|
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_20251015_151443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.015041 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7484.049 |
20250919 |
0 |
460 |
| CFFEX.IM2510 |
0.015041 |
0.015777 |
-0.000736 |
-0.003775 |
-0.001258 |
-0.304481 |
- |
7455.8 |
7340.0 |
- |
7484.049 |
20251017 |
3 |
460 |
| CFFEX.IM2511 |
0.015041 |
0.01834 |
-0.0033 |
-0.016228 |
-0.00058 |
-0.140254 |
- |
7362.6 |
7230.0 |
- |
7484.049 |
20251121 |
28 |
460 |
| CFFEX.IM2512 |
0.015041 |
0.018109 |
-0.003068 |
-0.027906 |
-0.000581 |
-0.140692 |
- |
7275.2 |
7145.8 |
- |
7484.049 |
20251219 |
48 |
460 |
| CFFEX.IM2603 |
0.015041 |
0.019965 |
-0.004925 |
-0.056634 |
-0.000506 |
-0.122369 |
- |
7060.2 |
6922.0 |
- |
7484.049 |
20260320 |
112 |
460 |
| CFFEX.IM2606 |
0.015041 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7484.049 |
20260619 |
177 |
460 |
| CFFEX.IC2509 |
0.013630 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7292.918 |
20250919 |
0 |
460 |
| CFFEX.IC2510 |
0.013630 |
0.017446 |
-0.003816 |
-0.002018 |
-0.000673 |
-0.162795 |
- |
7278.2 |
7153.4 |
- |
7292.918 |
20251017 |
3 |
460 |
| CFFEX.IC2511 |
0.013630 |
0.018426 |
-0.004796 |
-0.013262 |
-0.000474 |
-0.114621 |
- |
7196.2 |
7066.0 |
- |
7292.918 |
20251121 |
28 |
460 |
| CFFEX.IC2512 |
0.013630 |
0.018573 |
-0.004943 |
-0.020941 |
-0.000436 |
-0.105575 |
- |
7140.2 |
7010.0 |
- |
7292.918 |
20251219 |
48 |
460 |
| CFFEX.IC2603 |
0.013630 |
0.019403 |
-0.005773 |
-0.043318 |
-0.000387 |
-0.093599 |
- |
6977.0 |
6844.2 |
- |
7292.918 |
20260320 |
112 |
460 |
| CFFEX.IC2606 |
0.013630 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7292.918 |
20260619 |
177 |
460 |
| CFFEX.IF2509 |
0.015083 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4607.526 |
20250919 |
0 |
460 |
| CFFEX.IF2510 |
0.015083 |
0.013479 |
0.001604 |
-0.001286 |
-0.000429 |
-0.10375 |
- |
4601.6 |
4540.4 |
- |
4607.526 |
20251017 |
3 |
460 |
| CFFEX.IF2511 |
0.015083 |
0.015813 |
-0.00073 |
-0.004542 |
-0.000162 |
-0.039253 |
- |
4586.6 |
4515.2 |
- |
4607.526 |
20251121 |
28 |
460 |
| CFFEX.IF2512 |
0.015083 |
0.015353 |
-0.00027 |
-0.006755 |
-0.000141 |
-0.034059 |
- |
4576.4 |
4507.2 |
- |
4607.526 |
20251219 |
48 |
460 |
| CFFEX.IF2603 |
0.015083 |
0.015291 |
-0.000209 |
-0.011443 |
-0.000102 |
-0.024726 |
- |
4554.8 |
4486.2 |
- |
4607.526 |
20260320 |
112 |
460 |
| CFFEX.IF2606 |
0.015083 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4607.526 |
20260619 |
177 |
460 |
| CFFEX.IH2509 |
0.013471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3000.991 |
20250919 |
0 |
460 |
| CFFEX.IH2510 |
0.013471 |
0.011669 |
0.001802 |
-0.000464 |
-0.000155 |
-0.03739 |
- |
2999.6 |
2965.0 |
- |
3000.991 |
20251017 |
3 |
460 |
| CFFEX.IH2511 |
0.013471 |
0.012427 |
0.001045 |
-0.00093 |
-0.000033 |
-0.008038 |
- |
2998.2 |
2961.4 |
- |
3000.991 |
20251121 |
28 |
460 |
| CFFEX.IH2512 |
0.013471 |
0.01325 |
0.000221 |
-0.00113 |
-0.000024 |
-0.005697 |
- |
2997.6 |
2958.4 |
- |
3000.991 |
20251219 |
48 |
460 |
| CFFEX.IH2603 |
0.013471 |
0.012631 |
0.00084 |
-0.000863 |
-0.000008 |
-0.001866 |
- |
2998.4 |
2961.0 |
- |
3000.991 |
20260320 |
112 |
460 |
| CFFEX.IH2606 |
0.013471 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3000.991 |
20260619 |
177 |
460 |