|
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_20251126_154927 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.000151 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7248.851 |
20251017 |
0 |
490 |
| CFFEX.IM2511 |
-0.000151 |
0.0 |
-0.000151 |
-0.016368 |
-inf |
-inf |
- |
7130.2 |
7130.2 |
- |
7248.851 |
20251121 |
0 |
490 |
| CFFEX.IM2512 |
-0.000151 |
0.000586 |
-0.000737 |
-0.010022 |
-0.000557 |
-0.134746 |
- |
7176.2 |
7172.0 |
- |
7248.851 |
20251219 |
18 |
490 |
| CFFEX.IM2601 |
-0.000151 |
0.000591 |
-0.000742 |
-0.019486 |
-0.000541 |
-0.130989 |
- |
7107.6 |
7103.4 |
- |
7248.851 |
20260116 |
36 |
490 |
| CFFEX.IM2603 |
-0.000151 |
0.000719 |
-0.00087 |
-0.039986 |
-0.000533 |
-0.129021 |
- |
6959.0 |
6954.0 |
- |
7248.851 |
20260320 |
75 |
490 |
| CFFEX.IM2606 |
-0.000151 |
0.00003 |
-0.000181 |
-0.072156 |
-0.000534 |
-0.129347 |
- |
6725.8 |
6725.6 |
- |
7248.851 |
20260619 |
135 |
490 |
| CFFEX.IC2510 |
0.002231 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6970.119 |
20251017 |
0 |
490 |
| CFFEX.IC2511 |
0.002231 |
0.0 |
0.002231 |
-0.013733 |
-inf |
-inf |
- |
6874.4 |
6874.4 |
- |
6970.119 |
20251121 |
0 |
490 |
| CFFEX.IC2512 |
0.002231 |
0.001362 |
0.000869 |
-0.008711 |
-0.000484 |
-0.117119 |
- |
6909.4 |
6900.0 |
- |
6970.119 |
20251219 |
18 |
490 |
| CFFEX.IC2601 |
0.002231 |
0.000789 |
0.001442 |
-0.016946 |
-0.000471 |
-0.113918 |
- |
6852.0 |
6846.6 |
- |
6970.119 |
20260116 |
36 |
490 |
| CFFEX.IC2603 |
0.002231 |
0.001425 |
0.000806 |
-0.032212 |
-0.000429 |
-0.103936 |
- |
6745.6 |
6736.0 |
- |
6970.119 |
20260320 |
75 |
490 |
| CFFEX.IC2606 |
0.002231 |
0.001654 |
0.000577 |
-0.061479 |
-0.000455 |
-0.110208 |
- |
6541.6 |
6530.8 |
- |
6970.119 |
20260619 |
135 |
490 |
| CFFEX.IF2510 |
0.006370 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4519.007 |
20251017 |
0 |
490 |
| CFFEX.IF2511 |
0.006370 |
0.0 |
0.00637 |
-0.008366 |
-inf |
-inf |
- |
4481.2 |
4481.2 |
- |
4519.007 |
20251121 |
0 |
490 |
| CFFEX.IF2512 |
0.006370 |
0.004471 |
0.001898 |
-0.005755 |
-0.00032 |
-0.077373 |
- |
4493.0 |
4473.0 |
- |
4519.007 |
20251219 |
18 |
490 |
| CFFEX.IF2601 |
0.006370 |
0.005026 |
0.001344 |
-0.00872 |
-0.000242 |
-0.05862 |
- |
4479.6 |
4457.2 |
- |
4519.007 |
20260116 |
36 |
490 |
| CFFEX.IF2603 |
0.006370 |
0.003555 |
0.002814 |
-0.013102 |
-0.000175 |
-0.042275 |
- |
4459.8 |
4444.0 |
- |
4519.007 |
20260320 |
75 |
490 |
| CFFEX.IF2606 |
0.006370 |
0.003 |
0.00337 |
-0.023458 |
-0.000174 |
-0.042051 |
- |
4413.0 |
4399.8 |
- |
4519.007 |
20260619 |
135 |
490 |
| CFFEX.IH2510 |
0.001302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2972.066 |
20251017 |
0 |
490 |
| CFFEX.IH2511 |
0.001302 |
0.0 |
0.001302 |
-0.000493 |
-inf |
-inf |
- |
2970.6 |
2970.6 |
- |
2972.066 |
20251121 |
0 |
490 |
| CFFEX.IH2512 |
0.001302 |
0.001825 |
-0.000523 |
-0.002512 |
-0.00014 |
-0.033773 |
- |
2964.6 |
2959.2 |
- |
2972.066 |
20251219 |
18 |
490 |
| CFFEX.IH2601 |
0.001302 |
0.002302 |
-0.001 |
-0.003723 |
-0.000103 |
-0.025029 |
- |
2961.0 |
2954.2 |
- |
2972.066 |
20260116 |
36 |
490 |
| CFFEX.IH2603 |
0.001302 |
0.00176 |
-0.000459 |
-0.004329 |
-0.000058 |
-0.013968 |
- |
2959.2 |
2954.0 |
- |
2972.066 |
20260320 |
75 |
490 |
| CFFEX.IH2606 |
0.001302 |
0.002173 |
-0.000871 |
-0.006886 |
-0.000051 |
-0.012344 |
- |
2951.6 |
2945.2 |
- |
2972.066 |
20260619 |
135 |
490 |