|
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_20250903_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.014714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7206.266 |
20250815 |
0 |
436 |
| CFFEX.IM2509 |
-0.014714 |
-0.015004 |
0.00029 |
-0.008835 |
-0.00068 |
-0.164463 |
- |
7142.6 |
7251.4 |
- |
7206.266 |
20250919 |
13 |
436 |
| CFFEX.IM2510 |
-0.014714 |
-0.017606 |
0.002892 |
-0.01816 |
-0.000673 |
-0.162768 |
- |
7075.4 |
7202.2 |
- |
7206.266 |
20251017 |
27 |
436 |
| CFFEX.IM2511 |
-0.014714 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7206.266 |
20251121 |
52 |
436 |
| CFFEX.IM2512 |
-0.014714 |
-0.016834 |
0.00212 |
-0.037199 |
-0.000517 |
-0.12503 |
- |
6938.2 |
7057.0 |
- |
7206.266 |
20251219 |
72 |
436 |
| CFFEX.IM2603 |
-0.014714 |
-0.017468 |
0.002754 |
-0.061816 |
-0.000455 |
-0.109997 |
- |
6760.8 |
6881.0 |
- |
7206.266 |
20260320 |
136 |
436 |
| CFFEX.IC2508 |
-0.013408 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6868.348 |
20250815 |
0 |
436 |
| CFFEX.IC2509 |
-0.013408 |
-0.0154 |
0.001992 |
-0.011407 |
-0.000877 |
-0.212348 |
- |
6790.0 |
6896.2 |
- |
6868.348 |
20250919 |
13 |
436 |
| CFFEX.IC2510 |
-0.013408 |
-0.016406 |
0.002998 |
-0.018862 |
-0.000699 |
-0.169056 |
- |
6738.8 |
6851.2 |
- |
6868.348 |
20251017 |
27 |
436 |
| CFFEX.IC2511 |
-0.013408 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6868.348 |
20251121 |
52 |
436 |
| CFFEX.IC2512 |
-0.013408 |
-0.017653 |
0.004245 |
-0.035838 |
-0.000498 |
-0.120456 |
- |
6622.2 |
6741.2 |
- |
6868.348 |
20251219 |
72 |
436 |
| CFFEX.IC2603 |
-0.013408 |
-0.019034 |
0.005626 |
-0.057561 |
-0.000423 |
-0.102424 |
- |
6473.0 |
6598.6 |
- |
6868.348 |
20260320 |
136 |
436 |
| CFFEX.IF2508 |
-0.008071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4454.210 |
20250815 |
0 |
436 |
| CFFEX.IF2509 |
-0.008071 |
-0.011426 |
0.003354 |
-0.005435 |
-0.000418 |
-0.10118 |
- |
4430.0 |
4481.2 |
- |
4454.210 |
20250919 |
13 |
436 |
| CFFEX.IF2510 |
-0.008071 |
-0.012468 |
0.004397 |
-0.007725 |
-0.000286 |
-0.069241 |
- |
4419.8 |
4475.6 |
- |
4454.210 |
20251017 |
27 |
436 |
| CFFEX.IF2511 |
-0.008071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4454.210 |
20251121 |
52 |
436 |
| CFFEX.IF2512 |
-0.008071 |
-0.013315 |
0.005244 |
-0.011766 |
-0.000163 |
-0.039548 |
- |
4401.8 |
4461.2 |
- |
4454.210 |
20251219 |
72 |
436 |
| CFFEX.IF2603 |
-0.008071 |
-0.013517 |
0.005445 |
-0.016885 |
-0.000124 |
-0.030046 |
- |
4379.0 |
4439.0 |
- |
4454.210 |
20260320 |
136 |
436 |
| CFFEX.IH2508 |
-0.012553 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2955.311 |
20250815 |
0 |
436 |
| CFFEX.IH2509 |
-0.012553 |
-0.014635 |
0.002082 |
-0.002135 |
-0.000164 |
-0.039753 |
- |
2949.0 |
2992.8 |
- |
2955.311 |
20250919 |
13 |
436 |
| CFFEX.IH2510 |
-0.012553 |
-0.014844 |
0.00229 |
-0.00288 |
-0.000107 |
-0.025812 |
- |
2946.8 |
2991.2 |
- |
2955.311 |
20251017 |
27 |
436 |
| CFFEX.IH2511 |
-0.012553 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2955.311 |
20251121 |
52 |
436 |
| CFFEX.IH2512 |
-0.012553 |
-0.015046 |
0.002493 |
-0.003218 |
-0.000045 |
-0.010817 |
- |
2945.8 |
2990.8 |
- |
2955.311 |
20251219 |
72 |
436 |
| CFFEX.IH2603 |
-0.012553 |
-0.014576 |
0.002023 |
-0.002609 |
-0.000019 |
-0.004643 |
- |
2947.6 |
2991.2 |
- |
2955.311 |
20260320 |
136 |
436 |