|
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_20251111_151456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.002930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7541.091 |
20251017 |
0 |
479 |
| CFFEX.IM2511 |
-0.002930 |
-0.004288 |
0.001358 |
-0.008552 |
-0.00095 |
-0.229952 |
- |
7476.6 |
7508.8 |
- |
7541.091 |
20251121 |
9 |
479 |
| CFFEX.IM2512 |
-0.002930 |
-0.004123 |
0.001193 |
-0.019983 |
-0.000689 |
-0.166752 |
- |
7390.4 |
7421.0 |
- |
7541.091 |
20251219 |
29 |
479 |
| CFFEX.IM2601 |
-0.002930 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7541.091 |
20260116 |
47 |
479 |
| CFFEX.IM2603 |
-0.002930 |
-0.004473 |
0.001542 |
-0.049607 |
-0.000577 |
-0.139592 |
- |
7167.0 |
7199.2 |
- |
7541.091 |
20260320 |
86 |
479 |
| CFFEX.IM2606 |
-0.002930 |
-0.004925 |
0.001995 |
-0.078409 |
-0.000537 |
-0.129966 |
- |
6949.8 |
6984.2 |
- |
7541.091 |
20260619 |
146 |
479 |
| CFFEX.IC2510 |
-0.006899 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7293.136 |
20251017 |
0 |
479 |
| CFFEX.IC2511 |
-0.006899 |
-0.008298 |
0.001399 |
-0.006984 |
-0.000776 |
-0.187795 |
- |
7242.2 |
7302.8 |
- |
7293.136 |
20251121 |
9 |
479 |
| CFFEX.IC2512 |
-0.006899 |
-0.008679 |
0.00178 |
-0.016472 |
-0.000568 |
-0.13746 |
- |
7173.0 |
7235.8 |
- |
7293.136 |
20251219 |
29 |
479 |
| CFFEX.IC2601 |
-0.006899 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7293.136 |
20260116 |
47 |
479 |
| CFFEX.IC2603 |
-0.006899 |
-0.008662 |
0.001763 |
-0.039672 |
-0.000461 |
-0.111636 |
- |
7003.8 |
7065.0 |
- |
7293.136 |
20260320 |
86 |
479 |
| CFFEX.IC2606 |
-0.006899 |
-0.008873 |
0.001974 |
-0.065724 |
-0.00045 |
-0.10894 |
- |
6813.8 |
6874.8 |
- |
7293.136 |
20260619 |
146 |
479 |
| CFFEX.IF2510 |
-0.009014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4652.728 |
20251017 |
0 |
479 |
| CFFEX.IF2511 |
-0.009014 |
-0.009816 |
0.000802 |
-0.002693 |
-0.000299 |
-0.072401 |
- |
4640.2 |
4686.2 |
- |
4652.728 |
20251121 |
9 |
479 |
| CFFEX.IF2512 |
-0.009014 |
-0.009675 |
0.00066 |
-0.005573 |
-0.000192 |
-0.046503 |
- |
4626.8 |
4672.0 |
- |
4652.728 |
20251219 |
29 |
479 |
| CFFEX.IF2601 |
-0.009014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4652.728 |
20260116 |
47 |
479 |
| CFFEX.IF2603 |
-0.009014 |
-0.008534 |
-0.00048 |
-0.011247 |
-0.000131 |
-0.031648 |
- |
4600.4 |
4640.0 |
- |
4652.728 |
20260320 |
86 |
479 |
| CFFEX.IF2606 |
-0.009014 |
-0.007921 |
-0.001093 |
-0.020145 |
-0.000138 |
-0.033391 |
- |
4559.0 |
4595.4 |
- |
4652.728 |
20260619 |
146 |
479 |
| CFFEX.IH2510 |
-0.006171 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3035.012 |
20251017 |
0 |
479 |
| CFFEX.IH2511 |
-0.006171 |
-0.00694 |
0.000769 |
-0.000465 |
-0.000052 |
-0.01251 |
- |
3033.6 |
3054.8 |
- |
3035.012 |
20251121 |
9 |
479 |
| CFFEX.IH2512 |
-0.006171 |
-0.006876 |
0.000705 |
-0.000663 |
-0.000023 |
-0.005532 |
- |
3033.0 |
3054.0 |
- |
3035.012 |
20251219 |
29 |
479 |
| CFFEX.IH2601 |
-0.006171 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3035.012 |
20260116 |
47 |
479 |
| CFFEX.IH2603 |
-0.006171 |
-0.006558 |
0.000387 |
-0.001783 |
-0.000021 |
-0.005018 |
- |
3029.6 |
3049.6 |
- |
3035.012 |
20260320 |
86 |
479 |
| CFFEX.IH2606 |
-0.006171 |
-0.0069 |
0.000729 |
-0.00409 |
-0.000028 |
-0.006779 |
- |
3022.6 |
3043.6 |
- |
3035.012 |
20260619 |
146 |
479 |