|
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_20250819_151333 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.000978 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7244.683 |
20250718 |
0 |
425 |
| CFFEX.IM2508 |
0.000978 |
0.0 |
0.000978 |
-0.019364 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7244.683 |
20250815 |
0 |
425 |
| CFFEX.IM2509 |
0.000978 |
-0.000974 |
0.001953 |
-0.009287 |
-0.000387 |
-0.093646 |
- |
7177.4 |
7184.4 |
- |
7244.683 |
20250919 |
24 |
425 |
| CFFEX.IM2510 |
0.000978 |
-0.001597 |
0.002575 |
-0.016299 |
-0.000429 |
-0.103801 |
- |
7126.6 |
7138.0 |
- |
7244.683 |
20251017 |
38 |
425 |
| CFFEX.IM2512 |
0.000978 |
-0.001764 |
0.002743 |
-0.031621 |
-0.000381 |
-0.092196 |
- |
7015.6 |
7028.0 |
- |
7244.683 |
20251219 |
83 |
425 |
| CFFEX.IM2603 |
0.000978 |
-0.00323 |
0.004208 |
-0.054258 |
-0.000369 |
-0.089323 |
- |
6851.6 |
6873.8 |
- |
7244.683 |
20260320 |
147 |
425 |
| CFFEX.IC2507 |
-0.001861 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6655.760 |
20250718 |
0 |
425 |
| CFFEX.IC2508 |
-0.001861 |
0.0 |
-0.001861 |
-0.014267 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6655.760 |
20250815 |
0 |
425 |
| CFFEX.IC2509 |
-0.001861 |
-0.001513 |
-0.000348 |
-0.008678 |
-0.000362 |
-0.087505 |
- |
6598.0 |
6608.0 |
- |
6655.760 |
20250919 |
24 |
425 |
| CFFEX.IC2510 |
-0.001861 |
-0.003011 |
0.001149 |
-0.014898 |
-0.000392 |
-0.094879 |
- |
6556.6 |
6576.4 |
- |
6655.760 |
20251017 |
38 |
425 |
| CFFEX.IC2512 |
-0.001861 |
-0.003638 |
0.001777 |
-0.028961 |
-0.000349 |
-0.084442 |
- |
6463.0 |
6486.6 |
- |
6655.760 |
20251219 |
83 |
425 |
| CFFEX.IC2603 |
-0.001861 |
-0.003489 |
0.001628 |
-0.047442 |
-0.000323 |
-0.078101 |
- |
6340.0 |
6362.2 |
- |
6655.760 |
20260320 |
147 |
425 |
| CFFEX.IF2507 |
-0.003682 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4223.802 |
20250718 |
0 |
425 |
| CFFEX.IF2508 |
-0.003682 |
0.0 |
-0.003682 |
-0.004451 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4223.802 |
20250815 |
0 |
425 |
| CFFEX.IF2509 |
-0.003682 |
-0.005097 |
0.001415 |
-0.0018 |
-0.000075 |
-0.018148 |
- |
4216.2 |
4237.8 |
- |
4223.802 |
20250919 |
24 |
425 |
| CFFEX.IF2510 |
-0.003682 |
-0.005667 |
0.001984 |
-0.002936 |
-0.000077 |
-0.018699 |
- |
4211.4 |
4235.4 |
- |
4223.802 |
20251017 |
38 |
425 |
| CFFEX.IF2512 |
-0.003682 |
-0.005872 |
0.00219 |
-0.005967 |
-0.000072 |
-0.017397 |
- |
4198.6 |
4223.4 |
- |
4223.802 |
20251219 |
83 |
425 |
| CFFEX.IF2603 |
-0.003682 |
-0.006563 |
0.00288 |
-0.010844 |
-0.000074 |
-0.017852 |
- |
4178.0 |
4205.6 |
- |
4223.802 |
20260320 |
147 |
425 |
| CFFEX.IH2507 |
-0.009038 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2813.216 |
20250718 |
0 |
425 |
| CFFEX.IH2508 |
-0.009038 |
0.0 |
-0.009038 |
0.009379 |
inf |
inf |
- |
2839.6 |
2839.6 |
- |
2813.216 |
20250815 |
0 |
425 |
| CFFEX.IH2509 |
-0.009038 |
-0.011585 |
0.002548 |
0.000776 |
0.000032 |
0.007828 |
- |
2815.4 |
2848.4 |
- |
2813.216 |
20250919 |
24 |
425 |
| CFFEX.IH2510 |
-0.009038 |
-0.011931 |
0.002894 |
0.000847 |
0.000022 |
0.005397 |
- |
2815.6 |
2849.6 |
- |
2813.216 |
20251017 |
38 |
425 |
| CFFEX.IH2512 |
-0.009038 |
-0.01178 |
0.002743 |
0.001914 |
0.000023 |
0.00558 |
- |
2818.6 |
2852.2 |
- |
2813.216 |
20251219 |
83 |
425 |
| CFFEX.IH2603 |
-0.009038 |
-0.011909 |
0.002871 |
0.002767 |
0.000019 |
0.004555 |
- |
2821.0 |
2855.0 |
- |
2813.216 |
20260320 |
147 |
425 |