|
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_20250826_151426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.000007 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7477.778 |
20250718 |
0 |
430 |
| CFFEX.IM2508 |
0.000007 |
0.0 |
0.000007 |
-0.049932 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7477.778 |
20250815 |
0 |
430 |
| CFFEX.IM2509 |
0.000007 |
0.000432 |
-0.000425 |
-0.008342 |
-0.000439 |
-0.106248 |
- |
7415.4 |
7412.2 |
- |
7477.778 |
20250919 |
19 |
430 |
| CFFEX.IM2510 |
0.000007 |
-0.000326 |
0.000333 |
-0.015403 |
-0.000467 |
-0.112953 |
- |
7362.6 |
7365.0 |
- |
7477.778 |
20251017 |
33 |
430 |
| CFFEX.IM2512 |
0.000007 |
-0.000964 |
0.000971 |
-0.029792 |
-0.000382 |
-0.092432 |
- |
7255.0 |
7262.0 |
- |
7477.778 |
20251219 |
78 |
430 |
| CFFEX.IM2603 |
0.000007 |
-0.001604 |
0.001611 |
-0.050975 |
-0.000359 |
-0.086872 |
- |
7096.6 |
7108.0 |
- |
7477.778 |
20260320 |
142 |
430 |
| CFFEX.IC2507 |
0.001591 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6962.954 |
20250718 |
0 |
430 |
| CFFEX.IC2508 |
0.001591 |
0.0 |
0.001591 |
-0.057756 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6962.954 |
20250815 |
0 |
430 |
| CFFEX.IC2509 |
0.001591 |
0.000984 |
0.000607 |
-0.006686 |
-0.000352 |
-0.085158 |
- |
6916.4 |
6909.6 |
- |
6962.954 |
20250919 |
19 |
430 |
| CFFEX.IC2510 |
0.001591 |
0.00064 |
0.000951 |
-0.011741 |
-0.000356 |
-0.086103 |
- |
6881.2 |
6876.8 |
- |
6962.954 |
20251017 |
33 |
430 |
| CFFEX.IC2512 |
0.001591 |
0.00059 |
0.001001 |
-0.024983 |
-0.00032 |
-0.077511 |
- |
6789.0 |
6785.0 |
- |
6962.954 |
20251219 |
78 |
430 |
| CFFEX.IC2603 |
0.001591 |
-0.00099 |
0.00258 |
-0.043193 |
-0.000304 |
-0.073611 |
- |
6662.2 |
6668.8 |
- |
6962.954 |
20260320 |
142 |
430 |
| CFFEX.IF2507 |
-0.004054 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4451.103 |
20250718 |
0 |
430 |
| CFFEX.IF2508 |
-0.004054 |
0.0 |
-0.004054 |
-0.05529 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4451.103 |
20250815 |
0 |
430 |
| CFFEX.IF2509 |
-0.004054 |
-0.005721 |
0.001667 |
-0.000472 |
-0.000025 |
-0.006018 |
- |
4449.0 |
4474.6 |
- |
4451.103 |
20250919 |
19 |
430 |
| CFFEX.IF2510 |
-0.004054 |
-0.006709 |
0.002655 |
-0.002135 |
-0.000065 |
-0.015656 |
- |
4441.6 |
4471.6 |
- |
4451.103 |
20251017 |
33 |
430 |
| CFFEX.IF2512 |
-0.004054 |
-0.006461 |
0.002407 |
-0.005056 |
-0.000065 |
-0.015685 |
- |
4428.6 |
4457.4 |
- |
4451.103 |
20251219 |
78 |
430 |
| CFFEX.IF2603 |
-0.004054 |
-0.007518 |
0.003464 |
-0.009414 |
-0.000066 |
-0.016044 |
- |
4409.2 |
4442.6 |
- |
4451.103 |
20260320 |
142 |
430 |
| CFFEX.IH2507 |
-0.006823 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2969.454 |
20250718 |
0 |
430 |
| CFFEX.IH2508 |
-0.006823 |
0.0 |
-0.006823 |
-0.04373 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2969.454 |
20250815 |
0 |
430 |
| CFFEX.IH2509 |
-0.006823 |
-0.007086 |
0.000262 |
0.000453 |
0.000024 |
0.005773 |
- |
2970.8 |
2992.0 |
- |
2969.454 |
20250919 |
19 |
430 |
| CFFEX.IH2510 |
-0.006823 |
-0.007016 |
0.000193 |
0.000857 |
0.000026 |
0.006288 |
- |
2972.0 |
2993.0 |
- |
2969.454 |
20251017 |
33 |
430 |
| CFFEX.IH2512 |
-0.006823 |
-0.006681 |
-0.000142 |
0.001329 |
0.000017 |
0.004123 |
- |
2973.4 |
2993.4 |
- |
2969.454 |
20251219 |
78 |
430 |
| CFFEX.IH2603 |
-0.006823 |
-0.007272 |
0.000449 |
0.002204 |
0.000016 |
0.003757 |
- |
2976.0 |
2997.8 |
- |
2969.454 |
20260320 |
142 |
430 |