|
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_20251009_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.009874 |
- |
- |
- |
- |
- |
- |
- |
7448.0 |
- |
7649.758 |
20250919 |
0 |
456 |
| CFFEX.IM2510 |
0.009874 |
0.006723 |
0.003151 |
-0.005537 |
-0.000791 |
-0.191428 |
- |
7607.4 |
7556.6 |
- |
7649.758 |
20251017 |
7 |
456 |
| CFFEX.IM2511 |
0.009874 |
0.006364 |
0.00351 |
-0.016073 |
-0.000502 |
-0.121555 |
- |
7526.8 |
7479.2 |
- |
7649.758 |
20251121 |
32 |
456 |
| CFFEX.IM2512 |
0.009874 |
0.00586 |
0.004014 |
-0.026165 |
-0.000503 |
-0.121769 |
- |
7449.6 |
7406.2 |
- |
7649.758 |
20251219 |
52 |
456 |
| CFFEX.IM2603 |
0.009874 |
0.005844 |
0.00403 |
-0.055003 |
-0.000474 |
-0.114747 |
- |
7229.0 |
7187.0 |
- |
7649.758 |
20260320 |
116 |
456 |
| CFFEX.IM2606 |
0.009874 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7649.758 |
20260619 |
181 |
456 |
| CFFEX.IC2509 |
0.018301 |
- |
- |
- |
- |
- |
- |
- |
7181.8 |
- |
7548.023 |
20250919 |
0 |
456 |
| CFFEX.IC2510 |
0.018301 |
0.01649 |
0.001811 |
-0.00366 |
-0.000523 |
-0.126519 |
- |
7520.4 |
7398.4 |
- |
7548.023 |
20251017 |
7 |
456 |
| CFFEX.IC2511 |
0.018301 |
0.016464 |
0.001837 |
-0.011927 |
-0.000373 |
-0.090196 |
- |
7458.0 |
7337.2 |
- |
7548.023 |
20251121 |
32 |
456 |
| CFFEX.IC2512 |
0.018301 |
0.017173 |
0.001128 |
-0.017544 |
-0.000337 |
-0.081647 |
- |
7415.6 |
7290.4 |
- |
7548.023 |
20251219 |
52 |
456 |
| CFFEX.IC2603 |
0.018301 |
0.018498 |
-0.000197 |
-0.038556 |
-0.000332 |
-0.080436 |
- |
7257.0 |
7125.2 |
- |
7548.023 |
20260320 |
116 |
456 |
| CFFEX.IC2606 |
0.018301 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7548.023 |
20260619 |
181 |
456 |
| CFFEX.IF2509 |
0.014758 |
- |
- |
- |
- |
- |
- |
- |
4510.0 |
- |
4709.180 |
20250919 |
0 |
456 |
| CFFEX.IF2510 |
0.014758 |
0.015536 |
-0.000778 |
-0.00059 |
-0.000084 |
-0.020409 |
- |
4706.4 |
4634.4 |
- |
4709.180 |
20251017 |
7 |
456 |
| CFFEX.IF2511 |
0.014758 |
0.015964 |
-0.001206 |
-0.002629 |
-0.000082 |
-0.019881 |
- |
4696.8 |
4623.0 |
- |
4709.180 |
20251121 |
32 |
456 |
| CFFEX.IF2512 |
0.014758 |
0.015418 |
-0.00066 |
-0.004243 |
-0.000082 |
-0.019745 |
- |
4689.2 |
4618.0 |
- |
4709.180 |
20251219 |
52 |
456 |
| CFFEX.IF2603 |
0.014758 |
0.015625 |
-0.000867 |
-0.008957 |
-0.000077 |
-0.018686 |
- |
4667.0 |
4595.2 |
- |
4709.180 |
20260320 |
116 |
456 |
| CFFEX.IF2606 |
0.014758 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4709.180 |
20260619 |
181 |
456 |
| CFFEX.IH2509 |
0.010561 |
- |
- |
- |
- |
- |
- |
- |
2918.4 |
- |
3020.504 |
20250919 |
0 |
456 |
| CFFEX.IH2510 |
0.010561 |
0.011778 |
-0.001217 |
0.001091 |
0.000156 |
0.037725 |
- |
3023.8 |
2988.6 |
- |
3020.504 |
20251017 |
7 |
456 |
| CFFEX.IH2511 |
0.010561 |
0.011578 |
-0.001017 |
0.000826 |
0.000026 |
0.006249 |
- |
3023.0 |
2988.4 |
- |
3020.504 |
20251121 |
32 |
456 |
| CFFEX.IH2512 |
0.010561 |
0.012379 |
-0.001818 |
0.00182 |
0.000035 |
0.008468 |
- |
3026.0 |
2989.0 |
- |
3020.504 |
20251219 |
52 |
456 |
| CFFEX.IH2603 |
0.010561 |
0.012375 |
-0.001814 |
0.002151 |
0.000019 |
0.004487 |
- |
3027.0 |
2990.0 |
- |
3020.504 |
20260320 |
116 |
456 |
| CFFEX.IH2606 |
0.010561 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3020.504 |
20260619 |
181 |
456 |