|
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_20251024_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.015052 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7418.104 |
20250919 |
0 |
467 |
| CFFEX.IM2510 |
0.015052 |
0.0 |
0.015052 |
-0.02533 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7418.104 |
20251017 |
0 |
467 |
| CFFEX.IM2511 |
0.015052 |
0.01661 |
-0.001557 |
-0.006593 |
-0.000314 |
-0.075971 |
- |
7369.2 |
7248.8 |
- |
7418.104 |
20251121 |
21 |
467 |
| CFFEX.IM2512 |
0.015052 |
0.016576 |
-0.001524 |
-0.016191 |
-0.000395 |
-0.095564 |
- |
7298.0 |
7179.0 |
- |
7418.104 |
20251219 |
41 |
467 |
| CFFEX.IM2603 |
0.015052 |
0.015904 |
-0.000851 |
-0.045875 |
-0.000437 |
-0.10573 |
- |
7077.8 |
6967.0 |
- |
7418.104 |
20260320 |
105 |
467 |
| CFFEX.IM2606 |
0.015052 |
0.016508 |
-0.001455 |
-0.075262 |
-0.000443 |
-0.107138 |
- |
6859.8 |
6748.4 |
- |
7418.104 |
20260619 |
170 |
467 |
| CFFEX.IC2509 |
0.015870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7256.310 |
20250919 |
0 |
467 |
| CFFEX.IC2510 |
0.015870 |
0.0 |
0.01587 |
-0.026502 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7256.310 |
20251017 |
0 |
467 |
| CFFEX.IC2511 |
0.015870 |
0.016894 |
-0.001024 |
-0.006217 |
-0.000296 |
-0.07164 |
- |
7211.2 |
7091.4 |
- |
7256.310 |
20251121 |
21 |
467 |
| CFFEX.IC2512 |
0.015870 |
0.017017 |
-0.001147 |
-0.0133 |
-0.000324 |
-0.078503 |
- |
7159.8 |
7040.0 |
- |
7256.310 |
20251219 |
41 |
467 |
| CFFEX.IC2603 |
0.015870 |
0.016956 |
-0.001086 |
-0.036259 |
-0.000345 |
-0.083569 |
- |
6993.2 |
6876.6 |
- |
7256.310 |
20260320 |
105 |
467 |
| CFFEX.IC2606 |
0.015870 |
0.017403 |
-0.001533 |
-0.060597 |
-0.000356 |
-0.086261 |
- |
6816.6 |
6700.0 |
- |
7256.310 |
20260619 |
170 |
467 |
| CFFEX.IF2509 |
0.011393 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4658.827 |
20250919 |
0 |
467 |
| CFFEX.IF2510 |
0.011393 |
0.0 |
0.011393 |
-0.025592 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4658.827 |
20251017 |
0 |
467 |
| CFFEX.IF2511 |
0.011393 |
0.01193 |
-0.000536 |
-0.002238 |
-0.000107 |
-0.025792 |
- |
4648.4 |
4593.6 |
- |
4658.827 |
20251121 |
21 |
467 |
| CFFEX.IF2512 |
0.011393 |
0.011701 |
-0.000308 |
-0.005243 |
-0.000128 |
-0.030947 |
- |
4634.4 |
4580.8 |
- |
4658.827 |
20251219 |
41 |
467 |
| CFFEX.IF2603 |
0.011393 |
0.011024 |
0.00037 |
-0.011768 |
-0.000112 |
-0.027123 |
- |
4604.0 |
4553.8 |
- |
4658.827 |
20260320 |
105 |
467 |
| CFFEX.IF2606 |
0.011393 |
0.011203 |
0.000191 |
-0.019624 |
-0.000115 |
-0.027936 |
- |
4567.4 |
4516.8 |
- |
4658.827 |
20260619 |
170 |
467 |
| CFFEX.IH2509 |
0.005761 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3044.343 |
20250919 |
0 |
467 |
| CFFEX.IH2510 |
0.005761 |
0.0 |
0.005761 |
-0.02015 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3044.343 |
20251017 |
0 |
467 |
| CFFEX.IH2511 |
0.005761 |
0.007869 |
-0.002108 |
0.001333 |
0.000063 |
0.015357 |
- |
3048.4 |
3024.6 |
- |
3044.343 |
20251121 |
21 |
467 |
| CFFEX.IH2512 |
0.005761 |
0.008202 |
-0.00244 |
0.001398 |
0.000034 |
0.008254 |
- |
3048.6 |
3023.8 |
- |
3044.343 |
20251219 |
41 |
467 |
| CFFEX.IH2603 |
0.005761 |
0.008331 |
-0.00257 |
0.001858 |
0.000018 |
0.004283 |
- |
3050.0 |
3024.8 |
- |
3044.343 |
20260320 |
105 |
467 |
| CFFEX.IH2606 |
0.005761 |
0.010396 |
-0.004635 |
0.002449 |
0.000014 |
0.003487 |
- |
3051.8 |
3020.4 |
- |
3044.343 |
20260619 |
170 |
467 |