|
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_20250902_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.025155 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7312.459 |
20250815 |
0 |
435 |
| CFFEX.IM2509 |
-0.025155 |
-0.017505 |
-0.007649 |
-0.00835 |
-0.000596 |
-0.144336 |
- |
7251.4 |
7380.6 |
- |
7312.459 |
20250919 |
14 |
435 |
| CFFEX.IM2510 |
-0.025155 |
-0.015313 |
-0.009842 |
-0.015078 |
-0.000539 |
-0.130319 |
- |
7202.2 |
7314.2 |
- |
7312.459 |
20251017 |
28 |
435 |
| CFFEX.IM2511 |
-0.025155 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7312.459 |
20251121 |
53 |
435 |
| CFFEX.IM2512 |
-0.025155 |
-0.017131 |
-0.008024 |
-0.034935 |
-0.000479 |
-0.115811 |
- |
7057.0 |
7180.0 |
- |
7312.459 |
20251219 |
73 |
435 |
| CFFEX.IM2603 |
-0.025155 |
-0.016325 |
-0.008829 |
-0.059003 |
-0.000431 |
-0.104225 |
- |
6881.0 |
6995.2 |
- |
7312.459 |
20260320 |
137 |
435 |
| CFFEX.IC2508 |
-0.021062 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6960.530 |
20250815 |
0 |
435 |
| CFFEX.IC2509 |
-0.021062 |
-0.016907 |
-0.004155 |
-0.009242 |
-0.00066 |
-0.159757 |
- |
6896.2 |
7014.8 |
- |
6960.530 |
20250919 |
14 |
435 |
| CFFEX.IC2510 |
-0.021062 |
-0.016085 |
-0.004978 |
-0.015707 |
-0.000561 |
-0.135755 |
- |
6851.2 |
6963.2 |
- |
6960.530 |
20251017 |
28 |
435 |
| CFFEX.IC2511 |
-0.021062 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6960.530 |
20251121 |
53 |
435 |
| CFFEX.IC2512 |
-0.021062 |
-0.017117 |
-0.003945 |
-0.031511 |
-0.000432 |
-0.10446 |
- |
6741.2 |
6858.6 |
- |
6960.530 |
20251219 |
73 |
435 |
| CFFEX.IC2603 |
-0.021062 |
-0.016397 |
-0.004665 |
-0.051997 |
-0.00038 |
-0.09185 |
- |
6598.6 |
6708.6 |
- |
6960.530 |
20260320 |
137 |
435 |
| CFFEX.IF2508 |
-0.007706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4488.850 |
20250815 |
0 |
435 |
| CFFEX.IF2509 |
-0.007706 |
-0.006518 |
-0.001188 |
-0.001704 |
-0.000122 |
-0.029459 |
- |
4481.2 |
4510.6 |
- |
4488.850 |
20250919 |
14 |
435 |
| CFFEX.IF2510 |
-0.007706 |
-0.006085 |
-0.001621 |
-0.002952 |
-0.000105 |
-0.025512 |
- |
4475.6 |
4503.0 |
- |
4488.850 |
20251017 |
28 |
435 |
| CFFEX.IF2511 |
-0.007706 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4488.850 |
20251121 |
53 |
435 |
| CFFEX.IF2512 |
-0.007706 |
-0.005927 |
-0.001779 |
-0.00616 |
-0.000084 |
-0.02042 |
- |
4461.2 |
4487.8 |
- |
4488.850 |
20251219 |
73 |
435 |
| CFFEX.IF2603 |
-0.007706 |
-0.00609 |
-0.001616 |
-0.011105 |
-0.000081 |
-0.019617 |
- |
4439.0 |
4466.2 |
- |
4488.850 |
20260320 |
137 |
435 |
| CFFEX.IH2508 |
0.003768 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2992.436 |
20250815 |
0 |
435 |
| CFFEX.IH2509 |
0.003768 |
0.00443 |
-0.000662 |
0.000122 |
0.000009 |
0.002103 |
- |
2992.8 |
2979.6 |
- |
2992.436 |
20250919 |
14 |
435 |
| CFFEX.IH2510 |
0.003768 |
0.004433 |
-0.000664 |
-0.000413 |
-0.000015 |
-0.00357 |
- |
2991.2 |
2978.0 |
- |
2992.436 |
20251017 |
28 |
435 |
| CFFEX.IH2511 |
0.003768 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2992.436 |
20251121 |
53 |
435 |
| CFFEX.IH2512 |
0.003768 |
0.003624 |
0.000144 |
-0.000547 |
-0.000007 |
-0.001812 |
- |
2990.8 |
2980.0 |
- |
2992.436 |
20251219 |
73 |
435 |
| CFFEX.IH2603 |
0.003768 |
0.002682 |
0.001086 |
-0.000413 |
-0.000003 |
-0.00073 |
- |
2991.2 |
2983.2 |
- |
2992.436 |
20260320 |
137 |
435 |