|
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_20251030_151412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
-0.010722 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7487.961 |
20250919 |
0 |
471 |
| CFFEX.IM2510 |
-0.010722 |
0.0 |
-0.010722 |
-0.034423 |
-inf |
-inf |
- |
7230.2 |
7230.2 |
- |
7487.961 |
20251017 |
0 |
471 |
| CFFEX.IM2511 |
-0.010722 |
-0.010798 |
0.000076 |
-0.006619 |
-0.000389 |
-0.09422 |
- |
7438.4 |
7519.6 |
- |
7487.961 |
20251121 |
17 |
471 |
| CFFEX.IM2512 |
-0.010722 |
-0.011012 |
0.00029 |
-0.016501 |
-0.000446 |
-0.107927 |
- |
7364.4 |
7446.4 |
- |
7487.961 |
20251219 |
37 |
471 |
| CFFEX.IM2603 |
-0.010722 |
-0.011054 |
0.000332 |
-0.044199 |
-0.000438 |
-0.105903 |
- |
7157.0 |
7237.0 |
- |
7487.961 |
20260320 |
101 |
471 |
| CFFEX.IM2606 |
-0.010722 |
-0.010394 |
-0.000328 |
-0.071843 |
-0.000433 |
-0.104736 |
- |
6950.0 |
7023.0 |
- |
7487.961 |
20260619 |
166 |
471 |
| CFFEX.IC2509 |
-0.012429 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7387.988 |
20250919 |
0 |
471 |
| CFFEX.IC2510 |
-0.012429 |
0.0 |
-0.012429 |
-0.043853 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7387.988 |
20251017 |
0 |
471 |
| CFFEX.IC2511 |
-0.012429 |
-0.012015 |
-0.000414 |
-0.004979 |
-0.000293 |
-0.070884 |
- |
7351.2 |
7440.6 |
- |
7387.988 |
20251121 |
17 |
471 |
| CFFEX.IC2512 |
-0.012429 |
-0.012314 |
-0.000115 |
-0.012045 |
-0.000326 |
-0.078781 |
- |
7299.0 |
7390.0 |
- |
7387.988 |
20251219 |
37 |
471 |
| CFFEX.IC2603 |
-0.012429 |
-0.012315 |
-0.000114 |
-0.033837 |
-0.000335 |
-0.081075 |
- |
7138.0 |
7227.0 |
- |
7387.988 |
20260320 |
101 |
471 |
| CFFEX.IC2606 |
-0.012429 |
-0.011649 |
-0.000779 |
-0.058336 |
-0.000351 |
-0.085045 |
- |
6957.0 |
7039.0 |
- |
7387.988 |
20260619 |
166 |
471 |
| CFFEX.IF2509 |
-0.008363 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4708.130 |
20250919 |
0 |
471 |
| CFFEX.IF2510 |
-0.008363 |
0.0 |
-0.008363 |
-0.035796 |
-inf |
-inf |
- |
4539.6 |
4539.6 |
- |
4708.130 |
20251017 |
0 |
471 |
| CFFEX.IF2511 |
-0.008363 |
-0.008854 |
0.000491 |
-0.001429 |
-0.000084 |
-0.020349 |
- |
4701.4 |
4743.4 |
- |
4708.130 |
20251121 |
17 |
471 |
| CFFEX.IF2512 |
-0.008363 |
-0.009001 |
0.000638 |
-0.003851 |
-0.000104 |
-0.025186 |
- |
4690.0 |
4732.6 |
- |
4708.130 |
20251219 |
37 |
471 |
| CFFEX.IF2603 |
-0.008363 |
-0.008127 |
-0.000236 |
-0.009798 |
-0.000097 |
-0.023476 |
- |
4662.0 |
4700.2 |
- |
4708.130 |
20260320 |
101 |
471 |
| CFFEX.IF2606 |
-0.008363 |
-0.008406 |
0.000043 |
-0.017869 |
-0.000108 |
-0.02605 |
- |
4624.0 |
4663.2 |
- |
4708.130 |
20260619 |
166 |
471 |
| CFFEX.IH2509 |
-0.006074 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3044.417 |
20250919 |
0 |
471 |
| CFFEX.IH2510 |
-0.006074 |
0.0 |
-0.006074 |
-0.020174 |
-inf |
-inf |
- |
2983.0 |
2983.0 |
- |
3044.417 |
20251017 |
0 |
471 |
| CFFEX.IH2511 |
-0.006074 |
-0.006198 |
0.000124 |
0.000717 |
0.000042 |
0.010207 |
- |
3046.6 |
3065.6 |
- |
3044.417 |
20251121 |
17 |
471 |
| CFFEX.IH2512 |
-0.006074 |
-0.00646 |
0.000387 |
0.000191 |
0.000005 |
0.001253 |
- |
3045.0 |
3064.8 |
- |
3044.417 |
20251219 |
37 |
471 |
| CFFEX.IH2603 |
-0.006074 |
-0.006262 |
0.000188 |
0.000783 |
0.000008 |
0.001875 |
- |
3046.8 |
3066.0 |
- |
3044.417 |
20260320 |
101 |
471 |
| CFFEX.IH2606 |
-0.006074 |
-0.007375 |
0.001301 |
-0.000794 |
-0.000005 |
-0.001157 |
- |
3042.0 |
3064.6 |
- |
3044.417 |
20260619 |
166 |
471 |