|
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_20250828_171211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
0.014645 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7443.949 |
20250718 |
0 |
432 |
| CFFEX.IM2508 |
0.014645 |
0.0 |
0.014645 |
-0.045614 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7443.949 |
20250815 |
0 |
432 |
| CFFEX.IM2509 |
0.014645 |
0.010429 |
0.004216 |
-0.010848 |
-0.000638 |
-0.154419 |
- |
7363.2 |
7287.2 |
- |
7443.949 |
20250919 |
17 |
432 |
| CFFEX.IM2510 |
0.014645 |
0.009786 |
0.00486 |
-0.018559 |
-0.000599 |
-0.144877 |
- |
7305.8 |
7235.0 |
- |
7443.949 |
20251017 |
31 |
432 |
| CFFEX.IM2512 |
0.014645 |
0.008763 |
0.005882 |
-0.035055 |
-0.000461 |
-0.111623 |
- |
7183.0 |
7120.6 |
- |
7443.949 |
20251219 |
76 |
432 |
| CFFEX.IM2603 |
0.014645 |
0.007813 |
0.006832 |
-0.057355 |
-0.00041 |
-0.099143 |
- |
7017.0 |
6962.6 |
- |
7443.949 |
20260320 |
140 |
432 |
| CFFEX.IC2507 |
0.021329 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7008.936 |
20250718 |
0 |
432 |
| CFFEX.IC2508 |
0.021329 |
0.0 |
0.021329 |
-0.063938 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
7008.936 |
20250815 |
0 |
432 |
| CFFEX.IC2509 |
0.021329 |
0.018895 |
0.002434 |
-0.005983 |
-0.000352 |
-0.085173 |
- |
6967.0 |
6837.8 |
- |
7008.936 |
20250919 |
17 |
432 |
| CFFEX.IC2510 |
0.021329 |
0.018752 |
0.002577 |
-0.012518 |
-0.000404 |
-0.097719 |
- |
6921.2 |
6793.8 |
- |
7008.936 |
20251017 |
31 |
432 |
| CFFEX.IC2512 |
0.021329 |
0.018754 |
0.002575 |
-0.026557 |
-0.000349 |
-0.084563 |
- |
6822.8 |
6697.2 |
- |
7008.936 |
20251219 |
76 |
432 |
| CFFEX.IC2603 |
0.021329 |
0.01731 |
0.00402 |
-0.045761 |
-0.000327 |
-0.079101 |
- |
6688.2 |
6574.4 |
- |
7008.936 |
20260320 |
140 |
432 |
| CFFEX.IF2507 |
0.017938 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4464.803 |
20250718 |
0 |
432 |
| CFFEX.IF2508 |
0.017938 |
0.0 |
0.017938 |
-0.058189 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4464.803 |
20250815 |
0 |
432 |
| CFFEX.IF2509 |
0.017938 |
0.017427 |
0.000511 |
-0.000986 |
-0.000058 |
-0.014038 |
- |
4460.4 |
4384.0 |
- |
4464.803 |
20250919 |
17 |
432 |
| CFFEX.IF2510 |
0.017938 |
0.017683 |
0.000255 |
-0.002285 |
-0.000074 |
-0.017839 |
- |
4454.6 |
4377.2 |
- |
4464.803 |
20251017 |
31 |
432 |
| CFFEX.IF2512 |
0.017938 |
0.018657 |
-0.000719 |
-0.00457 |
-0.00006 |
-0.014551 |
- |
4444.4 |
4363.0 |
- |
4464.803 |
20251219 |
76 |
432 |
| CFFEX.IF2603 |
0.017938 |
0.018563 |
-0.000625 |
-0.009452 |
-0.000068 |
-0.016339 |
- |
4422.6 |
4342.0 |
- |
4464.803 |
20260320 |
140 |
432 |
| CFFEX.IH2507 |
0.015315 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2963.074 |
20250718 |
0 |
432 |
| CFFEX.IH2508 |
0.015315 |
0.0 |
0.015315 |
-0.041671 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2963.074 |
20250815 |
0 |
432 |
| CFFEX.IH2509 |
0.015315 |
0.013561 |
0.001754 |
-0.001105 |
-0.000065 |
-0.015729 |
- |
2959.8 |
2920.2 |
- |
2963.074 |
20250919 |
17 |
432 |
| CFFEX.IH2510 |
0.015315 |
0.015009 |
0.000306 |
-0.000362 |
-0.000012 |
-0.00283 |
- |
2962.0 |
2918.2 |
- |
2963.074 |
20251017 |
31 |
432 |
| CFFEX.IH2512 |
0.015315 |
0.013821 |
0.001494 |
0.00011 |
0.000001 |
0.00035 |
- |
2963.4 |
2923.0 |
- |
2963.074 |
20251219 |
76 |
432 |
| CFFEX.IH2603 |
0.015315 |
0.014902 |
0.000413 |
0.002135 |
0.000015 |
0.00369 |
- |
2969.4 |
2925.8 |
- |
2963.074 |
20260320 |
140 |
432 |