|
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_20250728_151422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.004054 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6733.800 |
20250620 |
0 |
409 |
| CFFEX.IM2507 |
0.004054 |
0.0 |
0.004054 |
-0.029582 |
-inf |
-inf |
- |
6534.6 |
6534.6 |
- |
6733.800 |
20250718 |
0 |
409 |
| CFFEX.IM2508 |
0.004054 |
0.00096 |
0.003094 |
-0.008791 |
-0.000586 |
-0.141836 |
- |
6674.6 |
6668.2 |
- |
6733.800 |
20250815 |
15 |
409 |
| CFFEX.IM2509 |
0.004054 |
-0.000575 |
0.004629 |
-0.019573 |
-0.000489 |
-0.118416 |
- |
6602.0 |
6605.8 |
- |
6733.800 |
20250919 |
40 |
409 |
| CFFEX.IM2512 |
0.004054 |
-0.000747 |
0.004801 |
-0.04669 |
-0.000472 |
-0.114131 |
- |
6419.4 |
6424.2 |
- |
6733.800 |
20251219 |
99 |
409 |
| CFFEX.IM2603 |
0.004054 |
-0.001181 |
0.005236 |
-0.070926 |
-0.000435 |
-0.105301 |
- |
6256.2 |
6263.6 |
- |
6733.800 |
20260320 |
163 |
409 |
| CFFEX.IC2506 |
0.004089 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6325.347 |
20250620 |
0 |
409 |
| CFFEX.IC2507 |
0.004089 |
0.0 |
0.004089 |
-0.037808 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6325.347 |
20250718 |
0 |
409 |
| CFFEX.IC2508 |
0.004089 |
0.002044 |
0.002044 |
-0.008118 |
-0.000541 |
-0.130965 |
- |
6274.0 |
6261.2 |
- |
6325.347 |
20250815 |
15 |
409 |
| CFFEX.IC2509 |
0.004089 |
0.000965 |
0.003123 |
-0.016339 |
-0.000408 |
-0.098848 |
- |
6222.0 |
6216.0 |
- |
6325.347 |
20250919 |
40 |
409 |
| CFFEX.IC2512 |
0.004089 |
0.000131 |
0.003957 |
-0.036986 |
-0.000374 |
-0.090409 |
- |
6091.4 |
6090.6 |
- |
6325.347 |
20251219 |
99 |
409 |
| CFFEX.IC2603 |
0.004089 |
-0.000435 |
0.004524 |
-0.055704 |
-0.000342 |
-0.082702 |
- |
5973.0 |
5975.6 |
- |
6325.347 |
20260320 |
163 |
409 |
| CFFEX.IF2506 |
0.003215 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4140.433 |
20250620 |
0 |
409 |
| CFFEX.IF2507 |
0.003215 |
0.0 |
0.003215 |
-0.021697 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4140.433 |
20250718 |
0 |
409 |
| CFFEX.IF2508 |
0.003215 |
0.002037 |
0.001178 |
-0.00223 |
-0.000149 |
-0.035977 |
- |
4131.2 |
4122.8 |
- |
4140.433 |
20250815 |
15 |
409 |
| CFFEX.IF2509 |
0.003215 |
0.001458 |
0.001757 |
-0.004452 |
-0.000111 |
-0.026934 |
- |
4122.0 |
4116.0 |
- |
4140.433 |
20250919 |
40 |
409 |
| CFFEX.IF2512 |
0.003215 |
0.000489 |
0.002726 |
-0.011987 |
-0.000121 |
-0.029303 |
- |
4090.8 |
4088.8 |
- |
4140.433 |
20251219 |
99 |
409 |
| CFFEX.IF2603 |
0.003215 |
0.000296 |
0.002919 |
-0.020151 |
-0.000124 |
-0.029917 |
- |
4057.0 |
4055.8 |
- |
4140.433 |
20260320 |
163 |
409 |
| CFFEX.IH2506 |
0.003592 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2805.555 |
20250620 |
0 |
409 |
| CFFEX.IH2507 |
0.003592 |
0.0 |
0.003592 |
-0.016665 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2805.555 |
20250718 |
0 |
409 |
| CFFEX.IH2508 |
0.003592 |
0.00372 |
-0.000128 |
0.000159 |
0.000011 |
0.002559 |
- |
2806.0 |
2795.6 |
- |
2805.555 |
20250815 |
15 |
409 |
| CFFEX.IH2509 |
0.003592 |
0.003218 |
0.000374 |
0.000087 |
0.000002 |
0.000528 |
- |
2805.8 |
2796.8 |
- |
2805.555 |
20250919 |
40 |
409 |
| CFFEX.IH2512 |
0.003592 |
0.00336 |
0.000233 |
0.000658 |
0.000007 |
0.001608 |
- |
2807.4 |
2798.0 |
- |
2805.555 |
20251219 |
99 |
409 |
| CFFEX.IH2603 |
0.003592 |
0.00307 |
0.000522 |
0.001442 |
0.000009 |
0.002141 |
- |
2809.6 |
2801.0 |
- |
2805.555 |
20260320 |
163 |
409 |