|
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_20251209_151400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.005443 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7382.639 |
20251121 |
0 |
499 |
| CFFEX.IM2512 |
-0.005443 |
-0.004417 |
-0.001026 |
-0.004719 |
-0.000524 |
-0.12689 |
- |
7347.8 |
7380.4 |
- |
7382.639 |
20251219 |
9 |
499 |
| CFFEX.IM2601 |
-0.005443 |
-0.004518 |
-0.000925 |
-0.015176 |
-0.000562 |
-0.136022 |
- |
7270.6 |
7303.6 |
- |
7382.639 |
20260116 |
27 |
499 |
| CFFEX.IM2602 |
-0.005443 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7382.639 |
20260220 |
47 |
499 |
| CFFEX.IM2603 |
-0.005443 |
-0.004786 |
-0.000657 |
-0.036713 |
-0.000556 |
-0.134614 |
- |
7111.6 |
7145.8 |
- |
7382.639 |
20260320 |
66 |
499 |
| CFFEX.IM2606 |
-0.005443 |
-0.004464 |
-0.00098 |
-0.06952 |
-0.000552 |
-0.133522 |
- |
6869.4 |
6900.2 |
- |
7382.639 |
20260619 |
126 |
499 |
| CFFEX.IC2511 |
-0.006643 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7124.722 |
20251121 |
0 |
499 |
| CFFEX.IC2512 |
-0.006643 |
-0.006943 |
0.0003 |
-0.004256 |
-0.000473 |
-0.114436 |
- |
7094.4 |
7144.0 |
- |
7124.722 |
20251219 |
9 |
499 |
| CFFEX.IC2601 |
-0.006643 |
-0.007277 |
0.000635 |
-0.01206 |
-0.000447 |
-0.108091 |
- |
7038.8 |
7090.4 |
- |
7124.722 |
20260116 |
27 |
499 |
| CFFEX.IC2602 |
-0.006643 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7124.722 |
20260220 |
47 |
499 |
| CFFEX.IC2603 |
-0.006643 |
-0.00783 |
0.001188 |
-0.028987 |
-0.000439 |
-0.106284 |
- |
6918.2 |
6972.8 |
- |
7124.722 |
20260320 |
66 |
499 |
| CFFEX.IC2606 |
-0.006643 |
-0.006925 |
0.000282 |
-0.057984 |
-0.00046 |
-0.111367 |
- |
6711.6 |
6758.4 |
- |
7124.722 |
20260619 |
126 |
499 |
| CFFEX.IF2511 |
-0.004955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4598.855 |
20251121 |
0 |
499 |
| CFFEX.IF2512 |
-0.004955 |
-0.006503 |
0.001548 |
-0.003404 |
-0.000378 |
-0.091533 |
- |
4583.2 |
4613.2 |
- |
4598.855 |
20251219 |
9 |
499 |
| CFFEX.IF2601 |
-0.004955 |
-0.006395 |
0.00144 |
-0.006709 |
-0.000248 |
-0.060135 |
- |
4568.0 |
4597.4 |
- |
4598.855 |
20260116 |
27 |
499 |
| CFFEX.IF2602 |
-0.004955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4598.855 |
20260220 |
47 |
499 |
| CFFEX.IF2603 |
-0.004955 |
-0.007037 |
0.002082 |
-0.011971 |
-0.000181 |
-0.043895 |
- |
4543.8 |
4576.0 |
- |
4598.855 |
20260320 |
66 |
499 |
| CFFEX.IF2606 |
-0.004955 |
-0.006668 |
0.001713 |
-0.021757 |
-0.000173 |
-0.041786 |
- |
4498.8 |
4529.0 |
- |
4598.855 |
20260619 |
126 |
499 |
| CFFEX.IH2511 |
-0.007019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2998.170 |
20251121 |
0 |
499 |
| CFFEX.IH2512 |
-0.007019 |
-0.007761 |
0.000742 |
-0.002191 |
-0.000243 |
-0.058923 |
- |
2991.6 |
3015.0 |
- |
2998.170 |
20251219 |
9 |
499 |
| CFFEX.IH2601 |
-0.007019 |
-0.007909 |
0.00089 |
-0.004193 |
-0.000155 |
-0.037578 |
- |
2985.6 |
3009.4 |
- |
2998.170 |
20260116 |
27 |
499 |
| CFFEX.IH2602 |
-0.007019 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2998.170 |
20260220 |
47 |
499 |
| CFFEX.IH2603 |
-0.007019 |
-0.008051 |
0.001032 |
-0.00546 |
-0.000083 |
-0.02002 |
- |
2981.8 |
3006.0 |
- |
2998.170 |
20260320 |
66 |
499 |
| CFFEX.IH2606 |
-0.007019 |
-0.007823 |
0.000805 |
-0.010196 |
-0.000081 |
-0.019583 |
- |
2967.6 |
2991.0 |
- |
2998.170 |
20260619 |
126 |
499 |