|
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_20250812_151444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.002858 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6963.779 |
20250718 |
0 |
420 |
| CFFEX.IM2508 |
0.002858 |
0.00413 |
-0.001272 |
-0.001376 |
-0.000344 |
-0.083221 |
- |
6954.2 |
6925.6 |
- |
6963.779 |
20250815 |
4 |
420 |
| CFFEX.IM2509 |
0.002858 |
0.004729 |
-0.001872 |
-0.011514 |
-0.000397 |
-0.09608 |
- |
6883.6 |
6851.2 |
- |
6963.779 |
20250919 |
29 |
420 |
| CFFEX.IM2510 |
0.002858 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6963.779 |
20251017 |
43 |
420 |
| CFFEX.IM2512 |
0.002858 |
0.004562 |
-0.001704 |
-0.038712 |
-0.00044 |
-0.106457 |
- |
6694.2 |
6663.8 |
- |
6963.779 |
20251219 |
88 |
420 |
| CFFEX.IM2603 |
0.002858 |
0.005124 |
-0.002267 |
-0.064876 |
-0.000427 |
-0.103289 |
- |
6512.0 |
6478.8 |
- |
6963.779 |
20260320 |
152 |
420 |
| CFFEX.IC2507 |
0.003980 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6417.199 |
20250718 |
0 |
420 |
| CFFEX.IC2508 |
0.003980 |
0.006438 |
-0.002458 |
-0.001246 |
-0.000312 |
-0.075413 |
- |
6409.2 |
6368.2 |
- |
6417.199 |
20250815 |
4 |
420 |
| CFFEX.IC2509 |
0.003980 |
0.006954 |
-0.002974 |
-0.011625 |
-0.000401 |
-0.097007 |
- |
6342.6 |
6298.8 |
- |
6417.199 |
20250919 |
29 |
420 |
| CFFEX.IC2510 |
0.003980 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6417.199 |
20251017 |
43 |
420 |
| CFFEX.IC2512 |
0.003980 |
0.007389 |
-0.003409 |
-0.035405 |
-0.000402 |
-0.097363 |
- |
6190.0 |
6144.6 |
- |
6417.199 |
20251219 |
88 |
420 |
| CFFEX.IC2603 |
0.003980 |
0.007592 |
-0.003612 |
-0.056972 |
-0.000375 |
-0.090705 |
- |
6051.6 |
6006.0 |
- |
6417.199 |
20260320 |
152 |
420 |
| CFFEX.IF2507 |
0.005186 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4143.890 |
20250718 |
0 |
420 |
| CFFEX.IF2508 |
0.005186 |
0.0069 |
-0.001714 |
0.000123 |
0.000031 |
0.007446 |
- |
4144.4 |
4116.0 |
- |
4143.890 |
20250815 |
4 |
420 |
| CFFEX.IF2509 |
0.005186 |
0.006431 |
-0.001245 |
-0.003062 |
-0.000106 |
-0.025555 |
- |
4131.2 |
4104.8 |
- |
4143.890 |
20250919 |
29 |
420 |
| CFFEX.IF2510 |
0.005186 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4143.890 |
20251017 |
43 |
420 |
| CFFEX.IF2512 |
0.005186 |
0.006576 |
-0.00139 |
-0.010109 |
-0.000115 |
-0.027799 |
- |
4102.0 |
4075.2 |
- |
4143.890 |
20251219 |
88 |
420 |
| CFFEX.IF2603 |
0.005186 |
0.006181 |
-0.000995 |
-0.017928 |
-0.000118 |
-0.028543 |
- |
4069.6 |
4044.6 |
- |
4143.890 |
20260320 |
152 |
420 |
| CFFEX.IH2507 |
0.006354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2807.623 |
20250718 |
0 |
420 |
| CFFEX.IH2508 |
0.006354 |
0.007675 |
-0.001321 |
0.000775 |
0.000194 |
0.046911 |
- |
2809.8 |
2788.4 |
- |
2807.623 |
20250815 |
4 |
420 |
| CFFEX.IH2509 |
0.006354 |
0.007242 |
-0.000888 |
0.000704 |
0.000024 |
0.005876 |
- |
2809.6 |
2789.4 |
- |
2807.623 |
20250919 |
29 |
420 |
| CFFEX.IH2510 |
0.006354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2807.623 |
20251017 |
43 |
420 |
| CFFEX.IH2512 |
0.006354 |
0.007309 |
-0.000955 |
0.001345 |
0.000015 |
0.003699 |
- |
2811.4 |
2791.0 |
- |
2807.623 |
20251219 |
88 |
420 |
| CFFEX.IH2603 |
0.006354 |
0.007382 |
-0.001028 |
0.001203 |
0.000008 |
0.001915 |
- |
2811.0 |
2790.4 |
- |
2807.623 |
20260320 |
152 |
420 |