|
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_20251014_151400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.018954 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7377.231 |
20250919 |
0 |
459 |
| CFFEX.IM2510 |
-0.018954 |
-0.018297 |
-0.000658 |
-0.005047 |
-0.001262 |
-0.305328 |
- |
7340.0 |
7476.8 |
- |
7377.231 |
20251017 |
4 |
459 |
| CFFEX.IM2511 |
-0.018954 |
-0.022312 |
0.003358 |
-0.019957 |
-0.000688 |
-0.166542 |
- |
7230.0 |
7395.0 |
- |
7377.231 |
20251121 |
29 |
459 |
| CFFEX.IM2512 |
-0.018954 |
-0.02201 |
0.003056 |
-0.031479 |
-0.000642 |
-0.15547 |
- |
7145.0 |
7305.8 |
- |
7377.231 |
20251219 |
49 |
459 |
| CFFEX.IM2603 |
-0.018954 |
-0.021985 |
0.00303 |
-0.061708 |
-0.000546 |
-0.132152 |
- |
6922.0 |
7077.6 |
- |
7377.231 |
20260320 |
113 |
459 |
| CFFEX.IM2606 |
-0.018954 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7377.231 |
20260619 |
178 |
459 |
| CFFEX.IC2509 |
-0.024072 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7198.993 |
20250919 |
0 |
459 |
| CFFEX.IC2510 |
-0.024072 |
-0.026748 |
0.002676 |
-0.006333 |
-0.001583 |
-0.383161 |
- |
7153.4 |
7350.0 |
- |
7198.993 |
20251017 |
4 |
459 |
| CFFEX.IC2511 |
-0.024072 |
-0.029129 |
0.005057 |
-0.018474 |
-0.000637 |
-0.154161 |
- |
7066.0 |
7278.0 |
- |
7198.993 |
20251121 |
29 |
459 |
| CFFEX.IC2512 |
-0.024072 |
-0.030563 |
0.006491 |
-0.026253 |
-0.000536 |
-0.129656 |
- |
7010.0 |
7231.0 |
- |
7198.993 |
20251219 |
49 |
459 |
| CFFEX.IC2603 |
-0.024072 |
-0.030539 |
0.006467 |
-0.049284 |
-0.000436 |
-0.105546 |
- |
6844.2 |
7059.8 |
- |
7198.993 |
20260320 |
113 |
459 |
| CFFEX.IC2606 |
-0.024072 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7198.993 |
20260619 |
178 |
459 |
| CFFEX.IF2509 |
-0.011369 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4541.748 |
20250919 |
0 |
459 |
| CFFEX.IF2510 |
-0.011369 |
-0.009857 |
-0.001512 |
-0.000297 |
-0.000074 |
-0.017957 |
- |
4540.4 |
4585.6 |
- |
4541.748 |
20251017 |
4 |
459 |
| CFFEX.IF2511 |
-0.011369 |
-0.01251 |
0.001141 |
-0.005845 |
-0.000202 |
-0.048778 |
- |
4515.2 |
4572.4 |
- |
4541.748 |
20251121 |
29 |
459 |
| CFFEX.IF2512 |
-0.011369 |
-0.012142 |
0.000773 |
-0.007607 |
-0.000155 |
-0.037568 |
- |
4507.2 |
4562.6 |
- |
4541.748 |
20251219 |
49 |
459 |
| CFFEX.IF2603 |
-0.011369 |
-0.012111 |
0.000742 |
-0.012231 |
-0.000108 |
-0.026193 |
- |
4486.2 |
4541.2 |
- |
4541.748 |
20260320 |
113 |
459 |
| CFFEX.IF2606 |
-0.011369 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4541.748 |
20260619 |
178 |
459 |
| CFFEX.IH2509 |
-0.001505 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2962.741 |
20250919 |
0 |
459 |
| CFFEX.IH2510 |
-0.001505 |
-0.000405 |
-0.0011 |
0.000762 |
0.000191 |
0.046129 |
- |
2965.0 |
2966.2 |
- |
2962.741 |
20251017 |
4 |
459 |
| CFFEX.IH2511 |
-0.001505 |
-0.000405 |
-0.0011 |
-0.000453 |
-0.000016 |
-0.003777 |
- |
2961.4 |
2962.6 |
- |
2962.741 |
20251121 |
29 |
459 |
| CFFEX.IH2512 |
-0.001505 |
-0.00108 |
-0.000424 |
-0.001465 |
-0.00003 |
-0.007236 |
- |
2958.4 |
2961.6 |
- |
2962.741 |
20251219 |
49 |
459 |
| CFFEX.IH2603 |
-0.001505 |
-0.000338 |
-0.001167 |
-0.000588 |
-0.000005 |
-0.001258 |
- |
2961.0 |
2962.0 |
- |
2962.741 |
20260320 |
113 |
459 |
| CFFEX.IH2606 |
-0.001505 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2962.741 |
20260619 |
178 |
459 |