|
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_20250807_151412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.000341 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6863.650 |
20250718 |
0 |
417 |
| CFFEX.IM2508 |
0.000341 |
-0.000936 |
0.001278 |
-0.005194 |
-0.000742 |
-0.179565 |
- |
6828.0 |
6834.4 |
- |
6863.650 |
20250815 |
7 |
417 |
| CFFEX.IM2509 |
0.000341 |
-0.001863 |
0.002204 |
-0.016558 |
-0.000517 |
-0.125222 |
- |
6750.0 |
6762.6 |
- |
6863.650 |
20250919 |
32 |
417 |
| CFFEX.IM2510 |
0.000341 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6863.650 |
20251017 |
46 |
417 |
| CFFEX.IM2512 |
0.000341 |
-0.002525 |
0.002866 |
-0.044503 |
-0.000489 |
-0.118347 |
- |
6558.2 |
6574.8 |
- |
6863.650 |
20251219 |
91 |
417 |
| CFFEX.IM2603 |
0.000341 |
-0.003407 |
0.003748 |
-0.071019 |
-0.000458 |
-0.110881 |
- |
6376.2 |
6398.0 |
- |
6863.650 |
20260320 |
155 |
417 |
| CFFEX.IC2507 |
-0.003091 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6337.725 |
20250718 |
0 |
417 |
| CFFEX.IC2508 |
-0.003091 |
-0.004331 |
0.00124 |
-0.006047 |
-0.000864 |
-0.209058 |
- |
6299.4 |
6326.8 |
- |
6337.725 |
20250815 |
7 |
417 |
| CFFEX.IC2509 |
-0.003091 |
-0.005876 |
0.002784 |
-0.017565 |
-0.000549 |
-0.132839 |
- |
6226.4 |
6263.2 |
- |
6337.725 |
20250919 |
32 |
417 |
| CFFEX.IC2510 |
-0.003091 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6337.725 |
20251017 |
46 |
417 |
| CFFEX.IC2512 |
-0.003091 |
-0.006027 |
0.002935 |
-0.042338 |
-0.000465 |
-0.11259 |
- |
6069.4 |
6106.2 |
- |
6337.725 |
20251219 |
91 |
417 |
| CFFEX.IC2603 |
-0.003091 |
-0.005931 |
0.00284 |
-0.063797 |
-0.000412 |
-0.099605 |
- |
5933.4 |
5968.8 |
- |
6337.725 |
20260320 |
155 |
417 |
| CFFEX.IF2507 |
0.000628 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4116.068 |
20250718 |
0 |
417 |
| CFFEX.IF2508 |
0.000628 |
-0.000292 |
0.00092 |
-0.002397 |
-0.000342 |
-0.082883 |
- |
4106.2 |
4107.4 |
- |
4116.068 |
20250815 |
7 |
417 |
| CFFEX.IF2509 |
0.000628 |
-0.001074 |
0.001702 |
-0.005702 |
-0.000178 |
-0.043118 |
- |
4092.6 |
4097.0 |
- |
4116.068 |
20250919 |
32 |
417 |
| CFFEX.IF2510 |
0.000628 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4116.068 |
20251017 |
46 |
417 |
| CFFEX.IF2512 |
0.000628 |
-0.001328 |
0.001956 |
-0.013233 |
-0.000145 |
-0.035191 |
- |
4061.6 |
4067.0 |
- |
4116.068 |
20251219 |
91 |
417 |
| CFFEX.IF2603 |
0.000628 |
-0.001536 |
0.002164 |
-0.020959 |
-0.000135 |
-0.032723 |
- |
4029.8 |
4036.0 |
- |
4116.068 |
20260320 |
155 |
417 |
| CFFEX.IH2507 |
0.000688 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2799.349 |
20250718 |
0 |
417 |
| CFFEX.IH2508 |
0.000688 |
0.000429 |
0.000259 |
-0.000911 |
-0.00013 |
-0.03148 |
- |
2796.8 |
2795.6 |
- |
2799.349 |
20250815 |
7 |
417 |
| CFFEX.IH2509 |
0.000688 |
0.000572 |
0.000116 |
-0.000553 |
-0.000017 |
-0.004185 |
- |
2797.8 |
2796.2 |
- |
2799.349 |
20250919 |
32 |
417 |
| CFFEX.IH2510 |
0.000688 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2799.349 |
20251017 |
46 |
417 |
| CFFEX.IH2512 |
0.000688 |
-0.000143 |
0.000831 |
-0.000482 |
-0.000005 |
-0.001282 |
- |
2798.0 |
2798.4 |
- |
2799.349 |
20251219 |
91 |
417 |
| CFFEX.IH2603 |
0.000688 |
-0.001285 |
0.001974 |
-0.000839 |
-0.000005 |
-0.00131 |
- |
2797.0 |
2800.6 |
- |
2799.349 |
20260320 |
155 |
417 |