|
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_20251112_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.006737 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7489.991 |
20251017 |
0 |
480 |
| CFFEX.IM2511 |
-0.006737 |
-0.002461 |
-0.004276 |
-0.004244 |
-0.000531 |
-0.128395 |
- |
7458.2 |
7476.6 |
- |
7489.991 |
20251121 |
8 |
480 |
| CFFEX.IM2512 |
-0.006737 |
-0.00276 |
-0.003976 |
-0.01602 |
-0.000572 |
-0.13846 |
- |
7370.0 |
7390.4 |
- |
7489.991 |
20251219 |
28 |
480 |
| CFFEX.IM2601 |
-0.006737 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7489.991 |
20260116 |
46 |
480 |
| CFFEX.IM2603 |
-0.006737 |
-0.002567 |
-0.004169 |
-0.04558 |
-0.000536 |
-0.129768 |
- |
7148.6 |
7167.0 |
- |
7489.991 |
20260320 |
85 |
480 |
| CFFEX.IM2606 |
-0.006737 |
-0.004317 |
-0.00242 |
-0.076127 |
-0.000525 |
-0.127053 |
- |
6919.8 |
6949.8 |
- |
7489.991 |
20260619 |
145 |
480 |
| CFFEX.IC2510 |
-0.005810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7249.246 |
20251017 |
0 |
480 |
| CFFEX.IC2511 |
-0.005810 |
-0.002513 |
-0.003297 |
-0.003483 |
-0.000435 |
-0.105348 |
- |
7224.0 |
7242.2 |
- |
7249.246 |
20251121 |
8 |
480 |
| CFFEX.IC2512 |
-0.005810 |
-0.002482 |
-0.003328 |
-0.012973 |
-0.000463 |
-0.112126 |
- |
7155.2 |
7173.0 |
- |
7249.246 |
20251219 |
28 |
480 |
| CFFEX.IC2601 |
-0.005810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7249.246 |
20260116 |
46 |
480 |
| CFFEX.IC2603 |
-0.005810 |
-0.003055 |
-0.002754 |
-0.03681 |
-0.000433 |
-0.104801 |
- |
6982.4 |
7003.8 |
- |
7249.246 |
20260320 |
85 |
480 |
| CFFEX.IC2606 |
-0.005810 |
-0.004109 |
-0.0017 |
-0.06393 |
-0.000441 |
-0.106697 |
- |
6785.8 |
6813.8 |
- |
7249.246 |
20260619 |
145 |
480 |
| CFFEX.IF2510 |
0.000285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4653.491 |
20251017 |
0 |
480 |
| CFFEX.IF2511 |
0.000285 |
0.001034 |
-0.00075 |
-0.001825 |
-0.000228 |
-0.055196 |
- |
4645.0 |
4640.2 |
- |
4653.491 |
20251121 |
8 |
480 |
| CFFEX.IF2512 |
0.000285 |
0.000259 |
0.000026 |
-0.005478 |
-0.000196 |
-0.047344 |
- |
4628.0 |
4626.8 |
- |
4653.491 |
20251219 |
28 |
480 |
| CFFEX.IF2601 |
0.000285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4653.491 |
20260116 |
46 |
480 |
| CFFEX.IF2603 |
0.000285 |
0.00013 |
0.000154 |
-0.01128 |
-0.000133 |
-0.032115 |
- |
4601.0 |
4600.4 |
- |
4653.491 |
20260320 |
85 |
480 |
| CFFEX.IF2606 |
0.000285 |
-0.000175 |
0.00046 |
-0.020477 |
-0.000141 |
-0.034176 |
- |
4558.2 |
4559.0 |
- |
4653.491 |
20260619 |
145 |
480 |
| CFFEX.IH2510 |
0.005147 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3050.252 |
20251017 |
0 |
480 |
| CFFEX.IH2511 |
0.005147 |
0.004351 |
0.000796 |
-0.001132 |
-0.000141 |
-0.034234 |
- |
3046.8 |
3033.6 |
- |
3050.252 |
20251121 |
8 |
480 |
| CFFEX.IH2512 |
0.005147 |
0.003231 |
0.001916 |
-0.002443 |
-0.000087 |
-0.021115 |
- |
3042.8 |
3033.0 |
- |
3050.252 |
20251219 |
28 |
480 |
| CFFEX.IH2601 |
0.005147 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3050.252 |
20260116 |
46 |
480 |
| CFFEX.IH2603 |
0.005147 |
0.002641 |
0.002506 |
-0.004148 |
-0.000049 |
-0.011809 |
- |
3037.6 |
3029.6 |
- |
3050.252 |
20260320 |
85 |
480 |
| CFFEX.IH2606 |
0.005147 |
0.002448 |
0.002699 |
-0.006639 |
-0.000046 |
-0.011081 |
- |
3030.0 |
3022.6 |
- |
3050.252 |
20260619 |
145 |
480 |