|
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_20251117_151404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.002985 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7525.154 |
20251017 |
0 |
483 |
| CFFEX.IM2511 |
0.002985 |
0.003615 |
-0.00063 |
-0.003954 |
-0.000791 |
-0.191371 |
- |
7495.4 |
7468.4 |
- |
7525.154 |
20251121 |
5 |
483 |
| CFFEX.IM2512 |
0.002985 |
0.003039 |
-0.000053 |
-0.017376 |
-0.000695 |
-0.168196 |
- |
7394.4 |
7372.0 |
- |
7525.154 |
20251219 |
25 |
483 |
| CFFEX.IM2601 |
0.002985 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7525.154 |
20260116 |
43 |
483 |
| CFFEX.IM2603 |
0.002985 |
0.003081 |
-0.000096 |
-0.048259 |
-0.000589 |
-0.142422 |
- |
7162.0 |
7140.0 |
- |
7525.154 |
20260320 |
82 |
483 |
| CFFEX.IM2606 |
0.002985 |
0.002083 |
0.000902 |
-0.079381 |
-0.000559 |
-0.135283 |
- |
6927.8 |
6913.4 |
- |
7525.154 |
20260619 |
142 |
483 |
| CFFEX.IC2510 |
0.000183 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7236.783 |
20251017 |
0 |
483 |
| CFFEX.IC2511 |
0.000183 |
0.001082 |
-0.0009 |
-0.002899 |
-0.00058 |
-0.140335 |
- |
7215.8 |
7208.0 |
- |
7236.783 |
20251121 |
5 |
483 |
| CFFEX.IC2512 |
0.000183 |
0.000841 |
-0.000658 |
-0.012904 |
-0.000516 |
-0.12491 |
- |
7143.4 |
7137.4 |
- |
7236.783 |
20251219 |
25 |
483 |
| CFFEX.IC2601 |
0.000183 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7236.783 |
20260116 |
43 |
483 |
| CFFEX.IC2603 |
0.000183 |
0.000057 |
0.000125 |
-0.038191 |
-0.000466 |
-0.112711 |
- |
6960.4 |
6960.0 |
- |
7236.783 |
20260320 |
82 |
483 |
| CFFEX.IC2606 |
0.000183 |
-0.000621 |
0.000804 |
-0.066187 |
-0.000466 |
-0.112798 |
- |
6757.8 |
6762.0 |
- |
7236.783 |
20260619 |
142 |
483 |
| CFFEX.IF2510 |
-0.006661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4597.313 |
20251017 |
0 |
483 |
| CFFEX.IF2511 |
-0.006661 |
-0.003945 |
-0.002716 |
-0.000329 |
-0.000066 |
-0.015929 |
- |
4595.8 |
4614.0 |
- |
4597.313 |
20251121 |
5 |
483 |
| CFFEX.IF2512 |
-0.006661 |
-0.00413 |
-0.002531 |
-0.003461 |
-0.000138 |
-0.033506 |
- |
4581.4 |
4600.4 |
- |
4597.313 |
20251219 |
25 |
483 |
| CFFEX.IF2601 |
-0.006661 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4597.313 |
20260116 |
43 |
483 |
| CFFEX.IF2603 |
-0.006661 |
-0.004374 |
-0.002287 |
-0.009769 |
-0.000119 |
-0.028832 |
- |
4552.4 |
4572.4 |
- |
4597.313 |
20260320 |
82 |
483 |
| CFFEX.IF2606 |
-0.006661 |
-0.00406 |
-0.0026 |
-0.018296 |
-0.000129 |
-0.031181 |
- |
4513.2 |
4531.6 |
- |
4597.313 |
20260619 |
142 |
483 |
| CFFEX.IH2510 |
-0.009166 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3010.575 |
20251017 |
0 |
483 |
| CFFEX.IH2511 |
-0.009166 |
-0.006592 |
-0.002574 |
0.001138 |
0.000228 |
0.055063 |
- |
3014.0 |
3034.0 |
- |
3010.575 |
20251121 |
5 |
483 |
| CFFEX.IH2512 |
-0.009166 |
-0.006996 |
-0.00217 |
-0.000457 |
-0.000018 |
-0.004421 |
- |
3009.2 |
3030.4 |
- |
3010.575 |
20251219 |
25 |
483 |
| CFFEX.IH2601 |
-0.009166 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3010.575 |
20260116 |
43 |
483 |
| CFFEX.IH2603 |
-0.009166 |
-0.006081 |
-0.003085 |
-0.001055 |
-0.000013 |
-0.003112 |
- |
3007.4 |
3025.8 |
- |
3010.575 |
20260320 |
82 |
483 |
| CFFEX.IH2606 |
-0.009166 |
-0.004839 |
-0.004327 |
-0.002715 |
-0.000019 |
-0.004628 |
- |
3002.4 |
3017.0 |
- |
3010.575 |
20260619 |
142 |
483 |