|
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_20250822_194741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.014757 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7360.378 |
20250718 |
0 |
428 |
| CFFEX.IM2508 |
0.014757 |
0.0 |
0.014757 |
-0.034778 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7360.378 |
20250815 |
0 |
428 |
| CFFEX.IM2509 |
0.014757 |
0.020327 |
-0.00557 |
-0.0016 |
-0.000076 |
-0.01844 |
- |
7348.6 |
7202.2 |
- |
7360.378 |
20250919 |
21 |
428 |
| CFFEX.IM2510 |
0.014757 |
0.020745 |
-0.005989 |
-0.007959 |
-0.000227 |
-0.055028 |
- |
7301.8 |
7153.4 |
- |
7360.378 |
20251017 |
35 |
428 |
| CFFEX.IM2512 |
0.014757 |
0.020748 |
-0.005992 |
-0.022795 |
-0.000285 |
-0.068954 |
- |
7192.6 |
7046.4 |
- |
7360.378 |
20251219 |
80 |
428 |
| CFFEX.IM2603 |
0.014757 |
0.020746 |
-0.005989 |
-0.044071 |
-0.000306 |
-0.074063 |
- |
7036.0 |
6893.0 |
- |
7360.378 |
20260320 |
144 |
428 |
| CFFEX.IC2507 |
0.017417 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6820.930 |
20250718 |
0 |
428 |
| CFFEX.IC2508 |
0.017417 |
0.0 |
0.017417 |
-0.038137 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6820.930 |
20250815 |
0 |
428 |
| CFFEX.IC2509 |
0.017417 |
0.023136 |
-0.005719 |
-0.001544 |
-0.000074 |
-0.01779 |
- |
6810.4 |
6656.4 |
- |
6820.930 |
20250919 |
21 |
428 |
| CFFEX.IC2510 |
0.017417 |
0.023214 |
-0.005797 |
-0.007408 |
-0.000212 |
-0.051222 |
- |
6770.4 |
6616.8 |
- |
6820.930 |
20251017 |
35 |
428 |
| CFFEX.IC2512 |
0.017417 |
0.024224 |
-0.006808 |
-0.019371 |
-0.000242 |
-0.058598 |
- |
6688.8 |
6530.6 |
- |
6820.930 |
20251219 |
80 |
428 |
| CFFEX.IC2603 |
0.017417 |
0.025578 |
-0.008161 |
-0.037111 |
-0.000258 |
-0.062367 |
- |
6567.8 |
6404.0 |
- |
6820.930 |
20260320 |
144 |
428 |
| CFFEX.IF2507 |
0.020706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4376.860 |
20250718 |
0 |
428 |
| CFFEX.IF2508 |
0.020706 |
0.0 |
0.020706 |
-0.039266 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4376.860 |
20250815 |
0 |
428 |
| CFFEX.IF2509 |
0.020706 |
0.026108 |
-0.005402 |
0.003916 |
0.000186 |
0.045128 |
- |
4394.0 |
4282.2 |
- |
4376.860 |
20250919 |
21 |
428 |
| CFFEX.IF2510 |
0.020706 |
0.026674 |
-0.005968 |
0.0025 |
0.000071 |
0.017282 |
- |
4387.8 |
4273.8 |
- |
4376.860 |
20251017 |
35 |
428 |
| CFFEX.IF2512 |
0.020706 |
0.026611 |
-0.005905 |
-0.000471 |
-0.000006 |
-0.001424 |
- |
4374.8 |
4261.4 |
- |
4376.860 |
20251219 |
80 |
428 |
| CFFEX.IF2603 |
0.020706 |
0.02608 |
-0.005374 |
-0.005817 |
-0.00004 |
-0.009776 |
- |
4351.4 |
4240.8 |
- |
4376.860 |
20260320 |
144 |
428 |
| CFFEX.IH2507 |
0.022954 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2927.876 |
20250718 |
0 |
428 |
| CFFEX.IH2508 |
0.022954 |
0.0 |
0.022954 |
-0.03015 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2927.876 |
20250815 |
0 |
428 |
| CFFEX.IH2509 |
0.022954 |
0.026733 |
-0.003778 |
0.004824 |
0.00023 |
0.055591 |
- |
2942.0 |
2865.4 |
- |
2927.876 |
20250919 |
21 |
428 |
| CFFEX.IH2510 |
0.022954 |
0.025766 |
-0.002812 |
0.003458 |
0.000099 |
0.023908 |
- |
2938.0 |
2864.2 |
- |
2927.876 |
20251017 |
35 |
428 |
| CFFEX.IH2512 |
0.022954 |
0.026925 |
-0.003971 |
0.005644 |
0.000071 |
0.017072 |
- |
2944.4 |
2867.2 |
- |
2927.876 |
20251219 |
80 |
428 |
| CFFEX.IH2603 |
0.022954 |
0.026756 |
-0.003801 |
0.0066 |
0.000046 |
0.011092 |
- |
2947.2 |
2870.4 |
- |
2927.876 |
20260320 |
144 |
428 |