|
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_20250919_151311 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.004870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7439.993 |
20250815 |
0 |
448 |
| CFFEX.IM2509 |
-0.004870 |
-0.000912 |
-0.003958 |
0.001076 |
0.001076 |
0.260443 |
- |
7448.0 |
7454.8 |
- |
7439.993 |
20250919 |
1 |
448 |
| CFFEX.IM2510 |
-0.004870 |
-0.003582 |
-0.001288 |
-0.012929 |
-0.000862 |
-0.208591 |
- |
7343.8 |
7370.2 |
- |
7439.993 |
20251017 |
15 |
448 |
| CFFEX.IM2511 |
-0.004870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7439.993 |
20251121 |
40 |
448 |
| CFFEX.IM2512 |
-0.004870 |
-0.003133 |
-0.001737 |
-0.033494 |
-0.000558 |
-0.135091 |
- |
7190.8 |
7213.4 |
- |
7439.993 |
20251219 |
60 |
448 |
| CFFEX.IM2603 |
-0.004870 |
-0.002943 |
-0.001927 |
-0.061908 |
-0.000499 |
-0.12082 |
- |
6979.4 |
7000.0 |
- |
7439.993 |
20260320 |
124 |
448 |
| CFFEX.IC2508 |
-0.003619 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7173.826 |
20250815 |
0 |
448 |
| CFFEX.IC2509 |
-0.003619 |
0.001422 |
-0.005041 |
0.001112 |
0.001112 |
0.268993 |
- |
7181.8 |
7171.6 |
- |
7173.826 |
20250919 |
1 |
448 |
| CFFEX.IC2510 |
-0.003619 |
-0.001321 |
-0.002298 |
-0.009594 |
-0.00064 |
-0.154784 |
- |
7105.0 |
7114.4 |
- |
7173.826 |
20251017 |
15 |
448 |
| CFFEX.IC2511 |
-0.003619 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7173.826 |
20251121 |
40 |
448 |
| CFFEX.IC2512 |
-0.003619 |
-0.0002 |
-0.003419 |
-0.026461 |
-0.000441 |
-0.106726 |
- |
6984.0 |
6985.4 |
- |
7173.826 |
20251219 |
60 |
448 |
| CFFEX.IC2603 |
-0.003619 |
0.000352 |
-0.003971 |
-0.049043 |
-0.000396 |
-0.095713 |
- |
6822.0 |
6819.6 |
- |
7173.826 |
20260320 |
124 |
448 |
| CFFEX.IF2508 |
0.001682 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4505.677 |
20250815 |
0 |
448 |
| CFFEX.IF2509 |
0.001682 |
0.005081 |
-0.003399 |
0.000959 |
0.000959 |
0.232188 |
- |
4510.0 |
4487.2 |
- |
4505.677 |
20250919 |
1 |
448 |
| CFFEX.IF2510 |
0.001682 |
0.002458 |
-0.000775 |
-0.004145 |
-0.000276 |
-0.066876 |
- |
4487.0 |
4476.0 |
- |
4505.677 |
20251017 |
15 |
448 |
| CFFEX.IF2511 |
0.001682 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4505.677 |
20251121 |
40 |
448 |
| CFFEX.IF2512 |
0.001682 |
0.003642 |
-0.001959 |
-0.009161 |
-0.000153 |
-0.03695 |
- |
4464.4 |
4448.2 |
- |
4505.677 |
20251219 |
60 |
448 |
| CFFEX.IF2603 |
0.001682 |
0.00507 |
-0.003388 |
-0.014488 |
-0.000117 |
-0.028274 |
- |
4440.4 |
4418.0 |
- |
4505.677 |
20260320 |
124 |
448 |
| CFFEX.IH2508 |
0.001148 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2916.170 |
20250815 |
0 |
448 |
| CFFEX.IH2509 |
0.001148 |
0.002611 |
-0.001463 |
0.000765 |
0.000765 |
0.185058 |
- |
2918.4 |
2910.8 |
- |
2916.170 |
20250919 |
1 |
448 |
| CFFEX.IH2510 |
0.001148 |
0.000481 |
0.000667 |
-0.001018 |
-0.000068 |
-0.016431 |
- |
2913.2 |
2911.8 |
- |
2916.170 |
20251017 |
15 |
448 |
| CFFEX.IH2511 |
0.001148 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2916.170 |
20251121 |
40 |
448 |
| CFFEX.IH2512 |
0.001148 |
0.000343 |
0.000805 |
-0.00095 |
-0.000016 |
-0.003831 |
- |
2913.4 |
2912.4 |
- |
2916.170 |
20251219 |
60 |
448 |
| CFFEX.IH2603 |
0.001148 |
0.000893 |
0.000255 |
-0.000333 |
-0.000003 |
-0.000649 |
- |
2915.2 |
2912.6 |
- |
2916.170 |
20260320 |
124 |
448 |