|
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_20250930_151436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2508 |
0.010471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7576.338 |
20250815 |
0 |
455 |
| CFFEX.IM2509 |
0.010471 |
0.0 |
0.010471 |
-0.016939 |
-inf |
-inf |
- |
7448.0 |
7448.0 |
- |
7576.338 |
20250919 |
0 |
455 |
| CFFEX.IM2510 |
0.010471 |
0.009674 |
0.000797 |
-0.002605 |
-0.000326 |
-0.078808 |
- |
7556.6 |
7484.2 |
- |
7576.338 |
20251017 |
8 |
455 |
| CFFEX.IM2511 |
0.010471 |
0.010184 |
0.000287 |
-0.012821 |
-0.000389 |
-0.094022 |
- |
7479.2 |
7403.8 |
- |
7576.338 |
20251121 |
33 |
455 |
| CFFEX.IM2512 |
0.010471 |
0.009377 |
0.001094 |
-0.022456 |
-0.000424 |
-0.102537 |
- |
7406.2 |
7337.4 |
- |
7576.338 |
20251219 |
53 |
455 |
| CFFEX.IM2603 |
0.010471 |
0.010205 |
0.000266 |
-0.051389 |
-0.000439 |
-0.106291 |
- |
7187.0 |
7114.4 |
- |
7576.338 |
20260320 |
117 |
455 |
| CFFEX.IC2508 |
0.008539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7413.324 |
20250815 |
0 |
455 |
| CFFEX.IC2509 |
0.008539 |
0.0 |
0.008539 |
-0.031231 |
-inf |
-inf |
- |
7181.8 |
7181.8 |
- |
7413.324 |
20250919 |
0 |
455 |
| CFFEX.IC2510 |
0.008539 |
0.007572 |
0.000967 |
-0.002013 |
-0.000252 |
-0.060897 |
- |
7398.4 |
7342.8 |
- |
7413.324 |
20251017 |
8 |
455 |
| CFFEX.IC2511 |
0.008539 |
0.008217 |
0.000321 |
-0.010269 |
-0.000311 |
-0.075303 |
- |
7337.2 |
7277.4 |
- |
7413.324 |
20251121 |
33 |
455 |
| CFFEX.IC2512 |
0.008539 |
0.008047 |
0.000491 |
-0.016581 |
-0.000313 |
-0.075712 |
- |
7290.4 |
7232.2 |
- |
7413.324 |
20251219 |
53 |
455 |
| CFFEX.IC2603 |
0.008539 |
0.009407 |
-0.000868 |
-0.038866 |
-0.000332 |
-0.080389 |
- |
7125.2 |
7058.8 |
- |
7413.324 |
20260320 |
117 |
455 |
| CFFEX.IF2508 |
0.004624 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4641.417 |
20250815 |
0 |
455 |
| CFFEX.IF2509 |
0.004624 |
0.0 |
0.004624 |
-0.028314 |
-inf |
-inf |
- |
4510.0 |
4510.0 |
- |
4641.417 |
20250919 |
0 |
455 |
| CFFEX.IF2510 |
0.004624 |
0.00212 |
0.002505 |
-0.001727 |
-0.000216 |
-0.05225 |
- |
4633.4 |
4623.6 |
- |
4641.417 |
20251017 |
8 |
455 |
| CFFEX.IF2511 |
0.004624 |
0.002907 |
0.001717 |
-0.003968 |
-0.00012 |
-0.029098 |
- |
4623.0 |
4609.6 |
- |
4641.417 |
20251121 |
33 |
455 |
| CFFEX.IF2512 |
0.004624 |
0.002954 |
0.001671 |
-0.005002 |
-0.000094 |
-0.02284 |
- |
4618.2 |
4604.6 |
- |
4641.417 |
20251219 |
53 |
455 |
| CFFEX.IF2603 |
0.004624 |
0.003494 |
0.00113 |
-0.009958 |
-0.000085 |
-0.020596 |
- |
4595.2 |
4579.2 |
- |
4641.417 |
20260320 |
117 |
455 |
| CFFEX.IH2508 |
0.005644 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2989.822 |
20250815 |
0 |
455 |
| CFFEX.IH2509 |
0.005644 |
0.0 |
0.005644 |
-0.023888 |
-inf |
-inf |
- |
2918.4 |
2918.4 |
- |
2989.822 |
20250919 |
0 |
455 |
| CFFEX.IH2510 |
0.005644 |
0.004909 |
0.000735 |
-0.000409 |
-0.000051 |
-0.012364 |
- |
2988.6 |
2974.0 |
- |
2989.822 |
20251017 |
8 |
455 |
| CFFEX.IH2511 |
0.005644 |
0.004099 |
0.001545 |
-0.000476 |
-0.000014 |
-0.003488 |
- |
2988.4 |
2976.2 |
- |
2989.822 |
20251121 |
33 |
455 |
| CFFEX.IH2512 |
0.005644 |
0.004368 |
0.001276 |
-0.000275 |
-0.000005 |
-0.001255 |
- |
2989.0 |
2976.0 |
- |
2989.822 |
20251219 |
53 |
455 |
| CFFEX.IH2603 |
0.005644 |
0.004097 |
0.001547 |
0.00006 |
0.000001 |
0.000123 |
- |
2990.0 |
2977.8 |
- |
2989.822 |
20260320 |
117 |
455 |