|
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_20250922_151418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.006598 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7487.267 |
20250815 |
0 |
449 |
| CFFEX.IM2509 |
0.006598 |
0.0 |
0.006598 |
-0.005245 |
-inf |
-inf |
- |
7448.0 |
7448.0 |
- |
7487.267 |
20250919 |
0 |
449 |
| CFFEX.IM2510 |
0.006598 |
0.007054 |
-0.000455 |
-0.012243 |
-0.000875 |
-0.21163 |
- |
7395.6 |
7343.8 |
- |
7487.267 |
20251017 |
14 |
449 |
| CFFEX.IM2511 |
0.006598 |
- |
- |
-0.023355 |
-0.000599 |
-0.144922 |
- |
7312.4 |
- |
- |
7487.267 |
20251121 |
39 |
449 |
| CFFEX.IM2512 |
0.006598 |
0.005479 |
0.001119 |
-0.034334 |
-0.000582 |
-0.140827 |
- |
7230.2 |
7190.8 |
- |
7487.267 |
20251219 |
59 |
449 |
| CFFEX.IM2603 |
0.006598 |
0.005674 |
0.000924 |
-0.062542 |
-0.000508 |
-0.12305 |
- |
7019.0 |
6979.4 |
- |
7487.267 |
20260320 |
123 |
449 |
| CFFEX.IC2508 |
0.007740 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7225.846 |
20250815 |
0 |
449 |
| CFFEX.IC2509 |
0.007740 |
0.0 |
0.00774 |
-0.006096 |
-inf |
-inf |
- |
7181.8 |
7181.8 |
- |
7225.846 |
20250919 |
0 |
449 |
| CFFEX.IC2510 |
0.007740 |
0.005405 |
0.002335 |
-0.01141 |
-0.000815 |
-0.197228 |
- |
7143.4 |
7105.0 |
- |
7225.846 |
20251017 |
14 |
449 |
| CFFEX.IC2511 |
0.007740 |
- |
- |
-0.020433 |
-0.000524 |
-0.12679 |
- |
7078.2 |
- |
- |
7225.846 |
20251121 |
39 |
449 |
| CFFEX.IC2512 |
0.007740 |
0.004181 |
0.003559 |
-0.029429 |
-0.000499 |
-0.120707 |
- |
7013.2 |
6984.0 |
- |
7225.846 |
20251219 |
59 |
449 |
| CFFEX.IC2603 |
0.007740 |
0.002668 |
0.005072 |
-0.05337 |
-0.000434 |
-0.105005 |
- |
6840.2 |
6822.0 |
- |
7225.846 |
20260320 |
123 |
449 |
| CFFEX.IF2508 |
0.004694 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4523.053 |
20250815 |
0 |
449 |
| CFFEX.IF2509 |
0.004694 |
0.0 |
0.004694 |
-0.002886 |
-inf |
-inf |
- |
4510.0 |
4510.0 |
- |
4523.053 |
20250919 |
0 |
449 |
| CFFEX.IF2510 |
0.004694 |
0.004324 |
0.000371 |
-0.003682 |
-0.000263 |
-0.063643 |
- |
4506.4 |
4487.0 |
- |
4523.053 |
20251017 |
14 |
449 |
| CFFEX.IF2511 |
0.004694 |
- |
- |
-0.006556 |
-0.000168 |
-0.040681 |
- |
4493.4 |
- |
- |
4523.053 |
20251121 |
39 |
449 |
| CFFEX.IF2512 |
0.004694 |
0.00439 |
0.000304 |
-0.008634 |
-0.000146 |
-0.035415 |
- |
4484.0 |
4464.4 |
- |
4523.053 |
20251219 |
59 |
449 |
| CFFEX.IF2603 |
0.004694 |
0.004189 |
0.000506 |
-0.014161 |
-0.000115 |
-0.027862 |
- |
4459.0 |
4440.4 |
- |
4523.053 |
20260320 |
123 |
449 |
| CFFEX.IH2508 |
0.004485 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2922.793 |
20250815 |
0 |
449 |
| CFFEX.IH2509 |
0.004485 |
0.0 |
0.004485 |
-0.001503 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2922.793 |
20250919 |
0 |
449 |
| CFFEX.IH2510 |
0.004485 |
0.003227 |
0.001258 |
-0.000066 |
-0.000005 |
-0.001141 |
- |
2922.6 |
2913.2 |
- |
2922.793 |
20251017 |
14 |
449 |
| CFFEX.IH2511 |
0.004485 |
- |
- |
-0.000271 |
-0.000007 |
-0.001684 |
- |
2922.0 |
- |
- |
2922.793 |
20251121 |
39 |
449 |
| CFFEX.IH2512 |
0.004485 |
0.003295 |
0.001189 |
0.000071 |
0.000001 |
0.00029 |
- |
2923.0 |
2913.4 |
- |
2922.793 |
20251219 |
59 |
449 |
| CFFEX.IH2603 |
0.004485 |
0.003156 |
0.001329 |
0.00055 |
0.000004 |
0.001082 |
- |
2924.4 |
2915.2 |
- |
2922.793 |
20260320 |
123 |
449 |