|
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_20250904_151413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.023137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7040.128 |
20250815 |
0 |
437 |
| CFFEX.IM2509 |
-0.023137 |
-0.019545 |
-0.003593 |
-0.005274 |
-0.000439 |
-0.106354 |
- |
7003.0 |
7142.6 |
- |
7040.128 |
20250919 |
12 |
437 |
| CFFEX.IM2510 |
-0.023137 |
-0.018571 |
-0.004566 |
-0.013654 |
-0.000525 |
-0.12709 |
- |
6944.0 |
7075.4 |
- |
7040.128 |
20251017 |
26 |
437 |
| CFFEX.IM2511 |
-0.023137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7040.128 |
20251121 |
51 |
437 |
| CFFEX.IM2512 |
-0.023137 |
-0.01891 |
-0.004228 |
-0.033114 |
-0.000466 |
-0.112868 |
- |
6807.0 |
6938.2 |
- |
7040.128 |
20251219 |
71 |
437 |
| CFFEX.IM2603 |
-0.023137 |
-0.019169 |
-0.003968 |
-0.058085 |
-0.00043 |
-0.104123 |
- |
6631.2 |
6760.8 |
- |
7040.128 |
20260320 |
135 |
437 |
| CFFEX.IC2508 |
-0.024892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6697.490 |
20250815 |
0 |
437 |
| CFFEX.IC2509 |
-0.024892 |
-0.020887 |
-0.004005 |
-0.007539 |
-0.000628 |
-0.152029 |
- |
6647.0 |
6788.8 |
- |
6697.490 |
20250919 |
12 |
437 |
| CFFEX.IC2510 |
-0.024892 |
-0.02217 |
-0.002722 |
-0.016139 |
-0.000621 |
-0.150216 |
- |
6589.4 |
6738.8 |
- |
6697.490 |
20251017 |
26 |
437 |
| CFFEX.IC2511 |
-0.024892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6697.490 |
20251121 |
51 |
437 |
| CFFEX.IC2512 |
-0.024892 |
-0.021534 |
-0.003359 |
-0.032533 |
-0.000458 |
-0.110887 |
- |
6479.6 |
6622.2 |
- |
6697.490 |
20251219 |
71 |
437 |
| CFFEX.IC2603 |
-0.024892 |
-0.022401 |
-0.002492 |
-0.055168 |
-0.000409 |
-0.098895 |
- |
6328.0 |
6473.0 |
- |
6697.490 |
20260320 |
135 |
437 |
| CFFEX.IF2508 |
-0.021368 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4364.534 |
20250815 |
0 |
437 |
| CFFEX.IF2509 |
-0.021368 |
-0.018194 |
-0.003173 |
-0.003467 |
-0.000289 |
-0.069928 |
- |
4349.4 |
4430.0 |
- |
4364.534 |
20250919 |
12 |
437 |
| CFFEX.IF2510 |
-0.021368 |
-0.017603 |
-0.003765 |
-0.005163 |
-0.000199 |
-0.048055 |
- |
4342.0 |
4419.8 |
- |
4364.534 |
20251017 |
26 |
437 |
| CFFEX.IF2511 |
-0.021368 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4364.534 |
20251121 |
51 |
437 |
| CFFEX.IF2512 |
-0.021368 |
-0.017947 |
-0.00342 |
-0.009562 |
-0.000135 |
-0.032592 |
- |
4322.8 |
4401.8 |
- |
4364.534 |
20251219 |
71 |
437 |
| CFFEX.IF2603 |
-0.021368 |
-0.017584 |
-0.003784 |
-0.014328 |
-0.000106 |
-0.025684 |
- |
4302.0 |
4379.0 |
- |
4364.534 |
20260320 |
135 |
437 |
| CFFEX.IH2508 |
-0.016492 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2912.160 |
20250815 |
0 |
437 |
| CFFEX.IH2509 |
-0.016492 |
-0.016684 |
0.000191 |
-0.004244 |
-0.000354 |
-0.085593 |
- |
2899.8 |
2949.0 |
- |
2912.160 |
20250919 |
12 |
437 |
| CFFEX.IH2510 |
-0.016492 |
-0.01595 |
-0.000543 |
-0.004244 |
-0.000163 |
-0.039504 |
- |
2899.8 |
2946.8 |
- |
2912.160 |
20251017 |
26 |
437 |
| CFFEX.IH2511 |
-0.016492 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2912.160 |
20251121 |
51 |
437 |
| CFFEX.IH2512 |
-0.016492 |
-0.015887 |
-0.000605 |
-0.004519 |
-0.000064 |
-0.015403 |
- |
2899.0 |
2945.8 |
- |
2912.160 |
20251219 |
71 |
437 |
| CFFEX.IH2603 |
-0.016492 |
-0.015809 |
-0.000683 |
-0.003832 |
-0.000028 |
-0.00687 |
- |
2901.0 |
2947.6 |
- |
2912.160 |
20260320 |
135 |
437 |