0 |
-0.005773 |
-0.013378 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2796.207 |
20250718 |
0 |
408 |
| CFFEX.IH2508 |
-0.005773 |
-0.007033 |
0.00126 |
-0.000217 |
-0.000014 |
-0.003283 |
- |
2795.6 |
2815.4 |
- |
2796.207 |
20250815 |
16 |
408 |
| CFFEX.IH2509 |
-0.005773 |
-0.00703 |
0.001257 |
0.000212 |
0.000005 |
0.001252 |
- |
2796.8 |
2816.6 |
- |
2796.207 |
20250919 |
41 |
408 |
| CFFEX.IH2512 |
-0.005773 |
-0.007097 |
0.001324 |
0.000641 |
0.000006 |
0.001552 |
- |
2798.0 |
2818.0 |
- |
2796.207 |
20251219 |
100 |
408 |
| CFFEX.IH2603 |
-0.005773 |
-0.006033 |
0.00026 |
0.001714 |
0.00001 |
0.002529 |
- |
2801.0 |
2818.0 |
- |
2796.207 |
20260320 |
164 |
408 |