|
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_20250916_151442 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.008742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7480.397 |
20250815 |
0 |
445 |
| CFFEX.IM2509 |
0.008742 |
0.012675 |
-0.003934 |
-0.002459 |
-0.000615 |
-0.148791 |
- |
7462.0 |
7368.6 |
- |
7480.397 |
20250919 |
4 |
445 |
| CFFEX.IM2510 |
0.008742 |
0.012464 |
-0.003722 |
-0.011817 |
-0.000657 |
-0.158875 |
- |
7392.0 |
7301.0 |
- |
7480.397 |
20251017 |
18 |
445 |
| CFFEX.IM2511 |
0.008742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7480.397 |
20251121 |
43 |
445 |
| CFFEX.IM2512 |
0.008742 |
0.013887 |
-0.005145 |
-0.031816 |
-0.000505 |
-0.122214 |
- |
7242.4 |
7143.2 |
- |
7480.397 |
20251219 |
63 |
445 |
| CFFEX.IM2603 |
0.008742 |
0.014305 |
-0.005563 |
-0.059676 |
-0.00047 |
-0.113713 |
- |
7034.0 |
6934.8 |
- |
7480.397 |
20260320 |
127 |
445 |
| CFFEX.IC2508 |
0.006964 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7187.064 |
20250815 |
0 |
445 |
| CFFEX.IC2509 |
0.006964 |
0.007478 |
-0.000514 |
-0.002736 |
-0.000684 |
-0.16553 |
- |
7167.4 |
7114.2 |
- |
7187.064 |
20250919 |
4 |
445 |
| CFFEX.IC2510 |
0.006964 |
0.008113 |
-0.00115 |
-0.011084 |
-0.000616 |
-0.149023 |
- |
7107.4 |
7050.2 |
- |
7187.064 |
20251017 |
18 |
445 |
| CFFEX.IC2511 |
0.006964 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7187.064 |
20251121 |
43 |
445 |
| CFFEX.IC2512 |
0.006964 |
0.008272 |
-0.001308 |
-0.026473 |
-0.00042 |
-0.10169 |
- |
6996.8 |
6939.4 |
- |
7187.064 |
20251219 |
63 |
445 |
| CFFEX.IC2603 |
0.006964 |
0.007876 |
-0.000912 |
-0.049181 |
-0.000387 |
-0.093714 |
- |
6833.6 |
6780.2 |
- |
7187.064 |
20260320 |
127 |
445 |
| CFFEX.IF2508 |
-0.002295 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4522.651 |
20250815 |
0 |
445 |
| CFFEX.IF2509 |
-0.002295 |
-0.002429 |
0.000134 |
-0.001294 |
-0.000323 |
-0.078269 |
- |
4516.8 |
4527.8 |
- |
4522.651 |
20250919 |
4 |
445 |
| CFFEX.IF2510 |
-0.002295 |
-0.002743 |
0.000448 |
-0.003372 |
-0.000187 |
-0.045337 |
- |
4507.4 |
4519.8 |
- |
4522.651 |
20251017 |
18 |
445 |
| CFFEX.IF2511 |
-0.002295 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4522.651 |
20251121 |
43 |
445 |
| CFFEX.IF2512 |
-0.002295 |
-0.001734 |
-0.000561 |
-0.007396 |
-0.000117 |
-0.028411 |
- |
4489.2 |
4497.0 |
- |
4522.651 |
20251219 |
63 |
445 |
| CFFEX.IF2603 |
-0.002295 |
-0.00094 |
-0.001356 |
-0.012526 |
-0.000099 |
-0.023869 |
- |
4466.0 |
4470.2 |
- |
4522.651 |
20260320 |
127 |
445 |
| CFFEX.IH2508 |
-0.005011 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2947.770 |
20250815 |
0 |
445 |
| CFFEX.IH2509 |
-0.005011 |
-0.003983 |
-0.001028 |
0.00096 |
0.00024 |
0.058083 |
- |
2950.6 |
2962.4 |
- |
2947.770 |
20250919 |
4 |
445 |
| CFFEX.IH2510 |
-0.005011 |
-0.003848 |
-0.001163 |
0.001231 |
0.000068 |
0.016556 |
- |
2951.4 |
2962.8 |
- |
2947.770 |
20251017 |
18 |
445 |
| CFFEX.IH2511 |
-0.005011 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2947.770 |
20251121 |
43 |
445 |
| CFFEX.IH2512 |
-0.005011 |
-0.003713 |
-0.001298 |
0.001299 |
0.000021 |
0.004991 |
- |
2951.6 |
2962.6 |
- |
2947.770 |
20251219 |
63 |
445 |
| CFFEX.IH2603 |
-0.005011 |
-0.003036 |
-0.001974 |
0.002453 |
0.000019 |
0.004674 |
- |
2955.0 |
2964.0 |
- |
2947.770 |
20260320 |
127 |
445 |