|
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_20250915_151426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.000728 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7417.484 |
20250815 |
0 |
444 |
| CFFEX.IM2509 |
-0.000728 |
-0.003273 |
0.002546 |
-0.00659 |
-0.001318 |
-0.318974 |
- |
7368.6 |
7392.8 |
- |
7417.484 |
20250919 |
5 |
444 |
| CFFEX.IM2510 |
-0.000728 |
-0.003413 |
0.002685 |
-0.015704 |
-0.000827 |
-0.200019 |
- |
7301.0 |
7326.0 |
- |
7417.484 |
20251017 |
19 |
444 |
| CFFEX.IM2511 |
-0.000728 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7417.484 |
20251121 |
44 |
444 |
| CFFEX.IM2512 |
-0.000728 |
-0.004238 |
0.00351 |
-0.036978 |
-0.000578 |
-0.139823 |
- |
7143.2 |
7173.6 |
- |
7417.484 |
20251219 |
64 |
444 |
| CFFEX.IM2603 |
-0.000728 |
-0.005507 |
0.004779 |
-0.065074 |
-0.000508 |
-0.12303 |
- |
6934.8 |
6973.2 |
- |
7417.484 |
20260320 |
128 |
444 |
| CFFEX.IC2508 |
-0.000827 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7141.837 |
20250815 |
0 |
444 |
| CFFEX.IC2509 |
-0.000827 |
-0.003613 |
0.002786 |
-0.00387 |
-0.000774 |
-0.187295 |
- |
7114.2 |
7140.0 |
- |
7141.837 |
20250919 |
5 |
444 |
| CFFEX.IC2510 |
-0.000827 |
-0.005501 |
0.004674 |
-0.012831 |
-0.000675 |
-0.163427 |
- |
7050.2 |
7089.2 |
- |
7141.837 |
20251017 |
19 |
444 |
| CFFEX.IC2511 |
-0.000827 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7141.837 |
20251121 |
44 |
444 |
| CFFEX.IC2512 |
-0.000827 |
-0.007068 |
0.006241 |
-0.028345 |
-0.000443 |
-0.10718 |
- |
6939.4 |
6988.8 |
- |
7141.837 |
20251219 |
64 |
444 |
| CFFEX.IC2603 |
-0.000827 |
-0.008743 |
0.007916 |
-0.050636 |
-0.000396 |
-0.095734 |
- |
6780.2 |
6840.0 |
- |
7141.837 |
20260320 |
128 |
444 |
| CFFEX.IF2508 |
0.002525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4533.415 |
20250815 |
0 |
444 |
| CFFEX.IF2509 |
0.002525 |
0.001017 |
0.001508 |
-0.001239 |
-0.000248 |
-0.059947 |
- |
4527.8 |
4523.2 |
- |
4533.415 |
20250919 |
5 |
444 |
| CFFEX.IF2510 |
0.002525 |
0.000089 |
0.002436 |
-0.003533 |
-0.000186 |
-0.044995 |
- |
4517.4 |
4517.0 |
- |
4533.415 |
20251017 |
19 |
444 |
| CFFEX.IF2511 |
0.002525 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4533.415 |
20251121 |
44 |
444 |
| CFFEX.IF2512 |
0.002525 |
0.0 |
0.002525 |
-0.008033 |
-0.000126 |
-0.030373 |
- |
4497.0 |
4497.0 |
- |
4533.415 |
20251219 |
64 |
444 |
| CFFEX.IF2603 |
0.002525 |
-0.001742 |
0.004267 |
-0.013944 |
-0.000109 |
-0.026363 |
- |
4470.2 |
4478.0 |
- |
4533.415 |
20260320 |
128 |
444 |
| CFFEX.IH2508 |
-0.001673 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2963.573 |
20250815 |
0 |
444 |
| CFFEX.IH2509 |
-0.001673 |
-0.002089 |
0.000415 |
-0.000396 |
-0.000079 |
-0.019157 |
- |
2962.4 |
2968.6 |
- |
2963.573 |
20250919 |
5 |
444 |
| CFFEX.IH2510 |
-0.001673 |
-0.002088 |
0.000415 |
-0.000261 |
-0.000014 |
-0.003322 |
- |
2962.8 |
2969.0 |
- |
2963.573 |
20251017 |
19 |
444 |
| CFFEX.IH2511 |
-0.001673 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2963.573 |
20251121 |
44 |
444 |
| CFFEX.IH2512 |
-0.001673 |
-0.00229 |
0.000617 |
-0.000328 |
-0.000005 |
-0.001241 |
- |
2962.6 |
2969.4 |
- |
2963.573 |
20251219 |
64 |
444 |
| CFFEX.IH2603 |
-0.001673 |
-0.002692 |
0.001019 |
0.000144 |
0.000001 |
0.000272 |
- |
2964.0 |
2972.0 |
- |
2963.573 |
20260320 |
128 |
444 |