|
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_20251010_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.014851 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7534.468 |
20250919 |
0 |
457 |
| CFFEX.IM2510 |
-0.014851 |
-0.012251 |
-0.0026 |
-0.00269 |
-0.000448 |
-0.108498 |
- |
7514.2 |
7607.4 |
- |
7534.468 |
20251017 |
6 |
457 |
| CFFEX.IM2511 |
-0.014851 |
-0.01395 |
-0.000901 |
-0.014954 |
-0.000482 |
-0.116735 |
- |
7421.8 |
7526.8 |
- |
7534.468 |
20251121 |
31 |
457 |
| CFFEX.IM2512 |
-0.014851 |
-0.014659 |
-0.000193 |
-0.025757 |
-0.000505 |
-0.122221 |
- |
7340.4 |
7449.6 |
- |
7534.468 |
20251219 |
51 |
457 |
| CFFEX.IM2603 |
-0.014851 |
-0.015078 |
0.000227 |
-0.05501 |
-0.000478 |
-0.115759 |
- |
7120.0 |
7229.0 |
- |
7534.468 |
20260320 |
115 |
457 |
| CFFEX.IM2606 |
-0.014851 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7534.468 |
20260619 |
180 |
457 |
| CFFEX.IC2509 |
-0.019961 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7398.242 |
20250919 |
0 |
457 |
| CFFEX.IC2510 |
-0.019961 |
-0.018403 |
-0.001557 |
-0.002195 |
-0.000366 |
-0.088547 |
- |
7382.0 |
7520.4 |
- |
7398.242 |
20251017 |
6 |
457 |
| CFFEX.IC2511 |
-0.019961 |
-0.019684 |
-0.000277 |
-0.011765 |
-0.00038 |
-0.091845 |
- |
7311.2 |
7458.0 |
- |
7398.242 |
20251121 |
31 |
457 |
| CFFEX.IC2512 |
-0.019961 |
-0.0202 |
0.00024 |
-0.017875 |
-0.00035 |
-0.084818 |
- |
7266.0 |
7415.8 |
- |
7398.242 |
20251219 |
51 |
457 |
| CFFEX.IC2603 |
-0.019961 |
-0.021552 |
0.001591 |
-0.040231 |
-0.00035 |
-0.084661 |
- |
7100.6 |
7257.0 |
- |
7398.242 |
20260320 |
115 |
457 |
| CFFEX.IC2606 |
-0.019961 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7398.242 |
20260619 |
180 |
457 |
| CFFEX.IF2509 |
-0.019813 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4616.175 |
20250919 |
0 |
457 |
| CFFEX.IF2510 |
-0.019813 |
-0.019675 |
-0.000137 |
-0.000514 |
-0.000086 |
-0.020751 |
- |
4613.8 |
4706.4 |
- |
4616.175 |
20251017 |
6 |
457 |
| CFFEX.IF2511 |
-0.019813 |
-0.020525 |
0.000712 |
-0.003417 |
-0.00011 |
-0.026677 |
- |
4600.4 |
4696.8 |
- |
4616.175 |
20251121 |
31 |
457 |
| CFFEX.IF2512 |
-0.019813 |
-0.020686 |
0.000873 |
-0.005194 |
-0.000102 |
-0.024645 |
- |
4592.2 |
4689.2 |
- |
4616.175 |
20251219 |
51 |
457 |
| CFFEX.IF2603 |
-0.019813 |
-0.020399 |
0.000586 |
-0.009613 |
-0.000084 |
-0.020229 |
- |
4571.8 |
4667.0 |
- |
4616.175 |
20260320 |
115 |
457 |
| CFFEX.IF2606 |
-0.019813 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4616.175 |
20260619 |
180 |
457 |
| CFFEX.IH2509 |
-0.015204 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2974.670 |
20250919 |
0 |
457 |
| CFFEX.IH2510 |
-0.015204 |
-0.015808 |
0.000604 |
0.000447 |
0.000075 |
0.018033 |
- |
2976.0 |
3023.8 |
- |
2974.670 |
20251017 |
6 |
457 |
| CFFEX.IH2511 |
-0.015204 |
-0.016341 |
0.001137 |
-0.00036 |
-0.000012 |
-0.002808 |
- |
2973.6 |
3023.0 |
- |
2974.670 |
20251121 |
31 |
457 |
| CFFEX.IH2512 |
-0.015204 |
-0.01659 |
0.001385 |
0.00038 |
0.000007 |
0.001803 |
- |
2975.8 |
3026.0 |
- |
2974.670 |
20251219 |
51 |
457 |
| CFFEX.IH2603 |
-0.015204 |
-0.017509 |
0.002305 |
-0.000225 |
-0.000002 |
-0.000474 |
- |
2974.0 |
3027.0 |
- |
2974.670 |
20260320 |
115 |
457 |
| CFFEX.IH2606 |
-0.015204 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2974.670 |
20260619 |
180 |
457 |