|
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_20251201_151413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.007165 |
- |
- |
- |
- |
- |
- |
- |
7130.2 |
- |
7386.759 |
20251121 |
0 |
493 |
| CFFEX.IM2512 |
0.007165 |
0.004022 |
0.003143 |
-0.013099 |
-0.000873 |
-0.21133 |
- |
7290.0 |
7260.8 |
- |
7386.759 |
20251219 |
15 |
493 |
| CFFEX.IM2601 |
0.007165 |
0.004147 |
0.003018 |
-0.023198 |
-0.000703 |
-0.17012 |
- |
7215.4 |
7185.6 |
- |
7386.759 |
20260116 |
33 |
493 |
| CFFEX.IM2602 |
0.007165 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7386.759 |
20260220 |
53 |
493 |
| CFFEX.IM2603 |
0.007165 |
0.004498 |
0.002667 |
-0.044561 |
-0.000619 |
-0.149773 |
- |
7057.6 |
7026.0 |
- |
7386.759 |
20260320 |
72 |
493 |
| CFFEX.IM2606 |
0.007165 |
0.003831 |
0.003334 |
-0.077647 |
-0.000588 |
-0.142353 |
- |
6813.2 |
6787.2 |
- |
7386.759 |
20260619 |
132 |
493 |
| CFFEX.IC2511 |
0.009978 |
- |
- |
- |
- |
- |
- |
- |
6874.4 |
- |
7101.714 |
20251121 |
0 |
493 |
| CFFEX.IC2512 |
0.009978 |
0.00823 |
0.001748 |
-0.009873 |
-0.000658 |
-0.159282 |
- |
7031.6 |
6974.2 |
- |
7101.714 |
20251219 |
15 |
493 |
| CFFEX.IC2601 |
0.009978 |
0.008095 |
0.001884 |
-0.017984 |
-0.000545 |
-0.131879 |
- |
6974.0 |
6918.0 |
- |
7101.714 |
20260116 |
33 |
493 |
| CFFEX.IC2602 |
0.009978 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7101.714 |
20260220 |
53 |
493 |
| CFFEX.IC2603 |
0.009978 |
0.008352 |
0.001627 |
-0.034346 |
-0.000477 |
-0.11544 |
- |
6857.8 |
6801.0 |
- |
7101.714 |
20260320 |
72 |
493 |
| CFFEX.IC2606 |
0.009978 |
0.008192 |
0.001787 |
-0.06417 |
-0.000486 |
-0.117644 |
- |
6646.0 |
6592.0 |
- |
7101.714 |
20260619 |
132 |
493 |
| CFFEX.IF2511 |
0.011113 |
- |
- |
- |
- |
- |
- |
- |
4481.2 |
- |
4576.965 |
20251121 |
0 |
493 |
| CFFEX.IF2512 |
0.011113 |
0.011008 |
0.000105 |
-0.004712 |
-0.000314 |
-0.076014 |
- |
4555.4 |
4505.8 |
- |
4576.965 |
20251219 |
15 |
493 |
| CFFEX.IF2601 |
0.011113 |
0.011223 |
-0.000111 |
-0.007858 |
-0.000238 |
-0.057624 |
- |
4541.0 |
4490.6 |
- |
4576.965 |
20260116 |
33 |
493 |
| CFFEX.IF2602 |
0.011113 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4576.965 |
20260220 |
53 |
493 |
| CFFEX.IF2603 |
0.011113 |
0.010375 |
0.000738 |
-0.012708 |
-0.000177 |
-0.042714 |
- |
4518.8 |
4472.4 |
- |
4576.965 |
20260320 |
72 |
493 |
| CFFEX.IF2606 |
0.011113 |
0.01008 |
0.001032 |
-0.023589 |
-0.000179 |
-0.043246 |
- |
4469.0 |
4424.4 |
- |
4576.965 |
20260619 |
132 |
493 |
| CFFEX.IH2511 |
0.008231 |
- |
- |
- |
- |
- |
- |
- |
2970.6 |
- |
2994.061 |
20251121 |
0 |
493 |
| CFFEX.IH2512 |
0.008231 |
0.007829 |
0.000402 |
-0.002559 |
-0.000171 |
-0.041281 |
- |
2986.4 |
2963.2 |
- |
2994.061 |
20251219 |
15 |
493 |
| CFFEX.IH2601 |
0.008231 |
0.006826 |
0.001406 |
-0.00483 |
-0.000146 |
-0.035419 |
- |
2979.6 |
2959.4 |
- |
2994.061 |
20260116 |
33 |
493 |
| CFFEX.IH2602 |
0.008231 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2994.061 |
20260220 |
53 |
493 |
| CFFEX.IH2603 |
0.008231 |
0.006556 |
0.001675 |
-0.005231 |
-0.000073 |
-0.017581 |
- |
2978.4 |
2959.0 |
- |
2994.061 |
20260320 |
72 |
493 |
| CFFEX.IH2606 |
0.008231 |
0.006582 |
0.001649 |
-0.009105 |
-0.000069 |
-0.016693 |
- |
2966.8 |
2947.4 |
- |
2994.061 |
20260619 |
132 |
493 |