|
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_20251027_151505 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.010600 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7497.877 |
20250919 |
0 |
468 |
| CFFEX.IM2510 |
0.010600 |
0.0 |
0.0106 |
-0.0357 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7497.877 |
20251017 |
0 |
468 |
| CFFEX.IM2511 |
0.010600 |
0.004207 |
0.006393 |
-0.013027 |
-0.000651 |
-0.15763 |
- |
7400.2 |
7369.2 |
- |
7497.877 |
20251121 |
20 |
468 |
| CFFEX.IM2512 |
0.010600 |
0.003371 |
0.007229 |
-0.023377 |
-0.000584 |
-0.14143 |
- |
7322.6 |
7298.0 |
- |
7497.877 |
20251219 |
40 |
468 |
| CFFEX.IM2603 |
0.010600 |
0.003871 |
0.006728 |
-0.052372 |
-0.000504 |
-0.121865 |
- |
7105.2 |
7077.8 |
- |
7497.877 |
20260320 |
104 |
468 |
| CFFEX.IM2606 |
0.010600 |
0.004636 |
0.005964 |
-0.08086 |
-0.000478 |
-0.115787 |
- |
6891.6 |
6859.8 |
- |
7497.877 |
20260619 |
169 |
468 |
| CFFEX.IC2509 |
0.016937 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7381.469 |
20250919 |
0 |
468 |
| CFFEX.IC2510 |
0.016937 |
0.0 |
0.016937 |
-0.043009 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7381.469 |
20251017 |
0 |
468 |
| CFFEX.IC2511 |
0.016937 |
0.013672 |
0.003265 |
-0.009628 |
-0.000481 |
-0.116499 |
- |
7310.4 |
7211.8 |
- |
7381.469 |
20251121 |
20 |
468 |
| CFFEX.IC2512 |
0.016937 |
0.013213 |
0.003724 |
-0.017215 |
-0.00043 |
-0.104148 |
- |
7254.4 |
7159.8 |
- |
7381.469 |
20251219 |
40 |
468 |
| CFFEX.IC2603 |
0.016937 |
0.012841 |
0.004096 |
-0.040435 |
-0.000389 |
-0.094089 |
- |
7083.0 |
6993.2 |
- |
7381.469 |
20260320 |
104 |
468 |
| CFFEX.IC2606 |
0.016937 |
0.012734 |
0.004203 |
-0.064766 |
-0.000383 |
-0.092742 |
- |
6903.4 |
6816.6 |
- |
7381.469 |
20260619 |
169 |
468 |
| CFFEX.IF2509 |
0.012011 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4716.664 |
20250919 |
0 |
468 |
| CFFEX.IF2510 |
0.012011 |
0.0 |
0.012011 |
-0.03754 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4716.664 |
20251017 |
0 |
468 |
| CFFEX.IF2511 |
0.012011 |
0.011316 |
0.000695 |
-0.003321 |
-0.000166 |
-0.040184 |
- |
4701.0 |
4648.4 |
- |
4716.664 |
20251121 |
20 |
468 |
| CFFEX.IF2512 |
0.012011 |
0.010702 |
0.00131 |
-0.00684 |
-0.000171 |
-0.041385 |
- |
4684.4 |
4634.8 |
- |
4716.664 |
20251219 |
40 |
468 |
| CFFEX.IF2603 |
0.012011 |
0.011295 |
0.000717 |
-0.012862 |
-0.000124 |
-0.029928 |
- |
4656.0 |
4604.0 |
- |
4716.664 |
20260320 |
104 |
468 |
| CFFEX.IF2606 |
0.012011 |
0.011648 |
0.000363 |
-0.020367 |
-0.000121 |
-0.029164 |
- |
4620.6 |
4567.4 |
- |
4716.664 |
20260619 |
169 |
468 |
| CFFEX.IH2509 |
0.008065 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3070.380 |
20250919 |
0 |
468 |
| CFFEX.IH2510 |
0.008065 |
0.0 |
0.008065 |
-0.028459 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3070.380 |
20251017 |
0 |
468 |
| CFFEX.IH2511 |
0.008065 |
0.006233 |
0.001832 |
-0.000971 |
-0.000049 |
-0.011744 |
- |
3067.4 |
3048.4 |
- |
3070.380 |
20251121 |
20 |
468 |
| CFFEX.IH2512 |
0.008065 |
0.006036 |
0.002029 |
-0.001101 |
-0.000028 |
-0.00666 |
- |
3067.0 |
3048.6 |
- |
3070.380 |
20251219 |
40 |
468 |
| CFFEX.IH2603 |
0.008065 |
0.006295 |
0.00177 |
-0.000384 |
-0.000004 |
-0.000894 |
- |
3069.2 |
3050.0 |
- |
3070.380 |
20260320 |
104 |
468 |
| CFFEX.IH2606 |
0.008065 |
0.005112 |
0.002953 |
-0.000971 |
-0.000006 |
-0.00139 |
- |
3067.4 |
3051.8 |
- |
3070.380 |
20260619 |
169 |
468 |