|
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_20251013_151402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.001533 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7522.273 |
20250919 |
0 |
458 |
| CFFEX.IM2510 |
-0.001533 |
-0.004977 |
0.003445 |
-0.006045 |
-0.001209 |
-0.292584 |
- |
7476.8 |
7514.2 |
- |
7522.273 |
20251017 |
5 |
458 |
| CFFEX.IM2511 |
-0.001533 |
-0.003611 |
0.002078 |
-0.016919 |
-0.000564 |
-0.136484 |
- |
7395.0 |
7421.8 |
- |
7522.273 |
20251121 |
30 |
458 |
| CFFEX.IM2512 |
-0.001533 |
-0.004714 |
0.003181 |
-0.028778 |
-0.000576 |
-0.139284 |
- |
7305.8 |
7340.4 |
- |
7522.273 |
20251219 |
50 |
458 |
| CFFEX.IM2603 |
-0.001533 |
-0.005955 |
0.004422 |
-0.059114 |
-0.000519 |
-0.125488 |
- |
7077.6 |
7120.0 |
- |
7522.273 |
20260320 |
114 |
458 |
| CFFEX.IM2606 |
-0.001533 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7522.273 |
20260619 |
179 |
458 |
| CFFEX.IC2509 |
-0.002440 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7380.173 |
20250919 |
0 |
458 |
| CFFEX.IC2510 |
-0.002440 |
-0.004335 |
0.001895 |
-0.004088 |
-0.000818 |
-0.197878 |
- |
7350.0 |
7382.0 |
- |
7380.173 |
20251017 |
5 |
458 |
| CFFEX.IC2511 |
-0.002440 |
-0.004541 |
0.002101 |
-0.013844 |
-0.000461 |
-0.111677 |
- |
7278.0 |
7311.2 |
- |
7380.173 |
20251121 |
30 |
458 |
| CFFEX.IC2512 |
-0.002440 |
-0.004817 |
0.002377 |
-0.020213 |
-0.000404 |
-0.097829 |
- |
7231.0 |
7266.0 |
- |
7380.173 |
20251219 |
50 |
458 |
| CFFEX.IC2603 |
-0.002440 |
-0.005746 |
0.003306 |
-0.04341 |
-0.000381 |
-0.092151 |
- |
7059.8 |
7100.6 |
- |
7380.173 |
20260320 |
114 |
458 |
| CFFEX.IC2606 |
-0.002440 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7380.173 |
20260619 |
179 |
458 |
| CFFEX.IF2509 |
-0.004593 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4595.631 |
20250919 |
0 |
458 |
| CFFEX.IF2510 |
-0.004593 |
-0.006112 |
0.00152 |
-0.002183 |
-0.000437 |
-0.105644 |
- |
4585.6 |
4613.8 |
- |
4595.631 |
20251017 |
5 |
458 |
| CFFEX.IF2511 |
-0.004593 |
-0.006086 |
0.001494 |
-0.005055 |
-0.000169 |
-0.040777 |
- |
4572.4 |
4600.4 |
- |
4595.631 |
20251121 |
30 |
458 |
| CFFEX.IF2512 |
-0.004593 |
-0.006446 |
0.001853 |
-0.007187 |
-0.000144 |
-0.034787 |
- |
4562.6 |
4592.2 |
- |
4595.631 |
20251219 |
50 |
458 |
| CFFEX.IF2603 |
-0.004593 |
-0.006693 |
0.002101 |
-0.011844 |
-0.000104 |
-0.025143 |
- |
4541.2 |
4571.8 |
- |
4595.631 |
20260320 |
114 |
458 |
| CFFEX.IF2606 |
-0.004593 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4595.631 |
20260619 |
179 |
458 |
| CFFEX.IH2509 |
-0.002218 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2968.256 |
20250919 |
0 |
458 |
| CFFEX.IH2510 |
-0.002218 |
-0.003293 |
0.001075 |
-0.000693 |
-0.000139 |
-0.033525 |
- |
2966.2 |
2976.0 |
- |
2968.256 |
20251017 |
5 |
458 |
| CFFEX.IH2511 |
-0.002218 |
-0.003699 |
0.001481 |
-0.001905 |
-0.000064 |
-0.015371 |
- |
2962.6 |
2973.6 |
- |
2968.256 |
20251121 |
30 |
458 |
| CFFEX.IH2512 |
-0.002218 |
-0.004772 |
0.002554 |
-0.002242 |
-0.000045 |
-0.010853 |
- |
2961.6 |
2975.8 |
- |
2968.256 |
20251219 |
50 |
458 |
| CFFEX.IH2603 |
-0.002218 |
-0.004035 |
0.001817 |
-0.002108 |
-0.000018 |
-0.004474 |
- |
2962.0 |
2974.0 |
- |
2968.256 |
20260320 |
114 |
458 |
| CFFEX.IH2606 |
-0.002218 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2968.256 |
20260619 |
179 |
458 |