|
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_20251029_151404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.011936 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7568.492 |
20250919 |
0 |
470 |
| CFFEX.IM2510 |
0.011936 |
0.0 |
0.011936 |
-0.044697 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7568.492 |
20251017 |
0 |
470 |
| CFFEX.IM2511 |
0.011936 |
0.014791 |
-0.002855 |
-0.00646 |
-0.000359 |
-0.08685 |
- |
7519.6 |
7410.0 |
- |
7568.492 |
20251121 |
18 |
470 |
| CFFEX.IM2512 |
0.011936 |
0.015186 |
-0.00325 |
-0.016052 |
-0.000422 |
-0.102228 |
- |
7447.0 |
7335.6 |
- |
7568.492 |
20251219 |
38 |
470 |
| CFFEX.IM2603 |
0.011936 |
0.016062 |
-0.004126 |
-0.043799 |
-0.000429 |
-0.103915 |
- |
7237.0 |
7122.6 |
- |
7568.492 |
20260320 |
102 |
470 |
| CFFEX.IM2606 |
0.011936 |
0.016765 |
-0.004829 |
-0.072074 |
-0.000432 |
-0.104443 |
- |
7023.0 |
6907.2 |
- |
7568.492 |
20260619 |
167 |
470 |
| CFFEX.IC2509 |
0.019013 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7480.605 |
20250919 |
0 |
470 |
| CFFEX.IC2510 |
0.019013 |
0.0 |
0.019013 |
-0.055691 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7480.605 |
20251017 |
0 |
470 |
| CFFEX.IC2511 |
0.019013 |
0.021023 |
-0.00201 |
-0.005348 |
-0.000297 |
-0.071899 |
- |
7440.6 |
7287.4 |
- |
7480.605 |
20251121 |
18 |
470 |
| CFFEX.IC2512 |
0.019013 |
0.021989 |
-0.002976 |
-0.012112 |
-0.000319 |
-0.077134 |
- |
7390.0 |
7231.0 |
- |
7480.605 |
20251219 |
38 |
470 |
| CFFEX.IC2603 |
0.019013 |
0.022467 |
-0.003454 |
-0.033902 |
-0.000332 |
-0.080433 |
- |
7227.0 |
7068.2 |
- |
7480.605 |
20260320 |
102 |
470 |
| CFFEX.IC2606 |
0.019013 |
0.02213 |
-0.003117 |
-0.059033 |
-0.000353 |
-0.085545 |
- |
7039.0 |
6886.6 |
- |
7480.605 |
20260619 |
167 |
470 |
| CFFEX.IF2509 |
0.011789 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4747.287 |
20250919 |
0 |
470 |
| CFFEX.IF2510 |
0.011789 |
- |
- |
- |
- |
- |
- |
- |
4539.6 |
- |
4747.287 |
20251017 |
0 |
470 |
| CFFEX.IF2511 |
0.011789 |
0.012899 |
-0.00111 |
-0.000945 |
-0.000053 |
-0.012707 |
- |
4742.8 |
4682.4 |
- |
4747.287 |
20251121 |
18 |
470 |
| CFFEX.IF2512 |
0.011789 |
0.013492 |
-0.001702 |
-0.003094 |
-0.000081 |
-0.019702 |
- |
4732.6 |
4669.6 |
- |
4747.287 |
20251219 |
38 |
470 |
| CFFEX.IF2603 |
0.011789 |
0.01293 |
-0.001141 |
-0.009919 |
-0.000097 |
-0.023533 |
- |
4700.2 |
4640.2 |
- |
4747.287 |
20260320 |
102 |
470 |
| CFFEX.IF2606 |
0.011789 |
0.012419 |
-0.00063 |
-0.017713 |
-0.000106 |
-0.025667 |
- |
4663.2 |
4606.0 |
- |
4747.287 |
20260619 |
167 |
470 |
| CFFEX.IH2509 |
0.004017 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3062.669 |
20250919 |
0 |
470 |
| CFFEX.IH2510 |
0.004017 |
0.0 |
0.004017 |
-0.026013 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3062.669 |
20251017 |
0 |
470 |
| CFFEX.IH2511 |
0.004017 |
0.004719 |
-0.000703 |
0.000957 |
0.000053 |
0.012866 |
- |
3065.6 |
3051.2 |
- |
3062.669 |
20251121 |
18 |
470 |
| CFFEX.IH2512 |
0.004017 |
0.004391 |
-0.000374 |
0.000761 |
0.00002 |
0.004847 |
- |
3065.0 |
3051.6 |
- |
3062.669 |
20251219 |
38 |
470 |
| CFFEX.IH2603 |
0.004017 |
0.004258 |
-0.000241 |
0.001088 |
0.000011 |
0.00258 |
- |
3066.0 |
3053.0 |
- |
3062.669 |
20260320 |
102 |
470 |
| CFFEX.IH2606 |
0.004017 |
0.005051 |
-0.001034 |
0.00063 |
0.000004 |
0.000914 |
- |
3064.6 |
3049.2 |
- |
3062.669 |
20260619 |
167 |
470 |