|
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_20250820_200354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.005240 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7280.805 |
20250718 |
0 |
426 |
| CFFEX.IM2508 |
0.005240 |
0.0 |
0.00524 |
-0.024229 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7280.805 |
20250815 |
0 |
426 |
| CFFEX.IM2509 |
0.005240 |
0.008555 |
-0.003314 |
-0.005769 |
-0.000251 |
-0.060703 |
- |
7238.8 |
7177.4 |
- |
7280.805 |
20250919 |
23 |
426 |
| CFFEX.IM2510 |
0.005240 |
0.014256 |
-0.009016 |
-0.007225 |
-0.000195 |
-0.047256 |
- |
7228.2 |
7126.6 |
- |
7280.805 |
20251017 |
37 |
426 |
| CFFEX.IM2512 |
0.005240 |
0.008923 |
-0.003683 |
-0.027827 |
-0.000339 |
-0.082124 |
- |
7078.2 |
7015.6 |
- |
7280.805 |
20251219 |
82 |
426 |
| CFFEX.IM2603 |
0.005240 |
0.01045 |
-0.00521 |
-0.049116 |
-0.000336 |
-0.081412 |
- |
6923.2 |
6851.6 |
- |
7280.805 |
20260320 |
146 |
426 |
| CFFEX.IC2507 |
0.008084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6709.112 |
20250718 |
0 |
426 |
| CFFEX.IC2508 |
0.008084 |
0.0 |
0.008084 |
-0.022106 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6709.112 |
20250815 |
0 |
426 |
| CFFEX.IC2509 |
0.008084 |
0.008909 |
-0.000825 |
-0.007499 |
-0.000326 |
-0.078903 |
- |
6658.8 |
6600.0 |
- |
6709.112 |
20250919 |
23 |
426 |
| CFFEX.IC2510 |
0.008084 |
0.00967 |
-0.001586 |
-0.013282 |
-0.000359 |
-0.086873 |
- |
6620.0 |
6556.6 |
- |
6709.112 |
20251017 |
37 |
426 |
| CFFEX.IC2512 |
0.008084 |
0.010398 |
-0.002314 |
-0.026667 |
-0.000325 |
-0.0787 |
- |
6530.2 |
6463.0 |
- |
6709.112 |
20251219 |
82 |
426 |
| CFFEX.IC2603 |
0.008084 |
0.01082 |
-0.002736 |
-0.044792 |
-0.000307 |
-0.074244 |
- |
6408.6 |
6340.0 |
- |
6709.112 |
20260320 |
146 |
426 |
| CFFEX.IF2507 |
0.008183 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4257.934 |
20250718 |
0 |
426 |
| CFFEX.IF2508 |
0.008183 |
- |
- |
- |
- |
- |
- |
- |
4205.0 |
- |
4257.934 |
20250815 |
0 |
426 |
| CFFEX.IF2509 |
0.008183 |
0.008396 |
-0.000213 |
-0.001488 |
-0.000065 |
-0.015652 |
- |
4251.6 |
4216.2 |
- |
4257.934 |
20250919 |
23 |
426 |
| CFFEX.IF2510 |
0.008183 |
0.011873 |
-0.00369 |
0.000814 |
0.000022 |
0.005324 |
- |
4261.4 |
4211.4 |
- |
4257.934 |
20251017 |
37 |
426 |
| CFFEX.IF2512 |
0.008183 |
0.012957 |
-0.004774 |
-0.001159 |
-0.000014 |
-0.00342 |
- |
4253.0 |
4198.6 |
- |
4257.934 |
20251219 |
82 |
426 |
| CFFEX.IF2603 |
0.008183 |
0.007851 |
0.000332 |
-0.01107 |
-0.000076 |
-0.018348 |
- |
4210.8 |
4178.0 |
- |
4257.934 |
20260320 |
146 |
426 |
| CFFEX.IH2507 |
0.008810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2837.201 |
20250718 |
0 |
426 |
| CFFEX.IH2508 |
0.008810 |
0.0 |
0.00881 |
0.000846 |
inf |
inf |
- |
2839.6 |
2839.6 |
- |
2837.201 |
20250815 |
0 |
426 |
| CFFEX.IH2509 |
0.008810 |
0.00824 |
0.00057 |
0.000493 |
0.000021 |
0.005188 |
- |
2838.6 |
2815.4 |
- |
2837.201 |
20250919 |
23 |
426 |
| CFFEX.IH2510 |
0.008810 |
0.012644 |
-0.003833 |
0.004934 |
0.000133 |
0.032272 |
- |
2851.2 |
2815.6 |
- |
2837.201 |
20251017 |
37 |
426 |
| CFFEX.IH2512 |
0.008810 |
0.007947 |
0.000863 |
0.001339 |
0.000016 |
0.003952 |
- |
2841.0 |
2818.6 |
- |
2837.201 |
20251219 |
82 |
426 |
| CFFEX.IH2603 |
0.008810 |
0.012265 |
-0.003455 |
0.006485 |
0.000044 |
0.010749 |
- |
2855.6 |
2821.0 |
- |
2837.201 |
20260320 |
146 |
426 |