|
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_20250829_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2507 |
-0.001085 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7439.027 |
20250718 |
0 |
433 |
| CFFEX.IM2508 |
-0.001085 |
0.0 |
-0.001085 |
-0.044983 |
-inf |
-inf |
- |
7104.4 |
7104.4 |
- |
7439.027 |
20250815 |
0 |
433 |
| CFFEX.IM2509 |
-0.001085 |
0.000054 |
-0.00114 |
-0.010139 |
-0.000634 |
-0.153358 |
- |
7363.6 |
7363.2 |
- |
7439.027 |
20250919 |
16 |
433 |
| CFFEX.IM2510 |
-0.001085 |
-0.00011 |
-0.000976 |
-0.018017 |
-0.000601 |
-0.145335 |
- |
7305.0 |
7305.8 |
- |
7439.027 |
20251017 |
30 |
433 |
| CFFEX.IM2512 |
-0.001085 |
-0.000835 |
-0.00025 |
-0.035223 |
-0.00047 |
-0.113654 |
- |
7177.0 |
7183.0 |
- |
7439.027 |
20251219 |
75 |
433 |
| CFFEX.IM2603 |
-0.001085 |
-0.002337 |
0.001252 |
-0.058936 |
-0.000424 |
-0.102608 |
- |
7000.6 |
7017.0 |
- |
7439.027 |
20260320 |
139 |
433 |
| CFFEX.IC2507 |
0.004777 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7044.653 |
20250718 |
0 |
433 |
| CFFEX.IC2508 |
0.004777 |
0.0 |
0.004777 |
-0.068684 |
-inf |
-inf |
- |
6560.8 |
6560.8 |
- |
7044.653 |
20250815 |
0 |
433 |
| CFFEX.IC2509 |
0.004777 |
0.004277 |
0.0005 |
-0.006793 |
-0.000425 |
-0.102741 |
- |
6996.8 |
6967.0 |
- |
7044.653 |
20250919 |
16 |
433 |
| CFFEX.IC2510 |
0.004777 |
0.003901 |
0.000876 |
-0.013692 |
-0.000456 |
-0.110446 |
- |
6948.2 |
6921.2 |
- |
7044.653 |
20251017 |
30 |
433 |
| CFFEX.IC2512 |
0.004777 |
0.002785 |
0.001992 |
-0.028795 |
-0.000384 |
-0.092913 |
- |
6841.8 |
6822.8 |
- |
7044.653 |
20251219 |
75 |
433 |
| CFFEX.IC2603 |
0.004777 |
0.001675 |
0.003102 |
-0.049009 |
-0.000353 |
-0.085325 |
- |
6699.4 |
6688.2 |
- |
7044.653 |
20260320 |
139 |
433 |
| CFFEX.IF2507 |
0.008256 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4500.636 |
20250718 |
0 |
433 |
| CFFEX.IF2508 |
0.008256 |
0.0 |
0.008256 |
-0.065688 |
-inf |
-inf |
- |
4205.0 |
4205.0 |
- |
4500.636 |
20250815 |
0 |
433 |
| CFFEX.IF2509 |
0.008256 |
0.010223 |
-0.001967 |
0.001192 |
0.000074 |
0.018026 |
- |
4506.0 |
4460.4 |
- |
4500.636 |
20250919 |
16 |
433 |
| CFFEX.IF2510 |
0.008256 |
0.010371 |
-0.002115 |
0.000036 |
0.000001 |
0.000294 |
- |
4500.8 |
4454.6 |
- |
4500.636 |
20251017 |
30 |
433 |
| CFFEX.IF2512 |
0.008256 |
0.009945 |
-0.001689 |
-0.002674 |
-0.000036 |
-0.008629 |
- |
4488.6 |
4444.4 |
- |
4500.636 |
20251219 |
75 |
433 |
| CFFEX.IF2603 |
0.008256 |
0.009542 |
-0.001286 |
-0.007962 |
-0.000057 |
-0.013863 |
- |
4464.8 |
4422.6 |
- |
4500.636 |
20260320 |
139 |
433 |
| CFFEX.IH2507 |
0.006443 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2979.803 |
20250718 |
0 |
433 |
| CFFEX.IH2508 |
0.006443 |
0.0 |
0.006443 |
-0.047051 |
-inf |
-inf |
- |
2839.6 |
2839.6 |
- |
2979.803 |
20250815 |
0 |
433 |
| CFFEX.IH2509 |
0.006443 |
0.006825 |
-0.000382 |
0.000066 |
0.000004 |
0.001 |
- |
2980.0 |
2959.8 |
- |
2979.803 |
20250919 |
16 |
433 |
| CFFEX.IH2510 |
0.006443 |
0.004997 |
0.001447 |
-0.001008 |
-0.000034 |
-0.008129 |
- |
2976.8 |
2962.0 |
- |
2979.803 |
20251017 |
30 |
433 |
| CFFEX.IH2512 |
0.006443 |
0.005669 |
0.000774 |
0.000133 |
0.000002 |
0.00043 |
- |
2980.2 |
2963.4 |
- |
2979.803 |
20251219 |
75 |
433 |
| CFFEX.IH2603 |
0.006443 |
0.004311 |
0.002133 |
0.000804 |
0.000006 |
0.0014 |
- |
2982.2 |
2969.4 |
- |
2979.803 |
20260320 |
139 |
433 |