|
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_20250909_151418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.011545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7226.631 |
20250815 |
0 |
440 |
| CFFEX.IM2509 |
-0.011545 |
-0.009701 |
-0.001843 |
-0.008418 |
-0.000935 |
-0.22634 |
- |
7165.8 |
7236.0 |
- |
7226.631 |
20250919 |
9 |
440 |
| CFFEX.IM2510 |
-0.011545 |
-0.010893 |
-0.000651 |
-0.01744 |
-0.000758 |
-0.183497 |
- |
7100.6 |
7178.8 |
- |
7226.631 |
20251017 |
23 |
440 |
| CFFEX.IM2511 |
-0.011545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7226.631 |
20251121 |
48 |
440 |
| CFFEX.IM2512 |
-0.011545 |
-0.012212 |
0.000667 |
-0.037394 |
-0.00055 |
-0.133078 |
- |
6956.4 |
7042.4 |
- |
7226.631 |
20251219 |
68 |
440 |
| CFFEX.IM2603 |
-0.011545 |
-0.012761 |
0.001217 |
-0.062246 |
-0.000472 |
-0.114118 |
- |
6776.8 |
6864.4 |
- |
7226.631 |
20260320 |
132 |
440 |
| CFFEX.IC2508 |
-0.008954 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6929.508 |
20250815 |
0 |
440 |
| CFFEX.IC2509 |
-0.008954 |
-0.006936 |
-0.002019 |
-0.008184 |
-0.000909 |
-0.220047 |
- |
6872.8 |
6920.8 |
- |
6929.508 |
20250919 |
9 |
440 |
| CFFEX.IC2510 |
-0.008954 |
-0.007892 |
-0.001062 |
-0.016727 |
-0.000727 |
-0.175994 |
- |
6813.6 |
6867.8 |
- |
6929.508 |
20251017 |
23 |
440 |
| CFFEX.IC2511 |
-0.008954 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6929.508 |
20251121 |
48 |
440 |
| CFFEX.IC2512 |
-0.008954 |
-0.009262 |
0.000308 |
-0.03364 |
-0.000495 |
-0.119718 |
- |
6696.4 |
6759.0 |
- |
6929.508 |
20251219 |
68 |
440 |
| CFFEX.IC2603 |
-0.008954 |
-0.009347 |
0.000393 |
-0.054767 |
-0.000415 |
-0.100406 |
- |
6550.0 |
6611.8 |
- |
6929.508 |
20260320 |
132 |
440 |
| CFFEX.IF2508 |
-0.006831 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4437.057 |
20250815 |
0 |
440 |
| CFFEX.IF2509 |
-0.006831 |
-0.006018 |
-0.000812 |
-0.002447 |
-0.000272 |
-0.065794 |
- |
4426.2 |
4453.0 |
- |
4437.057 |
20250919 |
9 |
440 |
| CFFEX.IF2510 |
-0.006831 |
-0.005983 |
-0.000847 |
-0.004025 |
-0.000175 |
-0.042345 |
- |
4419.2 |
4445.8 |
- |
4437.057 |
20251017 |
23 |
440 |
| CFFEX.IF2511 |
-0.006831 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4437.057 |
20251121 |
48 |
440 |
| CFFEX.IF2512 |
-0.006831 |
-0.005605 |
-0.001225 |
-0.008442 |
-0.000124 |
-0.030043 |
- |
4399.6 |
4424.4 |
- |
4437.057 |
20251219 |
68 |
440 |
| CFFEX.IF2603 |
-0.006831 |
-0.006353 |
-0.000477 |
-0.013039 |
-0.000099 |
-0.023906 |
- |
4379.2 |
4407.2 |
- |
4437.057 |
20260320 |
132 |
440 |
| CFFEX.IH2508 |
-0.003739 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2928.890 |
20250815 |
0 |
440 |
| CFFEX.IH2509 |
-0.003739 |
-0.003814 |
0.000075 |
-0.001192 |
-0.000132 |
-0.03204 |
- |
2925.4 |
2936.6 |
- |
2928.890 |
20250919 |
9 |
440 |
| CFFEX.IH2510 |
-0.003739 |
-0.004424 |
0.000685 |
-0.001055 |
-0.000046 |
-0.011101 |
- |
2925.8 |
2938.8 |
- |
2928.890 |
20251017 |
23 |
440 |
| CFFEX.IH2511 |
-0.003739 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2928.890 |
20251121 |
48 |
440 |
| CFFEX.IH2512 |
-0.003739 |
-0.004154 |
0.000415 |
-0.001396 |
-0.000021 |
-0.00497 |
- |
2924.8 |
2937.0 |
- |
2928.890 |
20251219 |
68 |
440 |
| CFFEX.IH2603 |
-0.003739 |
-0.004829 |
0.00109 |
-0.000782 |
-0.000006 |
-0.001433 |
- |
2926.6 |
2940.8 |
- |
2928.890 |
20260320 |
132 |
440 |