|
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_20251120_151425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.005591 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7345.906 |
20251017 |
0 |
486 |
| CFFEX.IM2511 |
-0.005591 |
-0.005791 |
0.0002 |
0.000231 |
0.000115 |
0.027903 |
- |
7347.6 |
7390.4 |
- |
7345.906 |
20251121 |
2 |
486 |
| CFFEX.IM2512 |
-0.005591 |
-0.004549 |
-0.001042 |
-0.011014 |
-0.000501 |
-0.121151 |
- |
7265.0 |
7298.2 |
- |
7345.906 |
20251219 |
22 |
486 |
| CFFEX.IM2601 |
-0.005591 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7345.906 |
20260116 |
40 |
486 |
| CFFEX.IM2603 |
-0.005591 |
-0.004753 |
-0.000838 |
-0.042296 |
-0.000535 |
-0.129566 |
- |
7035.2 |
7068.8 |
- |
7345.906 |
20260320 |
79 |
486 |
| CFFEX.IM2606 |
-0.005591 |
-0.004621 |
-0.00097 |
-0.073361 |
-0.000528 |
-0.127723 |
- |
6807.0 |
6838.6 |
- |
7345.906 |
20260619 |
139 |
486 |
| CFFEX.IC2510 |
-0.007847 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7066.855 |
20251017 |
0 |
486 |
| CFFEX.IC2511 |
-0.007847 |
-0.007475 |
-0.000371 |
-0.000489 |
-0.000244 |
-0.059157 |
- |
7063.4 |
7116.6 |
- |
7066.855 |
20251121 |
2 |
486 |
| CFFEX.IC2512 |
-0.007847 |
-0.007768 |
-0.000079 |
-0.00946 |
-0.00043 |
-0.104064 |
- |
7000.0 |
7054.8 |
- |
7066.855 |
20251219 |
22 |
486 |
| CFFEX.IC2601 |
-0.007847 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7066.855 |
20260116 |
40 |
486 |
| CFFEX.IC2603 |
-0.007847 |
-0.007854 |
0.000007 |
-0.034733 |
-0.00044 |
-0.106398 |
- |
6821.4 |
6875.4 |
- |
7066.855 |
20260320 |
79 |
486 |
| CFFEX.IC2606 |
-0.007847 |
-0.007353 |
-0.000494 |
-0.06394 |
-0.00046 |
-0.11132 |
- |
6615.0 |
6664.0 |
- |
7066.855 |
20260619 |
139 |
486 |
| CFFEX.IF2510 |
-0.004688 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4566.784 |
20251017 |
0 |
486 |
| CFFEX.IF2511 |
-0.004688 |
-0.005542 |
0.000854 |
-0.001923 |
-0.000962 |
-0.232738 |
- |
4558.0 |
4583.4 |
- |
4566.784 |
20251121 |
2 |
486 |
| CFFEX.IF2512 |
-0.004688 |
-0.005695 |
0.001008 |
-0.00604 |
-0.000275 |
-0.066442 |
- |
4539.2 |
4565.2 |
- |
4566.784 |
20251219 |
22 |
486 |
| CFFEX.IF2601 |
-0.004688 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4566.784 |
20260116 |
40 |
486 |
| CFFEX.IF2603 |
-0.004688 |
-0.005737 |
0.001049 |
-0.013266 |
-0.000168 |
-0.040638 |
- |
4506.2 |
4532.2 |
- |
4566.784 |
20260320 |
79 |
486 |
| CFFEX.IF2606 |
-0.004688 |
-0.006237 |
0.00155 |
-0.023164 |
-0.000167 |
-0.040328 |
- |
4461.0 |
4489.0 |
- |
4566.784 |
20260619 |
139 |
486 |
| CFFEX.IH2510 |
-0.003692 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3009.197 |
20251017 |
0 |
486 |
| CFFEX.IH2511 |
-0.003692 |
-0.003115 |
-0.000578 |
-0.000198 |
-0.000099 |
-0.024005 |
- |
3008.6 |
3018.0 |
- |
3009.197 |
20251121 |
2 |
486 |
| CFFEX.IH2512 |
-0.003692 |
-0.002856 |
-0.000836 |
-0.002259 |
-0.000103 |
-0.024846 |
- |
3002.4 |
3011.0 |
- |
3009.197 |
20251219 |
22 |
486 |
| CFFEX.IH2601 |
-0.003692 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3009.197 |
20260116 |
40 |
486 |
| CFFEX.IH2603 |
-0.003692 |
-0.003592 |
-0.0001 |
-0.004518 |
-0.000057 |
-0.013841 |
- |
2995.6 |
3006.4 |
- |
3009.197 |
20260320 |
79 |
486 |
| CFFEX.IH2606 |
-0.003692 |
-0.003671 |
-0.000021 |
-0.007975 |
-0.000057 |
-0.013884 |
- |
2985.2 |
2996.2 |
- |
3009.197 |
20260619 |
139 |
486 |