|
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_20250808_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
-0.003521 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6837.988 |
20250718 |
0 |
418 |
| CFFEX.IM2508 |
-0.003521 |
-0.002607 |
-0.000914 |
-0.004064 |
-0.000677 |
-0.163905 |
- |
6810.2 |
6828.0 |
- |
6837.988 |
20250815 |
6 |
418 |
| CFFEX.IM2509 |
-0.003521 |
-0.002222 |
-0.001299 |
-0.015061 |
-0.000486 |
-0.117574 |
- |
6735.0 |
6750.0 |
- |
6837.988 |
20250919 |
31 |
418 |
| CFFEX.IM2510 |
-0.003521 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6837.988 |
20251017 |
45 |
418 |
| CFFEX.IM2512 |
-0.003521 |
-0.00247 |
-0.001051 |
-0.043286 |
-0.000481 |
-0.116391 |
- |
6542.0 |
6558.2 |
- |
6837.988 |
20251219 |
90 |
418 |
| CFFEX.IM2603 |
-0.003521 |
-0.002321 |
-0.0012 |
-0.069697 |
-0.000453 |
-0.109524 |
- |
6361.4 |
6376.2 |
- |
6837.988 |
20260320 |
154 |
418 |
| CFFEX.IC2507 |
-0.002203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6323.579 |
20250718 |
0 |
418 |
| CFFEX.IC2508 |
-0.002203 |
0.0 |
-0.002203 |
-0.003824 |
-0.000637 |
-0.15422 |
- |
6299.4 |
6299.4 |
- |
6323.579 |
20250815 |
6 |
418 |
| CFFEX.IC2509 |
-0.002203 |
0.000096 |
-0.0023 |
-0.015273 |
-0.000493 |
-0.119227 |
- |
6227.0 |
6226.4 |
- |
6323.579 |
20250919 |
31 |
418 |
| CFFEX.IC2510 |
-0.002203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6323.579 |
20251017 |
45 |
418 |
| CFFEX.IC2512 |
-0.002203 |
-0.00056 |
-0.001643 |
-0.040733 |
-0.000453 |
-0.109527 |
- |
6066.0 |
6069.4 |
- |
6323.579 |
20251219 |
90 |
418 |
| CFFEX.IC2603 |
-0.002203 |
-0.000573 |
-0.00163 |
-0.06224 |
-0.000404 |
-0.097806 |
- |
5930.0 |
5933.4 |
- |
6323.579 |
20260320 |
154 |
418 |
| CFFEX.IF2507 |
-0.002237 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4105.461 |
20250718 |
0 |
418 |
| CFFEX.IF2508 |
-0.002237 |
-0.002046 |
-0.000191 |
-0.001866 |
-0.000311 |
-0.075264 |
- |
4097.8 |
4106.2 |
- |
4105.461 |
20250815 |
6 |
418 |
| CFFEX.IF2509 |
-0.002237 |
-0.002297 |
0.00006 |
-0.005422 |
-0.000175 |
-0.042329 |
- |
4083.2 |
4092.6 |
- |
4105.461 |
20250919 |
31 |
418 |
| CFFEX.IF2510 |
-0.002237 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4105.461 |
20251017 |
45 |
418 |
| CFFEX.IF2512 |
-0.002237 |
-0.002314 |
0.000077 |
-0.012973 |
-0.000144 |
-0.034884 |
- |
4052.2 |
4061.6 |
- |
4105.461 |
20251219 |
90 |
418 |
| CFFEX.IF2603 |
-0.002237 |
-0.00273 |
0.000493 |
-0.021109 |
-0.000137 |
-0.033171 |
- |
4018.8 |
4029.8 |
- |
4105.461 |
20260320 |
154 |
418 |
| CFFEX.IH2507 |
-0.003076 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2789.704 |
20250718 |
0 |
418 |
| CFFEX.IH2508 |
-0.003076 |
-0.004219 |
0.001143 |
-0.001686 |
-0.000281 |
-0.06801 |
- |
2785.0 |
2796.8 |
- |
2789.704 |
20250815 |
6 |
418 |
| CFFEX.IH2509 |
-0.003076 |
-0.004432 |
0.001356 |
-0.001543 |
-0.00005 |
-0.012044 |
- |
2785.4 |
2797.8 |
- |
2789.704 |
20250919 |
31 |
418 |
| CFFEX.IH2510 |
-0.003076 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2789.704 |
20251017 |
45 |
418 |
| CFFEX.IH2512 |
-0.003076 |
-0.00436 |
0.001284 |
-0.001399 |
-0.000016 |
-0.003763 |
- |
2785.8 |
2798.0 |
- |
2789.704 |
20251219 |
90 |
418 |
| CFFEX.IH2603 |
-0.003076 |
-0.004505 |
0.001429 |
-0.001901 |
-0.000012 |
-0.002988 |
- |
2784.4 |
2797.0 |
- |
2789.704 |
20260320 |
154 |
418 |