|
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_20251020_151442 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.007660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7240.520 |
20250919 |
0 |
463 |
| CFFEX.IM2510 |
0.007660 |
0.0 |
0.00766 |
-0.001425 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7240.520 |
20251017 |
0 |
463 |
| CFFEX.IM2511 |
0.007660 |
0.005296 |
0.002364 |
-0.014214 |
-0.000569 |
-0.137596 |
- |
7137.6 |
7100.0 |
- |
7240.520 |
20251121 |
25 |
463 |
| CFFEX.IM2512 |
0.007660 |
0.005469 |
0.002191 |
-0.025042 |
-0.000556 |
-0.134672 |
- |
7059.2 |
7020.8 |
- |
7240.520 |
20251219 |
45 |
463 |
| CFFEX.IM2603 |
0.007660 |
0.005378 |
0.002282 |
-0.055095 |
-0.000505 |
-0.122322 |
- |
6841.6 |
6805.0 |
- |
7240.520 |
20260320 |
109 |
463 |
| CFFEX.IM2606 |
0.007660 |
- |
- |
-0.083298 |
-0.000479 |
-0.115851 |
- |
6637.4 |
- |
- |
7240.520 |
20260619 |
174 |
463 |
| CFFEX.IC2509 |
0.007941 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7071.781 |
20250919 |
0 |
463 |
| CFFEX.IC2510 |
0.007941 |
0.0 |
0.007941 |
-0.0011 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7071.781 |
20251017 |
0 |
463 |
| CFFEX.IC2511 |
0.007941 |
0.007165 |
0.000776 |
-0.01411 |
-0.000564 |
-0.136582 |
- |
6972.0 |
6922.4 |
- |
7071.781 |
20251121 |
25 |
463 |
| CFFEX.IC2512 |
0.007941 |
0.006702 |
0.001239 |
-0.02299 |
-0.000511 |
-0.123636 |
- |
6909.2 |
6863.2 |
- |
7071.781 |
20251219 |
45 |
463 |
| CFFEX.IC2603 |
0.007941 |
0.006774 |
0.001167 |
-0.04587 |
-0.000421 |
-0.101839 |
- |
6747.4 |
6702.0 |
- |
7071.781 |
20260320 |
109 |
463 |
| CFFEX.IC2606 |
0.007941 |
- |
- |
-0.07138 |
-0.00041 |
-0.099275 |
- |
6567.0 |
- |
- |
7071.781 |
20260619 |
174 |
463 |
| CFFEX.IF2509 |
0.005761 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4540.243 |
20250919 |
0 |
463 |
| CFFEX.IF2510 |
0.005761 |
0.0 |
0.005761 |
-0.000142 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4540.243 |
20251017 |
0 |
463 |
| CFFEX.IF2511 |
0.005761 |
0.005338 |
0.000423 |
-0.004503 |
-0.00018 |
-0.043585 |
- |
4519.8 |
4495.8 |
- |
4540.243 |
20251121 |
25 |
463 |
| CFFEX.IF2512 |
0.005761 |
0.004816 |
0.000946 |
-0.007366 |
-0.000164 |
-0.039612 |
- |
4506.8 |
4485.2 |
- |
4540.243 |
20251219 |
45 |
463 |
| CFFEX.IF2603 |
0.005761 |
0.004257 |
0.001504 |
-0.012828 |
-0.000118 |
-0.028481 |
- |
4482.0 |
4463.0 |
- |
4540.243 |
20260320 |
109 |
463 |
| CFFEX.IF2606 |
0.005761 |
- |
- |
-0.020493 |
-0.000118 |
-0.028502 |
- |
4447.2 |
- |
- |
4540.243 |
20260619 |
174 |
463 |
| CFFEX.IH2509 |
0.003026 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2976.754 |
20250919 |
0 |
463 |
| CFFEX.IH2510 |
0.003026 |
0.0 |
0.003026 |
0.002098 |
inf |
inf |
- |
2983.0 |
2983.0 |
- |
2976.754 |
20251017 |
0 |
463 |
| CFFEX.IH2511 |
0.003026 |
0.002631 |
0.000394 |
-0.001597 |
-0.000064 |
-0.015459 |
- |
2972.0 |
2964.2 |
- |
2976.754 |
20251121 |
25 |
463 |
| CFFEX.IH2512 |
0.003026 |
0.002497 |
0.000528 |
-0.002135 |
-0.000047 |
-0.011479 |
- |
2970.4 |
2963.0 |
- |
2976.754 |
20251219 |
45 |
463 |
| CFFEX.IH2603 |
0.003026 |
0.002834 |
0.000191 |
-0.001597 |
-0.000015 |
-0.003546 |
- |
2972.0 |
2963.6 |
- |
2976.754 |
20260320 |
109 |
463 |
| CFFEX.IH2606 |
0.003026 |
- |
- |
-0.002336 |
-0.000013 |
-0.003249 |
- |
2969.8 |
- |
- |
2976.754 |
20260619 |
174 |
463 |