|
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_20250811_151401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.015810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6946.240 |
20250718 |
0 |
419 |
| CFFEX.IM2508 |
0.015810 |
0.016945 |
-0.001135 |
-0.002971 |
-0.000594 |
-0.143815 |
- |
6925.6 |
6810.2 |
- |
6946.240 |
20250815 |
5 |
419 |
| CFFEX.IM2509 |
0.015810 |
0.017253 |
-0.001443 |
-0.013682 |
-0.000456 |
-0.11037 |
- |
6851.2 |
6735.0 |
- |
6946.240 |
20250919 |
30 |
419 |
| CFFEX.IM2510 |
0.015810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6946.240 |
20251017 |
44 |
419 |
| CFFEX.IM2512 |
0.015810 |
0.018618 |
-0.002808 |
-0.040661 |
-0.000457 |
-0.110561 |
- |
6663.8 |
6542.0 |
- |
6946.240 |
20251219 |
89 |
419 |
| CFFEX.IM2603 |
0.015810 |
0.018455 |
-0.002645 |
-0.067294 |
-0.00044 |
-0.106439 |
- |
6478.8 |
6361.4 |
- |
6946.240 |
20260320 |
153 |
419 |
| CFFEX.IC2507 |
0.010900 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6392.427 |
20250718 |
0 |
419 |
| CFFEX.IC2508 |
0.010900 |
0.010922 |
-0.000022 |
-0.00379 |
-0.000758 |
-0.183434 |
- |
6368.2 |
6299.4 |
- |
6392.427 |
20250815 |
5 |
419 |
| CFFEX.IC2509 |
0.010900 |
0.01153 |
-0.00063 |
-0.014647 |
-0.000488 |
-0.118149 |
- |
6298.8 |
6227.0 |
- |
6392.427 |
20250919 |
30 |
419 |
| CFFEX.IC2510 |
0.010900 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6392.427 |
20251017 |
44 |
419 |
| CFFEX.IC2512 |
0.010900 |
0.012957 |
-0.002057 |
-0.038769 |
-0.000436 |
-0.105416 |
- |
6144.6 |
6066.0 |
- |
6392.427 |
20251219 |
89 |
419 |
| CFFEX.IC2603 |
0.010900 |
0.012816 |
-0.001916 |
-0.060451 |
-0.000395 |
-0.095615 |
- |
6006.0 |
5930.0 |
- |
6392.427 |
20260320 |
153 |
419 |
| CFFEX.IF2507 |
0.004708 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4124.294 |
20250718 |
0 |
419 |
| CFFEX.IF2508 |
0.004708 |
0.004687 |
0.000022 |
-0.002011 |
-0.000402 |
-0.097333 |
- |
4116.0 |
4096.8 |
- |
4124.294 |
20250815 |
5 |
419 |
| CFFEX.IF2509 |
0.004708 |
0.00529 |
-0.000582 |
-0.004727 |
-0.000158 |
-0.038128 |
- |
4104.8 |
4083.2 |
- |
4124.294 |
20250919 |
30 |
419 |
| CFFEX.IF2510 |
0.004708 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4124.294 |
20251017 |
44 |
419 |
| CFFEX.IF2512 |
0.004708 |
0.005676 |
-0.000968 |
-0.011904 |
-0.000134 |
-0.032367 |
- |
4075.2 |
4052.2 |
- |
4124.294 |
20251219 |
89 |
419 |
| CFFEX.IF2603 |
0.004708 |
0.00642 |
-0.001712 |
-0.019323 |
-0.000126 |
-0.030563 |
- |
4044.6 |
4018.8 |
- |
4124.294 |
20260320 |
153 |
419 |
| CFFEX.IH2507 |
0.000813 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2791.441 |
20250718 |
0 |
419 |
| CFFEX.IH2508 |
0.000813 |
0.001221 |
-0.000408 |
-0.001089 |
-0.000218 |
-0.052727 |
- |
2788.4 |
2785.0 |
- |
2791.441 |
20250815 |
5 |
419 |
| CFFEX.IH2509 |
0.000813 |
0.001436 |
-0.000623 |
-0.000731 |
-0.000024 |
-0.005898 |
- |
2789.4 |
2785.4 |
- |
2791.441 |
20250919 |
30 |
419 |
| CFFEX.IH2510 |
0.000813 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2791.441 |
20251017 |
44 |
419 |
| CFFEX.IH2512 |
0.000813 |
0.001867 |
-0.001054 |
-0.000158 |
-0.000002 |
-0.00043 |
- |
2791.0 |
2785.8 |
- |
2791.441 |
20251219 |
89 |
419 |
| CFFEX.IH2603 |
0.000813 |
0.002155 |
-0.001342 |
-0.000373 |
-0.000002 |
-0.00059 |
- |
2790.4 |
2784.4 |
- |
2791.441 |
20260320 |
153 |
419 |