|
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_20250917_151448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.009336 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7553.492 |
20250815 |
0 |
446 |
| CFFEX.IM2509 |
0.009336 |
0.011391 |
-0.002055 |
-0.000859 |
-0.000286 |
-0.069331 |
- |
7547.0 |
7462.0 |
- |
7553.492 |
20250919 |
3 |
446 |
| CFFEX.IM2510 |
0.009336 |
0.011932 |
-0.002596 |
-0.009703 |
-0.000571 |
-0.138126 |
- |
7480.2 |
7392.0 |
- |
7553.492 |
20251017 |
17 |
446 |
| CFFEX.IM2511 |
0.009336 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7553.492 |
20251121 |
42 |
446 |
| CFFEX.IM2512 |
0.009336 |
0.012234 |
-0.002898 |
-0.029456 |
-0.000475 |
-0.114972 |
- |
7331.0 |
7242.4 |
- |
7553.492 |
20251219 |
62 |
446 |
| CFFEX.IM2603 |
0.009336 |
0.013108 |
-0.003772 |
-0.056569 |
-0.000449 |
-0.108648 |
- |
7126.2 |
7034.0 |
- |
7553.492 |
20260320 |
126 |
446 |
| CFFEX.IC2508 |
0.009445 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7258.914 |
20250815 |
0 |
446 |
| CFFEX.IC2509 |
0.009445 |
0.01217 |
-0.002725 |
-0.000897 |
-0.000299 |
-0.072389 |
- |
7252.4 |
7165.2 |
- |
7258.914 |
20250919 |
3 |
446 |
| CFFEX.IC2510 |
0.009445 |
0.012607 |
-0.003161 |
-0.008529 |
-0.000502 |
-0.121418 |
- |
7197.0 |
7107.4 |
- |
7258.914 |
20251017 |
17 |
446 |
| CFFEX.IC2511 |
0.009445 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7258.914 |
20251121 |
42 |
446 |
| CFFEX.IC2512 |
0.009445 |
0.012034 |
-0.002589 |
-0.02451 |
-0.000395 |
-0.095667 |
- |
7081.0 |
6996.8 |
- |
7258.914 |
20251219 |
62 |
446 |
| CFFEX.IC2603 |
0.009445 |
0.012295 |
-0.00285 |
-0.04724 |
-0.000375 |
-0.090732 |
- |
6916.0 |
6832.0 |
- |
7258.914 |
20260320 |
126 |
446 |
| CFFEX.IF2508 |
0.006078 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4550.828 |
20250815 |
0 |
446 |
| CFFEX.IF2509 |
0.006078 |
0.008059 |
-0.001981 |
0.000521 |
0.000174 |
0.042045 |
- |
4553.2 |
4516.8 |
- |
4550.828 |
20250919 |
3 |
446 |
| CFFEX.IF2510 |
0.006078 |
0.007632 |
-0.001554 |
-0.001984 |
-0.000117 |
-0.02824 |
- |
4541.8 |
4507.4 |
- |
4550.828 |
20251017 |
17 |
446 |
| CFFEX.IF2511 |
0.006078 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4550.828 |
20251121 |
42 |
446 |
| CFFEX.IF2512 |
0.006078 |
0.00646 |
-0.000382 |
-0.00717 |
-0.000116 |
-0.027985 |
- |
4518.2 |
4489.2 |
- |
4550.828 |
20251219 |
62 |
446 |
| CFFEX.IF2603 |
0.006078 |
0.006001 |
0.000077 |
-0.012751 |
-0.000101 |
-0.02449 |
- |
4492.8 |
4466.0 |
- |
4550.828 |
20260320 |
126 |
446 |
| CFFEX.IH2508 |
0.002014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2953.760 |
20250815 |
0 |
446 |
| CFFEX.IH2509 |
0.002014 |
0.001898 |
0.000116 |
0.000826 |
0.000275 |
0.066636 |
- |
2956.2 |
2950.6 |
- |
2953.760 |
20250919 |
3 |
446 |
| CFFEX.IH2510 |
0.002014 |
0.001423 |
0.000591 |
0.000623 |
0.000037 |
0.008868 |
- |
2955.6 |
2951.4 |
- |
2953.760 |
20251017 |
17 |
446 |
| CFFEX.IH2511 |
0.002014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2953.760 |
20251121 |
42 |
446 |
| CFFEX.IH2512 |
0.002014 |
0.001423 |
0.000591 |
0.000691 |
0.000011 |
0.002696 |
- |
2955.8 |
2951.6 |
- |
2953.760 |
20251219 |
62 |
446 |
| CFFEX.IH2603 |
0.002014 |
0.001151 |
0.000864 |
0.001571 |
0.000012 |
0.003017 |
- |
2958.4 |
2955.0 |
- |
2953.760 |
20260320 |
126 |
446 |