|
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_20250729_151409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
0.006406 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6773.089 |
20250620 |
0 |
410 |
| CFFEX.IM2507 |
0.006406 |
- |
- |
- |
- |
- |
- |
- |
6534.6 |
- |
6773.089 |
20250718 |
0 |
410 |
| CFFEX.IM2508 |
0.006406 |
0.00845 |
-0.002044 |
-0.006214 |
-0.000444 |
-0.107416 |
- |
6731.0 |
6674.6 |
- |
6773.089 |
20250815 |
14 |
410 |
| CFFEX.IM2509 |
0.006406 |
0.009088 |
-0.002682 |
-0.016402 |
-0.000421 |
-0.101774 |
- |
6662.0 |
6602.0 |
- |
6773.089 |
20250919 |
39 |
410 |
| CFFEX.IM2512 |
0.006406 |
0.008163 |
-0.001757 |
-0.044483 |
-0.000454 |
-0.109846 |
- |
6471.8 |
6419.4 |
- |
6773.089 |
20251219 |
98 |
410 |
| CFFEX.IM2603 |
0.006406 |
0.00796 |
-0.001554 |
-0.068962 |
-0.000426 |
-0.103018 |
- |
6306.0 |
6256.2 |
- |
6773.089 |
20260320 |
162 |
410 |
| CFFEX.IC2506 |
0.005029 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6355.222 |
20250620 |
0 |
410 |
| CFFEX.IC2507 |
0.005029 |
0.0 |
0.005029 |
-0.042331 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6355.222 |
20250718 |
0 |
410 |
| CFFEX.IC2508 |
0.005029 |
0.006981 |
-0.001952 |
-0.005888 |
-0.000421 |
-0.101785 |
- |
6317.8 |
6274.0 |
- |
6355.222 |
20250815 |
14 |
410 |
| CFFEX.IC2509 |
0.005029 |
0.00659 |
-0.00156 |
-0.014511 |
-0.000372 |
-0.090044 |
- |
6263.0 |
6222.0 |
- |
6355.222 |
20250919 |
39 |
410 |
| CFFEX.IC2512 |
0.005029 |
0.005155 |
-0.000126 |
-0.036572 |
-0.000373 |
-0.09031 |
- |
6122.8 |
6091.4 |
- |
6355.222 |
20251219 |
98 |
410 |
| CFFEX.IC2603 |
0.005029 |
0.003918 |
0.001112 |
-0.056461 |
-0.000349 |
-0.084343 |
- |
5996.4 |
5973.0 |
- |
6355.222 |
20260320 |
162 |
410 |
| CFFEX.IF2506 |
0.004233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4153.331 |
20250620 |
0 |
410 |
| CFFEX.IF2507 |
0.004233 |
0.0 |
0.004233 |
-0.024735 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4153.331 |
20250718 |
0 |
410 |
| CFFEX.IF2508 |
0.004233 |
0.005229 |
-0.000996 |
-0.000128 |
-0.000009 |
-0.00221 |
- |
4152.8 |
4131.2 |
- |
4153.331 |
20250815 |
14 |
410 |
| CFFEX.IF2509 |
0.004233 |
0.004706 |
-0.000473 |
-0.002873 |
-0.000074 |
-0.017825 |
- |
4141.4 |
4122.0 |
- |
4153.331 |
20250919 |
39 |
410 |
| CFFEX.IF2512 |
0.004233 |
0.004693 |
-0.00046 |
-0.010433 |
-0.000106 |
-0.025763 |
- |
4110.0 |
4090.8 |
- |
4153.331 |
20251219 |
98 |
410 |
| CFFEX.IF2603 |
0.004233 |
0.005324 |
-0.001091 |
-0.017993 |
-0.000111 |
-0.026878 |
- |
4078.6 |
4057.0 |
- |
4153.331 |
20260320 |
162 |
410 |
| CFFEX.IH2506 |
0.002406 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2809.510 |
20250620 |
0 |
410 |
| CFFEX.IH2507 |
0.002406 |
0.0 |
0.002406 |
-0.018049 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2809.510 |
20250718 |
0 |
410 |
| CFFEX.IH2508 |
0.002406 |
0.002352 |
0.000054 |
0.0011 |
0.000079 |
0.019011 |
- |
2812.6 |
2806.0 |
- |
2809.510 |
20250815 |
14 |
410 |
| CFFEX.IH2509 |
0.002406 |
0.002923 |
-0.000517 |
0.001598 |
0.000041 |
0.009917 |
- |
2814.0 |
2805.8 |
- |
2809.510 |
20250919 |
39 |
410 |
| CFFEX.IH2512 |
0.002406 |
0.002707 |
-0.000301 |
0.001954 |
0.00002 |
0.004825 |
- |
2815.0 |
2807.4 |
- |
2809.510 |
20251219 |
98 |
410 |
| CFFEX.IH2603 |
0.002406 |
0.002278 |
0.000128 |
0.00231 |
0.000014 |
0.003451 |
- |
2816.0 |
2809.6 |
- |
2809.510 |
20260320 |
162 |
410 |