|
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_20251022_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.003964 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7314.937 |
20250919 |
0 |
465 |
| CFFEX.IM2510 |
-0.003964 |
0.0 |
-0.003964 |
-0.011584 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7314.937 |
20251017 |
0 |
465 |
| CFFEX.IM2511 |
-0.003964 |
-0.003278 |
-0.000686 |
-0.010627 |
-0.000462 |
-0.111816 |
- |
7237.2 |
7261.0 |
- |
7314.937 |
20251121 |
23 |
465 |
| CFFEX.IM2512 |
-0.003964 |
-0.002673 |
-0.001291 |
-0.020689 |
-0.000481 |
-0.116434 |
- |
7163.6 |
7182.8 |
- |
7314.937 |
20251219 |
43 |
465 |
| CFFEX.IM2603 |
-0.003964 |
-0.002813 |
-0.00115 |
-0.050272 |
-0.00047 |
-0.113699 |
- |
6947.2 |
6966.8 |
- |
7314.937 |
20260320 |
107 |
465 |
| CFFEX.IM2606 |
-0.003964 |
-0.002606 |
-0.001358 |
-0.079144 |
-0.00046 |
-0.111354 |
- |
6736.0 |
6753.6 |
- |
7314.937 |
20260619 |
172 |
465 |
| CFFEX.IC2509 |
-0.007681 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7130.429 |
20250919 |
0 |
465 |
| CFFEX.IC2510 |
-0.007681 |
0.0 |
-0.007681 |
-0.009316 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7130.429 |
20251017 |
0 |
465 |
| CFFEX.IC2511 |
-0.007681 |
-0.006161 |
-0.00152 |
-0.009176 |
-0.000399 |
-0.096548 |
- |
7065.0 |
7108.8 |
- |
7130.429 |
20251121 |
23 |
465 |
| CFFEX.IC2512 |
-0.007681 |
-0.005842 |
-0.00184 |
-0.016665 |
-0.000388 |
-0.093789 |
- |
7011.6 |
7052.8 |
- |
7130.429 |
20251219 |
43 |
465 |
| CFFEX.IC2603 |
-0.007681 |
-0.005402 |
-0.002279 |
-0.039469 |
-0.000369 |
-0.089266 |
- |
6849.0 |
6886.2 |
- |
7130.429 |
20260320 |
107 |
465 |
| CFFEX.IC2606 |
-0.007681 |
-0.003994 |
-0.003687 |
-0.062749 |
-0.000365 |
-0.088287 |
- |
6683.0 |
6709.8 |
- |
7130.429 |
20260619 |
172 |
465 |
| CFFEX.IF2509 |
-0.002901 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4594.506 |
20250919 |
0 |
465 |
| CFFEX.IF2510 |
-0.002901 |
0.0 |
-0.002901 |
-0.01195 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4594.506 |
20251017 |
0 |
465 |
| CFFEX.IF2511 |
-0.002901 |
-0.003182 |
0.000281 |
-0.004463 |
-0.000194 |
-0.04696 |
- |
4574.0 |
4588.6 |
- |
4594.506 |
20251121 |
23 |
465 |
| CFFEX.IF2512 |
-0.002901 |
-0.003102 |
0.000201 |
-0.00677 |
-0.000157 |
-0.038102 |
- |
4563.4 |
4577.6 |
- |
4594.506 |
20251219 |
43 |
465 |
| CFFEX.IF2603 |
-0.002901 |
-0.002901 |
0.0 |
-0.012516 |
-0.000117 |
-0.028308 |
- |
4537.0 |
4550.2 |
- |
4594.506 |
20260320 |
107 |
465 |
| CFFEX.IF2606 |
-0.002901 |
-0.003278 |
0.000377 |
-0.020526 |
-0.000119 |
-0.028879 |
- |
4500.2 |
4515.0 |
- |
4594.506 |
20260619 |
172 |
465 |
| CFFEX.IH2509 |
0.001457 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3011.645 |
20250919 |
0 |
465 |
| CFFEX.IH2510 |
0.001457 |
0.0 |
0.001457 |
-0.009511 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3011.645 |
20251017 |
0 |
465 |
| CFFEX.IH2511 |
0.001457 |
-0.0002 |
0.001657 |
-0.002671 |
-0.000116 |
-0.028107 |
- |
3003.6 |
3004.2 |
- |
3011.645 |
20251121 |
23 |
465 |
| CFFEX.IH2512 |
0.001457 |
0.000266 |
0.001191 |
-0.002007 |
-0.000047 |
-0.011296 |
- |
3005.6 |
3004.8 |
- |
3011.645 |
20251219 |
43 |
465 |
| CFFEX.IH2603 |
0.001457 |
-0.000133 |
0.00159 |
-0.00214 |
-0.00002 |
-0.00484 |
- |
3005.2 |
3005.6 |
- |
3011.645 |
20260320 |
107 |
465 |
| CFFEX.IH2606 |
0.001457 |
0.000133 |
0.001324 |
-0.002406 |
-0.000014 |
-0.003385 |
- |
3004.4 |
3004.0 |
- |
3011.645 |
20260619 |
172 |
465 |