|
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_20251124_151443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.012751 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7157.820 |
20251017 |
0 |
488 |
| CFFEX.IM2511 |
0.012751 |
0.0 |
0.012751 |
-0.003859 |
-inf |
-inf |
- |
7130.2 |
7130.2 |
- |
7157.820 |
20251121 |
0 |
488 |
| CFFEX.IM2512 |
0.012751 |
0.010971 |
0.001779 |
-0.008748 |
-0.000437 |
-0.105857 |
- |
7095.2 |
7018.2 |
- |
7157.820 |
20251219 |
20 |
488 |
| CFFEX.IM2601 |
0.012751 |
- |
- |
-0.017885 |
-0.000471 |
-0.113901 |
- |
7029.8 |
- |
- |
7157.820 |
20260116 |
38 |
488 |
| CFFEX.IM2603 |
0.012751 |
0.01223 |
0.00052 |
-0.037975 |
-0.000493 |
-0.119351 |
- |
6886.0 |
6802.8 |
- |
7157.820 |
20260320 |
77 |
488 |
| CFFEX.IM2606 |
0.012751 |
0.013324 |
-0.000574 |
-0.06927 |
-0.000506 |
-0.12236 |
- |
6662.0 |
6574.4 |
- |
7157.820 |
20260619 |
137 |
488 |
| CFFEX.IC2510 |
0.007657 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6869.614 |
20251017 |
0 |
488 |
| CFFEX.IC2511 |
0.007657 |
0.0 |
0.007657 |
0.000697 |
inf |
inf |
- |
6874.4 |
6874.4 |
- |
6869.614 |
20251121 |
0 |
488 |
| CFFEX.IC2512 |
0.007657 |
0.008508 |
-0.000851 |
-0.006116 |
-0.000306 |
-0.074003 |
- |
6827.6 |
6770.0 |
- |
6869.614 |
20251219 |
20 |
488 |
| CFFEX.IC2601 |
0.007657 |
- |
- |
-0.013394 |
-0.000352 |
-0.085301 |
- |
6777.6 |
- |
- |
6869.614 |
20260116 |
38 |
488 |
| CFFEX.IC2603 |
0.007657 |
0.009265 |
-0.001607 |
-0.029523 |
-0.000383 |
-0.092788 |
- |
6666.8 |
6605.6 |
- |
6869.614 |
20260320 |
77 |
488 |
| CFFEX.IC2606 |
0.007657 |
0.010223 |
-0.002565 |
-0.059219 |
-0.000432 |
-0.104606 |
- |
6462.8 |
6397.4 |
- |
6869.614 |
20260619 |
137 |
488 |
| CFFEX.IF2510 |
-0.001394 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4447.400 |
20251017 |
0 |
488 |
| CFFEX.IF2511 |
-0.001394 |
0.0 |
-0.001394 |
0.0076 |
inf |
inf |
- |
4481.2 |
4481.2 |
- |
4447.400 |
20251121 |
0 |
488 |
| CFFEX.IF2512 |
-0.001394 |
0.001536 |
-0.002929 |
-0.002743 |
-0.000137 |
-0.033192 |
- |
4435.2 |
4428.4 |
- |
4447.400 |
20251219 |
20 |
488 |
| CFFEX.IF2601 |
-0.001394 |
- |
- |
-0.006296 |
-0.000166 |
-0.040094 |
- |
4419.4 |
- |
- |
4447.400 |
20260116 |
38 |
488 |
| CFFEX.IF2603 |
-0.001394 |
0.001956 |
-0.00335 |
-0.009309 |
-0.000121 |
-0.029256 |
- |
4406.0 |
4397.4 |
- |
4447.400 |
20260320 |
77 |
488 |
| CFFEX.IF2606 |
-0.001394 |
0.002713 |
-0.004106 |
-0.019202 |
-0.00014 |
-0.033919 |
- |
4362.0 |
4350.2 |
- |
4447.400 |
20260619 |
137 |
488 |
| CFFEX.IH2510 |
-0.001815 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2950.490 |
20251017 |
0 |
488 |
| CFFEX.IH2511 |
-0.001815 |
0.0 |
-0.001815 |
0.006816 |
inf |
inf |
- |
2970.6 |
2970.6 |
- |
2950.490 |
20251121 |
0 |
488 |
| CFFEX.IH2512 |
-0.001815 |
-0.000679 |
-0.001136 |
-0.002064 |
-0.000103 |
-0.024975 |
- |
2944.4 |
2946.4 |
- |
2950.490 |
20251219 |
20 |
488 |
| CFFEX.IH2601 |
-0.001815 |
- |
- |
-0.003013 |
-0.000079 |
-0.019188 |
- |
2941.6 |
- |
- |
2950.490 |
20260116 |
38 |
488 |
| CFFEX.IH2603 |
-0.001815 |
0.000885 |
-0.002699 |
-0.003081 |
-0.00004 |
-0.009683 |
- |
2941.4 |
2938.8 |
- |
2950.490 |
20260320 |
77 |
488 |
| CFFEX.IH2606 |
-0.001815 |
-0.000341 |
-0.001474 |
-0.006267 |
-0.000046 |
-0.01107 |
- |
2932.0 |
2933.0 |
- |
2950.490 |
20260619 |
137 |
488 |