|
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_20250813_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.014321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7063.334 |
20250718 |
0 |
421 |
| CFFEX.IM2508 |
0.014321 |
0.015818 |
-0.001497 |
0.000123 |
0.000041 |
0.00989 |
- |
7064.2 |
6954.2 |
- |
7063.334 |
20250815 |
3 |
421 |
| CFFEX.IM2509 |
0.014321 |
0.017171 |
-0.002851 |
-0.008712 |
-0.000311 |
-0.075294 |
- |
7001.8 |
6883.6 |
- |
7063.334 |
20250919 |
28 |
421 |
| CFFEX.IM2510 |
0.014321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7063.334 |
20251017 |
42 |
421 |
| CFFEX.IM2512 |
0.014321 |
0.019091 |
-0.004771 |
-0.034167 |
-0.000393 |
-0.09504 |
- |
6822.0 |
6694.2 |
- |
7063.334 |
20251219 |
87 |
421 |
| CFFEX.IM2603 |
0.014321 |
0.020577 |
-0.006257 |
-0.059085 |
-0.000391 |
-0.094692 |
- |
6646.0 |
6512.0 |
- |
7063.334 |
20260320 |
151 |
421 |
| CFFEX.IC2507 |
0.013863 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6507.133 |
20250718 |
0 |
421 |
| CFFEX.IC2508 |
0.013863 |
0.015072 |
-0.001209 |
-0.000205 |
-0.000068 |
-0.016525 |
- |
6505.8 |
6409.2 |
- |
6507.133 |
20250815 |
3 |
421 |
| CFFEX.IC2509 |
0.013863 |
0.017217 |
-0.003354 |
-0.008503 |
-0.000304 |
-0.073494 |
- |
6451.8 |
6342.6 |
- |
6507.133 |
20250919 |
28 |
421 |
| CFFEX.IC2510 |
0.013863 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6507.133 |
20251017 |
42 |
421 |
| CFFEX.IC2512 |
0.013863 |
0.018288 |
-0.004425 |
-0.03134 |
-0.00036 |
-0.087175 |
- |
6303.2 |
6190.0 |
- |
6507.133 |
20251219 |
87 |
421 |
| CFFEX.IC2603 |
0.013863 |
0.020391 |
-0.006529 |
-0.051041 |
-0.000338 |
-0.081801 |
- |
6175.0 |
6051.6 |
- |
6507.133 |
20260320 |
151 |
421 |
| CFFEX.IF2507 |
0.008306 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4178.245 |
20250718 |
0 |
421 |
| CFFEX.IF2508 |
0.008306 |
0.008879 |
-0.000573 |
0.000707 |
0.000236 |
0.05705 |
- |
4181.2 |
4144.4 |
- |
4178.245 |
20250815 |
3 |
421 |
| CFFEX.IF2509 |
0.008306 |
0.009586 |
-0.001279 |
-0.001782 |
-0.000064 |
-0.0154 |
- |
4170.8 |
4131.2 |
- |
4178.245 |
20250919 |
28 |
421 |
| CFFEX.IF2510 |
0.008306 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4178.245 |
20251017 |
42 |
421 |
| CFFEX.IF2512 |
0.008306 |
0.009995 |
-0.001689 |
-0.008435 |
-0.000097 |
-0.023464 |
- |
4143.0 |
4102.0 |
- |
4178.245 |
20251219 |
87 |
421 |
| CFFEX.IF2603 |
0.008306 |
0.011303 |
-0.002997 |
-0.014993 |
-0.000099 |
-0.024029 |
- |
4115.6 |
4069.6 |
- |
4178.245 |
20260320 |
151 |
421 |
| CFFEX.IH2507 |
0.002747 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2814.723 |
20250718 |
0 |
421 |
| CFFEX.IH2508 |
0.002747 |
0.002918 |
-0.000171 |
0.001164 |
0.000388 |
0.093915 |
- |
2818.0 |
2809.8 |
- |
2814.723 |
20250815 |
3 |
421 |
| CFFEX.IH2509 |
0.002747 |
0.003274 |
-0.000528 |
0.001448 |
0.000052 |
0.012519 |
- |
2818.8 |
2809.6 |
- |
2814.723 |
20250919 |
28 |
421 |
| CFFEX.IH2510 |
0.002747 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2814.723 |
20251017 |
42 |
421 |
| CFFEX.IH2512 |
0.002747 |
0.00377 |
-0.001023 |
0.002585 |
0.00003 |
0.007191 |
- |
2822.0 |
2811.4 |
- |
2814.723 |
20251219 |
87 |
421 |
| CFFEX.IH2603 |
0.002747 |
0.004909 |
-0.002162 |
0.00358 |
0.000024 |
0.005738 |
- |
2824.8 |
2811.0 |
- |
2814.723 |
20260320 |
151 |
421 |