|
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_20250905_151411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.028608 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7242.587 |
20250815 |
0 |
438 |
| CFFEX.IM2509 |
0.028608 |
0.031843 |
-0.003236 |
-0.00229 |
-0.000208 |
-0.050384 |
- |
7226.0 |
7003.0 |
- |
7242.587 |
20250919 |
11 |
438 |
| CFFEX.IM2510 |
0.028608 |
0.033237 |
-0.004629 |
-0.00936 |
-0.000374 |
-0.0906 |
- |
7174.8 |
6944.0 |
- |
7242.587 |
20251017 |
25 |
438 |
| CFFEX.IM2511 |
0.028608 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7242.587 |
20251121 |
50 |
438 |
| CFFEX.IM2512 |
0.028608 |
0.034261 |
-0.005653 |
-0.027999 |
-0.0004 |
-0.096797 |
- |
7039.8 |
6806.6 |
- |
7242.587 |
20251219 |
70 |
438 |
| CFFEX.IM2603 |
0.028608 |
0.034835 |
-0.006227 |
-0.052521 |
-0.000392 |
-0.094851 |
- |
6862.2 |
6631.2 |
- |
7242.587 |
20260320 |
134 |
438 |
| CFFEX.IC2508 |
0.031750 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6911.120 |
20250815 |
0 |
438 |
| CFFEX.IC2509 |
0.031750 |
0.037039 |
-0.00529 |
-0.002593 |
-0.000236 |
-0.057044 |
- |
6893.2 |
6647.0 |
- |
6911.120 |
20250919 |
11 |
438 |
| CFFEX.IC2510 |
0.031750 |
0.038972 |
-0.007222 |
-0.009394 |
-0.000376 |
-0.09093 |
- |
6846.2 |
6589.4 |
- |
6911.120 |
20251017 |
25 |
438 |
| CFFEX.IC2511 |
0.031750 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6911.120 |
20251121 |
50 |
438 |
| CFFEX.IC2512 |
0.031750 |
0.03991 |
-0.00816 |
-0.025021 |
-0.000357 |
-0.0865 |
- |
6738.2 |
6479.6 |
- |
6911.120 |
20251219 |
70 |
438 |
| CFFEX.IC2603 |
0.031750 |
0.042351 |
-0.010602 |
-0.045596 |
-0.00034 |
-0.082345 |
- |
6596.0 |
6328.0 |
- |
6911.120 |
20260320 |
134 |
438 |
| CFFEX.IF2508 |
0.021507 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4459.091 |
20250815 |
0 |
438 |
| CFFEX.IF2509 |
0.021507 |
0.024647 |
-0.00314 |
-0.000559 |
-0.000051 |
-0.01229 |
- |
4456.6 |
4349.4 |
- |
4459.091 |
20250919 |
11 |
438 |
| CFFEX.IF2510 |
0.021507 |
0.025518 |
-0.004011 |
-0.001411 |
-0.000056 |
-0.013657 |
- |
4452.8 |
4342.0 |
- |
4459.091 |
20251017 |
25 |
438 |
| CFFEX.IF2511 |
0.021507 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4459.091 |
20251121 |
50 |
438 |
| CFFEX.IF2512 |
0.021507 |
0.025724 |
-0.004217 |
-0.005627 |
-0.00008 |
-0.019453 |
- |
4434.0 |
4322.8 |
- |
4459.091 |
20251219 |
70 |
438 |
| CFFEX.IF2603 |
0.021507 |
0.027243 |
-0.005736 |
-0.008946 |
-0.000067 |
-0.016156 |
- |
4419.2 |
4302.0 |
- |
4459.091 |
20260320 |
134 |
438 |
| CFFEX.IH2508 |
0.010716 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2941.660 |
20250815 |
0 |
438 |
| CFFEX.IH2509 |
0.010716 |
0.014139 |
-0.003422 |
-0.000292 |
-0.000027 |
-0.006432 |
- |
2940.8 |
2899.8 |
- |
2941.660 |
20250919 |
11 |
438 |
| CFFEX.IH2510 |
0.010716 |
0.014553 |
-0.003836 |
0.000116 |
0.000005 |
0.001119 |
- |
2942.0 |
2899.8 |
- |
2941.660 |
20251017 |
25 |
438 |
| CFFEX.IH2511 |
0.010716 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2941.660 |
20251121 |
50 |
438 |
| CFFEX.IH2512 |
0.010716 |
0.014281 |
-0.003564 |
-0.000428 |
-0.000006 |
-0.001481 |
- |
2940.4 |
2899.0 |
- |
2941.660 |
20251219 |
70 |
438 |
| CFFEX.IH2603 |
0.010716 |
0.01496 |
-0.004244 |
0.000931 |
0.000007 |
0.001682 |
- |
2944.4 |
2901.0 |
- |
2941.660 |
20260320 |
134 |
438 |