|
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_20250730_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
-0.008242 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6718.056 |
20250620 |
0 |
411 |
| CFFEX.IM2507 |
-0.008242 |
- |
- |
- |
- |
- |
- |
- |
6534.6 |
- |
6718.056 |
20250718 |
0 |
411 |
| CFFEX.IM2508 |
-0.008242 |
-0.008231 |
-0.000011 |
-0.00632 |
-0.000486 |
-0.117643 |
- |
6675.6 |
6731.0 |
- |
6718.056 |
20250815 |
13 |
411 |
| CFFEX.IM2509 |
-0.008242 |
-0.008676 |
0.000434 |
-0.016948 |
-0.000446 |
-0.10793 |
- |
6604.2 |
6662.0 |
- |
6718.056 |
20250919 |
38 |
411 |
| CFFEX.IM2512 |
-0.008242 |
-0.008746 |
0.000504 |
-0.045081 |
-0.000465 |
-0.11247 |
- |
6415.2 |
6471.8 |
- |
6718.056 |
20251219 |
97 |
411 |
| CFFEX.IM2603 |
-0.008242 |
-0.008912 |
0.00067 |
-0.069701 |
-0.000433 |
-0.104768 |
- |
6249.8 |
6306.0 |
- |
6718.056 |
20260320 |
161 |
411 |
| CFFEX.IC2506 |
-0.006748 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6313.240 |
20250620 |
0 |
411 |
| CFFEX.IC2507 |
-0.006748 |
0.0 |
-0.006748 |
-0.035963 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6313.240 |
20250718 |
0 |
411 |
| CFFEX.IC2508 |
-0.006748 |
-0.007376 |
0.000628 |
-0.006659 |
-0.000512 |
-0.12396 |
- |
6271.2 |
6317.8 |
- |
6313.240 |
20250815 |
13 |
411 |
| CFFEX.IC2509 |
-0.006748 |
-0.0076 |
0.000852 |
-0.015498 |
-0.000408 |
-0.098695 |
- |
6215.4 |
6263.0 |
- |
6313.240 |
20250919 |
38 |
411 |
| CFFEX.IC2512 |
-0.006748 |
-0.007154 |
0.000405 |
-0.037103 |
-0.000383 |
-0.092566 |
- |
6079.0 |
6122.8 |
- |
6313.240 |
20251219 |
97 |
411 |
| CFFEX.IC2603 |
-0.006748 |
-0.006871 |
0.000123 |
-0.056713 |
-0.000352 |
-0.085245 |
- |
5955.2 |
5996.4 |
- |
6313.240 |
20260320 |
161 |
411 |
| CFFEX.IF2506 |
-0.000212 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4151.144 |
20250620 |
0 |
411 |
| CFFEX.IF2507 |
-0.000212 |
0.0 |
-0.000212 |
-0.024221 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4151.144 |
20250718 |
0 |
411 |
| CFFEX.IF2508 |
-0.000212 |
-0.001397 |
0.001185 |
-0.000998 |
-0.000077 |
-0.018583 |
- |
4147.0 |
4152.8 |
- |
4151.144 |
20250815 |
13 |
411 |
| CFFEX.IF2509 |
-0.000212 |
-0.001207 |
0.000995 |
-0.003552 |
-0.000093 |
-0.022619 |
- |
4136.4 |
4141.4 |
- |
4151.144 |
20250919 |
38 |
411 |
| CFFEX.IF2512 |
-0.000212 |
-0.001168 |
0.000956 |
-0.011068 |
-0.000114 |
-0.027612 |
- |
4105.2 |
4110.0 |
- |
4151.144 |
20251219 |
97 |
411 |
| CFFEX.IF2603 |
-0.000212 |
-0.00103 |
0.000818 |
-0.018487 |
-0.000115 |
-0.027789 |
- |
4074.4 |
4078.6 |
- |
4151.144 |
20260320 |
161 |
411 |
| CFFEX.IH2506 |
0.003739 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2819.092 |
20250620 |
0 |
411 |
| CFFEX.IH2507 |
0.003739 |
0.0 |
0.003739 |
-0.021387 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2819.092 |
20250718 |
0 |
411 |
| CFFEX.IH2508 |
0.003739 |
0.003129 |
0.00061 |
0.000819 |
0.000063 |
0.01524 |
- |
2821.4 |
2812.6 |
- |
2819.092 |
20250815 |
13 |
411 |
| CFFEX.IH2509 |
0.003739 |
0.002132 |
0.001606 |
0.000322 |
0.000008 |
0.002051 |
- |
2820.0 |
2814.0 |
- |
2819.092 |
20250919 |
38 |
411 |
| CFFEX.IH2512 |
0.003739 |
0.001847 |
0.001891 |
0.000393 |
0.000004 |
0.000981 |
- |
2820.2 |
2815.0 |
- |
2819.092 |
20251219 |
97 |
411 |
| CFFEX.IH2603 |
0.003739 |
0.001989 |
0.00175 |
0.00089 |
0.000006 |
0.001337 |
- |
2821.6 |
2816.0 |
- |
2819.092 |
20260320 |
161 |
411 |