|
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_20251127_151443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.005322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7287.023 |
20251017 |
0 |
491 |
| CFFEX.IM2511 |
0.005322 |
0.0 |
0.005322 |
-0.021521 |
-inf |
-inf |
- |
7130.2 |
7130.2 |
- |
7287.023 |
20251121 |
0 |
491 |
| CFFEX.IM2512 |
0.005322 |
0.00039 |
0.004932 |
-0.014824 |
-0.000872 |
-0.211024 |
- |
7179.0 |
7176.2 |
- |
7287.023 |
20251219 |
17 |
491 |
| CFFEX.IM2601 |
0.005322 |
-0.000563 |
0.005884 |
-0.025171 |
-0.000719 |
-0.174041 |
- |
7103.6 |
7107.6 |
- |
7287.023 |
20260116 |
35 |
491 |
| CFFEX.IM2603 |
0.005322 |
-0.000604 |
0.005925 |
-0.045591 |
-0.000616 |
-0.149095 |
- |
6954.8 |
6959.0 |
- |
7287.023 |
20260320 |
74 |
491 |
| CFFEX.IM2606 |
0.005322 |
-0.000862 |
0.006184 |
-0.077813 |
-0.000581 |
-0.140527 |
- |
6720.0 |
6725.8 |
- |
7287.023 |
20260619 |
134 |
491 |
| CFFEX.IC2510 |
0.003611 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6990.197 |
20251017 |
0 |
491 |
| CFFEX.IC2511 |
0.003611 |
0.0 |
0.003611 |
-0.016566 |
-inf |
-inf |
- |
6874.4 |
6874.4 |
- |
6990.197 |
20251121 |
0 |
491 |
| CFFEX.IC2512 |
0.003611 |
-0.001997 |
0.005608 |
-0.013533 |
-0.000796 |
-0.192644 |
- |
6895.6 |
6909.4 |
- |
6990.197 |
20251219 |
17 |
491 |
| CFFEX.IC2601 |
0.003611 |
-0.002043 |
0.005654 |
-0.021773 |
-0.000622 |
-0.150544 |
- |
6838.0 |
6852.0 |
- |
6990.197 |
20260116 |
35 |
491 |
| CFFEX.IC2603 |
0.003611 |
-0.002342 |
0.005953 |
-0.037252 |
-0.000503 |
-0.121823 |
- |
6729.8 |
6745.6 |
- |
6990.197 |
20260320 |
74 |
491 |
| CFFEX.IC2606 |
0.003611 |
-0.003271 |
0.006883 |
-0.067237 |
-0.000502 |
-0.121427 |
- |
6520.2 |
6541.6 |
- |
6990.197 |
20260619 |
134 |
491 |
| CFFEX.IF2510 |
0.003195 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4532.060 |
20251017 |
0 |
491 |
| CFFEX.IF2511 |
0.003195 |
0.0 |
0.003195 |
-0.011222 |
-inf |
-inf |
- |
4481.2 |
4481.2 |
- |
4532.060 |
20251121 |
0 |
491 |
| CFFEX.IF2512 |
0.003195 |
-0.000089 |
0.003284 |
-0.008707 |
-0.000512 |
-0.123945 |
- |
4492.6 |
4493.0 |
- |
4532.060 |
20251219 |
17 |
491 |
| CFFEX.IF2601 |
0.003195 |
-0.00058 |
0.003776 |
-0.012149 |
-0.000347 |
-0.084002 |
- |
4477.0 |
4479.6 |
- |
4532.060 |
20260116 |
35 |
491 |
| CFFEX.IF2603 |
0.003195 |
0.00009 |
0.003105 |
-0.015856 |
-0.000214 |
-0.051853 |
- |
4460.2 |
4459.8 |
- |
4532.060 |
20260320 |
74 |
491 |
| CFFEX.IF2606 |
0.003195 |
0.000408 |
0.002787 |
-0.025873 |
-0.000193 |
-0.046727 |
- |
4414.8 |
4413.0 |
- |
4532.060 |
20260619 |
134 |
491 |
| CFFEX.IH2510 |
0.001192 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2975.341 |
20251017 |
0 |
491 |
| CFFEX.IH2511 |
0.001192 |
0.0 |
0.001192 |
-0.001593 |
-inf |
-inf |
- |
2970.6 |
2970.6 |
- |
2975.341 |
20251121 |
0 |
491 |
| CFFEX.IH2512 |
0.001192 |
-0.000742 |
0.001934 |
-0.004349 |
-0.000256 |
-0.061915 |
- |
2962.4 |
2964.6 |
- |
2975.341 |
20251219 |
17 |
491 |
| CFFEX.IH2601 |
0.001192 |
-0.001283 |
0.002475 |
-0.006097 |
-0.000174 |
-0.042157 |
- |
2957.2 |
2961.0 |
- |
2975.341 |
20260116 |
35 |
491 |
| CFFEX.IH2603 |
0.001192 |
-0.001217 |
0.002409 |
-0.006635 |
-0.00009 |
-0.021698 |
- |
2955.6 |
2959.2 |
- |
2975.341 |
20260320 |
74 |
491 |
| CFFEX.IH2606 |
0.001192 |
-0.002168 |
0.00336 |
-0.01013 |
-0.000076 |
-0.018295 |
- |
2945.2 |
2951.6 |
- |
2975.341 |
20260619 |
134 |
491 |