|
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_20250825_151443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.015581 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7477.659 |
20250718 |
0 |
429 |
| CFFEX.IM2508 |
0.015581 |
0.0 |
0.015581 |
-0.049917 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7477.659 |
20250815 |
0 |
429 |
| CFFEX.IM2509 |
0.015581 |
0.008655 |
0.006926 |
-0.008754 |
-0.000438 |
-0.105923 |
- |
7412.2 |
7348.6 |
- |
7477.659 |
20250919 |
20 |
429 |
| CFFEX.IM2510 |
0.015581 |
0.008655 |
0.006925 |
-0.015066 |
-0.000443 |
-0.107235 |
- |
7365.0 |
7301.8 |
- |
7477.659 |
20251017 |
34 |
429 |
| CFFEX.IM2512 |
0.015581 |
0.009649 |
0.005932 |
-0.02884 |
-0.000365 |
-0.088347 |
- |
7262.0 |
7192.6 |
- |
7477.659 |
20251219 |
79 |
429 |
| CFFEX.IM2603 |
0.015581 |
0.010262 |
0.005319 |
-0.049408 |
-0.000346 |
-0.083614 |
- |
7108.2 |
7036.0 |
- |
7477.659 |
20260320 |
143 |
429 |
| CFFEX.IC2507 |
0.019012 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6952.563 |
20250718 |
0 |
429 |
| CFFEX.IC2508 |
0.019012 |
0.0 |
0.019012 |
-0.056348 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6952.563 |
20250815 |
0 |
429 |
| CFFEX.IC2509 |
0.019012 |
0.014566 |
0.004446 |
-0.006179 |
-0.000309 |
-0.074771 |
- |
6909.6 |
6810.4 |
- |
6952.563 |
20250919 |
20 |
429 |
| CFFEX.IC2510 |
0.019012 |
0.015715 |
0.003297 |
-0.010897 |
-0.000321 |
-0.077562 |
- |
6876.8 |
6770.4 |
- |
6952.563 |
20251017 |
34 |
429 |
| CFFEX.IC2512 |
0.019012 |
0.014382 |
0.00463 |
-0.024101 |
-0.000305 |
-0.073828 |
- |
6785.0 |
6688.8 |
- |
6952.563 |
20251219 |
79 |
429 |
| CFFEX.IC2603 |
0.019012 |
0.015378 |
0.003634 |
-0.040814 |
-0.000285 |
-0.06907 |
- |
6668.8 |
6567.8 |
- |
6952.563 |
20260320 |
143 |
429 |
| CFFEX.IF2507 |
0.020612 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4468.235 |
20250718 |
0 |
429 |
| CFFEX.IF2508 |
0.020612 |
0.0 |
0.020612 |
-0.058913 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4468.235 |
20250815 |
0 |
429 |
| CFFEX.IF2509 |
0.020612 |
0.018343 |
0.002268 |
0.001424 |
0.000071 |
0.017236 |
- |
4474.6 |
4394.0 |
- |
4468.235 |
20250919 |
20 |
429 |
| CFFEX.IF2510 |
0.020612 |
0.019098 |
0.001513 |
0.000753 |
0.000022 |
0.00536 |
- |
4471.6 |
4387.8 |
- |
4468.235 |
20251017 |
34 |
429 |
| CFFEX.IF2512 |
0.020612 |
0.018881 |
0.001731 |
-0.002425 |
-0.000031 |
-0.007428 |
- |
4457.4 |
4374.8 |
- |
4468.235 |
20251219 |
79 |
429 |
| CFFEX.IF2603 |
0.020612 |
0.020959 |
-0.000347 |
-0.005737 |
-0.00004 |
-0.009709 |
- |
4442.6 |
4351.4 |
- |
4468.235 |
20260320 |
143 |
429 |
| CFFEX.IH2507 |
0.020826 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2989.606 |
20250718 |
0 |
429 |
| CFFEX.IH2508 |
0.020826 |
0.0 |
0.020826 |
-0.050176 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2989.606 |
20250815 |
0 |
429 |
| CFFEX.IH2509 |
0.020826 |
0.017063 |
0.003763 |
0.000868 |
0.000043 |
0.010499 |
- |
2992.2 |
2942.0 |
- |
2989.606 |
20250919 |
20 |
429 |
| CFFEX.IH2510 |
0.020826 |
0.01872 |
0.002106 |
0.001135 |
0.000033 |
0.00808 |
- |
2993.0 |
2938.0 |
- |
2989.606 |
20251017 |
34 |
429 |
| CFFEX.IH2512 |
0.020826 |
0.016642 |
0.004185 |
0.001269 |
0.000016 |
0.003888 |
- |
2993.4 |
2944.4 |
- |
2989.606 |
20251219 |
79 |
429 |
| CFFEX.IH2603 |
0.020826 |
0.017169 |
0.003658 |
0.002741 |
0.000019 |
0.004638 |
- |
2997.8 |
2947.2 |
- |
2989.606 |
20260320 |
143 |
429 |