|
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_20251125_151420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.013889 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7255.803 |
20251017 |
0 |
489 |
| CFFEX.IM2511 |
0.013889 |
0.0 |
0.013889 |
-0.017311 |
-inf |
-inf |
- |
7130.2 |
7130.2 |
- |
7255.803 |
20251121 |
0 |
489 |
| CFFEX.IM2512 |
0.013889 |
0.010796 |
0.003093 |
-0.011577 |
-0.000609 |
-0.147459 |
- |
7171.8 |
7095.2 |
- |
7255.803 |
20251219 |
19 |
489 |
| CFFEX.IM2601 |
0.013889 |
0.01047 |
0.003419 |
-0.021004 |
-0.000568 |
-0.137379 |
- |
7103.4 |
7029.8 |
- |
7255.803 |
20260116 |
37 |
489 |
| CFFEX.IM2603 |
0.013889 |
0.009875 |
0.004014 |
-0.041595 |
-0.000547 |
-0.132446 |
- |
6954.0 |
6886.0 |
- |
7255.803 |
20260320 |
76 |
489 |
| CFFEX.IM2606 |
0.013889 |
0.009547 |
0.004342 |
-0.073073 |
-0.000537 |
-0.130027 |
- |
6725.6 |
6662.0 |
- |
7255.803 |
20260619 |
136 |
489 |
| CFFEX.IC2510 |
0.013353 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6960.685 |
20251017 |
0 |
489 |
| CFFEX.IC2511 |
0.013353 |
0.0 |
0.013353 |
-0.012396 |
-inf |
-inf |
- |
6874.4 |
6874.4 |
- |
6960.685 |
20251121 |
0 |
489 |
| CFFEX.IC2512 |
0.013353 |
0.010604 |
0.002749 |
-0.008718 |
-0.000459 |
-0.111043 |
- |
6900.0 |
6827.6 |
- |
6960.685 |
20251219 |
19 |
489 |
| CFFEX.IC2601 |
0.013353 |
0.010181 |
0.003172 |
-0.01639 |
-0.000443 |
-0.107199 |
- |
6846.6 |
6777.6 |
- |
6960.685 |
20260116 |
37 |
489 |
| CFFEX.IC2603 |
0.013353 |
0.01038 |
0.002973 |
-0.032279 |
-0.000425 |
-0.102784 |
- |
6736.0 |
6666.8 |
- |
6960.685 |
20260320 |
76 |
489 |
| CFFEX.IC2606 |
0.013353 |
0.010522 |
0.002831 |
-0.061759 |
-0.000454 |
-0.109895 |
- |
6530.8 |
6462.8 |
- |
6960.685 |
20260619 |
136 |
489 |
| CFFEX.IF2510 |
0.009763 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4491.475 |
20251017 |
0 |
489 |
| CFFEX.IF2511 |
0.009763 |
0.0 |
0.009763 |
-0.002288 |
-inf |
-inf |
- |
4481.2 |
4481.2 |
- |
4491.475 |
20251121 |
0 |
489 |
| CFFEX.IF2512 |
0.009763 |
0.008523 |
0.00124 |
-0.004113 |
-0.000216 |
-0.052391 |
- |
4473.0 |
4435.2 |
- |
4491.475 |
20251219 |
19 |
489 |
| CFFEX.IF2601 |
0.009763 |
0.008553 |
0.00121 |
-0.007631 |
-0.000206 |
-0.049912 |
- |
4457.2 |
4419.4 |
- |
4491.475 |
20260116 |
37 |
489 |
| CFFEX.IF2603 |
0.009763 |
0.008579 |
0.001184 |
-0.010615 |
-0.00014 |
-0.033799 |
- |
4443.8 |
4406.0 |
- |
4491.475 |
20260320 |
76 |
489 |
| CFFEX.IF2606 |
0.009763 |
0.008666 |
0.001097 |
-0.020411 |
-0.00015 |
-0.036319 |
- |
4399.8 |
4362.0 |
- |
4491.475 |
20260619 |
136 |
489 |
| CFFEX.IH2510 |
0.006098 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2968.554 |
20251017 |
0 |
489 |
| CFFEX.IH2511 |
0.006098 |
- |
- |
- |
- |
- |
- |
- |
2970.6 |
- |
2968.554 |
20251121 |
0 |
489 |
| CFFEX.IH2512 |
0.006098 |
0.005026 |
0.001071 |
-0.003151 |
-0.000166 |
-0.040134 |
- |
2959.2 |
2944.4 |
- |
2968.554 |
20251219 |
19 |
489 |
| CFFEX.IH2601 |
0.006098 |
0.004283 |
0.001814 |
-0.004835 |
-0.000131 |
-0.031626 |
- |
2954.2 |
2941.6 |
- |
2968.554 |
20260116 |
37 |
489 |
| CFFEX.IH2603 |
0.006098 |
0.004284 |
0.001814 |
-0.004903 |
-0.000065 |
-0.015611 |
- |
2954.0 |
2941.4 |
- |
2968.554 |
20260320 |
76 |
489 |
| CFFEX.IH2606 |
0.006098 |
0.004502 |
0.001596 |
-0.007867 |
-0.000058 |
-0.013999 |
- |
2945.2 |
2932.0 |
- |
2968.554 |
20260619 |
136 |
489 |