|
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_20251113_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.014019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7591.325 |
20251017 |
0 |
481 |
| CFFEX.IM2511 |
0.014019 |
0.014454 |
-0.000435 |
-0.003336 |
-0.000477 |
-0.115332 |
- |
7566.0 |
7458.2 |
- |
7591.325 |
20251121 |
7 |
481 |
| CFFEX.IM2512 |
0.014019 |
0.014736 |
-0.000717 |
-0.014876 |
-0.000551 |
-0.133329 |
- |
7478.4 |
7369.8 |
- |
7591.325 |
20251219 |
27 |
481 |
| CFFEX.IM2601 |
0.014019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7591.325 |
20260116 |
45 |
481 |
| CFFEX.IM2603 |
0.014019 |
0.013597 |
0.000422 |
-0.045516 |
-0.000542 |
-0.131129 |
- |
7245.8 |
7148.6 |
- |
7591.325 |
20260320 |
84 |
481 |
| CFFEX.IM2606 |
0.014019 |
0.013324 |
0.000694 |
-0.076314 |
-0.00053 |
-0.12825 |
- |
7012.0 |
6919.8 |
- |
7591.325 |
20260619 |
144 |
481 |
| CFFEX.IC2510 |
0.015421 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7354.944 |
20251017 |
0 |
481 |
| CFFEX.IC2511 |
0.015421 |
0.015421 |
-0.0 |
-0.002657 |
-0.00038 |
-0.091865 |
- |
7335.4 |
7224.0 |
- |
7354.944 |
20251121 |
7 |
481 |
| CFFEX.IC2512 |
0.015421 |
0.015905 |
-0.000484 |
-0.011685 |
-0.000433 |
-0.104734 |
- |
7269.0 |
7155.2 |
- |
7354.944 |
20251219 |
27 |
481 |
| CFFEX.IC2601 |
0.015421 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7354.944 |
20260116 |
45 |
481 |
| CFFEX.IC2603 |
0.015421 |
0.015038 |
0.000383 |
-0.036376 |
-0.000433 |
-0.104798 |
- |
7087.4 |
6982.4 |
- |
7354.944 |
20260320 |
84 |
481 |
| CFFEX.IC2606 |
0.015421 |
0.014678 |
0.000743 |
-0.063841 |
-0.000443 |
-0.107288 |
- |
6885.4 |
6785.8 |
- |
7354.944 |
20260619 |
144 |
481 |
| CFFEX.IF2510 |
0.012297 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4703.040 |
20251017 |
0 |
481 |
| CFFEX.IF2511 |
0.012297 |
0.010463 |
0.001834 |
-0.002007 |
-0.000287 |
-0.069392 |
- |
4693.6 |
4645.0 |
- |
4703.040 |
20251121 |
7 |
481 |
| CFFEX.IF2512 |
0.012297 |
0.010631 |
0.001666 |
-0.005494 |
-0.000203 |
-0.049245 |
- |
4677.2 |
4628.0 |
- |
4703.040 |
20251219 |
27 |
481 |
| CFFEX.IF2601 |
0.012297 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4703.040 |
20260116 |
45 |
481 |
| CFFEX.IF2603 |
0.012297 |
0.009737 |
0.00256 |
-0.012171 |
-0.000145 |
-0.035064 |
- |
4645.8 |
4601.0 |
- |
4703.040 |
20260320 |
84 |
481 |
| CFFEX.IF2606 |
0.012297 |
0.009477 |
0.00282 |
-0.021612 |
-0.00015 |
-0.036319 |
- |
4601.4 |
4558.2 |
- |
4703.040 |
20260619 |
144 |
481 |
| CFFEX.IH2510 |
0.009917 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3074.492 |
20251017 |
0 |
481 |
| CFFEX.IH2511 |
0.009917 |
0.008468 |
0.001449 |
-0.000615 |
-0.000088 |
-0.021275 |
- |
3072.6 |
3046.8 |
- |
3074.492 |
20251121 |
7 |
481 |
| CFFEX.IH2512 |
0.009917 |
0.00861 |
0.001307 |
-0.001786 |
-0.000066 |
-0.016011 |
- |
3069.0 |
3042.8 |
- |
3074.492 |
20251219 |
27 |
481 |
| CFFEX.IH2601 |
0.009917 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3074.492 |
20260116 |
45 |
481 |
| CFFEX.IH2603 |
0.009917 |
0.008691 |
0.001226 |
-0.003413 |
-0.000041 |
-0.009832 |
- |
3064.0 |
3037.6 |
- |
3074.492 |
20260320 |
84 |
481 |
| CFFEX.IH2606 |
0.009917 |
0.009769 |
0.000148 |
-0.004844 |
-0.000034 |
-0.00814 |
- |
3059.6 |
3030.0 |
- |
3074.492 |
20260619 |
144 |
481 |