|
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_20250918_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.010189 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7477.838 |
20250815 |
0 |
447 |
| CFFEX.IM2509 |
-0.010189 |
-0.012217 |
0.002028 |
-0.003081 |
-0.00154 |
-0.372781 |
- |
7454.8 |
7547.0 |
- |
7477.838 |
20250919 |
2 |
447 |
| CFFEX.IM2510 |
-0.010189 |
-0.014705 |
0.004517 |
-0.014394 |
-0.0009 |
-0.217713 |
- |
7370.2 |
7480.2 |
- |
7477.838 |
20251017 |
16 |
447 |
| CFFEX.IM2511 |
-0.010189 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7477.838 |
20251121 |
41 |
447 |
| CFFEX.IM2512 |
-0.010189 |
-0.016122 |
0.005933 |
-0.035363 |
-0.00058 |
-0.140292 |
- |
7213.4 |
7331.6 |
- |
7477.838 |
20251219 |
61 |
447 |
| CFFEX.IM2603 |
-0.010189 |
-0.017709 |
0.00752 |
-0.063901 |
-0.000511 |
-0.123711 |
- |
7000.0 |
7126.2 |
- |
7477.838 |
20260320 |
125 |
447 |
| CFFEX.IC2508 |
-0.007937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7202.414 |
20250815 |
0 |
447 |
| CFFEX.IC2509 |
-0.007937 |
-0.011141 |
0.003204 |
-0.004278 |
-0.002139 |
-0.517673 |
- |
7171.6 |
7252.4 |
- |
7202.414 |
20250919 |
2 |
447 |
| CFFEX.IC2510 |
-0.007937 |
-0.011477 |
0.00354 |
-0.01222 |
-0.000764 |
-0.184829 |
- |
7114.4 |
7197.0 |
- |
7202.414 |
20251017 |
16 |
447 |
| CFFEX.IC2511 |
-0.007937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7202.414 |
20251121 |
41 |
447 |
| CFFEX.IC2512 |
-0.007937 |
-0.013557 |
0.005621 |
-0.030186 |
-0.000495 |
-0.119755 |
- |
6985.0 |
7081.0 |
- |
7202.414 |
20251219 |
61 |
447 |
| CFFEX.IC2603 |
-0.007937 |
-0.013939 |
0.006002 |
-0.053151 |
-0.000425 |
-0.1029 |
- |
6819.6 |
6916.0 |
- |
7202.414 |
20260320 |
125 |
447 |
| CFFEX.IF2508 |
-0.011575 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4498.345 |
20250815 |
0 |
447 |
| CFFEX.IF2509 |
-0.011575 |
-0.014495 |
0.00292 |
-0.002478 |
-0.001239 |
-0.299787 |
- |
4487.2 |
4553.2 |
- |
4498.345 |
20250919 |
2 |
447 |
| CFFEX.IF2510 |
-0.011575 |
-0.014488 |
0.002913 |
-0.004967 |
-0.00031 |
-0.075132 |
- |
4476.0 |
4541.8 |
- |
4498.345 |
20251017 |
16 |
447 |
| CFFEX.IF2511 |
-0.011575 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4498.345 |
20251121 |
41 |
447 |
| CFFEX.IF2512 |
-0.011575 |
-0.015493 |
0.003918 |
-0.011147 |
-0.000183 |
-0.044224 |
- |
4448.2 |
4518.2 |
- |
4498.345 |
20251219 |
61 |
447 |
| CFFEX.IF2603 |
-0.011575 |
-0.016649 |
0.005074 |
-0.017861 |
-0.000143 |
-0.034579 |
- |
4418.0 |
4492.8 |
- |
4498.345 |
20260320 |
125 |
447 |
| CFFEX.IH2508 |
-0.013370 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2913.300 |
20250815 |
0 |
447 |
| CFFEX.IH2509 |
-0.013370 |
-0.015358 |
0.001988 |
-0.000858 |
-0.000429 |
-0.103834 |
- |
2910.8 |
2956.2 |
- |
2913.300 |
20250919 |
2 |
447 |
| CFFEX.IH2510 |
-0.013370 |
-0.014819 |
0.00145 |
-0.000515 |
-0.000032 |
-0.007788 |
- |
2911.8 |
2955.6 |
- |
2913.300 |
20251017 |
16 |
447 |
| CFFEX.IH2511 |
-0.013370 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2913.300 |
20251121 |
41 |
447 |
| CFFEX.IH2512 |
-0.013370 |
-0.014683 |
0.001313 |
-0.000309 |
-0.000005 |
-0.001226 |
- |
2912.4 |
2955.8 |
- |
2913.300 |
20251219 |
61 |
447 |
| CFFEX.IH2603 |
-0.013370 |
-0.015346 |
0.001976 |
-0.000103 |
-0.000001 |
-0.000199 |
- |
2913.0 |
2958.4 |
- |
2913.300 |
20260320 |
125 |
447 |