|
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_20251105_151425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.004322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7467.870 |
20251017 |
0 |
475 |
| CFFEX.IM2511 |
0.004322 |
0.003612 |
0.000711 |
-0.010186 |
-0.000784 |
-0.189622 |
- |
7391.8 |
7365.2 |
- |
7467.870 |
20251121 |
13 |
475 |
| CFFEX.IM2512 |
0.004322 |
0.003624 |
0.000698 |
-0.021033 |
-0.000637 |
-0.15424 |
- |
7310.8 |
7284.4 |
- |
7467.870 |
20251219 |
33 |
475 |
| CFFEX.IM2601 |
0.004322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7467.870 |
20260116 |
52 |
475 |
| CFFEX.IM2603 |
0.004322 |
0.002686 |
0.001637 |
-0.050091 |
-0.000516 |
-0.124968 |
- |
7093.8 |
7074.8 |
- |
7467.870 |
20260320 |
97 |
475 |
| CFFEX.IM2606 |
0.004322 |
0.002971 |
0.001351 |
-0.077863 |
-0.000481 |
-0.116314 |
- |
6886.4 |
6866.0 |
- |
7467.870 |
20260619 |
162 |
475 |
| CFFEX.IC2510 |
0.002881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7231.600 |
20251017 |
0 |
475 |
| CFFEX.IC2511 |
0.002881 |
0.001676 |
0.001205 |
-0.008491 |
-0.000653 |
-0.158054 |
- |
7170.2 |
7158.2 |
- |
7231.600 |
20251121 |
13 |
475 |
| CFFEX.IC2512 |
0.002881 |
0.001889 |
0.000992 |
-0.017092 |
-0.000518 |
-0.125339 |
- |
7108.0 |
7094.6 |
- |
7231.600 |
20251219 |
33 |
475 |
| CFFEX.IC2601 |
0.002881 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7231.600 |
20260116 |
52 |
475 |
| CFFEX.IC2603 |
0.002881 |
0.001385 |
0.001496 |
-0.040323 |
-0.000416 |
-0.1006 |
- |
6940.0 |
6930.4 |
- |
7231.600 |
20260320 |
97 |
475 |
| CFFEX.IC2606 |
0.002881 |
0.000474 |
0.002407 |
-0.066071 |
-0.000408 |
-0.098699 |
- |
6753.8 |
6750.6 |
- |
7231.600 |
20260619 |
162 |
475 |
| CFFEX.IF2510 |
0.002040 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4628.123 |
20251017 |
0 |
475 |
| CFFEX.IF2511 |
0.002040 |
0.001346 |
0.000694 |
-0.003743 |
-0.000288 |
-0.069677 |
- |
4610.8 |
4604.6 |
- |
4628.123 |
20251121 |
13 |
475 |
| CFFEX.IF2512 |
0.002040 |
0.001656 |
0.000384 |
-0.006811 |
-0.000206 |
-0.049949 |
- |
4596.6 |
4589.0 |
- |
4628.123 |
20251219 |
33 |
475 |
| CFFEX.IF2601 |
0.002040 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4628.123 |
20260116 |
52 |
475 |
| CFFEX.IF2603 |
0.002040 |
0.00171 |
0.00033 |
-0.012861 |
-0.000133 |
-0.032087 |
- |
4568.6 |
4560.8 |
- |
4628.123 |
20260320 |
97 |
475 |
| CFFEX.IF2606 |
0.002040 |
0.001017 |
0.001024 |
-0.021374 |
-0.000132 |
-0.03193 |
- |
4529.2 |
4524.6 |
- |
4628.123 |
20260619 |
162 |
475 |
| CFFEX.IH2510 |
-0.001472 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3008.533 |
20251017 |
0 |
475 |
| CFFEX.IH2511 |
-0.001472 |
-0.001728 |
0.000255 |
-0.001307 |
-0.000101 |
-0.024336 |
- |
3004.6 |
3009.8 |
- |
3008.533 |
20251121 |
13 |
475 |
| CFFEX.IH2512 |
-0.001472 |
-0.001862 |
0.000389 |
-0.001972 |
-0.00006 |
-0.014462 |
- |
3002.6 |
3008.2 |
- |
3008.533 |
20251219 |
33 |
475 |
| CFFEX.IH2601 |
-0.001472 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3008.533 |
20260116 |
52 |
475 |
| CFFEX.IH2603 |
-0.001472 |
-0.001131 |
-0.000342 |
-0.001573 |
-0.000016 |
-0.003925 |
- |
3003.8 |
3007.2 |
- |
3008.533 |
20260320 |
97 |
475 |
| CFFEX.IH2606 |
-0.001472 |
-0.000467 |
-0.001006 |
-0.003036 |
-0.000019 |
-0.004535 |
- |
2999.4 |
3000.8 |
- |
3008.533 |
20260619 |
162 |
475 |