|
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_20251114_151413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.010892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7507.901 |
20251017 |
0 |
482 |
| CFFEX.IM2511 |
-0.010892 |
-0.0129 |
0.002008 |
-0.005261 |
-0.000877 |
-0.212204 |
- |
7468.4 |
7566.0 |
- |
7507.901 |
20251121 |
6 |
482 |
| CFFEX.IM2512 |
-0.010892 |
-0.014121 |
0.003229 |
-0.017995 |
-0.000692 |
-0.167487 |
- |
7372.8 |
7478.4 |
- |
7507.901 |
20251219 |
26 |
482 |
| CFFEX.IM2601 |
-0.010892 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7507.901 |
20260116 |
44 |
482 |
| CFFEX.IM2603 |
-0.010892 |
-0.014629 |
0.003737 |
-0.049002 |
-0.00059 |
-0.142873 |
- |
7140.0 |
7246.0 |
- |
7507.901 |
20260320 |
83 |
482 |
| CFFEX.IM2606 |
-0.010892 |
-0.014062 |
0.00317 |
-0.079183 |
-0.000554 |
-0.134003 |
- |
6913.4 |
7012.0 |
- |
7507.901 |
20260619 |
143 |
482 |
| CFFEX.IC2510 |
-0.015656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7240.133 |
20251017 |
0 |
482 |
| CFFEX.IC2511 |
-0.015656 |
-0.017368 |
0.001711 |
-0.004438 |
-0.00074 |
-0.179007 |
- |
7208.0 |
7335.4 |
- |
7240.133 |
20251121 |
6 |
482 |
| CFFEX.IC2512 |
-0.015656 |
-0.018104 |
0.002448 |
-0.014189 |
-0.000546 |
-0.13207 |
- |
7137.4 |
7269.0 |
- |
7240.133 |
20251219 |
26 |
482 |
| CFFEX.IC2601 |
-0.015656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7240.133 |
20260116 |
44 |
482 |
| CFFEX.IC2603 |
-0.015656 |
-0.017976 |
0.002319 |
-0.038692 |
-0.000466 |
-0.112812 |
- |
6960.0 |
7087.4 |
- |
7240.133 |
20260320 |
83 |
482 |
| CFFEX.IC2606 |
-0.015656 |
-0.017922 |
0.002265 |
-0.066039 |
-0.000462 |
-0.111759 |
- |
6762.0 |
6885.4 |
- |
7240.133 |
20260619 |
143 |
482 |
| CFFEX.IF2510 |
-0.015373 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4629.790 |
20251017 |
0 |
482 |
| CFFEX.IF2511 |
-0.015373 |
-0.016959 |
0.001587 |
-0.003411 |
-0.000568 |
-0.137558 |
- |
4614.0 |
4693.6 |
- |
4629.790 |
20251121 |
6 |
482 |
| CFFEX.IF2512 |
-0.015373 |
-0.016378 |
0.001005 |
-0.006348 |
-0.000244 |
-0.059085 |
- |
4600.4 |
4677.0 |
- |
4629.790 |
20251219 |
26 |
482 |
| CFFEX.IF2601 |
-0.015373 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4629.790 |
20260116 |
44 |
482 |
| CFFEX.IF2603 |
-0.015373 |
-0.015799 |
0.000426 |
-0.012396 |
-0.000149 |
-0.036142 |
- |
4572.4 |
4645.8 |
- |
4629.790 |
20260320 |
83 |
482 |
| CFFEX.IF2606 |
-0.015373 |
-0.015169 |
-0.000203 |
-0.021208 |
-0.000148 |
-0.035891 |
- |
4531.6 |
4601.4 |
- |
4629.790 |
20260619 |
143 |
482 |
| CFFEX.IH2510 |
-0.011359 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3038.751 |
20251017 |
0 |
482 |
| CFFEX.IH2511 |
-0.011359 |
-0.012563 |
0.001203 |
-0.001563 |
-0.000261 |
-0.06306 |
- |
3034.0 |
3072.6 |
- |
3038.751 |
20251121 |
6 |
482 |
| CFFEX.IH2512 |
-0.011359 |
-0.012513 |
0.001154 |
-0.002748 |
-0.000106 |
-0.025579 |
- |
3030.4 |
3068.8 |
- |
3038.751 |
20251219 |
26 |
482 |
| CFFEX.IH2601 |
-0.011359 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3038.751 |
20260116 |
44 |
482 |
| CFFEX.IH2603 |
-0.011359 |
-0.012467 |
0.001108 |
-0.004262 |
-0.000051 |
-0.012426 |
- |
3025.8 |
3064.0 |
- |
3038.751 |
20260320 |
83 |
482 |
| CFFEX.IH2606 |
-0.011359 |
-0.013923 |
0.002564 |
-0.007158 |
-0.00005 |
-0.012113 |
- |
3017.0 |
3059.6 |
- |
3038.751 |
20260619 |
143 |
482 |