|
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_20250814_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
-0.011988 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6979.644 |
20250718 |
0 |
422 |
| CFFEX.IM2508 |
-0.011988 |
-0.010815 |
-0.001173 |
0.001169 |
0.000584 |
0.141393 |
- |
6987.8 |
7064.2 |
- |
6979.644 |
20250815 |
2 |
422 |
| CFFEX.IM2509 |
-0.011988 |
-0.010369 |
-0.00162 |
-0.007227 |
-0.000268 |
-0.064778 |
- |
6929.2 |
7001.8 |
- |
6979.644 |
20250919 |
27 |
422 |
| CFFEX.IM2510 |
-0.011988 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6979.644 |
20251017 |
41 |
422 |
| CFFEX.IM2512 |
-0.011988 |
-0.009821 |
-0.002167 |
-0.032186 |
-0.000374 |
-0.090569 |
- |
6755.0 |
6822.0 |
- |
6979.644 |
20251219 |
86 |
422 |
| CFFEX.IM2603 |
-0.011988 |
-0.00966 |
-0.002328 |
-0.057001 |
-0.00038 |
-0.091961 |
- |
6581.8 |
6646.0 |
- |
6979.644 |
20260320 |
150 |
422 |
| CFFEX.IC2507 |
-0.011868 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6430.858 |
20250718 |
0 |
422 |
| CFFEX.IC2508 |
-0.011868 |
-0.011405 |
-0.000463 |
0.000115 |
0.000058 |
0.013961 |
- |
6431.6 |
6505.8 |
- |
6430.858 |
20250815 |
2 |
422 |
| CFFEX.IC2509 |
-0.011868 |
-0.011098 |
-0.000771 |
-0.007877 |
-0.000292 |
-0.070604 |
- |
6380.2 |
6451.8 |
- |
6430.858 |
20250919 |
27 |
422 |
| CFFEX.IC2510 |
-0.011868 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6430.858 |
20251017 |
41 |
422 |
| CFFEX.IC2512 |
-0.011868 |
-0.009551 |
-0.002318 |
-0.029212 |
-0.00034 |
-0.082201 |
- |
6243.0 |
6303.2 |
- |
6430.858 |
20251219 |
86 |
422 |
| CFFEX.IC2603 |
-0.011868 |
-0.008291 |
-0.003577 |
-0.047748 |
-0.000318 |
-0.077033 |
- |
6123.8 |
6175.0 |
- |
6430.858 |
20260320 |
150 |
422 |
| CFFEX.IF2507 |
-0.000505 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4174.470 |
20250718 |
0 |
422 |
| CFFEX.IF2508 |
-0.000505 |
-0.002057 |
0.001552 |
-0.000448 |
-0.000224 |
-0.054203 |
- |
4172.6 |
4181.2 |
- |
4174.470 |
20250815 |
2 |
422 |
| CFFEX.IF2509 |
-0.000505 |
-0.001678 |
0.001174 |
-0.002556 |
-0.000095 |
-0.022909 |
- |
4163.8 |
4170.8 |
- |
4174.470 |
20250919 |
27 |
422 |
| CFFEX.IF2510 |
-0.000505 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4174.470 |
20251017 |
41 |
422 |
| CFFEX.IF2512 |
-0.000505 |
-0.001014 |
0.000509 |
-0.008545 |
-0.000099 |
-0.024045 |
- |
4138.8 |
4143.0 |
- |
4174.470 |
20251219 |
86 |
422 |
| CFFEX.IF2603 |
-0.000505 |
-0.00068 |
0.000176 |
-0.014773 |
-0.000098 |
-0.023834 |
- |
4112.8 |
4115.6 |
- |
4174.470 |
20260320 |
150 |
422 |
| CFFEX.IH2507 |
0.006121 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2830.199 |
20250718 |
0 |
422 |
| CFFEX.IH2508 |
0.006121 |
0.003549 |
0.002573 |
-0.000777 |
-0.000388 |
-0.094014 |
- |
2828.0 |
2818.0 |
- |
2830.199 |
20250815 |
2 |
422 |
| CFFEX.IH2509 |
0.006121 |
0.003831 |
0.00229 |
-0.000212 |
-0.000008 |
-0.001897 |
- |
2829.6 |
2818.8 |
- |
2830.199 |
20250919 |
27 |
422 |
| CFFEX.IH2510 |
0.006121 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2830.199 |
20251017 |
41 |
422 |
| CFFEX.IH2512 |
0.006121 |
0.002764 |
0.003357 |
-0.000141 |
-0.000002 |
-0.000397 |
- |
2829.8 |
2822.0 |
- |
2830.199 |
20251219 |
86 |
422 |
| CFFEX.IH2603 |
0.006121 |
0.001912 |
0.004209 |
0.0 |
0.0 |
0.000001 |
- |
2830.2 |
2824.8 |
- |
2830.199 |
20260320 |
150 |
422 |