|
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_20251119_151505 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.007819 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7389.861 |
20251017 |
0 |
485 |
| CFFEX.IM2511 |
-0.007819 |
-0.007414 |
-0.000406 |
0.000073 |
0.000024 |
0.005884 |
- |
7390.4 |
7445.6 |
- |
7389.861 |
20251121 |
3 |
485 |
| CFFEX.IM2512 |
-0.007819 |
-0.007236 |
-0.000583 |
-0.012349 |
-0.000537 |
-0.129938 |
- |
7298.6 |
7351.8 |
- |
7389.861 |
20251219 |
23 |
485 |
| CFFEX.IM2601 |
-0.007819 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7389.861 |
20260116 |
41 |
485 |
| CFFEX.IM2603 |
-0.007819 |
-0.006745 |
-0.001075 |
-0.043446 |
-0.000543 |
-0.131425 |
- |
7068.8 |
7116.8 |
- |
7389.861 |
20260320 |
80 |
485 |
| CFFEX.IM2606 |
-0.007819 |
-0.007143 |
-0.000676 |
-0.074597 |
-0.000533 |
-0.128946 |
- |
6838.6 |
6887.8 |
- |
7389.861 |
20260619 |
140 |
485 |
| CFFEX.IC2510 |
-0.003702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7124.545 |
20251017 |
0 |
485 |
| CFFEX.IC2511 |
-0.003702 |
-0.005061 |
0.001359 |
-0.001115 |
-0.000372 |
-0.089956 |
- |
7116.6 |
7152.8 |
- |
7124.545 |
20251121 |
3 |
485 |
| CFFEX.IC2512 |
-0.003702 |
-0.003785 |
0.000083 |
-0.010042 |
-0.000437 |
-0.10566 |
- |
7053.0 |
7079.8 |
- |
7124.545 |
20251219 |
23 |
485 |
| CFFEX.IC2601 |
-0.003702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7124.545 |
20260116 |
41 |
485 |
| CFFEX.IC2603 |
-0.003702 |
-0.003132 |
-0.00057 |
-0.03497 |
-0.000437 |
-0.105784 |
- |
6875.4 |
6897.0 |
- |
7124.545 |
20260320 |
80 |
485 |
| CFFEX.IC2606 |
-0.003702 |
-0.003886 |
0.000184 |
-0.064642 |
-0.000462 |
-0.111738 |
- |
6664.0 |
6690.0 |
- |
7124.545 |
20260619 |
140 |
485 |
| CFFEX.IF2510 |
0.004783 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4590.044 |
20251017 |
0 |
485 |
| CFFEX.IF2511 |
0.004783 |
0.00302 |
0.001763 |
-0.001447 |
-0.000482 |
-0.116763 |
- |
4583.4 |
4569.6 |
- |
4590.044 |
20251121 |
3 |
485 |
| CFFEX.IF2512 |
0.004783 |
0.002239 |
0.002544 |
-0.005413 |
-0.000235 |
-0.05695 |
- |
4565.2 |
4555.0 |
- |
4590.044 |
20251219 |
23 |
485 |
| CFFEX.IF2601 |
0.004783 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4590.044 |
20260116 |
41 |
485 |
| CFFEX.IF2603 |
0.004783 |
0.002034 |
0.002749 |
-0.012602 |
-0.000158 |
-0.038121 |
- |
4532.2 |
4523.0 |
- |
4590.044 |
20260320 |
80 |
485 |
| CFFEX.IF2606 |
0.004783 |
0.002725 |
0.002058 |
-0.022014 |
-0.000157 |
-0.038052 |
- |
4489.0 |
4476.8 |
- |
4590.044 |
20260619 |
140 |
485 |
| CFFEX.IH2510 |
0.006292 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3021.912 |
20251017 |
0 |
485 |
| CFFEX.IH2511 |
0.006292 |
0.004794 |
0.001498 |
-0.001295 |
-0.000432 |
-0.104427 |
- |
3018.0 |
3003.6 |
- |
3021.912 |
20251121 |
3 |
485 |
| CFFEX.IH2512 |
0.006292 |
0.00447 |
0.001822 |
-0.003611 |
-0.000157 |
-0.037994 |
- |
3011.0 |
2997.6 |
- |
3021.912 |
20251219 |
23 |
485 |
| CFFEX.IH2601 |
0.006292 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3021.912 |
20260116 |
41 |
485 |
| CFFEX.IH2603 |
0.006292 |
0.004075 |
0.002217 |
-0.005133 |
-0.000064 |
-0.015528 |
- |
3006.4 |
2994.2 |
- |
3021.912 |
20260320 |
80 |
485 |
| CFFEX.IH2606 |
0.006292 |
0.004021 |
0.002271 |
-0.008509 |
-0.000061 |
-0.014708 |
- |
2996.2 |
2984.2 |
- |
3021.912 |
20260619 |
140 |
485 |