|
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_20251106_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.011594 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7551.412 |
20251017 |
0 |
476 |
| CFFEX.IM2511 |
0.011594 |
0.012987 |
-0.001393 |
-0.008424 |
-0.000702 |
-0.169881 |
- |
7487.8 |
7391.8 |
- |
7551.412 |
20251121 |
12 |
476 |
| CFFEX.IM2512 |
0.011594 |
0.012885 |
-0.001291 |
-0.019389 |
-0.000606 |
-0.146627 |
- |
7405.0 |
7310.8 |
- |
7551.412 |
20251219 |
32 |
476 |
| CFFEX.IM2601 |
0.011594 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7551.412 |
20260116 |
51 |
476 |
| CFFEX.IM2603 |
0.011594 |
0.013279 |
-0.001685 |
-0.048125 |
-0.000501 |
-0.121315 |
- |
7188.0 |
7093.8 |
- |
7551.412 |
20260320 |
96 |
476 |
| CFFEX.IM2606 |
0.011594 |
0.012808 |
-0.001214 |
-0.076385 |
-0.000474 |
-0.114814 |
- |
6974.6 |
6886.4 |
- |
7551.412 |
20260619 |
161 |
476 |
| CFFEX.IC2510 |
0.016180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7346.315 |
20251017 |
0 |
476 |
| CFFEX.IC2511 |
0.016180 |
0.018744 |
-0.002564 |
-0.005678 |
-0.000473 |
-0.114514 |
- |
7304.6 |
7170.2 |
- |
7346.315 |
20251121 |
12 |
476 |
| CFFEX.IC2512 |
0.016180 |
0.019471 |
-0.003291 |
-0.013601 |
-0.000425 |
-0.102855 |
- |
7246.4 |
7108.0 |
- |
7346.315 |
20251219 |
32 |
476 |
| CFFEX.IC2601 |
0.016180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7346.315 |
20260116 |
51 |
476 |
| CFFEX.IC2603 |
0.016180 |
0.019885 |
-0.003704 |
-0.036524 |
-0.00038 |
-0.09207 |
- |
7078.0 |
6940.0 |
- |
7346.315 |
20260320 |
96 |
476 |
| CFFEX.IC2606 |
0.016180 |
0.020611 |
-0.00443 |
-0.061706 |
-0.000383 |
-0.092751 |
- |
6893.0 |
6753.8 |
- |
7346.315 |
20260619 |
161 |
476 |
| CFFEX.IF2510 |
0.014180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4692.872 |
20251017 |
0 |
476 |
| CFFEX.IF2511 |
0.014180 |
0.015832 |
-0.001652 |
-0.001933 |
-0.000161 |
-0.038985 |
- |
4683.8 |
4610.8 |
- |
4692.872 |
20251121 |
12 |
476 |
| CFFEX.IF2512 |
0.014180 |
0.016142 |
-0.001962 |
-0.004703 |
-0.000147 |
-0.035569 |
- |
4670.8 |
4596.6 |
- |
4692.872 |
20251219 |
32 |
476 |
| CFFEX.IF2601 |
0.014180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4692.872 |
20260116 |
51 |
476 |
| CFFEX.IF2603 |
0.014180 |
0.015191 |
-0.001011 |
-0.011693 |
-0.000122 |
-0.029475 |
- |
4638.0 |
4568.6 |
- |
4692.872 |
20260320 |
96 |
476 |
| CFFEX.IF2606 |
0.014180 |
0.015367 |
-0.001187 |
-0.020046 |
-0.000125 |
-0.030131 |
- |
4598.8 |
4529.2 |
- |
4692.872 |
20260619 |
161 |
476 |
| CFFEX.IH2510 |
0.012093 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3044.346 |
20251017 |
0 |
476 |
| CFFEX.IH2511 |
0.012093 |
0.01278 |
-0.000687 |
-0.000442 |
-0.000037 |
-0.008916 |
- |
3043.0 |
3004.6 |
- |
3044.346 |
20251121 |
12 |
476 |
| CFFEX.IH2512 |
0.012093 |
0.013189 |
-0.001095 |
-0.000705 |
-0.000022 |
-0.005331 |
- |
3042.2 |
3002.6 |
- |
3044.346 |
20251219 |
32 |
476 |
| CFFEX.IH2601 |
0.012093 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3044.346 |
20260116 |
51 |
476 |
| CFFEX.IH2603 |
0.012093 |
0.011386 |
0.000708 |
-0.002085 |
-0.000022 |
-0.005255 |
- |
3038.0 |
3003.8 |
- |
3044.346 |
20260320 |
96 |
476 |
| CFFEX.IH2606 |
0.012093 |
0.011136 |
0.000958 |
-0.003793 |
-0.000024 |
-0.005701 |
- |
3032.8 |
2999.4 |
- |
3044.346 |
20260619 |
161 |
476 |