|
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_20250911_151502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.023135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7397.436 |
20250815 |
0 |
442 |
| CFFEX.IM2509 |
0.023135 |
0.033114 |
-0.009979 |
-0.001303 |
-0.000186 |
-0.045033 |
- |
7387.8 |
7151.0 |
- |
7397.436 |
20250919 |
7 |
442 |
| CFFEX.IM2510 |
0.023135 |
0.03349 |
-0.010356 |
-0.009657 |
-0.00046 |
-0.111284 |
- |
7326.0 |
7088.6 |
- |
7397.436 |
20251017 |
21 |
442 |
| CFFEX.IM2511 |
0.023135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7397.436 |
20251121 |
46 |
442 |
| CFFEX.IM2512 |
0.023135 |
0.035369 |
-0.012235 |
-0.028907 |
-0.000438 |
-0.105991 |
- |
7183.6 |
6938.2 |
- |
7397.436 |
20251219 |
66 |
442 |
| CFFEX.IM2603 |
0.023135 |
0.036148 |
-0.013013 |
-0.054537 |
-0.00042 |
-0.101523 |
- |
6994.0 |
6750.0 |
- |
7397.436 |
20260320 |
130 |
442 |
| CFFEX.IC2508 |
0.027055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7119.655 |
20250815 |
0 |
442 |
| CFFEX.IC2509 |
0.027055 |
0.038057 |
-0.011002 |
0.000695 |
0.000099 |
0.024012 |
- |
7124.6 |
6863.4 |
- |
7119.655 |
20250919 |
7 |
442 |
| CFFEX.IC2510 |
0.027055 |
0.039688 |
-0.012634 |
-0.006553 |
-0.000312 |
-0.075515 |
- |
7073.0 |
6803.0 |
- |
7119.655 |
20251017 |
21 |
442 |
| CFFEX.IC2511 |
0.027055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7119.655 |
20251121 |
46 |
442 |
| CFFEX.IC2512 |
0.027055 |
0.042826 |
-0.015772 |
-0.02116 |
-0.000321 |
-0.077588 |
- |
6969.0 |
6682.8 |
- |
7119.655 |
20251219 |
66 |
442 |
| CFFEX.IC2603 |
0.027055 |
0.044708 |
-0.017654 |
-0.041639 |
-0.00032 |
-0.077513 |
- |
6823.2 |
6531.2 |
- |
7119.655 |
20260320 |
130 |
442 |
| CFFEX.IF2508 |
0.022867 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4547.018 |
20250815 |
0 |
442 |
| CFFEX.IF2509 |
0.022867 |
0.029239 |
-0.006372 |
0.003295 |
0.000471 |
0.11391 |
- |
4562.0 |
4432.4 |
- |
4547.018 |
20250919 |
7 |
442 |
| CFFEX.IF2510 |
0.022867 |
0.029755 |
-0.006888 |
0.001623 |
0.000077 |
0.018709 |
- |
4554.4 |
4422.8 |
- |
4547.018 |
20251017 |
21 |
442 |
| CFFEX.IF2511 |
0.022867 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4547.018 |
20251121 |
46 |
442 |
| CFFEX.IF2512 |
0.022867 |
0.029451 |
-0.006583 |
-0.003699 |
-0.000056 |
-0.013562 |
- |
4530.2 |
4400.6 |
- |
4547.018 |
20251219 |
66 |
442 |
| CFFEX.IF2603 |
0.022867 |
0.029464 |
-0.006597 |
-0.008757 |
-0.000067 |
-0.016301 |
- |
4507.2 |
4378.2 |
- |
4547.018 |
20260320 |
130 |
442 |
| CFFEX.IH2508 |
0.014670 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2982.714 |
20250815 |
0 |
442 |
| CFFEX.IH2509 |
0.014670 |
0.017836 |
-0.003167 |
0.00251 |
0.000359 |
0.086767 |
- |
2990.2 |
2937.8 |
- |
2982.714 |
20250919 |
7 |
442 |
| CFFEX.IH2510 |
0.014670 |
0.017846 |
-0.003177 |
0.001973 |
0.000094 |
0.022741 |
- |
2988.6 |
2936.2 |
- |
2982.714 |
20251017 |
21 |
442 |
| CFFEX.IH2511 |
0.014670 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2982.714 |
20251121 |
46 |
442 |
| CFFEX.IH2512 |
0.014670 |
0.017638 |
-0.002969 |
0.001973 |
0.00003 |
0.007236 |
- |
2988.6 |
2936.8 |
- |
2982.714 |
20251219 |
66 |
442 |
| CFFEX.IH2603 |
0.014670 |
0.017484 |
-0.002814 |
0.002845 |
0.000022 |
0.005296 |
- |
2991.2 |
2939.8 |
- |
2982.714 |
20260320 |
130 |
442 |