|
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_20250827_151430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
-0.018378 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7339.062 |
20250718 |
0 |
431 |
| CFFEX.IM2508 |
-0.018378 |
0.0 |
-0.018378 |
-0.031974 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7339.062 |
20250815 |
0 |
431 |
| CFFEX.IM2509 |
-0.018378 |
-0.017288 |
-0.00109 |
-0.007067 |
-0.000393 |
-0.095006 |
- |
7287.2 |
7415.4 |
- |
7339.062 |
20250919 |
18 |
431 |
| CFFEX.IM2510 |
-0.018378 |
-0.017331 |
-0.001048 |
-0.014179 |
-0.000443 |
-0.10723 |
- |
7235.0 |
7362.6 |
- |
7339.062 |
20251017 |
32 |
431 |
| CFFEX.IM2512 |
-0.018378 |
-0.018525 |
0.000147 |
-0.029767 |
-0.000387 |
-0.093553 |
- |
7120.6 |
7255.0 |
- |
7339.062 |
20251219 |
77 |
431 |
| CFFEX.IM2603 |
-0.018378 |
-0.018882 |
0.000504 |
-0.051296 |
-0.000364 |
-0.088039 |
- |
6962.6 |
7096.6 |
- |
7339.062 |
20260320 |
141 |
431 |
| CFFEX.IC2507 |
-0.014222 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6865.024 |
20250718 |
0 |
431 |
| CFFEX.IC2508 |
-0.014222 |
0.0 |
-0.014222 |
-0.044315 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
6865.024 |
20250815 |
0 |
431 |
| CFFEX.IC2509 |
-0.014222 |
-0.011364 |
-0.002857 |
-0.003966 |
-0.00022 |
-0.053315 |
- |
6837.8 |
6916.4 |
- |
6865.024 |
20250919 |
18 |
431 |
| CFFEX.IC2510 |
-0.014222 |
-0.012701 |
-0.00152 |
-0.010375 |
-0.000324 |
-0.07846 |
- |
6793.8 |
6881.2 |
- |
6865.024 |
20251017 |
32 |
431 |
| CFFEX.IC2512 |
-0.014222 |
-0.013522 |
-0.0007 |
-0.024446 |
-0.000317 |
-0.076831 |
- |
6697.2 |
6789.0 |
- |
6865.024 |
20251219 |
77 |
431 |
| CFFEX.IC2603 |
-0.014222 |
-0.013179 |
-0.001043 |
-0.042334 |
-0.0003 |
-0.072658 |
- |
6574.4 |
6662.2 |
- |
6865.024 |
20260320 |
141 |
431 |
| CFFEX.IF2507 |
-0.014679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4387.233 |
20250718 |
0 |
431 |
| CFFEX.IF2508 |
-0.014679 |
0.0 |
-0.014679 |
-0.041537 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4387.233 |
20250815 |
0 |
431 |
| CFFEX.IF2509 |
-0.014679 |
-0.01461 |
-0.000069 |
-0.000737 |
-0.000041 |
-0.009907 |
- |
4384.0 |
4449.0 |
- |
4387.233 |
20250919 |
18 |
431 |
| CFFEX.IF2510 |
-0.014679 |
-0.014499 |
-0.000179 |
-0.002287 |
-0.000071 |
-0.017294 |
- |
4377.2 |
4441.6 |
- |
4387.233 |
20251017 |
32 |
431 |
| CFFEX.IF2512 |
-0.014679 |
-0.014813 |
0.000134 |
-0.005524 |
-0.000072 |
-0.01736 |
- |
4363.0 |
4428.6 |
- |
4387.233 |
20251219 |
77 |
431 |
| CFFEX.IF2603 |
-0.014679 |
-0.015241 |
0.000562 |
-0.01031 |
-0.000073 |
-0.017695 |
- |
4342.0 |
4409.2 |
- |
4387.233 |
20260320 |
141 |
431 |
| CFFEX.IH2507 |
-0.016992 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2919.314 |
20250718 |
0 |
431 |
| CFFEX.IH2508 |
-0.016992 |
0.0 |
-0.016992 |
-0.027306 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2919.314 |
20250815 |
0 |
431 |
| CFFEX.IH2509 |
-0.016992 |
-0.017032 |
0.000041 |
0.000303 |
0.000017 |
0.00408 |
- |
2920.2 |
2970.8 |
- |
2919.314 |
20250919 |
18 |
431 |
| CFFEX.IH2510 |
-0.016992 |
-0.018102 |
0.00111 |
-0.000382 |
-0.000012 |
-0.002886 |
- |
2918.2 |
2972.0 |
- |
2919.314 |
20251017 |
32 |
431 |
| CFFEX.IH2512 |
-0.016992 |
-0.01695 |
-0.000042 |
0.001263 |
0.000016 |
0.003968 |
- |
2923.0 |
2973.4 |
- |
2919.314 |
20251219 |
77 |
431 |
| CFFEX.IH2603 |
-0.016992 |
-0.016868 |
-0.000124 |
0.002222 |
0.000016 |
0.003813 |
- |
2925.8 |
2976.0 |
- |
2919.314 |
20260320 |
141 |
431 |