|
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_20250912_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.003536 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7426.053 |
20250815 |
0 |
443 |
| CFFEX.IM2509 |
0.003536 |
0.000677 |
0.002859 |
-0.004478 |
-0.000746 |
-0.180608 |
- |
7392.8 |
7387.8 |
- |
7426.053 |
20250919 |
6 |
443 |
| CFFEX.IM2510 |
0.003536 |
0.0 |
0.003536 |
-0.013473 |
-0.000674 |
-0.163026 |
- |
7326.0 |
7326.0 |
- |
7426.053 |
20251017 |
20 |
443 |
| CFFEX.IM2511 |
0.003536 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7426.053 |
20251121 |
45 |
443 |
| CFFEX.IM2512 |
0.003536 |
-0.001392 |
0.004928 |
-0.033996 |
-0.000523 |
-0.126568 |
- |
7173.6 |
7183.6 |
- |
7426.053 |
20251219 |
65 |
443 |
| CFFEX.IM2603 |
0.003536 |
-0.002974 |
0.00651 |
-0.060982 |
-0.000473 |
-0.1144 |
- |
6973.2 |
6994.0 |
- |
7426.053 |
20260320 |
129 |
443 |
| CFFEX.IC2508 |
0.003830 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7149.983 |
20250815 |
0 |
443 |
| CFFEX.IC2509 |
0.003830 |
0.002162 |
0.001668 |
-0.001396 |
-0.000233 |
-0.056314 |
- |
7140.0 |
7124.6 |
- |
7149.983 |
20250919 |
6 |
443 |
| CFFEX.IC2510 |
0.003830 |
0.00229 |
0.001539 |
-0.008501 |
-0.000425 |
-0.102864 |
- |
7089.2 |
7073.0 |
- |
7149.983 |
20251017 |
20 |
443 |
| CFFEX.IC2511 |
0.003830 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7149.983 |
20251121 |
45 |
443 |
| CFFEX.IC2512 |
0.003830 |
0.002812 |
0.001017 |
-0.022543 |
-0.000347 |
-0.08393 |
- |
6988.8 |
6969.2 |
- |
7149.983 |
20251219 |
65 |
443 |
| CFFEX.IC2603 |
0.003830 |
0.002462 |
0.001368 |
-0.043354 |
-0.000336 |
-0.081331 |
- |
6840.0 |
6823.2 |
- |
7149.983 |
20260320 |
129 |
443 |
| CFFEX.IF2508 |
-0.005582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4522.649 |
20250815 |
0 |
443 |
| CFFEX.IF2509 |
-0.005582 |
-0.008505 |
0.002923 |
0.000122 |
0.00002 |
0.004914 |
- |
4523.2 |
4562.0 |
- |
4522.649 |
20250919 |
6 |
443 |
| CFFEX.IF2510 |
-0.005582 |
-0.008212 |
0.00263 |
-0.001249 |
-0.000062 |
-0.015113 |
- |
4517.0 |
4554.4 |
- |
4522.649 |
20251017 |
20 |
443 |
| CFFEX.IF2511 |
-0.005582 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4522.649 |
20251121 |
45 |
443 |
| CFFEX.IF2512 |
-0.005582 |
-0.007329 |
0.001747 |
-0.005671 |
-0.000087 |
-0.021114 |
- |
4497.0 |
4530.2 |
- |
4522.649 |
20251219 |
65 |
443 |
| CFFEX.IF2603 |
-0.005582 |
-0.006479 |
0.000897 |
-0.009872 |
-0.000077 |
-0.01852 |
- |
4478.0 |
4507.2 |
- |
4522.649 |
20260320 |
129 |
443 |
| CFFEX.IH2508 |
-0.004887 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2968.506 |
20250815 |
0 |
443 |
| CFFEX.IH2509 |
-0.004887 |
-0.007224 |
0.002337 |
0.000032 |
0.000005 |
0.001277 |
- |
2968.6 |
2990.2 |
- |
2968.506 |
20250919 |
6 |
443 |
| CFFEX.IH2510 |
-0.004887 |
-0.006558 |
0.001672 |
0.000166 |
0.000008 |
0.002014 |
- |
2969.0 |
2988.6 |
- |
2968.506 |
20251017 |
20 |
443 |
| CFFEX.IH2511 |
-0.004887 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2968.506 |
20251121 |
45 |
443 |
| CFFEX.IH2512 |
-0.004887 |
-0.006358 |
0.001471 |
0.000301 |
0.000005 |
0.001121 |
- |
2969.4 |
2988.4 |
- |
2968.506 |
20251219 |
65 |
443 |
| CFFEX.IH2603 |
-0.004887 |
-0.006419 |
0.001532 |
0.001177 |
0.000009 |
0.002208 |
- |
2972.0 |
2991.2 |
- |
2968.506 |
20260320 |
129 |
443 |