|
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_20250821_151457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
-0.007197 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7252.883 |
20250718 |
0 |
427 |
| CFFEX.IM2508 |
-0.007197 |
0.0 |
-0.007197 |
-0.020472 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7252.883 |
20250815 |
0 |
427 |
| CFFEX.IM2509 |
-0.007197 |
-0.004974 |
-0.002224 |
-0.006988 |
-0.000318 |
-0.076868 |
- |
7202.2 |
7238.2 |
- |
7252.883 |
20250919 |
22 |
427 |
| CFFEX.IM2510 |
-0.007197 |
-0.010348 |
0.003151 |
-0.013716 |
-0.000381 |
-0.092204 |
- |
7153.4 |
7228.2 |
- |
7252.883 |
20251017 |
36 |
427 |
| CFFEX.IM2512 |
-0.007197 |
-0.010281 |
0.003084 |
-0.028469 |
-0.000351 |
-0.085056 |
- |
7046.4 |
7119.6 |
- |
7252.883 |
20251219 |
81 |
427 |
| CFFEX.IM2603 |
-0.007197 |
-0.010423 |
0.003226 |
-0.049619 |
-0.000342 |
-0.082813 |
- |
6893.0 |
6965.6 |
- |
7252.883 |
20260320 |
145 |
427 |
| CFFEX.IC2507 |
-0.003553 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6704.163 |
20250718 |
0 |
427 |
| CFFEX.IC2508 |
-0.003553 |
0.0 |
-0.003553 |
-0.021384 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6704.163 |
20250815 |
0 |
427 |
| CFFEX.IC2509 |
-0.003553 |
-0.005795 |
0.002242 |
-0.007124 |
-0.000324 |
-0.078368 |
- |
6656.4 |
6695.2 |
- |
6704.163 |
20250919 |
22 |
427 |
| CFFEX.IC2510 |
-0.003553 |
-0.006218 |
0.002665 |
-0.013031 |
-0.000362 |
-0.087598 |
- |
6616.8 |
6658.2 |
- |
6704.163 |
20251017 |
36 |
427 |
| CFFEX.IC2512 |
-0.003553 |
-0.005876 |
0.002323 |
-0.025889 |
-0.00032 |
-0.077347 |
- |
6530.6 |
6569.2 |
- |
6704.163 |
20251219 |
81 |
427 |
| CFFEX.IC2603 |
-0.003553 |
-0.007132 |
0.003579 |
-0.044773 |
-0.000309 |
-0.074724 |
- |
6404.0 |
6450.0 |
- |
6704.163 |
20260320 |
145 |
427 |
| CFFEX.IF2507 |
0.003779 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4287.538 |
20250718 |
0 |
427 |
| CFFEX.IF2508 |
0.003779 |
0.0 |
0.003779 |
-0.019251 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4287.538 |
20250815 |
0 |
427 |
| CFFEX.IF2509 |
0.003779 |
0.002857 |
0.000922 |
-0.001245 |
-0.000057 |
-0.013695 |
- |
4282.2 |
4270.0 |
- |
4287.538 |
20250919 |
22 |
427 |
| CFFEX.IF2510 |
0.003779 |
0.00291 |
0.000869 |
-0.003204 |
-0.000089 |
-0.021539 |
- |
4273.8 |
4261.4 |
- |
4287.538 |
20251017 |
36 |
427 |
| CFFEX.IF2512 |
0.003779 |
0.001975 |
0.001804 |
-0.006096 |
-0.000075 |
-0.018214 |
- |
4261.4 |
4253.0 |
- |
4287.538 |
20251219 |
81 |
427 |
| CFFEX.IF2603 |
0.003779 |
0.001511 |
0.002268 |
-0.010901 |
-0.000075 |
-0.018193 |
- |
4240.8 |
4234.4 |
- |
4287.538 |
20260320 |
145 |
427 |
| CFFEX.IH2507 |
0.005207 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2861.815 |
20250718 |
0 |
427 |
| CFFEX.IH2508 |
0.005207 |
- |
- |
- |
- |
- |
- |
- |
2839.6 |
- |
2861.815 |
20250815 |
0 |
427 |
| CFFEX.IH2509 |
0.005207 |
0.00498 |
0.000227 |
0.001253 |
0.000057 |
0.01378 |
- |
2865.4 |
2851.2 |
- |
2861.815 |
20250919 |
22 |
427 |
| CFFEX.IH2510 |
0.005207 |
0.004559 |
0.000648 |
0.000833 |
0.000023 |
0.005602 |
- |
2864.2 |
2851.2 |
- |
2861.815 |
20251017 |
36 |
427 |
| CFFEX.IH2512 |
0.005207 |
0.004695 |
0.000512 |
0.001882 |
0.000023 |
0.005622 |
- |
2867.2 |
2853.8 |
- |
2861.815 |
20251219 |
81 |
427 |
| CFFEX.IH2603 |
0.005207 |
0.005183 |
0.000024 |
0.003 |
0.000021 |
0.005007 |
- |
2870.4 |
2855.6 |
- |
2861.815 |
20260320 |
145 |
427 |