|
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_20250925_151508 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.003349 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7508.988 |
20250815 |
0 |
452 |
| CFFEX.IM2509 |
-0.003349 |
0.0 |
-0.003349 |
-0.008122 |
-inf |
-inf |
- |
7448.0 |
7448.0 |
- |
7508.988 |
20250919 |
0 |
452 |
| CFFEX.IM2510 |
-0.003349 |
-0.003506 |
0.000157 |
-0.008415 |
-0.000765 |
-0.18513 |
- |
7445.8 |
7472.0 |
- |
7508.988 |
20251017 |
11 |
452 |
| CFFEX.IM2511 |
-0.003349 |
-0.003304 |
-0.000045 |
-0.019841 |
-0.000551 |
-0.133378 |
- |
7360.0 |
7384.4 |
- |
7508.988 |
20251121 |
36 |
452 |
| CFFEX.IM2512 |
-0.003349 |
-0.002903 |
-0.000446 |
-0.030229 |
-0.00054 |
-0.130632 |
- |
7282.0 |
7303.2 |
- |
7508.988 |
20251219 |
56 |
452 |
| CFFEX.IM2603 |
-0.003349 |
-0.003104 |
-0.000246 |
-0.058968 |
-0.000491 |
-0.118918 |
- |
7066.2 |
7088.2 |
- |
7508.988 |
20260320 |
120 |
452 |
| CFFEX.IC2508 |
0.002639 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7343.035 |
20250815 |
0 |
452 |
| CFFEX.IC2509 |
0.002639 |
0.0 |
0.002639 |
-0.021958 |
-inf |
-inf |
- |
7181.8 |
7181.8 |
- |
7343.035 |
20250919 |
0 |
452 |
| CFFEX.IC2510 |
0.002639 |
0.001731 |
0.000908 |
-0.006787 |
-0.000617 |
-0.149307 |
- |
7293.2 |
7280.6 |
- |
7343.035 |
20251017 |
11 |
452 |
| CFFEX.IC2511 |
0.002639 |
0.000638 |
0.002001 |
-0.016973 |
-0.000471 |
-0.114098 |
- |
7218.4 |
7213.8 |
- |
7343.035 |
20251121 |
36 |
452 |
| CFFEX.IC2512 |
0.002639 |
0.001341 |
0.001297 |
-0.024028 |
-0.000429 |
-0.103833 |
- |
7166.6 |
7157.0 |
- |
7343.035 |
20251219 |
56 |
452 |
| CFFEX.IC2603 |
0.002639 |
0.001605 |
0.001034 |
-0.047996 |
-0.0004 |
-0.096792 |
- |
6990.6 |
6979.4 |
- |
7343.035 |
20260320 |
120 |
452 |
| CFFEX.IF2508 |
0.006453 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4595.534 |
20250815 |
0 |
452 |
| CFFEX.IF2509 |
0.006453 |
0.0 |
0.006453 |
-0.018612 |
-inf |
-inf |
- |
4510.0 |
4510.0 |
- |
4595.534 |
20250919 |
0 |
452 |
| CFFEX.IF2510 |
0.006453 |
0.006321 |
0.000132 |
-0.002292 |
-0.000208 |
-0.050429 |
- |
4585.0 |
4556.2 |
- |
4595.534 |
20251017 |
11 |
452 |
| CFFEX.IF2511 |
0.006453 |
0.006562 |
-0.000109 |
-0.005295 |
-0.000147 |
-0.035595 |
- |
4571.2 |
4541.4 |
- |
4595.534 |
20251121 |
36 |
452 |
| CFFEX.IF2512 |
0.006453 |
0.007108 |
-0.000656 |
-0.007254 |
-0.00013 |
-0.031346 |
- |
4562.2 |
4530.0 |
- |
4595.534 |
20251219 |
56 |
452 |
| CFFEX.IF2603 |
0.006453 |
0.007111 |
-0.000658 |
-0.013825 |
-0.000115 |
-0.027881 |
- |
4532.0 |
4500.0 |
- |
4595.534 |
20260320 |
120 |
452 |
| CFFEX.IH2508 |
0.005059 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2954.378 |
20250815 |
0 |
452 |
| CFFEX.IH2509 |
0.005059 |
0.0 |
0.005059 |
-0.012178 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2954.378 |
20250919 |
0 |
452 |
| CFFEX.IH2510 |
0.005059 |
0.004079 |
0.00098 |
-0.000196 |
-0.000018 |
-0.004304 |
- |
2953.8 |
2941.8 |
- |
2954.378 |
20251017 |
11 |
452 |
| CFFEX.IH2511 |
0.005059 |
0.004014 |
0.001045 |
-0.00094 |
-0.000026 |
-0.006321 |
- |
2951.6 |
2939.8 |
- |
2954.378 |
20251121 |
36 |
452 |
| CFFEX.IH2512 |
0.005059 |
0.004694 |
0.000365 |
-0.000263 |
-0.000005 |
-0.001138 |
- |
2953.6 |
2939.8 |
- |
2954.378 |
20251219 |
56 |
452 |
| CFFEX.IH2603 |
0.005059 |
0.003333 |
0.001726 |
-0.001414 |
-0.000012 |
-0.002852 |
- |
2950.2 |
2940.4 |
- |
2954.378 |
20260320 |
120 |
452 |