|
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_20250805_151420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.006886 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6786.105 |
20250718 |
0 |
415 |
| CFFEX.IM2508 |
0.006886 |
0.006347 |
0.000539 |
-0.004672 |
-0.000519 |
-0.125626 |
- |
6754.4 |
6711.8 |
- |
6786.105 |
20250815 |
9 |
415 |
| CFFEX.IM2509 |
0.006886 |
0.005931 |
0.000955 |
-0.015341 |
-0.000451 |
-0.109191 |
- |
6682.0 |
6642.6 |
- |
6786.105 |
20250919 |
34 |
415 |
| CFFEX.IM2510 |
0.006886 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6786.105 |
20251017 |
48 |
415 |
| CFFEX.IM2512 |
0.006886 |
0.005702 |
0.001184 |
-0.043516 |
-0.000468 |
-0.113236 |
- |
6490.8 |
6454.0 |
- |
6786.105 |
20251219 |
93 |
415 |
| CFFEX.IM2603 |
0.006886 |
0.004968 |
0.001918 |
-0.070011 |
-0.000446 |
-0.107916 |
- |
6311.0 |
6279.8 |
- |
6786.105 |
20260320 |
157 |
415 |
| CFFEX.IC2507 |
0.006453 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6302.136 |
20250718 |
0 |
415 |
| CFFEX.IC2508 |
0.006453 |
0.005585 |
0.000867 |
-0.005829 |
-0.000648 |
-0.156739 |
- |
6265.4 |
6230.6 |
- |
6302.136 |
20250815 |
9 |
415 |
| CFFEX.IC2509 |
0.006453 |
0.004798 |
0.001654 |
-0.016429 |
-0.000483 |
-0.116934 |
- |
6198.6 |
6169.0 |
- |
6302.136 |
20250919 |
34 |
415 |
| CFFEX.IC2510 |
0.006453 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6302.136 |
20251017 |
48 |
415 |
| CFFEX.IC2512 |
0.006453 |
0.004356 |
0.002096 |
-0.0415 |
-0.000446 |
-0.107988 |
- |
6040.6 |
6014.4 |
- |
6302.136 |
20251219 |
93 |
415 |
| CFFEX.IC2603 |
0.006453 |
0.003263 |
0.00319 |
-0.063143 |
-0.000402 |
-0.097329 |
- |
5904.2 |
5885.0 |
- |
6302.136 |
20260320 |
157 |
415 |
| CFFEX.IF2507 |
0.007860 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4102.699 |
20250718 |
0 |
415 |
| CFFEX.IF2508 |
0.007860 |
0.007331 |
0.00053 |
-0.001877 |
-0.000209 |
-0.050459 |
- |
4095.0 |
4065.2 |
- |
4102.699 |
20250815 |
9 |
415 |
| CFFEX.IF2509 |
0.007860 |
0.007205 |
0.000655 |
-0.005045 |
-0.000148 |
-0.03591 |
- |
4082.0 |
4052.8 |
- |
4102.699 |
20250919 |
34 |
415 |
| CFFEX.IF2510 |
0.007860 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4102.699 |
20251017 |
48 |
415 |
| CFFEX.IF2512 |
0.007860 |
0.007311 |
0.00055 |
-0.012601 |
-0.000135 |
-0.03279 |
- |
4051.0 |
4021.6 |
- |
4102.699 |
20251219 |
93 |
415 |
| CFFEX.IF2603 |
0.007860 |
0.006912 |
0.000948 |
-0.020011 |
-0.000127 |
-0.030845 |
- |
4020.6 |
3993.0 |
- |
4102.699 |
20260320 |
157 |
415 |
| CFFEX.IH2507 |
0.007404 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2789.898 |
20250718 |
0 |
415 |
| CFFEX.IH2508 |
0.007404 |
0.006931 |
0.000473 |
-0.000179 |
-0.00002 |
-0.0048 |
- |
2789.4 |
2770.2 |
- |
2789.898 |
20250815 |
9 |
415 |
| CFFEX.IH2509 |
0.007404 |
0.007436 |
-0.000032 |
0.000395 |
0.000012 |
0.002811 |
- |
2791.0 |
2770.4 |
- |
2789.898 |
20250919 |
34 |
415 |
| CFFEX.IH2510 |
0.007404 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2789.898 |
20251017 |
48 |
415 |
| CFFEX.IH2512 |
0.007404 |
0.007431 |
-0.000027 |
0.00104 |
0.000011 |
0.002707 |
- |
2792.8 |
2772.2 |
- |
2789.898 |
20251219 |
93 |
415 |
| CFFEX.IH2603 |
0.007404 |
0.007428 |
-0.000024 |
0.00147 |
0.000009 |
0.002266 |
- |
2794.0 |
2773.4 |
- |
2789.898 |
20260320 |
157 |
415 |