|
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_20251128_151449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
0.010313 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7332.300 |
20251017 |
0 |
492 |
| CFFEX.IM2511 |
0.010313 |
0.0 |
0.010313 |
-0.027563 |
-inf |
-inf |
- |
7130.2 |
7130.2 |
- |
7332.300 |
20251121 |
0 |
492 |
| CFFEX.IM2512 |
0.010313 |
0.011339 |
-0.001026 |
-0.009806 |
-0.000613 |
-0.148315 |
- |
7260.4 |
7179.0 |
- |
7332.300 |
20251219 |
16 |
492 |
| CFFEX.IM2601 |
0.010313 |
0.011543 |
-0.00123 |
-0.020007 |
-0.000588 |
-0.142405 |
- |
7185.6 |
7103.6 |
- |
7332.300 |
20260116 |
34 |
492 |
| CFFEX.IM2603 |
0.010313 |
0.010238 |
0.000075 |
-0.041774 |
-0.000572 |
-0.138484 |
- |
7026.0 |
6954.8 |
- |
7332.300 |
20260320 |
73 |
492 |
| CFFEX.IM2606 |
0.010313 |
0.01 |
0.000313 |
-0.074342 |
-0.000559 |
-0.135269 |
- |
6787.2 |
6720.0 |
- |
7332.300 |
20260619 |
133 |
492 |
| CFFEX.IC2510 |
0.011395 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7030.497 |
20251017 |
0 |
492 |
| CFFEX.IC2511 |
0.011395 |
0.0 |
0.011395 |
-0.022203 |
-inf |
-inf |
- |
6874.4 |
6874.4 |
- |
7030.497 |
20251121 |
0 |
492 |
| CFFEX.IC2512 |
0.011395 |
0.011311 |
0.000085 |
-0.008008 |
-0.0005 |
-0.121114 |
- |
6974.2 |
6896.2 |
- |
7030.497 |
20251219 |
16 |
492 |
| CFFEX.IC2601 |
0.011395 |
0.011699 |
-0.000304 |
-0.016001 |
-0.000471 |
-0.113892 |
- |
6918.0 |
6838.0 |
- |
7030.497 |
20260116 |
34 |
492 |
| CFFEX.IC2603 |
0.011395 |
0.01073 |
0.000665 |
-0.032643 |
-0.000447 |
-0.108214 |
- |
6801.0 |
6728.8 |
- |
7030.497 |
20260320 |
73 |
492 |
| CFFEX.IC2606 |
0.011395 |
0.011012 |
0.000383 |
-0.062371 |
-0.000469 |
-0.113487 |
- |
6592.0 |
6520.2 |
- |
7030.497 |
20260619 |
133 |
492 |
| CFFEX.IF2510 |
0.002672 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4527.470 |
20251017 |
0 |
492 |
| CFFEX.IF2511 |
0.002672 |
0.0 |
0.002672 |
-0.01022 |
-inf |
-inf |
- |
4481.2 |
4481.2 |
- |
4527.470 |
20251121 |
0 |
492 |
| CFFEX.IF2512 |
0.002672 |
0.003027 |
-0.000355 |
-0.004698 |
-0.000294 |
-0.071057 |
- |
4506.2 |
4492.6 |
- |
4527.470 |
20251219 |
16 |
492 |
| CFFEX.IF2601 |
0.002672 |
0.003038 |
-0.000365 |
-0.008144 |
-0.00024 |
-0.057963 |
- |
4490.6 |
4477.0 |
- |
4527.470 |
20260116 |
34 |
492 |
| CFFEX.IF2603 |
0.002672 |
0.002735 |
-0.000063 |
-0.012164 |
-0.000167 |
-0.040323 |
- |
4472.4 |
4460.2 |
- |
4527.470 |
20260320 |
73 |
492 |
| CFFEX.IF2606 |
0.002672 |
0.002175 |
0.000498 |
-0.022765 |
-0.000171 |
-0.041423 |
- |
4424.4 |
4414.8 |
- |
4527.470 |
20260619 |
133 |
492 |
| CFFEX.IH2510 |
-0.000605 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2970.468 |
20251017 |
0 |
492 |
| CFFEX.IH2511 |
-0.000605 |
0.0 |
-0.000605 |
0.000044 |
inf |
inf |
- |
2970.6 |
2970.6 |
- |
2970.468 |
20251121 |
0 |
492 |
| CFFEX.IH2512 |
-0.000605 |
0.00027 |
-0.000875 |
-0.002447 |
-0.000153 |
-0.037007 |
- |
2963.2 |
2962.4 |
- |
2970.468 |
20251219 |
16 |
492 |
| CFFEX.IH2601 |
-0.000605 |
0.000744 |
-0.001349 |
-0.003726 |
-0.00011 |
-0.02652 |
- |
2959.4 |
2957.2 |
- |
2970.468 |
20260116 |
34 |
492 |
| CFFEX.IH2603 |
-0.000605 |
0.00115 |
-0.001755 |
-0.003861 |
-0.000053 |
-0.012798 |
- |
2959.0 |
2955.6 |
- |
2970.468 |
20260320 |
73 |
492 |
| CFFEX.IH2606 |
-0.000605 |
0.000747 |
-0.001352 |
-0.007766 |
-0.000058 |
-0.01413 |
- |
2947.4 |
2945.2 |
- |
2970.468 |
20260619 |
133 |
492 |