|
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_20251023_151458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.000498 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7308.570 |
20250919 |
0 |
466 |
| CFFEX.IM2510 |
-0.000498 |
0.0 |
-0.000498 |
-0.010723 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7308.570 |
20251017 |
0 |
466 |
| CFFEX.IM2511 |
-0.000498 |
0.001603 |
-0.002101 |
-0.008178 |
-0.000372 |
-0.089959 |
- |
7248.8 |
7237.2 |
- |
7308.570 |
20251121 |
22 |
466 |
| CFFEX.IM2512 |
-0.000498 |
0.002206 |
-0.002704 |
-0.017729 |
-0.000422 |
-0.10215 |
- |
7179.0 |
7163.2 |
- |
7308.570 |
20251219 |
42 |
466 |
| CFFEX.IM2603 |
-0.000498 |
0.00285 |
-0.003348 |
-0.046736 |
-0.000441 |
-0.106698 |
- |
6967.0 |
6947.2 |
- |
7308.570 |
20260320 |
106 |
466 |
| CFFEX.IM2606 |
-0.000498 |
0.001841 |
-0.002339 |
-0.076646 |
-0.000448 |
-0.108469 |
- |
6748.4 |
6736.0 |
- |
7308.570 |
20260619 |
171 |
466 |
| CFFEX.IC2509 |
0.001841 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7141.598 |
20250919 |
0 |
466 |
| CFFEX.IC2510 |
0.001841 |
0.0 |
0.001841 |
-0.010866 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7141.598 |
20251017 |
0 |
466 |
| CFFEX.IC2511 |
0.001841 |
0.003737 |
-0.001896 |
-0.007029 |
-0.000319 |
-0.077319 |
- |
7091.4 |
7065.0 |
- |
7141.598 |
20251121 |
22 |
466 |
| CFFEX.IC2512 |
0.001841 |
0.004022 |
-0.002181 |
-0.014254 |
-0.000339 |
-0.082132 |
- |
7039.8 |
7011.6 |
- |
7141.598 |
20251219 |
42 |
466 |
| CFFEX.IC2603 |
0.001841 |
0.00403 |
-0.002189 |
-0.037106 |
-0.00035 |
-0.084714 |
- |
6876.6 |
6849.0 |
- |
7141.598 |
20260320 |
106 |
466 |
| CFFEX.IC2606 |
0.001841 |
0.002544 |
-0.000703 |
-0.061835 |
-0.000362 |
-0.087509 |
- |
6700.0 |
6683.0 |
- |
7141.598 |
20260619 |
171 |
466 |
| CFFEX.IF2509 |
0.002827 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4605.551 |
20250919 |
0 |
466 |
| CFFEX.IF2510 |
0.002827 |
0.0 |
0.002827 |
-0.01432 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4605.551 |
20251017 |
0 |
466 |
| CFFEX.IF2511 |
0.002827 |
0.004285 |
-0.001459 |
-0.002595 |
-0.000118 |
-0.028544 |
- |
4593.6 |
4574.0 |
- |
4605.551 |
20251121 |
22 |
466 |
| CFFEX.IF2512 |
0.002827 |
0.003813 |
-0.000986 |
-0.005374 |
-0.000128 |
-0.030965 |
- |
4580.8 |
4563.4 |
- |
4605.551 |
20251219 |
42 |
466 |
| CFFEX.IF2603 |
0.002827 |
0.003703 |
-0.000876 |
-0.011237 |
-0.000106 |
-0.025654 |
- |
4553.8 |
4537.0 |
- |
4605.551 |
20260320 |
106 |
466 |
| CFFEX.IF2606 |
0.002827 |
0.003689 |
-0.000862 |
-0.01927 |
-0.000113 |
-0.027272 |
- |
4516.8 |
4500.2 |
- |
4605.551 |
20260619 |
171 |
466 |
| CFFEX.IH2509 |
0.005475 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3026.574 |
20250919 |
0 |
466 |
| CFFEX.IH2510 |
0.005475 |
0.0 |
0.005475 |
-0.014397 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3026.574 |
20251017 |
0 |
466 |
| CFFEX.IH2511 |
0.005475 |
0.006992 |
-0.001517 |
-0.000652 |
-0.00003 |
-0.007174 |
- |
3024.6 |
3003.6 |
- |
3026.574 |
20251121 |
22 |
466 |
| CFFEX.IH2512 |
0.005475 |
0.006055 |
-0.000581 |
-0.000917 |
-0.000022 |
-0.005281 |
- |
3023.8 |
3005.6 |
- |
3026.574 |
20251219 |
42 |
466 |
| CFFEX.IH2603 |
0.005475 |
0.006522 |
-0.001047 |
-0.000586 |
-0.000006 |
-0.001338 |
- |
3024.8 |
3005.2 |
- |
3026.574 |
20260320 |
106 |
466 |
| CFFEX.IH2606 |
0.005475 |
0.005326 |
0.000149 |
-0.00204 |
-0.000012 |
-0.002887 |
- |
3020.4 |
3004.4 |
- |
3026.574 |
20260619 |
171 |
466 |