|
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_20250731_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2506 |
-0.008548 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6661.054 |
20250620 |
0 |
412 |
| CFFEX.IM2507 |
-0.008548 |
0.0 |
-0.008548 |
-0.018984 |
-inf |
-inf |
- |
6534.6 |
6534.6 |
- |
6661.054 |
20250718 |
0 |
412 |
| CFFEX.IM2508 |
-0.008548 |
-0.009497 |
0.00095 |
-0.007334 |
-0.000611 |
-0.147908 |
- |
6612.2 |
6675.6 |
- |
6661.054 |
20250815 |
12 |
412 |
| CFFEX.IM2509 |
-0.008548 |
-0.010024 |
0.001476 |
-0.018474 |
-0.000499 |
-0.120828 |
- |
6538.0 |
6604.2 |
- |
6661.054 |
20250919 |
37 |
412 |
| CFFEX.IM2512 |
-0.008548 |
-0.009883 |
0.001335 |
-0.046427 |
-0.000484 |
-0.117035 |
- |
6351.8 |
6415.2 |
- |
6661.054 |
20251219 |
96 |
412 |
| CFFEX.IM2603 |
-0.008548 |
-0.010624 |
0.002077 |
-0.071708 |
-0.000448 |
-0.108459 |
- |
6183.4 |
6249.8 |
- |
6661.054 |
20260320 |
160 |
412 |
| CFFEX.IC2506 |
-0.013942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6226.650 |
20250620 |
0 |
412 |
| CFFEX.IC2507 |
-0.013942 |
0.0 |
-0.013942 |
-0.022556 |
-inf |
-inf |
- |
6086.2 |
6086.2 |
- |
6226.650 |
20250718 |
0 |
412 |
| CFFEX.IC2508 |
-0.013942 |
-0.013363 |
-0.000579 |
-0.006304 |
-0.000525 |
-0.127122 |
- |
6187.4 |
6271.2 |
- |
6226.650 |
20250815 |
12 |
412 |
| CFFEX.IC2509 |
-0.013942 |
-0.014705 |
0.000764 |
-0.016486 |
-0.000446 |
-0.107825 |
- |
6124.0 |
6215.4 |
- |
6226.650 |
20250919 |
37 |
412 |
| CFFEX.IC2512 |
-0.013942 |
-0.016318 |
0.002377 |
-0.039644 |
-0.000413 |
-0.099936 |
- |
5979.8 |
6079.0 |
- |
6226.650 |
20251219 |
96 |
412 |
| CFFEX.IC2603 |
-0.013942 |
-0.017363 |
0.003421 |
-0.060201 |
-0.000376 |
-0.091054 |
- |
5851.8 |
5955.2 |
- |
6226.650 |
20260320 |
160 |
412 |
| CFFEX.IF2506 |
-0.018151 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4075.889 |
20250620 |
0 |
412 |
| CFFEX.IF2507 |
-0.018151 |
0.0 |
-0.018151 |
-0.006205 |
-inf |
-inf |
- |
4050.6 |
4050.6 |
- |
4075.889 |
20250718 |
0 |
412 |
| CFFEX.IF2508 |
-0.018151 |
-0.018471 |
0.00032 |
-0.001347 |
-0.000112 |
-0.027158 |
- |
4070.4 |
4147.0 |
- |
4075.889 |
20250815 |
12 |
412 |
| CFFEX.IF2509 |
-0.018151 |
-0.019195 |
0.001044 |
-0.004634 |
-0.000125 |
-0.030311 |
- |
4057.0 |
4136.4 |
- |
4075.889 |
20250919 |
37 |
412 |
| CFFEX.IF2512 |
-0.018151 |
-0.019293 |
0.001142 |
-0.01224 |
-0.000128 |
-0.030855 |
- |
4026.0 |
4105.2 |
- |
4075.889 |
20251219 |
96 |
412 |
| CFFEX.IF2603 |
-0.018151 |
-0.020567 |
0.002416 |
-0.020925 |
-0.000131 |
-0.031649 |
- |
3990.6 |
4074.4 |
- |
4075.889 |
20260320 |
160 |
412 |
| CFFEX.IH2506 |
-0.015427 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2775.858 |
20250620 |
0 |
412 |
| CFFEX.IH2507 |
-0.015427 |
0.0 |
-0.015427 |
-0.006145 |
-inf |
-inf |
- |
2758.8 |
2758.8 |
- |
2775.858 |
20250718 |
0 |
412 |
| CFFEX.IH2508 |
-0.015427 |
-0.015595 |
0.000169 |
0.000556 |
0.000046 |
0.011203 |
- |
2777.4 |
2821.4 |
- |
2775.858 |
20250815 |
12 |
412 |
| CFFEX.IH2509 |
-0.015427 |
-0.015248 |
-0.000178 |
0.000411 |
0.000011 |
0.002691 |
- |
2777.0 |
2820.0 |
- |
2775.858 |
20250919 |
37 |
412 |
| CFFEX.IH2512 |
-0.015427 |
-0.014751 |
-0.000676 |
0.000988 |
0.00001 |
0.00249 |
- |
2778.6 |
2820.2 |
- |
2775.858 |
20251219 |
96 |
412 |
| CFFEX.IH2603 |
-0.015427 |
-0.015452 |
0.000026 |
0.000772 |
0.000005 |
0.001167 |
- |
2778.0 |
2821.6 |
- |
2775.858 |
20260320 |
160 |
412 |