|
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_20250815_151429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.020071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7116.512 |
20250718 |
0 |
423 |
| CFFEX.IM2508 |
0.020071 |
0.016512 |
0.003559 |
-0.001702 |
-0.001702 |
-0.411874 |
- |
7104.4 |
6989.0 |
- |
7116.512 |
20250815 |
1 |
423 |
| CFFEX.IM2509 |
0.020071 |
0.022658 |
-0.002587 |
-0.004259 |
-0.000164 |
-0.039645 |
- |
7086.2 |
6929.2 |
- |
7116.512 |
20250919 |
26 |
423 |
| CFFEX.IM2510 |
0.020071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7116.512 |
20251017 |
40 |
423 |
| CFFEX.IM2512 |
0.020071 |
0.024811 |
-0.00474 |
-0.027248 |
-0.000321 |
-0.077577 |
- |
6922.6 |
6755.0 |
- |
7116.512 |
20251219 |
85 |
423 |
| CFFEX.IM2603 |
0.020071 |
0.026163 |
-0.006092 |
-0.05094 |
-0.000342 |
-0.082734 |
- |
6754.0 |
6581.8 |
- |
7116.512 |
20260320 |
149 |
423 |
| CFFEX.IC2507 |
0.021395 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6567.412 |
20250718 |
0 |
423 |
| CFFEX.IC2508 |
0.021395 |
0.020088 |
0.001307 |
-0.001007 |
-0.001007 |
-0.243643 |
- |
6560.8 |
6431.6 |
- |
6567.412 |
20250815 |
1 |
423 |
| CFFEX.IC2509 |
0.021395 |
0.023636 |
-0.002241 |
-0.005544 |
-0.000213 |
-0.051605 |
- |
6531.0 |
6380.2 |
- |
6567.412 |
20250919 |
26 |
423 |
| CFFEX.IC2510 |
0.021395 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6567.412 |
20251017 |
40 |
423 |
| CFFEX.IC2512 |
0.021395 |
0.024251 |
-0.002856 |
-0.026344 |
-0.00031 |
-0.075003 |
- |
6394.4 |
6243.0 |
- |
6567.412 |
20251219 |
85 |
423 |
| CFFEX.IC2603 |
0.021395 |
0.024952 |
-0.003557 |
-0.044281 |
-0.000297 |
-0.07192 |
- |
6276.6 |
6123.8 |
- |
6567.412 |
20260320 |
149 |
423 |
| CFFEX.IF2507 |
0.007922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4206.373 |
20250718 |
0 |
423 |
| CFFEX.IF2508 |
0.007922 |
0.007765 |
0.000157 |
-0.000326 |
-0.000326 |
-0.078991 |
- |
4205.0 |
4172.6 |
- |
4206.373 |
20250815 |
1 |
423 |
| CFFEX.IF2509 |
0.007922 |
0.010952 |
-0.00303 |
0.00072 |
0.000028 |
0.006698 |
- |
4209.4 |
4163.8 |
- |
4206.373 |
20250919 |
26 |
423 |
| CFFEX.IF2510 |
0.007922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4206.373 |
20251017 |
40 |
423 |
| CFFEX.IF2512 |
0.007922 |
0.011984 |
-0.004062 |
-0.004273 |
-0.00005 |
-0.012165 |
- |
4188.4 |
4138.8 |
- |
4206.373 |
20251219 |
85 |
423 |
| CFFEX.IF2603 |
0.007922 |
0.012643 |
-0.004722 |
-0.009883 |
-0.000066 |
-0.016052 |
- |
4164.8 |
4112.8 |
- |
4206.373 |
20260320 |
149 |
423 |
| CFFEX.IH2507 |
0.003011 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2837.991 |
20250718 |
0 |
423 |
| CFFEX.IH2508 |
0.003011 |
0.004102 |
-0.00109 |
0.000567 |
0.000567 |
0.137202 |
- |
2839.6 |
2828.0 |
- |
2837.991 |
20250815 |
1 |
423 |
| CFFEX.IH2509 |
0.003011 |
0.005937 |
-0.002926 |
0.002963 |
0.000114 |
0.027579 |
- |
2846.4 |
2829.6 |
- |
2837.991 |
20250919 |
26 |
423 |
| CFFEX.IH2510 |
0.003011 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2837.991 |
20251017 |
40 |
423 |
| CFFEX.IH2512 |
0.003011 |
0.006785 |
-0.003774 |
0.003879 |
0.000046 |
0.011044 |
- |
2849.0 |
2829.8 |
- |
2837.991 |
20251219 |
85 |
423 |
| CFFEX.IH2603 |
0.003011 |
0.007632 |
-0.004621 |
0.004866 |
0.000033 |
0.007903 |
- |
2851.8 |
2830.2 |
- |
2837.991 |
20260320 |
149 |
423 |