|
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_20251121_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.036491 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7072.553 |
20251017 |
0 |
487 |
| CFFEX.IM2511 |
-0.036491 |
-0.029588 |
-0.006903 |
0.008151 |
0.008151 |
1.972495 |
- |
7130.2 |
7347.6 |
- |
7072.553 |
20251121 |
1 |
487 |
| CFFEX.IM2512 |
-0.036491 |
-0.03384 |
-0.002651 |
-0.007742 |
-0.000369 |
-0.089213 |
- |
7017.8 |
7263.6 |
- |
7072.553 |
20251219 |
21 |
487 |
| CFFEX.IM2601 |
-0.036491 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7072.553 |
20260116 |
39 |
487 |
| CFFEX.IM2603 |
-0.036491 |
-0.033034 |
-0.003457 |
-0.038141 |
-0.000489 |
-0.118334 |
- |
6802.8 |
7035.2 |
- |
7072.553 |
20260320 |
78 |
487 |
| CFFEX.IM2606 |
-0.036491 |
-0.034171 |
-0.00232 |
-0.070435 |
-0.00051 |
-0.123516 |
- |
6574.4 |
6807.0 |
- |
7072.553 |
20260619 |
138 |
487 |
| CFFEX.IC2510 |
-0.034055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6821.454 |
20251017 |
0 |
487 |
| CFFEX.IC2511 |
-0.034055 |
-0.026758 |
-0.007297 |
0.007762 |
0.007762 |
1.878329 |
- |
6874.4 |
7063.4 |
- |
6821.454 |
20251121 |
1 |
487 |
| CFFEX.IC2512 |
-0.034055 |
-0.032857 |
-0.001198 |
-0.007543 |
-0.000359 |
-0.086924 |
- |
6770.0 |
7000.0 |
- |
6821.454 |
20251219 |
21 |
487 |
| CFFEX.IC2601 |
-0.034055 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6821.454 |
20260116 |
39 |
487 |
| CFFEX.IC2603 |
-0.034055 |
-0.031636 |
-0.002419 |
-0.031643 |
-0.000406 |
-0.098176 |
- |
6605.6 |
6821.4 |
- |
6821.454 |
20260320 |
78 |
487 |
| CFFEX.IC2606 |
-0.034055 |
-0.032895 |
-0.00116 |
-0.062165 |
-0.00045 |
-0.109014 |
- |
6397.4 |
6615.0 |
- |
6821.454 |
20260619 |
138 |
487 |
| CFFEX.IF2510 |
-0.024210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4454.431 |
20251017 |
0 |
487 |
| CFFEX.IF2511 |
-0.024210 |
-0.016849 |
-0.00736 |
0.00601 |
0.00601 |
1.454304 |
- |
4481.2 |
4558.0 |
- |
4454.431 |
20251121 |
1 |
487 |
| CFFEX.IF2512 |
-0.024210 |
-0.02441 |
0.0002 |
-0.005844 |
-0.000278 |
-0.067343 |
- |
4428.4 |
4539.2 |
- |
4454.431 |
20251219 |
21 |
487 |
| CFFEX.IF2601 |
-0.024210 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4454.431 |
20260116 |
39 |
487 |
| CFFEX.IF2603 |
-0.024210 |
-0.024145 |
-0.000065 |
-0.012803 |
-0.000164 |
-0.039723 |
- |
4397.4 |
4506.2 |
- |
4454.431 |
20260320 |
78 |
487 |
| CFFEX.IF2606 |
-0.024210 |
-0.024837 |
0.000628 |
-0.023399 |
-0.00017 |
-0.041034 |
- |
4350.2 |
4461.0 |
- |
4454.431 |
20260619 |
138 |
487 |
| CFFEX.IH2510 |
-0.017296 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2956.258 |
20251017 |
0 |
487 |
| CFFEX.IH2511 |
-0.017296 |
-0.01263 |
-0.004666 |
0.004851 |
0.004851 |
1.17404 |
- |
2970.6 |
3008.6 |
- |
2956.258 |
20251121 |
1 |
487 |
| CFFEX.IH2512 |
-0.017296 |
-0.018717 |
0.001421 |
-0.003335 |
-0.000159 |
-0.038428 |
- |
2946.4 |
3002.6 |
- |
2956.258 |
20251219 |
21 |
487 |
| CFFEX.IH2601 |
-0.017296 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2956.258 |
20260116 |
39 |
487 |
| CFFEX.IH2603 |
-0.017296 |
-0.018961 |
0.001665 |
-0.005905 |
-0.000076 |
-0.018322 |
- |
2938.8 |
2995.6 |
- |
2956.258 |
20260320 |
78 |
487 |
| CFFEX.IH2606 |
-0.017296 |
-0.017486 |
0.00019 |
-0.007867 |
-0.000057 |
-0.013796 |
- |
2933.0 |
2985.2 |
- |
2956.258 |
20260619 |
138 |
487 |