|
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_20251204_151407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.000203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7246.800 |
20251121 |
0 |
496 |
| CFFEX.IM2512 |
-0.000203 |
0.002529 |
-0.002733 |
-0.004581 |
-0.000382 |
-0.09239 |
- |
7213.6 |
7195.4 |
- |
7246.800 |
20251219 |
12 |
496 |
| CFFEX.IM2601 |
-0.000203 |
0.002247 |
-0.00245 |
-0.015124 |
-0.000504 |
-0.122 |
- |
7137.2 |
7121.2 |
- |
7246.800 |
20260116 |
30 |
496 |
| CFFEX.IM2602 |
-0.000203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7246.800 |
20260220 |
50 |
496 |
| CFFEX.IM2603 |
-0.000203 |
0.002813 |
-0.003016 |
-0.03574 |
-0.000518 |
-0.125349 |
- |
6987.8 |
6968.2 |
- |
7246.800 |
20260320 |
69 |
496 |
| CFFEX.IM2606 |
-0.000203 |
0.002555 |
-0.002759 |
-0.068803 |
-0.000533 |
-0.129072 |
- |
6748.2 |
6731.0 |
- |
7246.800 |
20260619 |
129 |
496 |
| CFFEX.IC2511 |
0.002331 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7012.665 |
20251121 |
0 |
496 |
| CFFEX.IC2512 |
0.002331 |
0.004719 |
-0.002388 |
-0.004202 |
-0.00035 |
-0.084734 |
- |
6983.2 |
6950.4 |
- |
7012.665 |
20251219 |
12 |
496 |
| CFFEX.IC2601 |
0.002331 |
0.0047 |
-0.002369 |
-0.01233 |
-0.000411 |
-0.099461 |
- |
6926.2 |
6893.8 |
- |
7012.665 |
20260116 |
30 |
496 |
| CFFEX.IC2602 |
0.002331 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7012.665 |
20260220 |
50 |
496 |
| CFFEX.IC2603 |
0.002331 |
0.004542 |
-0.002211 |
-0.028586 |
-0.000414 |
-0.100259 |
- |
6812.2 |
6781.4 |
- |
7012.665 |
20260320 |
69 |
496 |
| CFFEX.IC2606 |
0.002331 |
0.00493 |
-0.002598 |
-0.058133 |
-0.000451 |
-0.109055 |
- |
6605.0 |
6572.6 |
- |
7012.665 |
20260619 |
129 |
496 |
| CFFEX.IF2511 |
0.003180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4545.459 |
20251121 |
0 |
496 |
| CFFEX.IF2512 |
0.003180 |
0.002744 |
0.000436 |
-0.003269 |
-0.000272 |
-0.065924 |
- |
4530.6 |
4518.2 |
- |
4545.459 |
20251219 |
12 |
496 |
| CFFEX.IF2601 |
0.003180 |
0.002221 |
0.000959 |
-0.007317 |
-0.000244 |
-0.059024 |
- |
4512.2 |
4502.2 |
- |
4545.459 |
20260116 |
30 |
496 |
| CFFEX.IF2602 |
0.003180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4545.459 |
20260220 |
50 |
496 |
| CFFEX.IF2603 |
0.003180 |
0.002186 |
0.000994 |
-0.011717 |
-0.00017 |
-0.041094 |
- |
4492.2 |
4482.4 |
- |
4545.459 |
20260320 |
69 |
496 |
| CFFEX.IF2606 |
0.003180 |
0.001759 |
0.001421 |
-0.022849 |
-0.000177 |
-0.042864 |
- |
4441.6 |
4433.8 |
- |
4545.459 |
20260619 |
129 |
496 |
| CFFEX.IH2511 |
0.003532 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2973.541 |
20251121 |
0 |
496 |
| CFFEX.IH2512 |
0.003532 |
0.003313 |
0.000219 |
-0.001796 |
-0.00015 |
-0.036223 |
- |
2968.2 |
2958.4 |
- |
2973.541 |
20251219 |
12 |
496 |
| CFFEX.IH2601 |
0.003532 |
0.00271 |
0.000821 |
-0.004621 |
-0.000154 |
-0.037277 |
- |
2959.8 |
2951.8 |
- |
2973.541 |
20260116 |
30 |
496 |
| CFFEX.IH2602 |
0.003532 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2973.541 |
20260220 |
50 |
496 |
| CFFEX.IH2603 |
0.003532 |
0.002507 |
0.001024 |
-0.005025 |
-0.000073 |
-0.017623 |
- |
2958.6 |
2951.2 |
- |
2973.541 |
20260320 |
69 |
496 |
| CFFEX.IH2606 |
0.003532 |
0.002315 |
0.001216 |
-0.010002 |
-0.000078 |
-0.018763 |
- |
2943.8 |
2937.0 |
- |
2973.541 |
20260619 |
129 |
496 |