|
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_20250923_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.011058 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7406.661 |
20250815 |
0 |
450 |
| CFFEX.IM2509 |
-0.011058 |
0.0 |
-0.011058 |
0.005581 |
inf |
inf |
- |
7448.0 |
7448.0 |
- |
7406.661 |
20250919 |
0 |
450 |
| CFFEX.IM2510 |
-0.011058 |
-0.012359 |
0.001301 |
-0.013834 |
-0.001064 |
-0.257518 |
- |
7304.2 |
7395.6 |
- |
7406.661 |
20251017 |
13 |
450 |
| CFFEX.IM2511 |
-0.011058 |
-0.014195 |
0.003137 |
-0.026741 |
-0.000704 |
-0.170297 |
- |
7208.6 |
7312.4 |
- |
7406.661 |
20251121 |
38 |
450 |
| CFFEX.IM2512 |
-0.011058 |
-0.014273 |
0.003216 |
-0.037758 |
-0.000651 |
-0.157542 |
- |
7127.0 |
7230.2 |
- |
7406.661 |
20251219 |
58 |
450 |
| CFFEX.IM2603 |
-0.011058 |
-0.015273 |
0.004215 |
-0.066813 |
-0.000548 |
-0.132531 |
- |
6911.8 |
7019.0 |
- |
7406.661 |
20260320 |
122 |
450 |
| CFFEX.IC2508 |
-0.006312 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7179.520 |
20250815 |
0 |
450 |
| CFFEX.IC2509 |
-0.006312 |
0.0 |
-0.006312 |
0.000318 |
inf |
inf |
- |
7181.8 |
7181.8 |
- |
7179.520 |
20250919 |
0 |
450 |
| CFFEX.IC2510 |
-0.006312 |
-0.008427 |
0.002115 |
-0.013416 |
-0.001032 |
-0.249743 |
- |
7083.2 |
7143.4 |
- |
7179.520 |
20251017 |
13 |
450 |
| CFFEX.IC2511 |
-0.006312 |
-0.011557 |
0.005244 |
-0.025506 |
-0.000671 |
-0.162432 |
- |
6996.4 |
7078.2 |
- |
7179.520 |
20251121 |
38 |
450 |
| CFFEX.IC2512 |
-0.006312 |
-0.010352 |
0.004039 |
-0.033278 |
-0.000574 |
-0.13885 |
- |
6940.6 |
7013.2 |
- |
7179.520 |
20251219 |
58 |
450 |
| CFFEX.IC2603 |
-0.006312 |
-0.011023 |
0.004711 |
-0.057764 |
-0.000473 |
-0.114582 |
- |
6764.8 |
6840.2 |
- |
7179.520 |
20260320 |
122 |
450 |
| CFFEX.IF2508 |
-0.000325 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4521.137 |
20250815 |
0 |
450 |
| CFFEX.IF2509 |
-0.000325 |
0.0 |
-0.000325 |
-0.002463 |
-inf |
-inf |
- |
4510.0 |
4510.0 |
- |
4521.137 |
20250919 |
0 |
450 |
| CFFEX.IF2510 |
-0.000325 |
0.000843 |
-0.001168 |
-0.002419 |
-0.000186 |
-0.045032 |
- |
4510.2 |
4506.4 |
- |
4521.137 |
20251017 |
13 |
450 |
| CFFEX.IF2511 |
-0.000325 |
0.000445 |
-0.00077 |
-0.005693 |
-0.00015 |
-0.036253 |
- |
4495.4 |
4493.4 |
- |
4521.137 |
20251121 |
38 |
450 |
| CFFEX.IF2512 |
-0.000325 |
-0.000045 |
-0.000281 |
-0.008258 |
-0.000142 |
-0.034457 |
- |
4483.8 |
4484.0 |
- |
4521.137 |
20251219 |
58 |
450 |
| CFFEX.IF2603 |
-0.000325 |
-0.000314 |
-0.000011 |
-0.014053 |
-0.000115 |
-0.027876 |
- |
4457.6 |
4459.0 |
- |
4521.137 |
20260320 |
122 |
450 |
| CFFEX.IH2508 |
-0.000551 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2920.569 |
20250815 |
0 |
450 |
| CFFEX.IH2509 |
-0.000551 |
0.0 |
-0.000551 |
-0.000743 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2920.569 |
20250919 |
0 |
450 |
| CFFEX.IH2510 |
-0.000551 |
0.000205 |
-0.000756 |
0.000901 |
0.000069 |
0.01677 |
- |
2923.2 |
2922.6 |
- |
2920.569 |
20251017 |
13 |
450 |
| CFFEX.IH2511 |
-0.000551 |
0.000684 |
-0.001236 |
0.001175 |
0.000031 |
0.007481 |
- |
2924.0 |
2922.0 |
- |
2920.569 |
20251121 |
38 |
450 |
| CFFEX.IH2512 |
-0.000551 |
0.000684 |
-0.001235 |
0.001517 |
0.000026 |
0.00633 |
- |
2925.0 |
2923.0 |
- |
2920.569 |
20251219 |
58 |
450 |
| CFFEX.IH2603 |
-0.000551 |
-0.000479 |
-0.000072 |
0.000832 |
0.000007 |
0.001651 |
- |
2923.0 |
2924.4 |
- |
2920.569 |
20260320 |
122 |
450 |