|
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_20250929_151355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.013175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7495.052 |
20250815 |
0 |
454 |
| CFFEX.IM2509 |
0.013175 |
0.0 |
0.013175 |
-0.006278 |
-inf |
-inf |
- |
7448.0 |
7448.0 |
- |
7495.052 |
20250919 |
0 |
454 |
| CFFEX.IM2510 |
0.013175 |
0.01729 |
-0.004115 |
-0.001448 |
-0.000161 |
-0.038932 |
- |
7484.2 |
7357.0 |
- |
7495.052 |
20251017 |
9 |
454 |
| CFFEX.IM2511 |
0.013175 |
0.018236 |
-0.005061 |
-0.012175 |
-0.000358 |
-0.086657 |
- |
7403.8 |
7271.2 |
- |
7495.052 |
20251121 |
34 |
454 |
| CFFEX.IM2512 |
0.013175 |
0.02042 |
-0.007245 |
-0.021221 |
-0.000393 |
-0.095101 |
- |
7336.0 |
7189.2 |
- |
7495.052 |
20251219 |
54 |
454 |
| CFFEX.IM2603 |
0.013175 |
0.020395 |
-0.00722 |
-0.050787 |
-0.00043 |
-0.104157 |
- |
7114.4 |
6972.2 |
- |
7495.052 |
20260320 |
118 |
454 |
| CFFEX.IC2508 |
0.014937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7349.071 |
20250815 |
0 |
454 |
| CFFEX.IC2509 |
0.014937 |
0.0 |
0.014937 |
-0.022761 |
-inf |
-inf |
- |
7181.8 |
7181.8 |
- |
7349.071 |
20250919 |
0 |
454 |
| CFFEX.IC2510 |
0.014937 |
0.019465 |
-0.004528 |
-0.000853 |
-0.000095 |
-0.022944 |
- |
7342.8 |
7202.6 |
- |
7349.071 |
20251017 |
9 |
454 |
| CFFEX.IC2511 |
0.014937 |
0.019844 |
-0.004906 |
-0.009752 |
-0.000287 |
-0.069414 |
- |
7277.4 |
7135.8 |
- |
7349.071 |
20251121 |
34 |
454 |
| CFFEX.IC2512 |
0.014937 |
0.021497 |
-0.00656 |
-0.015903 |
-0.000294 |
-0.071268 |
- |
7232.2 |
7080.0 |
- |
7349.071 |
20251219 |
54 |
454 |
| CFFEX.IC2603 |
0.014937 |
0.022126 |
-0.007188 |
-0.039498 |
-0.000335 |
-0.081004 |
- |
7058.8 |
6906.0 |
- |
7349.071 |
20260320 |
118 |
454 |
| CFFEX.IF2508 |
0.015960 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4622.667 |
20250815 |
0 |
454 |
| CFFEX.IF2509 |
0.015960 |
0.0 |
0.01596 |
-0.024373 |
-inf |
-inf |
- |
4510.0 |
4510.0 |
- |
4622.667 |
20250919 |
0 |
454 |
| CFFEX.IF2510 |
0.015960 |
0.017697 |
-0.001737 |
0.000202 |
0.000022 |
0.005427 |
- |
4623.6 |
4543.2 |
- |
4622.667 |
20251017 |
9 |
454 |
| CFFEX.IF2511 |
0.015960 |
0.017033 |
-0.001073 |
-0.002827 |
-0.000083 |
-0.02012 |
- |
4609.6 |
4532.4 |
- |
4622.667 |
20251121 |
34 |
454 |
| CFFEX.IF2512 |
0.015960 |
0.017591 |
-0.001631 |
-0.003908 |
-0.000072 |
-0.017515 |
- |
4604.6 |
4525.0 |
- |
4622.667 |
20251219 |
54 |
454 |
| CFFEX.IF2603 |
0.015960 |
0.017555 |
-0.001595 |
-0.009403 |
-0.00008 |
-0.019284 |
- |
4579.2 |
4500.2 |
- |
4622.667 |
20260320 |
118 |
454 |
| CFFEX.IH2508 |
0.012296 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2977.181 |
20250815 |
0 |
454 |
| CFFEX.IH2509 |
0.012296 |
0.0 |
0.012296 |
-0.019744 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2977.181 |
20250919 |
0 |
454 |
| CFFEX.IH2510 |
0.012296 |
0.009779 |
0.002517 |
-0.001068 |
-0.000119 |
-0.02873 |
- |
2974.0 |
2945.2 |
- |
2977.181 |
20251017 |
9 |
454 |
| CFFEX.IH2511 |
0.012296 |
0.011212 |
0.001084 |
-0.00033 |
-0.00001 |
-0.002345 |
- |
2976.2 |
2943.2 |
- |
2977.181 |
20251121 |
34 |
454 |
| CFFEX.IH2512 |
0.012296 |
0.010732 |
0.001564 |
-0.000397 |
-0.000007 |
-0.001778 |
- |
2976.0 |
2944.4 |
- |
2977.181 |
20251219 |
54 |
454 |
| CFFEX.IH2603 |
0.012296 |
0.012306 |
-0.00001 |
0.000208 |
0.000002 |
0.000426 |
- |
2977.8 |
2941.6 |
- |
2977.181 |
20260320 |
118 |
454 |