|
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_20251016_175821 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.010892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7401.943 |
20250919 |
0 |
461 |
| CFFEX.IM2510 |
-0.010892 |
-0.007028 |
-0.003863 |
0.000197 |
0.000098 |
0.023818 |
- |
7403.4 |
7455.8 |
- |
7401.943 |
20251017 |
2 |
461 |
| CFFEX.IM2511 |
-0.010892 |
-0.009426 |
-0.001465 |
-0.014691 |
-0.000544 |
-0.131676 |
- |
7293.2 |
7362.6 |
- |
7401.943 |
20251121 |
27 |
461 |
| CFFEX.IM2512 |
-0.010892 |
-0.009649 |
-0.001242 |
-0.026607 |
-0.000566 |
-0.136997 |
- |
7205.0 |
7275.2 |
- |
7401.943 |
20251219 |
47 |
461 |
| CFFEX.IM2603 |
-0.010892 |
-0.011161 |
0.00027 |
-0.056815 |
-0.000512 |
-0.123867 |
- |
6981.4 |
7060.2 |
- |
7401.943 |
20260320 |
111 |
461 |
| CFFEX.IM2606 |
-0.010892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7401.943 |
20260619 |
176 |
461 |
| CFFEX.IC2509 |
-0.008610 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7231.201 |
20250919 |
0 |
461 |
| CFFEX.IC2510 |
-0.008610 |
-0.007255 |
-0.001355 |
-0.000802 |
-0.000401 |
-0.097068 |
- |
7225.4 |
7278.2 |
- |
7231.201 |
20251017 |
2 |
461 |
| CFFEX.IC2511 |
-0.008610 |
-0.0097 |
0.00109 |
-0.014493 |
-0.000537 |
-0.129899 |
- |
7126.4 |
7196.2 |
- |
7231.201 |
20251121 |
27 |
461 |
| CFFEX.IC2512 |
-0.008610 |
-0.010952 |
0.002342 |
-0.023399 |
-0.000498 |
-0.120479 |
- |
7062.0 |
7140.2 |
- |
7231.201 |
20251219 |
47 |
461 |
| CFFEX.IC2603 |
-0.008610 |
-0.011724 |
0.003114 |
-0.046465 |
-0.000419 |
-0.101303 |
- |
6895.2 |
6977.0 |
- |
7231.201 |
20260320 |
111 |
461 |
| CFFEX.IC2606 |
-0.008610 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7231.201 |
20260619 |
176 |
461 |
| CFFEX.IF2509 |
0.002959 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4619.916 |
20250919 |
0 |
461 |
| CFFEX.IF2510 |
0.002959 |
0.002695 |
0.000264 |
-0.001281 |
-0.00064 |
-0.154946 |
- |
4614.0 |
4601.6 |
- |
4619.916 |
20251017 |
2 |
461 |
| CFFEX.IF2511 |
0.002959 |
0.002834 |
0.000124 |
-0.004397 |
-0.000163 |
-0.039414 |
- |
4599.6 |
4586.6 |
- |
4619.916 |
20251121 |
27 |
461 |
| CFFEX.IF2512 |
0.002959 |
0.002972 |
-0.000013 |
-0.006475 |
-0.000138 |
-0.033342 |
- |
4590.0 |
4576.4 |
- |
4619.916 |
20251219 |
47 |
461 |
| CFFEX.IF2603 |
0.002959 |
0.002591 |
0.000368 |
-0.011497 |
-0.000104 |
-0.025066 |
- |
4566.8 |
4555.0 |
- |
4619.916 |
20260320 |
111 |
461 |
| CFFEX.IF2606 |
0.002959 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4619.916 |
20260619 |
176 |
461 |
| CFFEX.IH2509 |
0.006571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3021.072 |
20250919 |
0 |
461 |
| CFFEX.IH2510 |
0.006571 |
0.006601 |
-0.00003 |
-0.00062 |
-0.00031 |
-0.074977 |
- |
3019.2 |
2999.4 |
- |
3021.072 |
20251017 |
2 |
461 |
| CFFEX.IH2511 |
0.006571 |
0.007138 |
-0.000566 |
-0.000487 |
-0.000018 |
-0.004367 |
- |
3019.6 |
2998.2 |
- |
3021.072 |
20251121 |
27 |
461 |
| CFFEX.IH2512 |
0.006571 |
0.007206 |
-0.000635 |
-0.000686 |
-0.000015 |
-0.003531 |
- |
3019.0 |
2997.4 |
- |
3021.072 |
20251219 |
47 |
461 |
| CFFEX.IH2603 |
0.006571 |
0.00687 |
-0.000299 |
-0.000686 |
-0.000006 |
-0.001495 |
- |
3019.0 |
2998.4 |
- |
3021.072 |
20260320 |
111 |
461 |
| CFFEX.IH2606 |
0.006571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3021.072 |
20260619 |
176 |
461 |