|
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_20251103_151456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.004147 |
- |
- |
- |
- |
- |
- |
- |
7230.2 |
- |
7537.807 |
20251017 |
0 |
473 |
| CFFEX.IM2511 |
0.004147 |
0.004274 |
-0.000127 |
-0.00881 |
-0.000587 |
-0.142132 |
- |
7471.4 |
7439.6 |
- |
7537.807 |
20251121 |
15 |
473 |
| CFFEX.IM2512 |
0.004147 |
0.004044 |
0.000103 |
-0.018547 |
-0.00053 |
-0.128242 |
- |
7398.0 |
7368.2 |
- |
7537.807 |
20251219 |
35 |
473 |
| CFFEX.IM2601 |
0.004147 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7537.807 |
20260116 |
54 |
473 |
| CFFEX.IM2603 |
0.004147 |
0.003908 |
0.000239 |
-0.045744 |
-0.000462 |
-0.111818 |
- |
7193.0 |
7165.0 |
- |
7537.807 |
20260320 |
99 |
473 |
| CFFEX.IM2606 |
0.004147 |
0.004109 |
0.000038 |
-0.07286 |
-0.000444 |
-0.107513 |
- |
6988.6 |
6960.0 |
- |
7537.807 |
20260619 |
164 |
473 |
| CFFEX.IC2510 |
0.000385 |
- |
- |
- |
- |
- |
- |
- |
7064.0 |
- |
7333.828 |
20251017 |
0 |
473 |
| CFFEX.IC2511 |
0.000385 |
0.000219 |
0.000166 |
-0.005594 |
-0.000373 |
-0.090256 |
- |
7292.8 |
7291.2 |
- |
7333.828 |
20251121 |
15 |
473 |
| CFFEX.IC2512 |
0.000385 |
-0.000387 |
0.000772 |
-0.012848 |
-0.000367 |
-0.088838 |
- |
7239.6 |
7242.4 |
- |
7333.828 |
20251219 |
35 |
473 |
| CFFEX.IC2601 |
0.000385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7333.828 |
20260116 |
54 |
473 |
| CFFEX.IC2603 |
0.000385 |
-0.000508 |
0.000893 |
-0.03442 |
-0.000348 |
-0.084137 |
- |
7081.4 |
7085.0 |
- |
7333.828 |
20260320 |
99 |
473 |
| CFFEX.IC2606 |
0.000385 |
-0.000029 |
0.000414 |
-0.058227 |
-0.000355 |
-0.085921 |
- |
6906.8 |
6907.0 |
- |
7333.828 |
20260619 |
164 |
473 |
| CFFEX.IF2510 |
0.002719 |
- |
- |
- |
- |
- |
- |
- |
4539.6 |
- |
4653.287 |
20251017 |
0 |
473 |
| CFFEX.IF2511 |
0.002719 |
0.00112 |
0.001599 |
-0.001523 |
-0.000102 |
-0.024571 |
- |
4646.2 |
4641.0 |
- |
4653.287 |
20251121 |
15 |
473 |
| CFFEX.IF2512 |
0.002719 |
0.000734 |
0.001985 |
-0.003973 |
-0.000114 |
-0.02747 |
- |
4634.8 |
4631.4 |
- |
4653.287 |
20251219 |
35 |
473 |
| CFFEX.IF2601 |
0.002719 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4653.287 |
20260116 |
54 |
473 |
| CFFEX.IF2603 |
0.002719 |
0.00026 |
0.002459 |
-0.009302 |
-0.000094 |
-0.022739 |
- |
4610.0 |
4608.8 |
- |
4653.287 |
20260320 |
99 |
473 |
| CFFEX.IF2606 |
0.002719 |
0.000175 |
0.002544 |
-0.016953 |
-0.000103 |
-0.025016 |
- |
4574.4 |
4573.6 |
- |
4653.287 |
20260619 |
164 |
473 |
| CFFEX.IH2510 |
0.001699 |
- |
- |
- |
- |
- |
- |
- |
2983.0 |
- |
3016.671 |
20251017 |
0 |
473 |
| CFFEX.IH2511 |
0.001699 |
0.000265 |
0.001434 |
0.000308 |
0.000021 |
0.004968 |
- |
3017.6 |
3016.8 |
- |
3016.671 |
20251121 |
15 |
473 |
| CFFEX.IH2512 |
0.001699 |
0.000597 |
0.001102 |
0.000109 |
0.000003 |
0.000754 |
- |
3017.0 |
3015.2 |
- |
3016.671 |
20251219 |
35 |
473 |
| CFFEX.IH2601 |
0.001699 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3016.671 |
20260116 |
54 |
473 |
| CFFEX.IH2603 |
0.001699 |
0.000663 |
0.001036 |
0.000441 |
0.000004 |
0.001077 |
- |
3018.0 |
3016.0 |
- |
3016.671 |
20260320 |
99 |
473 |
| CFFEX.IH2606 |
0.001699 |
-0.000597 |
0.002296 |
-0.000885 |
-0.000005 |
-0.001307 |
- |
3014.0 |
3015.8 |
- |
3016.671 |
20260619 |
164 |
473 |