|
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_20251110_151502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.002767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7562.744 |
20251017 |
0 |
478 |
| CFFEX.IM2511 |
0.002767 |
0.002055 |
0.000712 |
-0.007133 |
-0.000713 |
-0.172615 |
- |
7508.8 |
7493.4 |
- |
7562.744 |
20251121 |
10 |
478 |
| CFFEX.IM2512 |
0.002767 |
0.001214 |
0.001552 |
-0.018742 |
-0.000625 |
-0.151189 |
- |
7421.0 |
7412.0 |
- |
7562.744 |
20251219 |
30 |
478 |
| CFFEX.IM2601 |
0.002767 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7562.744 |
20260116 |
49 |
478 |
| CFFEX.IM2603 |
0.002767 |
0.00114 |
0.001626 |
-0.04807 |
-0.000511 |
-0.123756 |
- |
7199.2 |
7191.0 |
- |
7562.744 |
20260320 |
94 |
478 |
| CFFEX.IM2606 |
0.002767 |
0.001319 |
0.001448 |
-0.076499 |
-0.000481 |
-0.116433 |
- |
6984.2 |
6975.0 |
- |
7562.744 |
20260619 |
159 |
478 |
| CFFEX.IC2510 |
0.002178 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7343.870 |
20251017 |
0 |
478 |
| CFFEX.IC2511 |
0.002178 |
0.001481 |
0.000697 |
-0.005592 |
-0.000559 |
-0.135337 |
- |
7302.8 |
7292.0 |
- |
7343.870 |
20251121 |
10 |
478 |
| CFFEX.IC2512 |
0.002178 |
0.00083 |
0.001348 |
-0.014661 |
-0.000489 |
-0.118267 |
- |
7236.2 |
7230.2 |
- |
7343.870 |
20251219 |
30 |
478 |
| CFFEX.IC2601 |
0.002178 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7343.870 |
20260116 |
49 |
478 |
| CFFEX.IC2603 |
0.002178 |
0.00051 |
0.001668 |
-0.037973 |
-0.000404 |
-0.097761 |
- |
7065.0 |
7061.4 |
- |
7343.870 |
20260320 |
94 |
478 |
| CFFEX.IC2606 |
0.002178 |
-0.000029 |
0.002207 |
-0.063872 |
-0.000402 |
-0.097214 |
- |
6874.8 |
6875.0 |
- |
7343.870 |
20260619 |
159 |
478 |
| CFFEX.IF2510 |
0.003502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4695.179 |
20251017 |
0 |
478 |
| CFFEX.IF2511 |
0.003502 |
0.002825 |
0.000677 |
-0.001912 |
-0.000191 |
-0.04628 |
- |
4686.2 |
4673.0 |
- |
4695.179 |
20251121 |
10 |
478 |
| CFFEX.IF2512 |
0.003502 |
0.002704 |
0.000798 |
-0.004937 |
-0.000165 |
-0.039823 |
- |
4672.0 |
4659.4 |
- |
4695.179 |
20251219 |
30 |
478 |
| CFFEX.IF2601 |
0.003502 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4695.179 |
20260116 |
49 |
478 |
| CFFEX.IF2603 |
0.003502 |
0.002983 |
0.000519 |
-0.011752 |
-0.000125 |
-0.030256 |
- |
4640.0 |
4626.2 |
- |
4695.179 |
20260320 |
94 |
478 |
| CFFEX.IF2606 |
0.003502 |
0.001831 |
0.001671 |
-0.021251 |
-0.000134 |
-0.032345 |
- |
4595.4 |
4587.0 |
- |
4695.179 |
20260619 |
159 |
478 |
| CFFEX.IH2510 |
0.005063 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3053.728 |
20251017 |
0 |
478 |
| CFFEX.IH2511 |
0.005063 |
0.005265 |
-0.000202 |
0.000351 |
0.000035 |
0.008495 |
- |
3054.8 |
3038.8 |
- |
3053.728 |
20251121 |
10 |
478 |
| CFFEX.IH2512 |
0.005063 |
0.0052 |
-0.000138 |
0.000089 |
0.000003 |
0.000719 |
- |
3054.0 |
3038.2 |
- |
3053.728 |
20251219 |
30 |
478 |
| CFFEX.IH2601 |
0.005063 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3053.728 |
20260116 |
49 |
478 |
| CFFEX.IH2603 |
0.005063 |
0.004943 |
0.00012 |
-0.001352 |
-0.000014 |
-0.00348 |
- |
3049.6 |
3034.6 |
- |
3053.728 |
20260320 |
94 |
478 |
| CFFEX.IH2606 |
0.005063 |
0.005285 |
-0.000222 |
-0.003317 |
-0.000021 |
-0.005048 |
- |
3043.6 |
3027.6 |
- |
3053.728 |
20260619 |
159 |
478 |