|
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_20251208_151404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.011183 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7424.605 |
20251121 |
0 |
498 |
| CFFEX.IM2512 |
0.011183 |
0.008279 |
0.002904 |
-0.005954 |
-0.000595 |
-0.144083 |
- |
7380.4 |
7319.8 |
- |
7424.605 |
20251219 |
10 |
498 |
| CFFEX.IM2601 |
0.011183 |
0.008422 |
0.002761 |
-0.016298 |
-0.000582 |
-0.14086 |
- |
7303.6 |
7242.6 |
- |
7424.605 |
20260116 |
28 |
498 |
| CFFEX.IM2602 |
0.011183 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7424.605 |
20260220 |
48 |
498 |
| CFFEX.IM2603 |
0.011183 |
0.008354 |
0.002829 |
-0.037551 |
-0.00056 |
-0.135634 |
- |
7145.8 |
7086.6 |
- |
7424.605 |
20260320 |
67 |
498 |
| CFFEX.IM2606 |
0.011183 |
0.007917 |
0.003266 |
-0.070631 |
-0.000556 |
-0.134588 |
- |
6900.2 |
6846.0 |
- |
7424.605 |
20260619 |
127 |
498 |
| CFFEX.IC2511 |
0.010712 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7173.874 |
20251121 |
0 |
498 |
| CFFEX.IC2512 |
0.010712 |
0.008443 |
0.00227 |
-0.004304 |
-0.00043 |
-0.104149 |
- |
7143.0 |
7083.2 |
- |
7173.874 |
20251219 |
10 |
498 |
| CFFEX.IC2601 |
0.010712 |
0.009482 |
0.00123 |
-0.011636 |
-0.000416 |
-0.100567 |
- |
7090.4 |
7023.8 |
- |
7173.874 |
20260116 |
28 |
498 |
| CFFEX.IC2602 |
0.010712 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7173.874 |
20260220 |
48 |
498 |
| CFFEX.IC2603 |
0.010712 |
0.009322 |
0.00139 |
-0.028029 |
-0.000418 |
-0.101238 |
- |
6972.8 |
6908.4 |
- |
7173.874 |
20260320 |
67 |
498 |
| CFFEX.IC2606 |
0.010712 |
0.008566 |
0.002147 |
-0.057915 |
-0.000456 |
-0.110357 |
- |
6758.4 |
6701.0 |
- |
7173.874 |
20260619 |
127 |
498 |
| CFFEX.IF2511 |
0.008033 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4621.363 |
20251121 |
0 |
498 |
| CFFEX.IF2512 |
0.008033 |
0.008482 |
-0.000449 |
-0.001766 |
-0.000177 |
-0.042746 |
- |
4613.2 |
4574.4 |
- |
4621.363 |
20251219 |
10 |
498 |
| CFFEX.IF2601 |
0.008033 |
0.008865 |
-0.000833 |
-0.005185 |
-0.000185 |
-0.044816 |
- |
4597.4 |
4557.0 |
- |
4621.363 |
20260116 |
28 |
498 |
| CFFEX.IF2602 |
0.008033 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4621.363 |
20260220 |
48 |
498 |
| CFFEX.IF2603 |
0.008033 |
0.008863 |
-0.00083 |
-0.009816 |
-0.000147 |
-0.035455 |
- |
4576.0 |
4535.8 |
- |
4621.363 |
20260320 |
67 |
498 |
| CFFEX.IF2606 |
0.008033 |
0.00918 |
-0.001148 |
-0.019986 |
-0.000157 |
-0.038084 |
- |
4529.0 |
4487.8 |
- |
4621.363 |
20260619 |
127 |
498 |
| CFFEX.IH2511 |
0.005546 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3018.657 |
20251121 |
0 |
498 |
| CFFEX.IH2512 |
0.005546 |
0.005872 |
-0.000326 |
-0.001211 |
-0.000121 |
-0.029317 |
- |
3015.0 |
2997.4 |
- |
3018.657 |
20251219 |
10 |
498 |
| CFFEX.IH2601 |
0.005546 |
0.006286 |
-0.000741 |
-0.003067 |
-0.00011 |
-0.026504 |
- |
3009.4 |
2990.6 |
- |
3018.657 |
20260116 |
28 |
498 |
| CFFEX.IH2602 |
0.005546 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3018.657 |
20260220 |
48 |
498 |
| CFFEX.IH2603 |
0.005546 |
0.006024 |
-0.000478 |
-0.004193 |
-0.000063 |
-0.015145 |
- |
3006.0 |
2988.0 |
- |
3018.657 |
20260320 |
67 |
498 |
| CFFEX.IH2606 |
0.005546 |
0.005513 |
0.000032 |
-0.009162 |
-0.000072 |
-0.017458 |
- |
2991.0 |
2974.6 |
- |
3018.657 |
20260619 |
127 |
498 |