|
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_20251028_151438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.001873 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7481.345 |
20250919 |
0 |
469 |
| CFFEX.IM2510 |
-0.001873 |
0.0 |
-0.001873 |
-0.033569 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7481.345 |
20251017 |
0 |
469 |
| CFFEX.IM2511 |
-0.001873 |
0.001433 |
-0.003305 |
-0.009536 |
-0.000502 |
-0.121463 |
- |
7410.0 |
7399.4 |
- |
7481.345 |
20251121 |
19 |
469 |
| CFFEX.IM2512 |
-0.001873 |
0.001885 |
-0.003757 |
-0.019374 |
-0.000497 |
-0.120219 |
- |
7336.4 |
7322.6 |
- |
7481.345 |
20251219 |
39 |
469 |
| CFFEX.IM2603 |
-0.001873 |
0.002449 |
-0.004322 |
-0.047952 |
-0.000466 |
-0.112664 |
- |
7122.6 |
7105.2 |
- |
7481.345 |
20260320 |
103 |
469 |
| CFFEX.IM2606 |
-0.001873 |
0.002264 |
-0.004137 |
-0.076744 |
-0.000457 |
-0.110547 |
- |
6907.2 |
6891.6 |
- |
7481.345 |
20260619 |
168 |
469 |
| CFFEX.IC2509 |
-0.005122 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7341.596 |
20250919 |
0 |
469 |
| CFFEX.IC2510 |
-0.005122 |
0.0 |
-0.005122 |
-0.037811 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7341.596 |
20251017 |
0 |
469 |
| CFFEX.IC2511 |
-0.005122 |
-0.003146 |
-0.001976 |
-0.007382 |
-0.000389 |
-0.094024 |
- |
7287.4 |
7310.4 |
- |
7341.596 |
20251121 |
19 |
469 |
| CFFEX.IC2512 |
-0.005122 |
-0.003226 |
-0.001896 |
-0.015064 |
-0.000386 |
-0.093476 |
- |
7231.0 |
7254.4 |
- |
7341.596 |
20251219 |
39 |
469 |
| CFFEX.IC2603 |
-0.005122 |
-0.00209 |
-0.003033 |
-0.037239 |
-0.000362 |
-0.087494 |
- |
7068.2 |
7083.0 |
- |
7341.596 |
20260320 |
103 |
469 |
| CFFEX.IC2606 |
-0.005122 |
-0.002434 |
-0.002689 |
-0.061975 |
-0.000369 |
-0.089274 |
- |
6886.6 |
6903.4 |
- |
7341.596 |
20260619 |
168 |
469 |
| CFFEX.IF2509 |
-0.005285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4691.094 |
20250919 |
0 |
469 |
| CFFEX.IF2510 |
-0.005285 |
0.0 |
-0.005285 |
-0.032294 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4691.094 |
20251017 |
0 |
469 |
| CFFEX.IF2511 |
-0.005285 |
-0.003957 |
-0.001328 |
-0.001853 |
-0.000098 |
-0.023605 |
- |
4682.4 |
4701.0 |
- |
4691.094 |
20251121 |
19 |
469 |
| CFFEX.IF2512 |
-0.005285 |
-0.003202 |
-0.002083 |
-0.004625 |
-0.000119 |
-0.028696 |
- |
4669.4 |
4684.4 |
- |
4691.094 |
20251219 |
39 |
469 |
| CFFEX.IF2603 |
-0.005285 |
-0.003351 |
-0.001935 |
-0.010806 |
-0.000105 |
-0.02539 |
- |
4640.4 |
4656.0 |
- |
4691.094 |
20260320 |
103 |
469 |
| CFFEX.IF2606 |
-0.005285 |
-0.00316 |
-0.002125 |
-0.018139 |
-0.000108 |
-0.026129 |
- |
4606.0 |
4620.6 |
- |
4691.094 |
20260619 |
168 |
469 |
| CFFEX.IH2509 |
-0.006372 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3049.970 |
20250919 |
0 |
469 |
| CFFEX.IH2510 |
-0.006372 |
- |
- |
- |
- |
- |
- |
- |
2983.0 |
- |
3049.970 |
20251017 |
0 |
469 |
| CFFEX.IH2511 |
-0.006372 |
-0.005281 |
-0.001091 |
0.000403 |
0.000021 |
0.005137 |
- |
3051.2 |
3067.4 |
- |
3049.970 |
20251121 |
19 |
469 |
| CFFEX.IH2512 |
-0.006372 |
-0.004826 |
-0.001546 |
0.000666 |
0.000017 |
0.00413 |
- |
3052.0 |
3066.8 |
- |
3049.970 |
20251219 |
39 |
469 |
| CFFEX.IH2603 |
-0.006372 |
-0.005278 |
-0.001094 |
0.000993 |
0.00001 |
0.002334 |
- |
3053.0 |
3069.2 |
- |
3049.970 |
20260320 |
103 |
469 |
| CFFEX.IH2606 |
-0.006372 |
-0.005933 |
-0.000439 |
-0.000252 |
-0.000002 |
-0.000364 |
- |
3049.2 |
3067.4 |
- |
3049.970 |
20260619 |
168 |
469 |