|
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_20250926_151247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
-0.013912 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7402.084 |
20250815 |
0 |
453 |
| CFFEX.IM2509 |
-0.013912 |
0.0 |
-0.013912 |
0.006203 |
inf |
inf |
- |
7448.0 |
7448.0 |
- |
7402.084 |
20250919 |
0 |
453 |
| CFFEX.IM2510 |
-0.013912 |
-0.011767 |
-0.002145 |
-0.006091 |
-0.000609 |
-0.147395 |
- |
7357.0 |
7444.6 |
- |
7402.084 |
20251017 |
10 |
453 |
| CFFEX.IM2511 |
-0.013912 |
-0.012065 |
-0.001846 |
-0.017682 |
-0.000505 |
-0.122259 |
- |
7271.2 |
7360.0 |
- |
7402.084 |
20251121 |
35 |
453 |
| CFFEX.IM2512 |
-0.013912 |
-0.012717 |
-0.001195 |
-0.02876 |
-0.000523 |
-0.126544 |
- |
7189.2 |
7281.8 |
- |
7402.084 |
20251219 |
55 |
453 |
| CFFEX.IM2603 |
-0.013912 |
-0.013303 |
-0.000609 |
-0.058076 |
-0.000488 |
-0.118104 |
- |
6972.2 |
7066.2 |
- |
7402.084 |
20260320 |
119 |
453 |
| CFFEX.IC2508 |
-0.013190 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7244.489 |
20250815 |
0 |
453 |
| CFFEX.IC2509 |
-0.013190 |
0.0 |
-0.01319 |
-0.008653 |
-inf |
-inf |
- |
7181.8 |
7181.8 |
- |
7244.489 |
20250919 |
0 |
453 |
| CFFEX.IC2510 |
-0.013190 |
-0.012423 |
-0.000768 |
-0.005782 |
-0.000578 |
-0.139929 |
- |
7202.6 |
7293.2 |
- |
7244.489 |
20251017 |
10 |
453 |
| CFFEX.IC2511 |
-0.013190 |
-0.011443 |
-0.001747 |
-0.015003 |
-0.000429 |
-0.103735 |
- |
7135.8 |
7218.4 |
- |
7244.489 |
20251121 |
35 |
453 |
| CFFEX.IC2512 |
-0.013190 |
-0.012084 |
-0.001107 |
-0.022705 |
-0.000413 |
-0.099904 |
- |
7080.0 |
7166.6 |
- |
7244.489 |
20251219 |
55 |
453 |
| CFFEX.IC2603 |
-0.013190 |
-0.012102 |
-0.001088 |
-0.046724 |
-0.000393 |
-0.095018 |
- |
6906.0 |
6990.6 |
- |
7244.489 |
20260320 |
119 |
453 |
| CFFEX.IF2508 |
-0.009313 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4550.707 |
20250815 |
0 |
453 |
| CFFEX.IF2509 |
-0.009313 |
- |
- |
- |
- |
- |
- |
- |
4510.0 |
- |
4550.707 |
20250919 |
0 |
453 |
| CFFEX.IF2510 |
-0.009313 |
-0.009117 |
-0.000197 |
-0.00165 |
-0.000165 |
-0.039921 |
- |
4543.2 |
4585.0 |
- |
4550.707 |
20251017 |
10 |
453 |
| CFFEX.IF2511 |
-0.009313 |
-0.008488 |
-0.000825 |
-0.004023 |
-0.000115 |
-0.027815 |
- |
4532.4 |
4571.2 |
- |
4550.707 |
20251121 |
35 |
453 |
| CFFEX.IF2512 |
-0.009313 |
-0.008154 |
-0.001159 |
-0.005649 |
-0.000103 |
-0.024856 |
- |
4525.0 |
4562.2 |
- |
4550.707 |
20251219 |
55 |
453 |
| CFFEX.IF2603 |
-0.009313 |
-0.007017 |
-0.002297 |
-0.011099 |
-0.000093 |
-0.02257 |
- |
4500.2 |
4532.0 |
- |
4550.707 |
20260320 |
119 |
453 |
| CFFEX.IH2508 |
-0.003307 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2942.971 |
20250815 |
0 |
453 |
| CFFEX.IH2509 |
-0.003307 |
0.0 |
-0.003307 |
-0.008349 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2942.971 |
20250919 |
0 |
453 |
| CFFEX.IH2510 |
-0.003307 |
-0.002708 |
-0.000598 |
0.000961 |
0.000096 |
0.023263 |
- |
2945.8 |
2953.8 |
- |
2942.971 |
20251017 |
10 |
453 |
| CFFEX.IH2511 |
-0.003307 |
-0.002846 |
-0.000461 |
0.000078 |
0.000002 |
0.000538 |
- |
2943.2 |
2951.6 |
- |
2942.971 |
20251121 |
35 |
453 |
| CFFEX.IH2512 |
-0.003307 |
-0.003115 |
-0.000192 |
0.000486 |
0.000009 |
0.002136 |
- |
2944.4 |
2953.6 |
- |
2942.971 |
20251219 |
55 |
453 |
| CFFEX.IH2603 |
-0.003307 |
-0.002915 |
-0.000392 |
-0.000466 |
-0.000004 |
-0.000947 |
- |
2941.6 |
2950.2 |
- |
2942.971 |
20260320 |
119 |
453 |