|
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_20250901_151438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.008299 |
- |
- |
- |
- |
- |
- |
- |
7104.4 |
- |
7500.409 |
20250815 |
0 |
434 |
| CFFEX.IM2509 |
0.008299 |
0.0019 |
0.006398 |
-0.015974 |
-0.001065 |
-0.257708 |
- |
7380.6 |
7366.6 |
- |
7500.409 |
20250919 |
15 |
434 |
| CFFEX.IM2510 |
0.008299 |
0.001259 |
0.007039 |
-0.024827 |
-0.000856 |
-0.207173 |
- |
7314.2 |
7305.0 |
- |
7500.409 |
20251017 |
29 |
434 |
| CFFEX.IM2511 |
0.008299 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7500.409 |
20251121 |
54 |
434 |
| CFFEX.IM2512 |
0.008299 |
0.000418 |
0.007881 |
-0.042719 |
-0.000577 |
-0.139702 |
- |
7180.0 |
7177.0 |
- |
7500.409 |
20251219 |
74 |
434 |
| CFFEX.IM2603 |
0.008299 |
-0.000771 |
0.00907 |
-0.067358 |
-0.000488 |
-0.11812 |
- |
6995.2 |
7000.6 |
- |
7500.409 |
20260320 |
138 |
434 |
| CFFEX.IC2508 |
0.009332 |
- |
- |
- |
- |
- |
- |
- |
6560.8 |
- |
7109.673 |
20250815 |
0 |
434 |
| CFFEX.IC2509 |
0.009332 |
0.002573 |
0.006759 |
-0.013344 |
-0.00089 |
-0.215287 |
- |
7014.8 |
6996.8 |
- |
7109.673 |
20250919 |
15 |
434 |
| CFFEX.IC2510 |
0.009332 |
0.002159 |
0.007173 |
-0.020602 |
-0.00071 |
-0.17192 |
- |
6963.2 |
6948.2 |
- |
7109.673 |
20251017 |
29 |
434 |
| CFFEX.IC2511 |
0.009332 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7109.673 |
20251121 |
54 |
434 |
| CFFEX.IC2512 |
0.009332 |
0.002455 |
0.006876 |
-0.035314 |
-0.000477 |
-0.115487 |
- |
6858.6 |
6841.8 |
- |
7109.673 |
20251219 |
74 |
434 |
| CFFEX.IC2603 |
0.009332 |
0.001373 |
0.007958 |
-0.056412 |
-0.000409 |
-0.098926 |
- |
6708.6 |
6699.4 |
- |
7109.673 |
20260320 |
138 |
434 |
| CFFEX.IF2508 |
0.006121 |
- |
- |
- |
- |
- |
- |
- |
4205.0 |
- |
4524.284 |
20250815 |
0 |
434 |
| CFFEX.IF2509 |
0.006121 |
0.000976 |
0.005145 |
-0.003025 |
-0.000202 |
-0.048796 |
- |
4510.6 |
4506.2 |
- |
4524.284 |
20250919 |
15 |
434 |
| CFFEX.IF2510 |
0.006121 |
0.000489 |
0.005632 |
-0.004704 |
-0.000162 |
-0.039257 |
- |
4503.0 |
4500.8 |
- |
4524.284 |
20251017 |
29 |
434 |
| CFFEX.IF2511 |
0.006121 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4524.284 |
20251121 |
54 |
434 |
| CFFEX.IF2512 |
0.006121 |
-0.000178 |
0.006299 |
-0.008064 |
-0.000109 |
-0.026372 |
- |
4487.8 |
4488.6 |
- |
4524.284 |
20251219 |
74 |
434 |
| CFFEX.IF2603 |
0.006121 |
0.000314 |
0.005807 |
-0.012838 |
-0.000093 |
-0.022513 |
- |
4466.2 |
4464.8 |
- |
4524.284 |
20260320 |
138 |
434 |
| CFFEX.IH2508 |
0.002182 |
- |
- |
- |
- |
- |
- |
- |
2839.6 |
- |
2982.967 |
20250815 |
0 |
434 |
| CFFEX.IH2509 |
0.002182 |
-0.000134 |
0.002316 |
-0.001129 |
-0.000075 |
-0.01821 |
- |
2979.6 |
2980.0 |
- |
2982.967 |
20250919 |
15 |
434 |
| CFFEX.IH2510 |
0.002182 |
0.000403 |
0.001779 |
-0.001665 |
-0.000057 |
-0.013895 |
- |
2978.0 |
2976.8 |
- |
2982.967 |
20251017 |
29 |
434 |
| CFFEX.IH2511 |
0.002182 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2982.967 |
20251121 |
54 |
434 |
| CFFEX.IH2512 |
0.002182 |
-0.000067 |
0.002249 |
-0.000995 |
-0.000013 |
-0.003253 |
- |
2980.0 |
2980.2 |
- |
2982.967 |
20251219 |
74 |
434 |
| CFFEX.IH2603 |
0.002182 |
0.000335 |
0.001846 |
0.000078 |
0.000001 |
0.000137 |
- |
2983.2 |
2982.2 |
- |
2982.967 |
20260320 |
138 |
434 |