|
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_20251203_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.008761 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7249.109 |
20251121 |
0 |
495 |
| CFFEX.IM2512 |
-0.008761 |
-0.006105 |
-0.002655 |
-0.007409 |
-0.00057 |
-0.137922 |
- |
7195.4 |
7239.6 |
- |
7249.109 |
20251219 |
13 |
495 |
| CFFEX.IM2601 |
-0.008761 |
-0.006169 |
-0.002592 |
-0.017645 |
-0.000569 |
-0.137743 |
- |
7121.2 |
7165.4 |
- |
7249.109 |
20260116 |
31 |
495 |
| CFFEX.IM2602 |
-0.008761 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7249.109 |
20260220 |
51 |
495 |
| CFFEX.IM2603 |
-0.008761 |
-0.005679 |
-0.003082 |
-0.038751 |
-0.000554 |
-0.133967 |
- |
6968.2 |
7008.0 |
- |
7249.109 |
20260320 |
70 |
495 |
| CFFEX.IM2606 |
-0.008761 |
-0.005584 |
-0.003176 |
-0.071472 |
-0.00055 |
-0.133048 |
- |
6731.0 |
6768.8 |
- |
7249.109 |
20260619 |
130 |
495 |
| CFFEX.IC2511 |
-0.006244 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6996.338 |
20251121 |
0 |
495 |
| CFFEX.IC2512 |
-0.006244 |
-0.004554 |
-0.00169 |
-0.006566 |
-0.000505 |
-0.122229 |
- |
6950.4 |
6982.2 |
- |
6996.338 |
20251219 |
13 |
495 |
| CFFEX.IC2601 |
-0.006244 |
-0.00485 |
-0.001394 |
-0.014656 |
-0.000473 |
-0.114411 |
- |
6893.8 |
6927.4 |
- |
6996.338 |
20260116 |
31 |
495 |
| CFFEX.IC2602 |
-0.006244 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6996.338 |
20260220 |
51 |
495 |
| CFFEX.IC2603 |
-0.006244 |
-0.00417 |
-0.002074 |
-0.030722 |
-0.000439 |
-0.106209 |
- |
6781.4 |
6809.8 |
- |
6996.338 |
20260320 |
70 |
495 |
| CFFEX.IC2606 |
-0.006244 |
-0.004544 |
-0.001701 |
-0.060566 |
-0.000466 |
-0.112745 |
- |
6572.6 |
6602.6 |
- |
6996.338 |
20260619 |
130 |
495 |
| CFFEX.IF2511 |
-0.004805 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4532.451 |
20251121 |
0 |
495 |
| CFFEX.IF2512 |
-0.004805 |
-0.00388 |
-0.000925 |
-0.003144 |
-0.000242 |
-0.058531 |
- |
4518.2 |
4535.8 |
- |
4532.451 |
20251219 |
13 |
495 |
| CFFEX.IF2601 |
-0.004805 |
-0.003453 |
-0.001352 |
-0.006674 |
-0.000215 |
-0.052103 |
- |
4502.2 |
4517.8 |
- |
4532.451 |
20260116 |
31 |
495 |
| CFFEX.IF2602 |
-0.004805 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4532.451 |
20260220 |
51 |
495 |
| CFFEX.IF2603 |
-0.004805 |
-0.003247 |
-0.001558 |
-0.011043 |
-0.000158 |
-0.038177 |
- |
4482.4 |
4497.0 |
- |
4532.451 |
20260320 |
70 |
495 |
| CFFEX.IF2606 |
-0.004805 |
-0.002923 |
-0.001882 |
-0.021765 |
-0.000167 |
-0.040517 |
- |
4433.8 |
4446.8 |
- |
4532.451 |
20260619 |
130 |
495 |
| CFFEX.IH2511 |
-0.004867 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2963.970 |
20251121 |
0 |
495 |
| CFFEX.IH2512 |
-0.004867 |
-0.004375 |
-0.000492 |
-0.001879 |
-0.000145 |
-0.034983 |
- |
2958.4 |
2971.4 |
- |
2963.970 |
20251219 |
13 |
495 |
| CFFEX.IH2601 |
-0.004867 |
-0.004519 |
-0.000348 |
-0.004106 |
-0.000132 |
-0.032053 |
- |
2951.8 |
2965.2 |
- |
2963.970 |
20260116 |
31 |
495 |
| CFFEX.IH2602 |
-0.004867 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2963.970 |
20260220 |
51 |
495 |
| CFFEX.IH2603 |
-0.004867 |
-0.004251 |
-0.000616 |
-0.004308 |
-0.000062 |
-0.014895 |
- |
2951.2 |
2963.8 |
- |
2963.970 |
20260320 |
70 |
495 |
| CFFEX.IH2606 |
-0.004867 |
-0.004879 |
0.000012 |
-0.009099 |
-0.00007 |
-0.016939 |
- |
2937.0 |
2951.4 |
- |
2963.970 |
20260619 |
130 |
495 |