|
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_20251107_151406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.001151 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7543.140 |
20251017 |
0 |
477 |
| CFFEX.IM2511 |
-0.001151 |
0.000748 |
-0.001899 |
-0.006594 |
-0.000599 |
-0.14507 |
- |
7493.4 |
7487.8 |
- |
7543.140 |
20251121 |
11 |
477 |
| CFFEX.IM2512 |
-0.001151 |
0.000918 |
-0.002069 |
-0.017412 |
-0.000562 |
-0.135925 |
- |
7411.8 |
7405.0 |
- |
7543.140 |
20251219 |
31 |
477 |
| CFFEX.IM2601 |
-0.001151 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7543.140 |
20260116 |
50 |
477 |
| CFFEX.IM2603 |
-0.001151 |
0.000584 |
-0.001735 |
-0.046683 |
-0.000491 |
-0.11892 |
- |
7191.0 |
7186.8 |
- |
7543.140 |
20260320 |
95 |
477 |
| CFFEX.IM2606 |
-0.001151 |
0.000057 |
-0.001208 |
-0.075319 |
-0.000471 |
-0.11392 |
- |
6975.0 |
6974.6 |
- |
7543.140 |
20260619 |
160 |
477 |
| CFFEX.IC2510 |
-0.002308 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7328.772 |
20251017 |
0 |
477 |
| CFFEX.IC2511 |
-0.002308 |
-0.001725 |
-0.000583 |
-0.005017 |
-0.000456 |
-0.110385 |
- |
7292.0 |
7304.6 |
- |
7328.772 |
20251121 |
11 |
477 |
| CFFEX.IC2512 |
-0.002308 |
-0.002236 |
-0.000072 |
-0.01345 |
-0.000434 |
-0.104997 |
- |
7230.2 |
7246.4 |
- |
7328.772 |
20251219 |
31 |
477 |
| CFFEX.IC2601 |
-0.002308 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7328.772 |
20260116 |
50 |
477 |
| CFFEX.IC2603 |
-0.002308 |
-0.002345 |
0.000038 |
-0.036483 |
-0.000384 |
-0.092934 |
- |
7061.4 |
7078.0 |
- |
7328.772 |
20260320 |
95 |
477 |
| CFFEX.IC2606 |
-0.002308 |
-0.002611 |
0.000304 |
-0.061917 |
-0.000387 |
-0.093649 |
- |
6875.0 |
6893.0 |
- |
7328.772 |
20260619 |
160 |
477 |
| CFFEX.IF2510 |
-0.002869 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4679.938 |
20251017 |
0 |
477 |
| CFFEX.IF2511 |
-0.002869 |
-0.002306 |
-0.000563 |
-0.001482 |
-0.000135 |
-0.032615 |
- |
4673.0 |
4683.8 |
- |
4679.938 |
20251121 |
11 |
477 |
| CFFEX.IF2512 |
-0.002869 |
-0.002441 |
-0.000428 |
-0.004389 |
-0.000142 |
-0.034259 |
- |
4659.4 |
4670.8 |
- |
4679.938 |
20251219 |
31 |
477 |
| CFFEX.IF2601 |
-0.002869 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4679.938 |
20260116 |
50 |
477 |
| CFFEX.IF2603 |
-0.002869 |
-0.002544 |
-0.000325 |
-0.011483 |
-0.000121 |
-0.02925 |
- |
4626.2 |
4638.0 |
- |
4679.938 |
20260320 |
95 |
477 |
| CFFEX.IF2606 |
-0.002869 |
-0.002566 |
-0.000303 |
-0.019859 |
-0.000124 |
-0.030036 |
- |
4587.0 |
4598.8 |
- |
4679.938 |
20260619 |
160 |
477 |
| CFFEX.IH2510 |
-0.001713 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3039.525 |
20251017 |
0 |
477 |
| CFFEX.IH2511 |
-0.001713 |
-0.00138 |
-0.000333 |
-0.000239 |
-0.000022 |
-0.005248 |
- |
3038.8 |
3043.0 |
- |
3039.525 |
20251121 |
11 |
477 |
| CFFEX.IH2512 |
-0.001713 |
-0.001052 |
-0.000661 |
-0.000436 |
-0.000014 |
-0.003403 |
- |
3038.2 |
3041.4 |
- |
3039.525 |
20251219 |
31 |
477 |
| CFFEX.IH2601 |
-0.001713 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3039.525 |
20260116 |
50 |
477 |
| CFFEX.IH2603 |
-0.001713 |
-0.001119 |
-0.000594 |
-0.00162 |
-0.000017 |
-0.004128 |
- |
3034.6 |
3038.0 |
- |
3039.525 |
20260320 |
95 |
477 |
| CFFEX.IH2606 |
-0.001713 |
-0.001715 |
0.000001 |
-0.003923 |
-0.000025 |
-0.005934 |
- |
3027.6 |
3032.8 |
- |
3039.525 |
20260619 |
160 |
477 |