|
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_20251021_151444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.015041 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7348.069 |
20250919 |
0 |
464 |
| CFFEX.IM2510 |
0.015041 |
0.0 |
0.015041 |
-0.016041 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7348.069 |
20251017 |
0 |
464 |
| CFFEX.IM2511 |
0.015041 |
0.017289 |
-0.002248 |
-0.011849 |
-0.000494 |
-0.11948 |
- |
7261.0 |
7137.6 |
- |
7348.069 |
20251121 |
24 |
464 |
| CFFEX.IM2512 |
0.015041 |
0.017509 |
-0.002468 |
-0.022491 |
-0.000511 |
-0.123703 |
- |
7182.8 |
7059.2 |
- |
7348.069 |
20251219 |
44 |
464 |
| CFFEX.IM2603 |
0.015041 |
0.0183 |
-0.003259 |
-0.051887 |
-0.00048 |
-0.116265 |
- |
6966.8 |
6841.6 |
- |
7348.069 |
20260320 |
108 |
464 |
| CFFEX.IM2606 |
0.015041 |
0.017507 |
-0.002466 |
-0.080901 |
-0.000468 |
-0.113168 |
- |
6753.6 |
6637.4 |
- |
7348.069 |
20260619 |
173 |
464 |
| CFFEX.IC2509 |
0.016910 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7189.188 |
20250919 |
0 |
464 |
| CFFEX.IC2510 |
0.016910 |
0.0 |
0.01691 |
-0.017413 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7189.188 |
20251017 |
0 |
464 |
| CFFEX.IC2511 |
0.016910 |
0.019621 |
-0.002711 |
-0.011182 |
-0.000466 |
-0.11275 |
- |
7108.8 |
6972.0 |
- |
7189.188 |
20251121 |
24 |
464 |
| CFFEX.IC2512 |
0.016910 |
0.020784 |
-0.003874 |
-0.018971 |
-0.000431 |
-0.104342 |
- |
7052.8 |
6909.2 |
- |
7189.188 |
20251219 |
44 |
464 |
| CFFEX.IC2603 |
0.016910 |
0.020571 |
-0.003661 |
-0.042145 |
-0.00039 |
-0.094436 |
- |
6886.2 |
6747.4 |
- |
7189.188 |
20260320 |
108 |
464 |
| CFFEX.IC2606 |
0.016910 |
0.021745 |
-0.004835 |
-0.066682 |
-0.000385 |
-0.093277 |
- |
6709.8 |
6567.0 |
- |
7189.188 |
20260619 |
173 |
464 |
| CFFEX.IF2509 |
0.015751 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4609.702 |
20250919 |
0 |
464 |
| CFFEX.IF2510 |
0.015751 |
0.0 |
0.015751 |
-0.015207 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4609.702 |
20251017 |
0 |
464 |
| CFFEX.IF2511 |
0.015751 |
0.015222 |
0.000529 |
-0.004578 |
-0.000191 |
-0.046159 |
- |
4588.6 |
4519.8 |
- |
4609.702 |
20251121 |
24 |
464 |
| CFFEX.IF2512 |
0.015751 |
0.01571 |
0.000041 |
-0.006964 |
-0.000158 |
-0.038302 |
- |
4577.6 |
4506.8 |
- |
4609.702 |
20251219 |
44 |
464 |
| CFFEX.IF2603 |
0.015751 |
0.015216 |
0.000535 |
-0.012908 |
-0.00012 |
-0.028923 |
- |
4550.2 |
4482.0 |
- |
4609.702 |
20260320 |
108 |
464 |
| CFFEX.IF2606 |
0.015751 |
0.015246 |
0.000506 |
-0.020544 |
-0.000119 |
-0.028738 |
- |
4515.0 |
4447.2 |
- |
4609.702 |
20260619 |
173 |
464 |
| CFFEX.IH2509 |
0.011564 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3009.266 |
20250919 |
0 |
464 |
| CFFEX.IH2510 |
0.011564 |
0.0 |
0.011564 |
-0.008728 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3009.266 |
20251017 |
0 |
464 |
| CFFEX.IH2511 |
0.011564 |
0.010834 |
0.000729 |
-0.001683 |
-0.00007 |
-0.016975 |
- |
3004.2 |
2972.0 |
- |
3009.266 |
20251121 |
24 |
464 |
| CFFEX.IH2512 |
0.011564 |
0.011581 |
-0.000017 |
-0.001484 |
-0.000034 |
-0.008162 |
- |
3004.8 |
2970.4 |
- |
3009.266 |
20251219 |
44 |
464 |
| CFFEX.IH2603 |
0.011564 |
0.011306 |
0.000258 |
-0.001218 |
-0.000011 |
-0.00273 |
- |
3005.6 |
2972.0 |
- |
3009.266 |
20260320 |
108 |
464 |
| CFFEX.IH2606 |
0.011564 |
0.011516 |
0.000048 |
-0.00175 |
-0.00001 |
-0.002448 |
- |
3004.0 |
2969.8 |
- |
3009.266 |
20260619 |
173 |
464 |