|
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_20250908_151455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.009385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7313.668 |
20250815 |
0 |
439 |
| CFFEX.IM2509 |
0.009385 |
0.001384 |
0.008001 |
-0.01062 |
-0.001062 |
-0.256994 |
- |
7236.0 |
7226.0 |
- |
7313.668 |
20250919 |
10 |
439 |
| CFFEX.IM2510 |
0.009385 |
0.000558 |
0.008828 |
-0.018441 |
-0.000768 |
-0.185942 |
- |
7178.8 |
7174.8 |
- |
7313.668 |
20251017 |
24 |
439 |
| CFFEX.IM2511 |
0.009385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7313.668 |
20251121 |
49 |
439 |
| CFFEX.IM2512 |
0.009385 |
0.000369 |
0.009016 |
-0.037063 |
-0.000537 |
-0.12999 |
- |
7042.6 |
7040.0 |
- |
7313.668 |
20251219 |
69 |
439 |
| CFFEX.IM2603 |
0.009385 |
0.000321 |
0.009064 |
-0.061429 |
-0.000462 |
-0.111772 |
- |
6864.4 |
6862.2 |
- |
7313.668 |
20260320 |
133 |
439 |
| CFFEX.IC2508 |
0.011302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6992.093 |
20250815 |
0 |
439 |
| CFFEX.IC2509 |
0.011302 |
0.003305 |
0.007997 |
-0.01011 |
-0.001011 |
-0.244672 |
- |
6921.4 |
6898.6 |
- |
6992.093 |
20250919 |
10 |
439 |
| CFFEX.IC2510 |
0.011302 |
0.003155 |
0.008147 |
-0.017776 |
-0.000741 |
-0.179244 |
- |
6867.8 |
6846.2 |
- |
6992.093 |
20251017 |
24 |
439 |
| CFFEX.IC2511 |
0.011302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6992.093 |
20251121 |
49 |
439 |
| CFFEX.IC2512 |
0.011302 |
0.003087 |
0.008215 |
-0.033337 |
-0.000483 |
-0.11692 |
- |
6759.0 |
6738.2 |
- |
6992.093 |
20251219 |
69 |
439 |
| CFFEX.IC2603 |
0.011302 |
0.002395 |
0.008906 |
-0.054389 |
-0.000409 |
-0.098963 |
- |
6611.8 |
6596.0 |
- |
6992.093 |
20260320 |
133 |
439 |
| CFFEX.IF2508 |
0.001603 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4467.473 |
20250815 |
0 |
439 |
| CFFEX.IF2509 |
0.001603 |
-0.000898 |
0.0025 |
-0.003329 |
-0.000333 |
-0.080566 |
- |
4452.6 |
4456.6 |
- |
4467.473 |
20250919 |
10 |
439 |
| CFFEX.IF2510 |
0.001603 |
-0.001572 |
0.003175 |
-0.004851 |
-0.000202 |
-0.048917 |
- |
4445.8 |
4452.8 |
- |
4467.473 |
20251017 |
24 |
439 |
| CFFEX.IF2511 |
0.001603 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4467.473 |
20251121 |
49 |
439 |
| CFFEX.IF2512 |
0.001603 |
-0.002165 |
0.003768 |
-0.009641 |
-0.00014 |
-0.033815 |
- |
4424.4 |
4434.0 |
- |
4467.473 |
20251219 |
69 |
439 |
| CFFEX.IF2603 |
0.001603 |
-0.002715 |
0.004318 |
-0.013492 |
-0.000101 |
-0.024548 |
- |
4407.2 |
4419.2 |
- |
4467.473 |
20260320 |
133 |
439 |
| CFFEX.IH2508 |
-0.000661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2940.270 |
20250815 |
0 |
439 |
| CFFEX.IH2509 |
-0.000661 |
-0.001428 |
0.000767 |
-0.001248 |
-0.000125 |
-0.030206 |
- |
2936.6 |
2940.8 |
- |
2940.270 |
20250919 |
10 |
439 |
| CFFEX.IH2510 |
-0.000661 |
-0.001088 |
0.000426 |
-0.0005 |
-0.000021 |
-0.005041 |
- |
2938.8 |
2942.0 |
- |
2940.270 |
20251017 |
24 |
439 |
| CFFEX.IH2511 |
-0.000661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2940.270 |
20251121 |
49 |
439 |
| CFFEX.IH2512 |
-0.000661 |
-0.001156 |
0.000495 |
-0.001112 |
-0.000016 |
-0.003901 |
- |
2937.0 |
2940.4 |
- |
2940.270 |
20251219 |
69 |
439 |
| CFFEX.IH2603 |
-0.000661 |
-0.001223 |
0.000561 |
0.00018 |
0.000001 |
0.000328 |
- |
2940.8 |
2944.4 |
- |
2940.270 |
20260320 |
133 |
439 |