|
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_20251031_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2509 |
0.003343 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7510.105 |
20250919 |
0 |
472 |
| CFFEX.IM2510 |
0.003343 |
- |
- |
- |
- |
- |
- |
- |
7230.2 |
- |
7510.105 |
20251017 |
0 |
472 |
| CFFEX.IM2511 |
0.003343 |
-0.000027 |
0.00337 |
-0.009574 |
-0.000598 |
-0.144813 |
- |
7438.2 |
7438.4 |
- |
7510.105 |
20251121 |
16 |
472 |
| CFFEX.IM2512 |
0.003343 |
0.000516 |
0.002827 |
-0.018895 |
-0.000525 |
-0.127018 |
- |
7368.2 |
7364.4 |
- |
7510.105 |
20251219 |
36 |
472 |
| CFFEX.IM2603 |
0.003343 |
0.001118 |
0.002225 |
-0.045952 |
-0.00046 |
-0.111204 |
- |
7165.0 |
7157.0 |
- |
7510.105 |
20260320 |
100 |
472 |
| CFFEX.IM2606 |
0.003343 |
0.001439 |
0.001904 |
-0.073249 |
-0.000444 |
-0.107431 |
- |
6960.0 |
6950.0 |
- |
7510.105 |
20260619 |
165 |
472 |
| CFFEX.IC2509 |
-0.006729 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7336.009 |
20250919 |
0 |
472 |
| CFFEX.IC2510 |
-0.006729 |
0.0 |
-0.006729 |
-0.037079 |
-inf |
-inf |
- |
7064.0 |
7064.0 |
- |
7336.009 |
20251017 |
0 |
472 |
| CFFEX.IC2511 |
-0.006729 |
-0.008162 |
0.001432 |
-0.006108 |
-0.000382 |
-0.092385 |
- |
7291.2 |
7351.2 |
- |
7336.009 |
20251121 |
16 |
472 |
| CFFEX.IC2512 |
-0.006729 |
-0.007754 |
0.001025 |
-0.01276 |
-0.000354 |
-0.085777 |
- |
7242.4 |
7299.0 |
- |
7336.009 |
20251219 |
36 |
472 |
| CFFEX.IC2603 |
-0.006729 |
-0.007425 |
0.000696 |
-0.034216 |
-0.000342 |
-0.082803 |
- |
7085.0 |
7138.0 |
- |
7336.009 |
20260320 |
100 |
472 |
| CFFEX.IC2606 |
-0.006729 |
-0.007187 |
0.000458 |
-0.05848 |
-0.000354 |
-0.085771 |
- |
6907.0 |
6957.0 |
- |
7336.009 |
20260619 |
165 |
472 |
| CFFEX.IF2509 |
-0.014079 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4643.600 |
20250919 |
0 |
472 |
| CFFEX.IF2510 |
-0.014079 |
- |
- |
- |
- |
- |
- |
- |
4539.6 |
- |
4643.600 |
20251017 |
0 |
472 |
| CFFEX.IF2511 |
-0.014079 |
-0.012847 |
-0.001232 |
-0.00056 |
-0.000035 |
-0.008469 |
- |
4641.0 |
4701.4 |
- |
4643.600 |
20251121 |
16 |
472 |
| CFFEX.IF2512 |
-0.014079 |
-0.012495 |
-0.001584 |
-0.002627 |
-0.000073 |
-0.017661 |
- |
4631.4 |
4690.0 |
- |
4643.600 |
20251219 |
36 |
472 |
| CFFEX.IF2603 |
-0.014079 |
-0.011411 |
-0.002668 |
-0.007494 |
-0.000075 |
-0.018136 |
- |
4608.8 |
4662.0 |
- |
4643.600 |
20260320 |
100 |
472 |
| CFFEX.IF2606 |
-0.014079 |
-0.0109 |
-0.003179 |
-0.015075 |
-0.000091 |
-0.022109 |
- |
4573.6 |
4624.0 |
- |
4643.600 |
20260619 |
165 |
472 |
| CFFEX.IH2509 |
-0.010735 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3013.906 |
20250919 |
0 |
472 |
| CFFEX.IH2510 |
-0.010735 |
- |
- |
- |
- |
- |
- |
- |
2983.0 |
- |
3013.906 |
20251017 |
0 |
472 |
| CFFEX.IH2511 |
-0.010735 |
-0.009781 |
-0.000953 |
0.00096 |
0.00006 |
0.014523 |
- |
3016.8 |
3046.6 |
- |
3013.906 |
20251121 |
16 |
472 |
| CFFEX.IH2512 |
-0.010735 |
-0.009787 |
-0.000948 |
0.000429 |
0.000012 |
0.002886 |
- |
3015.2 |
3045.0 |
- |
3013.906 |
20251219 |
36 |
472 |
| CFFEX.IH2603 |
-0.010735 |
-0.010109 |
-0.000626 |
0.000695 |
0.000007 |
0.001681 |
- |
3016.0 |
3046.8 |
- |
3013.906 |
20260320 |
100 |
472 |
| CFFEX.IH2606 |
-0.010735 |
-0.008613 |
-0.002122 |
0.000628 |
0.000004 |
0.000922 |
- |
3015.8 |
3042.0 |
- |
3013.906 |
20260619 |
165 |
472 |