|
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_20250818_151429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.017620 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7242.913 |
20250718 |
0 |
424 |
| CFFEX.IM2508 |
0.017620 |
0.0 |
0.01762 |
-0.019124 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7242.913 |
20250815 |
0 |
424 |
| CFFEX.IM2509 |
0.017620 |
0.013858 |
0.003762 |
-0.008079 |
-0.000323 |
-0.078201 |
- |
7184.4 |
7086.2 |
- |
7242.913 |
20250919 |
25 |
424 |
| CFFEX.IM2510 |
0.017620 |
- |
- |
-0.014485 |
-0.000371 |
-0.089881 |
- |
7138.0 |
- |
- |
7242.913 |
20251017 |
39 |
424 |
| CFFEX.IM2512 |
0.017620 |
0.015225 |
0.002395 |
-0.029672 |
-0.000353 |
-0.085484 |
- |
7028.0 |
6922.6 |
- |
7242.913 |
20251219 |
84 |
424 |
| CFFEX.IM2603 |
0.017620 |
0.017738 |
-0.000117 |
-0.050962 |
-0.000344 |
-0.08333 |
- |
6873.8 |
6754.0 |
- |
7242.913 |
20260320 |
148 |
424 |
| CFFEX.IC2507 |
0.015592 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6670.990 |
20250718 |
0 |
424 |
| CFFEX.IC2508 |
0.015592 |
0.0 |
0.015592 |
-0.016518 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6670.990 |
20250815 |
0 |
424 |
| CFFEX.IC2509 |
0.015592 |
0.011821 |
0.003772 |
-0.009412 |
-0.000376 |
-0.091112 |
- |
6608.2 |
6531.0 |
- |
6670.990 |
20250919 |
25 |
424 |
| CFFEX.IC2510 |
0.015592 |
- |
- |
-0.014179 |
-0.000364 |
-0.087984 |
- |
6576.4 |
- |
- |
6670.990 |
20251017 |
39 |
424 |
| CFFEX.IC2512 |
0.015592 |
0.014419 |
0.001174 |
-0.027641 |
-0.000329 |
-0.079631 |
- |
6486.6 |
6394.4 |
- |
6670.990 |
20251219 |
84 |
424 |
| CFFEX.IC2603 |
0.015592 |
0.013638 |
0.001954 |
-0.046288 |
-0.000313 |
-0.075688 |
- |
6362.2 |
6276.6 |
- |
6670.990 |
20260320 |
148 |
424 |
| CFFEX.IF2507 |
0.010310 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4245.678 |
20250718 |
0 |
424 |
| CFFEX.IF2508 |
0.010310 |
0.0 |
0.01031 |
-0.009581 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4245.678 |
20250815 |
0 |
424 |
| CFFEX.IF2509 |
0.010310 |
0.006747 |
0.003563 |
-0.001856 |
-0.000074 |
-0.017962 |
- |
4237.8 |
4209.4 |
- |
4245.678 |
20250919 |
25 |
424 |
| CFFEX.IF2510 |
0.010310 |
- |
- |
-0.002421 |
-0.000062 |
-0.015021 |
- |
4235.4 |
- |
- |
4245.678 |
20251017 |
39 |
424 |
| CFFEX.IF2512 |
0.010310 |
0.008356 |
0.001953 |
-0.005247 |
-0.000062 |
-0.015117 |
- |
4223.4 |
4188.4 |
- |
4245.678 |
20251219 |
84 |
424 |
| CFFEX.IF2603 |
0.010310 |
0.009796 |
0.000513 |
-0.00944 |
-0.000064 |
-0.015435 |
- |
4205.6 |
4164.8 |
- |
4245.678 |
20260320 |
148 |
424 |
| CFFEX.IH2507 |
0.004551 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2845.768 |
20250718 |
0 |
424 |
| CFFEX.IH2508 |
0.004551 |
0.0 |
0.004551 |
-0.002167 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2845.768 |
20250815 |
0 |
424 |
| CFFEX.IH2509 |
0.004551 |
0.000703 |
0.003848 |
0.000925 |
0.000037 |
0.008953 |
- |
2848.4 |
2846.4 |
- |
2845.768 |
20250919 |
25 |
424 |
| CFFEX.IH2510 |
0.004551 |
- |
- |
0.001347 |
0.000035 |
0.008356 |
- |
2849.6 |
- |
- |
2845.768 |
20251017 |
39 |
424 |
| CFFEX.IH2512 |
0.004551 |
0.001123 |
0.003428 |
0.00226 |
0.000027 |
0.006512 |
- |
2852.2 |
2849.0 |
- |
2845.768 |
20251219 |
84 |
424 |
| CFFEX.IH2603 |
0.004551 |
0.001122 |
0.003429 |
0.003244 |
0.000022 |
0.005305 |
- |
2855.0 |
2851.8 |
- |
2845.768 |
20260320 |
148 |
424 |