|
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_20250801_151506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.001631 |
- |
- |
- |
- |
- |
- |
- |
6534.6 |
- |
6672.050 |
20250718 |
0 |
413 |
| CFFEX.IM2508 |
0.001631 |
0.000696 |
0.000935 |
-0.008281 |
-0.000753 |
-0.182178 |
- |
6616.8 |
6612.2 |
- |
6672.050 |
20250815 |
11 |
413 |
| CFFEX.IM2509 |
0.001631 |
0.000734 |
0.000897 |
-0.019372 |
-0.000538 |
-0.130222 |
- |
6542.8 |
6538.0 |
- |
6672.050 |
20250919 |
36 |
413 |
| CFFEX.IM2510 |
0.001631 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6672.050 |
20251017 |
50 |
413 |
| CFFEX.IM2512 |
0.001631 |
0.001134 |
0.000497 |
-0.04692 |
-0.000494 |
-0.119522 |
- |
6359.0 |
6351.8 |
- |
6672.050 |
20251219 |
95 |
413 |
| CFFEX.IM2603 |
0.001631 |
0.000453 |
0.001178 |
-0.072819 |
-0.000458 |
-0.110831 |
- |
6186.2 |
6183.4 |
- |
6672.050 |
20260320 |
159 |
413 |
| CFFEX.IC2507 |
-0.001525 |
- |
- |
- |
- |
- |
- |
- |
6086.2 |
- |
6216.848 |
20250718 |
0 |
413 |
| CFFEX.IC2508 |
-0.001525 |
-0.003491 |
0.001966 |
-0.008211 |
-0.000746 |
-0.180647 |
- |
6165.8 |
6187.4 |
- |
6216.848 |
20250815 |
11 |
413 |
| CFFEX.IC2509 |
-0.001525 |
-0.003266 |
0.001741 |
-0.018152 |
-0.000504 |
-0.122022 |
- |
6104.0 |
6124.0 |
- |
6216.848 |
20250919 |
36 |
413 |
| CFFEX.IC2510 |
-0.001525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6216.848 |
20251017 |
50 |
413 |
| CFFEX.IC2512 |
-0.001525 |
-0.003813 |
0.002288 |
-0.041797 |
-0.00044 |
-0.106473 |
- |
5957.0 |
5979.8 |
- |
6216.848 |
20251219 |
95 |
413 |
| CFFEX.IC2603 |
-0.001525 |
-0.003896 |
0.002371 |
-0.062387 |
-0.000392 |
-0.094953 |
- |
5829.0 |
5851.8 |
- |
6216.848 |
20260320 |
159 |
413 |
| CFFEX.IF2507 |
-0.004217 |
- |
- |
- |
- |
- |
- |
- |
4050.6 |
- |
4058.404 |
20250718 |
0 |
413 |
| CFFEX.IF2508 |
-0.004217 |
-0.006781 |
0.002564 |
-0.003845 |
-0.00035 |
-0.084587 |
- |
4042.8 |
4070.4 |
- |
4058.404 |
20250815 |
11 |
413 |
| CFFEX.IF2509 |
-0.004217 |
-0.006507 |
0.00229 |
-0.006851 |
-0.00019 |
-0.046054 |
- |
4030.6 |
4057.0 |
- |
4058.404 |
20250919 |
36 |
413 |
| CFFEX.IF2510 |
-0.004217 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4058.404 |
20251017 |
50 |
413 |
| CFFEX.IF2512 |
-0.004217 |
-0.007154 |
0.002936 |
-0.015081 |
-0.000159 |
-0.038416 |
- |
3997.2 |
4026.0 |
- |
4058.404 |
20251219 |
95 |
413 |
| CFFEX.IF2603 |
-0.004217 |
-0.005613 |
0.001396 |
-0.022226 |
-0.00014 |
-0.033829 |
- |
3968.2 |
3990.6 |
- |
4058.404 |
20260320 |
159 |
413 |
| CFFEX.IH2507 |
-0.006333 |
- |
- |
- |
- |
- |
- |
- |
2758.8 |
- |
2758.414 |
20250718 |
0 |
413 |
| CFFEX.IH2508 |
-0.006333 |
-0.008425 |
0.002092 |
-0.0016 |
-0.000145 |
-0.035204 |
- |
2754.0 |
2777.4 |
- |
2758.414 |
20250815 |
11 |
413 |
| CFFEX.IH2509 |
-0.006333 |
-0.008138 |
0.001806 |
-0.001455 |
-0.00004 |
-0.009782 |
- |
2754.4 |
2777.0 |
- |
2758.414 |
20250919 |
36 |
413 |
| CFFEX.IH2510 |
-0.006333 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2758.414 |
20251017 |
50 |
413 |
| CFFEX.IH2512 |
-0.006333 |
-0.00799 |
0.001657 |
-0.00073 |
-0.000008 |
-0.00186 |
- |
2756.4 |
2778.6 |
- |
2758.414 |
20251219 |
95 |
413 |
| CFFEX.IH2603 |
-0.006333 |
-0.007487 |
0.001155 |
-0.00044 |
-0.000003 |
-0.00067 |
- |
2757.2 |
2778.0 |
- |
2758.414 |
20260320 |
159 |
413 |