|
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_20251118_151351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.010005 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7447.811 |
20251017 |
0 |
484 |
| CFFEX.IM2511 |
-0.010005 |
-0.006644 |
-0.00336 |
-0.000297 |
-0.000074 |
-0.01796 |
- |
7445.6 |
7495.4 |
- |
7447.811 |
20251121 |
4 |
484 |
| CFFEX.IM2512 |
-0.010005 |
-0.005761 |
-0.004243 |
-0.012891 |
-0.000537 |
-0.129986 |
- |
7351.8 |
7394.4 |
- |
7447.811 |
20251219 |
24 |
484 |
| CFFEX.IM2601 |
-0.010005 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7447.811 |
20260116 |
42 |
484 |
| CFFEX.IM2603 |
-0.010005 |
-0.006311 |
-0.003693 |
-0.044444 |
-0.000549 |
-0.132784 |
- |
7116.8 |
7162.0 |
- |
7447.811 |
20260320 |
81 |
484 |
| CFFEX.IM2606 |
-0.010005 |
-0.005774 |
-0.004231 |
-0.075191 |
-0.000533 |
-0.129052 |
- |
6887.8 |
6927.8 |
- |
7447.811 |
20260619 |
141 |
484 |
| CFFEX.IC2510 |
-0.011414 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7152.769 |
20251017 |
0 |
484 |
| CFFEX.IC2511 |
-0.011414 |
-0.008731 |
-0.002683 |
0.000004 |
0.000001 |
0.000262 |
- |
7152.8 |
7215.8 |
- |
7152.769 |
20251121 |
4 |
484 |
| CFFEX.IC2512 |
-0.011414 |
-0.008903 |
-0.00251 |
-0.010202 |
-0.000425 |
-0.102865 |
- |
7079.8 |
7143.4 |
- |
7152.769 |
20251219 |
24 |
484 |
| CFFEX.IC2601 |
-0.011414 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7152.769 |
20260116 |
42 |
484 |
| CFFEX.IC2603 |
-0.011414 |
-0.009109 |
-0.002305 |
-0.035758 |
-0.000441 |
-0.106833 |
- |
6897.0 |
6960.4 |
- |
7152.769 |
20260320 |
81 |
484 |
| CFFEX.IC2606 |
-0.011414 |
-0.010033 |
-0.001381 |
-0.064698 |
-0.000459 |
-0.111042 |
- |
6690.0 |
6757.8 |
- |
7152.769 |
20260619 |
141 |
484 |
| CFFEX.IF2510 |
-0.006279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4569.180 |
20251017 |
0 |
484 |
| CFFEX.IF2511 |
-0.006279 |
-0.005701 |
-0.000578 |
0.000092 |
0.000023 |
0.005561 |
- |
4569.6 |
4595.8 |
- |
4569.180 |
20251121 |
4 |
484 |
| CFFEX.IF2512 |
-0.006279 |
-0.005762 |
-0.000517 |
-0.003103 |
-0.000129 |
-0.031293 |
- |
4555.0 |
4581.4 |
- |
4569.180 |
20251219 |
24 |
484 |
| CFFEX.IF2601 |
-0.006279 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4569.180 |
20260116 |
42 |
484 |
| CFFEX.IF2603 |
-0.006279 |
-0.006458 |
0.000179 |
-0.010107 |
-0.000125 |
-0.030196 |
- |
4523.0 |
4552.4 |
- |
4569.180 |
20260320 |
81 |
484 |
| CFFEX.IF2606 |
-0.006279 |
-0.008065 |
0.001786 |
-0.020218 |
-0.000143 |
-0.034701 |
- |
4476.8 |
4513.2 |
- |
4569.180 |
20260619 |
141 |
484 |
| CFFEX.IH2510 |
-0.002699 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3003.943 |
20251017 |
0 |
484 |
| CFFEX.IH2511 |
-0.002699 |
-0.003451 |
0.000752 |
-0.000114 |
-0.000029 |
-0.006908 |
- |
3003.6 |
3014.0 |
- |
3003.943 |
20251121 |
4 |
484 |
| CFFEX.IH2512 |
-0.002699 |
-0.003855 |
0.001156 |
-0.002112 |
-0.000088 |
-0.021292 |
- |
2997.6 |
3009.2 |
- |
3003.943 |
20251219 |
24 |
484 |
| CFFEX.IH2601 |
-0.002699 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3003.943 |
20260116 |
42 |
484 |
| CFFEX.IH2603 |
-0.002699 |
-0.004389 |
0.001691 |
-0.003243 |
-0.00004 |
-0.00969 |
- |
2994.2 |
3007.4 |
- |
3003.943 |
20260320 |
81 |
484 |
| CFFEX.IH2606 |
-0.002699 |
-0.006062 |
0.003363 |
-0.006572 |
-0.000047 |
-0.01128 |
- |
2984.2 |
3002.4 |
- |
3003.943 |
20260619 |
141 |
484 |