|
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_20250924_150750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.016886 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7533.161 |
20250815 |
0 |
451 |
| CFFEX.IM2509 |
0.016886 |
0.0 |
0.016886 |
-0.011305 |
-inf |
-inf |
- |
7448.0 |
7448.0 |
- |
7533.161 |
20250919 |
0 |
451 |
| CFFEX.IM2510 |
0.016886 |
0.022777 |
-0.005891 |
-0.008119 |
-0.000677 |
-0.163731 |
- |
7472.0 |
7305.6 |
- |
7533.161 |
20251017 |
12 |
451 |
| CFFEX.IM2511 |
0.016886 |
0.024388 |
-0.007502 |
-0.019747 |
-0.000534 |
-0.129159 |
- |
7384.4 |
7208.6 |
- |
7533.161 |
20251121 |
37 |
451 |
| CFFEX.IM2512 |
0.016886 |
0.024723 |
-0.007837 |
-0.030526 |
-0.000536 |
-0.129604 |
- |
7303.2 |
7127.0 |
- |
7533.161 |
20251219 |
57 |
451 |
| CFFEX.IM2603 |
0.016886 |
0.025261 |
-0.008375 |
-0.059306 |
-0.00049 |
-0.118612 |
- |
7086.4 |
6911.8 |
- |
7533.161 |
20260320 |
121 |
451 |
| CFFEX.IC2508 |
0.019737 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7322.437 |
20250815 |
0 |
451 |
| CFFEX.IC2509 |
0.019737 |
0.0 |
0.019737 |
-0.019206 |
-inf |
-inf |
- |
7181.8 |
7181.8 |
- |
7322.437 |
20250919 |
0 |
451 |
| CFFEX.IC2510 |
0.019737 |
0.027869 |
-0.008132 |
-0.005714 |
-0.000476 |
-0.115223 |
- |
7280.6 |
7083.2 |
- |
7322.437 |
20251017 |
12 |
451 |
| CFFEX.IC2511 |
0.019737 |
0.031073 |
-0.011336 |
-0.014836 |
-0.000401 |
-0.097037 |
- |
7213.8 |
6996.4 |
- |
7322.437 |
20251121 |
37 |
451 |
| CFFEX.IC2512 |
0.019737 |
0.031179 |
-0.011442 |
-0.022593 |
-0.000396 |
-0.095922 |
- |
7157.0 |
6940.6 |
- |
7322.437 |
20251219 |
57 |
451 |
| CFFEX.IC2603 |
0.019737 |
0.031723 |
-0.011986 |
-0.046847 |
-0.000387 |
-0.093695 |
- |
6979.4 |
6764.8 |
- |
7322.437 |
20260320 |
121 |
451 |
| CFFEX.IF2508 |
0.010371 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4566.652 |
20250815 |
0 |
451 |
| CFFEX.IF2509 |
0.010371 |
0.0 |
0.010371 |
-0.012406 |
-inf |
-inf |
- |
4510.0 |
4510.0 |
- |
4566.652 |
20250919 |
0 |
451 |
| CFFEX.IF2510 |
0.010371 |
0.010199 |
0.000172 |
-0.002289 |
-0.000191 |
-0.046157 |
- |
4556.2 |
4510.2 |
- |
4566.652 |
20251017 |
12 |
451 |
| CFFEX.IF2511 |
0.010371 |
0.010233 |
0.000138 |
-0.00553 |
-0.000149 |
-0.036167 |
- |
4541.4 |
4495.4 |
- |
4566.652 |
20251121 |
37 |
451 |
| CFFEX.IF2512 |
0.010371 |
0.010304 |
0.000067 |
-0.008026 |
-0.000141 |
-0.034075 |
- |
4530.0 |
4483.8 |
- |
4566.652 |
20251219 |
57 |
451 |
| CFFEX.IF2603 |
0.010371 |
0.009512 |
0.000859 |
-0.014595 |
-0.000121 |
-0.029191 |
- |
4500.0 |
4457.6 |
- |
4566.652 |
20260320 |
121 |
451 |
| CFFEX.IH2508 |
0.007189 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2940.502 |
20250815 |
0 |
451 |
| CFFEX.IH2509 |
0.007189 |
0.0 |
0.007189 |
-0.007516 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2940.502 |
20250919 |
0 |
451 |
| CFFEX.IH2510 |
0.007189 |
0.006363 |
0.000826 |
0.000441 |
0.000037 |
0.008902 |
- |
2941.8 |
2923.2 |
- |
2940.502 |
20251017 |
12 |
451 |
| CFFEX.IH2511 |
0.007189 |
0.005404 |
0.001785 |
-0.000239 |
-0.000006 |
-0.001561 |
- |
2939.8 |
2924.0 |
- |
2940.502 |
20251121 |
37 |
451 |
| CFFEX.IH2512 |
0.007189 |
0.00506 |
0.002129 |
-0.000239 |
-0.000004 |
-0.001014 |
- |
2939.8 |
2925.0 |
- |
2940.502 |
20251219 |
57 |
451 |
| CFFEX.IH2603 |
0.007189 |
0.005953 |
0.001236 |
-0.000035 |
-0.0 |
-0.000069 |
- |
2940.4 |
2923.0 |
- |
2940.502 |
20260320 |
121 |
451 |