|
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_20250910_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.000856 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7232.210 |
20250815 |
0 |
441 |
| CFFEX.IM2509 |
0.000856 |
-0.002065 |
0.002921 |
-0.011229 |
-0.001404 |
-0.339675 |
- |
7151.0 |
7165.8 |
- |
7232.210 |
20250919 |
8 |
441 |
| CFFEX.IM2510 |
0.000856 |
-0.00169 |
0.002546 |
-0.019857 |
-0.000903 |
-0.218427 |
- |
7088.6 |
7100.6 |
- |
7232.210 |
20251017 |
22 |
441 |
| CFFEX.IM2511 |
0.000856 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7232.210 |
20251121 |
47 |
441 |
| CFFEX.IM2512 |
0.000856 |
-0.002616 |
0.003472 |
-0.040653 |
-0.000607 |
-0.146836 |
- |
6938.2 |
6956.4 |
- |
7232.210 |
20251219 |
67 |
441 |
| CFFEX.IM2603 |
0.000856 |
-0.003955 |
0.00481 |
-0.066675 |
-0.000509 |
-0.123171 |
- |
6750.0 |
6776.8 |
- |
7232.210 |
20260320 |
131 |
441 |
| CFFEX.IC2508 |
0.000690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6933.746 |
20250815 |
0 |
441 |
| CFFEX.IC2509 |
0.000690 |
-0.001368 |
0.002058 |
-0.010145 |
-0.001268 |
-0.3069 |
- |
6863.4 |
6872.8 |
- |
6933.746 |
20250919 |
8 |
441 |
| CFFEX.IC2510 |
0.000690 |
-0.001556 |
0.002246 |
-0.018856 |
-0.000857 |
-0.207421 |
- |
6803.0 |
6813.6 |
- |
6933.746 |
20251017 |
22 |
441 |
| CFFEX.IC2511 |
0.000690 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6933.746 |
20251121 |
47 |
441 |
| CFFEX.IC2512 |
0.000690 |
-0.002031 |
0.002721 |
-0.036192 |
-0.00054 |
-0.130723 |
- |
6682.8 |
6696.4 |
- |
6933.746 |
20251219 |
67 |
441 |
| CFFEX.IC2603 |
0.000690 |
-0.00287 |
0.00356 |
-0.058056 |
-0.000443 |
-0.107249 |
- |
6531.2 |
6550.0 |
- |
6933.746 |
20260320 |
131 |
441 |
| CFFEX.IF2508 |
0.002558 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4447.605 |
20250815 |
0 |
441 |
| CFFEX.IF2509 |
0.002558 |
0.001401 |
0.001157 |
-0.003419 |
-0.000427 |
-0.103415 |
- |
4432.4 |
4426.2 |
- |
4447.605 |
20250919 |
8 |
441 |
| CFFEX.IF2510 |
0.002558 |
0.000815 |
0.001743 |
-0.005577 |
-0.000254 |
-0.061349 |
- |
4422.8 |
4419.2 |
- |
4447.605 |
20251017 |
22 |
441 |
| CFFEX.IF2511 |
0.002558 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4447.605 |
20251121 |
47 |
441 |
| CFFEX.IF2512 |
0.002558 |
0.000227 |
0.00233 |
-0.010569 |
-0.000158 |
-0.038173 |
- |
4400.6 |
4399.6 |
- |
4447.605 |
20251219 |
67 |
441 |
| CFFEX.IF2603 |
0.002558 |
-0.000228 |
0.002786 |
-0.015605 |
-0.000119 |
-0.028828 |
- |
4378.2 |
4379.2 |
- |
4447.605 |
20260320 |
131 |
441 |
| CFFEX.IH2508 |
0.004325 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2941.299 |
20250815 |
0 |
441 |
| CFFEX.IH2509 |
0.004325 |
0.004239 |
0.000086 |
-0.00119 |
-0.000149 |
-0.035986 |
- |
2937.8 |
2925.4 |
- |
2941.299 |
20250919 |
8 |
441 |
| CFFEX.IH2510 |
0.004325 |
0.003555 |
0.000771 |
-0.001734 |
-0.000079 |
-0.019069 |
- |
2936.2 |
2925.8 |
- |
2941.299 |
20251017 |
22 |
441 |
| CFFEX.IH2511 |
0.004325 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2941.299 |
20251121 |
47 |
441 |
| CFFEX.IH2512 |
0.004325 |
0.004103 |
0.000222 |
-0.00153 |
-0.000023 |
-0.005525 |
- |
2936.8 |
2924.8 |
- |
2941.299 |
20251219 |
67 |
441 |
| CFFEX.IH2603 |
0.004325 |
0.00451 |
-0.000185 |
-0.00051 |
-0.000004 |
-0.000941 |
- |
2939.8 |
2926.6 |
- |
2941.299 |
20260320 |
131 |
441 |