|
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_20250804_151443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.010347 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6739.493 |
20250718 |
0 |
414 |
| CFFEX.IM2508 |
0.010347 |
0.014357 |
-0.00401 |
-0.004109 |
-0.000411 |
-0.099439 |
- |
6711.8 |
6616.8 |
- |
6739.493 |
20250815 |
10 |
414 |
| CFFEX.IM2509 |
0.010347 |
0.015223 |
-0.004876 |
-0.014407 |
-0.000412 |
-0.099611 |
- |
6642.4 |
6542.8 |
- |
6739.493 |
20250919 |
35 |
414 |
| CFFEX.IM2510 |
0.010347 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6739.493 |
20251017 |
49 |
414 |
| CFFEX.IM2512 |
0.010347 |
0.014939 |
-0.004592 |
-0.042361 |
-0.000451 |
-0.109058 |
- |
6454.0 |
6359.0 |
- |
6739.493 |
20251219 |
94 |
414 |
| CFFEX.IM2603 |
0.010347 |
0.01513 |
-0.004783 |
-0.068209 |
-0.000432 |
-0.104472 |
- |
6279.8 |
6186.2 |
- |
6739.493 |
20260320 |
158 |
414 |
| CFFEX.IC2507 |
0.007840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6261.912 |
20250718 |
0 |
414 |
| CFFEX.IC2508 |
0.007840 |
0.010542 |
-0.002703 |
-0.005 |
-0.0005 |
-0.121009 |
- |
6230.6 |
6165.6 |
- |
6261.912 |
20250815 |
10 |
414 |
| CFFEX.IC2509 |
0.007840 |
0.010616 |
-0.002776 |
-0.01487 |
-0.000425 |
-0.102813 |
- |
6168.8 |
6104.0 |
- |
6261.912 |
20250919 |
35 |
414 |
| CFFEX.IC2510 |
0.007840 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6261.912 |
20251017 |
49 |
414 |
| CFFEX.IC2512 |
0.007840 |
0.009636 |
-0.001796 |
-0.039527 |
-0.00042 |
-0.10176 |
- |
6014.4 |
5957.0 |
- |
6261.912 |
20251219 |
94 |
414 |
| CFFEX.IC2603 |
0.007840 |
0.009607 |
-0.001767 |
-0.060191 |
-0.000381 |
-0.092192 |
- |
5885.0 |
5829.0 |
- |
6261.912 |
20260320 |
158 |
414 |
| CFFEX.IF2507 |
0.003736 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4070.077 |
20250718 |
0 |
414 |
| CFFEX.IF2508 |
0.003736 |
0.005541 |
-0.001805 |
-0.001198 |
-0.00012 |
-0.028998 |
- |
4065.2 |
4042.8 |
- |
4070.077 |
20250815 |
10 |
414 |
| CFFEX.IF2509 |
0.003736 |
0.005757 |
-0.002022 |
-0.004245 |
-0.000121 |
-0.02935 |
- |
4052.8 |
4029.6 |
- |
4070.077 |
20250919 |
35 |
414 |
| CFFEX.IF2510 |
0.003736 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4070.077 |
20251017 |
49 |
414 |
| CFFEX.IF2512 |
0.003736 |
0.006104 |
-0.002368 |
-0.011911 |
-0.000127 |
-0.030663 |
- |
4021.6 |
3997.2 |
- |
4070.077 |
20251219 |
94 |
414 |
| CFFEX.IF2603 |
0.003736 |
0.00625 |
-0.002514 |
-0.018937 |
-0.00012 |
-0.029006 |
- |
3993.0 |
3968.2 |
- |
4070.077 |
20260320 |
158 |
414 |
| CFFEX.IH2507 |
0.005466 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2769.184 |
20250718 |
0 |
414 |
| CFFEX.IH2508 |
0.005466 |
0.005882 |
-0.000416 |
0.000367 |
0.000037 |
0.008879 |
- |
2770.2 |
2754.0 |
- |
2769.184 |
20250815 |
10 |
414 |
| CFFEX.IH2509 |
0.005466 |
0.005809 |
-0.000343 |
0.000439 |
0.000013 |
0.003036 |
- |
2770.4 |
2754.4 |
- |
2769.184 |
20250919 |
35 |
414 |
| CFFEX.IH2510 |
0.005466 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2769.184 |
20251017 |
49 |
414 |
| CFFEX.IH2512 |
0.005466 |
0.005732 |
-0.000266 |
0.001089 |
0.000012 |
0.002804 |
- |
2772.2 |
2756.4 |
- |
2769.184 |
20251219 |
94 |
414 |
| CFFEX.IH2603 |
0.005466 |
0.005876 |
-0.00041 |
0.001522 |
0.00001 |
0.002332 |
- |
2773.4 |
2757.2 |
- |
2769.184 |
20260320 |
158 |
414 |