|
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_20251017_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.028897 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7187.944 |
20250919 |
0 |
462 |
| CFFEX.IM2510 |
-0.028897 |
-0.023395 |
-0.005503 |
0.005879 |
0.005879 |
1.422653 |
- |
7230.2 |
7403.4 |
- |
7187.944 |
20251017 |
1 |
462 |
| CFFEX.IM2511 |
-0.028897 |
-0.02649 |
-0.002407 |
-0.012235 |
-0.000471 |
-0.113879 |
- |
7100.0 |
7293.2 |
- |
7187.944 |
20251121 |
26 |
462 |
| CFFEX.IM2512 |
-0.028897 |
-0.025566 |
-0.003332 |
-0.023253 |
-0.000506 |
-0.122333 |
- |
7020.8 |
7205.0 |
- |
7187.944 |
20251219 |
46 |
462 |
| CFFEX.IM2603 |
-0.028897 |
-0.025267 |
-0.00363 |
-0.053276 |
-0.000484 |
-0.117207 |
- |
6805.0 |
6981.4 |
- |
7187.944 |
20260320 |
110 |
462 |
| CFFEX.IM2606 |
-0.028897 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7187.944 |
20260619 |
175 |
462 |
| CFFEX.IC2509 |
-0.029609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7017.417 |
20250919 |
0 |
462 |
| CFFEX.IC2510 |
-0.029609 |
-0.022338 |
-0.007271 |
0.006638 |
0.006638 |
1.606444 |
- |
7064.0 |
7225.4 |
- |
7017.417 |
20251017 |
1 |
462 |
| CFFEX.IC2511 |
-0.029609 |
-0.028626 |
-0.000983 |
-0.01354 |
-0.000521 |
-0.126028 |
- |
6922.4 |
7126.4 |
- |
7017.417 |
20251121 |
26 |
462 |
| CFFEX.IC2512 |
-0.029609 |
-0.028151 |
-0.001458 |
-0.021976 |
-0.000478 |
-0.115615 |
- |
6863.2 |
7062.0 |
- |
7017.417 |
20251219 |
46 |
462 |
| CFFEX.IC2603 |
-0.029609 |
-0.028019 |
-0.001589 |
-0.044948 |
-0.000409 |
-0.098885 |
- |
6702.0 |
6895.2 |
- |
7017.417 |
20260320 |
110 |
462 |
| CFFEX.IC2606 |
-0.029609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7017.417 |
20260619 |
175 |
462 |
| CFFEX.IF2509 |
-0.022677 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4513.688 |
20250919 |
0 |
462 |
| CFFEX.IF2510 |
-0.022677 |
-0.016125 |
-0.006553 |
0.005741 |
0.005741 |
1.389264 |
- |
4539.6 |
4614.0 |
- |
4513.688 |
20251017 |
1 |
462 |
| CFFEX.IF2511 |
-0.022677 |
-0.022567 |
-0.00011 |
-0.003963 |
-0.000152 |
-0.036887 |
- |
4495.8 |
4599.6 |
- |
4513.688 |
20251121 |
26 |
462 |
| CFFEX.IF2512 |
-0.022677 |
-0.022832 |
0.000155 |
-0.006311 |
-0.000137 |
-0.033204 |
- |
4485.2 |
4590.0 |
- |
4513.688 |
20251219 |
46 |
462 |
| CFFEX.IF2603 |
-0.022677 |
-0.022729 |
0.000052 |
-0.01123 |
-0.000102 |
-0.024706 |
- |
4463.0 |
4566.8 |
- |
4513.688 |
20260320 |
110 |
462 |
| CFFEX.IF2606 |
-0.022677 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4513.688 |
20260619 |
175 |
462 |
| CFFEX.IH2509 |
-0.017055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2967.703 |
20250919 |
0 |
462 |
| CFFEX.IH2510 |
-0.017055 |
-0.01199 |
-0.005065 |
0.005154 |
0.005154 |
1.247387 |
- |
2983.0 |
3019.2 |
- |
2967.703 |
20251017 |
1 |
462 |
| CFFEX.IH2511 |
-0.017055 |
-0.018281 |
0.001225 |
-0.001113 |
-0.000043 |
-0.010359 |
- |
2964.4 |
3019.6 |
- |
2967.703 |
20251121 |
26 |
462 |
| CFFEX.IH2512 |
-0.017055 |
-0.018549 |
0.001494 |
-0.001585 |
-0.000034 |
-0.008337 |
- |
2963.0 |
3019.0 |
- |
2967.703 |
20251219 |
46 |
462 |
| CFFEX.IH2603 |
-0.017055 |
-0.01835 |
0.001295 |
-0.001383 |
-0.000013 |
-0.003042 |
- |
2963.6 |
3019.0 |
- |
2967.703 |
20260320 |
110 |
462 |
| CFFEX.IH2606 |
-0.017055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2967.703 |
20260619 |
175 |
462 |