|
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_20250806_151401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.010780 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6860.647 |
20250718 |
0 |
416 |
| CFFEX.IM2508 |
0.010780 |
0.011844 |
-0.001065 |
-0.003826 |
-0.000478 |
-0.115728 |
- |
6834.4 |
6754.4 |
- |
6860.647 |
20250815 |
8 |
416 |
| CFFEX.IM2509 |
0.010780 |
0.012062 |
-0.001283 |
-0.014291 |
-0.000433 |
-0.104802 |
- |
6762.6 |
6682.0 |
- |
6860.647 |
20250919 |
33 |
416 |
| CFFEX.IM2510 |
0.010780 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6860.647 |
20251017 |
47 |
416 |
| CFFEX.IM2512 |
0.010780 |
0.012941 |
-0.002162 |
-0.041665 |
-0.000453 |
-0.109596 |
- |
6574.8 |
6490.8 |
- |
6860.647 |
20251219 |
92 |
416 |
| CFFEX.IM2603 |
0.010780 |
0.013785 |
-0.003006 |
-0.067435 |
-0.000432 |
-0.104611 |
- |
6398.0 |
6311.0 |
- |
6860.647 |
20260320 |
156 |
416 |
| CFFEX.IC2507 |
0.008623 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6357.590 |
20250718 |
0 |
416 |
| CFFEX.IC2508 |
0.008623 |
0.0098 |
-0.001177 |
-0.004843 |
-0.000605 |
-0.146502 |
- |
6326.8 |
6265.4 |
- |
6357.590 |
20250815 |
8 |
416 |
| CFFEX.IC2509 |
0.008623 |
0.010422 |
-0.001799 |
-0.014847 |
-0.00045 |
-0.108877 |
- |
6263.2 |
6198.6 |
- |
6357.590 |
20250919 |
33 |
416 |
| CFFEX.IC2510 |
0.008623 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6357.590 |
20251017 |
47 |
416 |
| CFFEX.IC2512 |
0.008623 |
0.010927 |
-0.002304 |
-0.039542 |
-0.00043 |
-0.104012 |
- |
6106.2 |
6040.2 |
- |
6357.590 |
20251219 |
92 |
416 |
| CFFEX.IC2603 |
0.008623 |
0.009983 |
-0.00136 |
-0.061154 |
-0.000392 |
-0.094867 |
- |
5968.8 |
5909.8 |
- |
6357.590 |
20260320 |
156 |
416 |
| CFFEX.IF2507 |
0.002551 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4113.916 |
20250718 |
0 |
416 |
| CFFEX.IF2508 |
0.002551 |
0.003028 |
-0.000478 |
-0.001584 |
-0.000198 |
-0.047913 |
- |
4107.4 |
4095.0 |
- |
4113.916 |
20250815 |
8 |
416 |
| CFFEX.IF2509 |
0.002551 |
0.003675 |
-0.001124 |
-0.004112 |
-0.000125 |
-0.030154 |
- |
4097.0 |
4082.0 |
- |
4113.916 |
20250919 |
33 |
416 |
| CFFEX.IF2510 |
0.002551 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4113.916 |
20251017 |
47 |
416 |
| CFFEX.IF2512 |
0.002551 |
0.00395 |
-0.001399 |
-0.011404 |
-0.000124 |
-0.029998 |
- |
4067.0 |
4051.0 |
- |
4113.916 |
20251219 |
92 |
416 |
| CFFEX.IF2603 |
0.002551 |
0.00383 |
-0.00128 |
-0.01894 |
-0.000121 |
-0.029381 |
- |
4036.0 |
4020.6 |
- |
4113.916 |
20260320 |
156 |
416 |
| CFFEX.IH2507 |
0.002535 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2797.802 |
20250718 |
0 |
416 |
| CFFEX.IH2508 |
0.002535 |
0.002223 |
0.000312 |
-0.000787 |
-0.000098 |
-0.023808 |
- |
2795.6 |
2789.4 |
- |
2797.802 |
20250815 |
8 |
416 |
| CFFEX.IH2509 |
0.002535 |
0.001863 |
0.000671 |
-0.000573 |
-0.000017 |
-0.004199 |
- |
2796.2 |
2791.0 |
- |
2797.802 |
20250919 |
33 |
416 |
| CFFEX.IH2510 |
0.002535 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2797.802 |
20251017 |
47 |
416 |
| CFFEX.IH2512 |
0.002535 |
0.002005 |
0.000529 |
0.000214 |
0.000002 |
0.000562 |
- |
2798.4 |
2792.8 |
- |
2797.802 |
20251219 |
92 |
416 |
| CFFEX.IH2603 |
0.002535 |
0.002362 |
0.000172 |
0.001 |
0.000006 |
0.001551 |
- |
2800.6 |
2794.0 |
- |
2797.802 |
20260320 |
156 |
416 |