|
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_20251210_151450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.004197 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7411.558 |
20251121 |
0 |
500 |
| CFFEX.IM2512 |
0.004197 |
0.003212 |
0.000985 |
-0.005418 |
-0.000677 |
-0.163903 |
- |
7371.4 |
7347.8 |
- |
7411.558 |
20251219 |
8 |
500 |
| CFFEX.IM2601 |
0.004197 |
0.002696 |
0.001501 |
-0.016374 |
-0.00063 |
-0.152406 |
- |
7290.2 |
7270.6 |
- |
7411.558 |
20260116 |
26 |
500 |
| CFFEX.IM2602 |
0.004197 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7411.558 |
20260220 |
46 |
500 |
| CFFEX.IM2603 |
0.004197 |
0.001603 |
0.002594 |
-0.038934 |
-0.000599 |
-0.144952 |
- |
7123.0 |
7111.6 |
- |
7411.558 |
20260320 |
65 |
500 |
| CFFEX.IM2606 |
0.004197 |
0.001252 |
0.002945 |
-0.07199 |
-0.000576 |
-0.139373 |
- |
6878.0 |
6869.4 |
- |
7411.558 |
20260619 |
125 |
500 |
| CFFEX.IC2511 |
0.005174 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7158.174 |
20251121 |
0 |
500 |
| CFFEX.IC2512 |
0.005174 |
0.003919 |
0.001256 |
-0.005026 |
-0.000628 |
-0.152024 |
- |
7122.2 |
7094.4 |
- |
7158.174 |
20251219 |
8 |
500 |
| CFFEX.IC2601 |
0.005174 |
0.003836 |
0.001338 |
-0.012905 |
-0.000496 |
-0.120113 |
- |
7065.8 |
7038.8 |
- |
7158.174 |
20260116 |
26 |
500 |
| CFFEX.IC2602 |
0.005174 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7158.174 |
20260220 |
46 |
500 |
| CFFEX.IC2603 |
0.005174 |
0.003729 |
0.001445 |
-0.02992 |
-0.00046 |
-0.111395 |
- |
6944.0 |
6918.2 |
- |
7158.174 |
20260320 |
65 |
500 |
| CFFEX.IC2606 |
0.005174 |
0.003189 |
0.001986 |
-0.059397 |
-0.000475 |
-0.114993 |
- |
6733.0 |
6711.6 |
- |
7158.174 |
20260619 |
125 |
500 |
| CFFEX.IF2511 |
-0.001391 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4591.827 |
20251121 |
0 |
500 |
| CFFEX.IF2512 |
-0.001391 |
-0.001964 |
0.000573 |
-0.003839 |
-0.00048 |
-0.116123 |
- |
4574.2 |
4583.2 |
- |
4591.827 |
20251219 |
8 |
500 |
| CFFEX.IF2601 |
-0.001391 |
-0.002277 |
0.000886 |
-0.007454 |
-0.000287 |
-0.069379 |
- |
4557.6 |
4568.0 |
- |
4591.827 |
20260116 |
26 |
500 |
| CFFEX.IF2602 |
-0.001391 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4591.827 |
20260220 |
46 |
500 |
| CFFEX.IF2603 |
-0.001391 |
-0.002113 |
0.000722 |
-0.01255 |
-0.000193 |
-0.046724 |
- |
4534.2 |
4543.8 |
- |
4591.827 |
20260320 |
65 |
500 |
| CFFEX.IF2606 |
-0.001391 |
-0.002445 |
0.001054 |
-0.022655 |
-0.000181 |
-0.04386 |
- |
4487.8 |
4498.8 |
- |
4591.827 |
20260619 |
125 |
500 |
| CFFEX.IH2511 |
-0.003313 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2988.029 |
20251121 |
0 |
500 |
| CFFEX.IH2512 |
-0.003313 |
-0.00361 |
0.000297 |
-0.002419 |
-0.000302 |
-0.073184 |
- |
2980.8 |
2991.6 |
- |
2988.029 |
20251219 |
8 |
500 |
| CFFEX.IH2601 |
-0.003313 |
-0.003684 |
0.000372 |
-0.004494 |
-0.000173 |
-0.041831 |
- |
2974.6 |
2985.6 |
- |
2988.029 |
20260116 |
26 |
500 |
| CFFEX.IH2602 |
-0.003313 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2988.029 |
20260220 |
46 |
500 |
| CFFEX.IH2603 |
-0.003313 |
-0.003756 |
0.000443 |
-0.005833 |
-0.00009 |
-0.021716 |
- |
2970.6 |
2981.8 |
- |
2988.029 |
20260320 |
65 |
500 |
| CFFEX.IH2606 |
-0.003313 |
-0.003909 |
0.000596 |
-0.010719 |
-0.000086 |
-0.020752 |
- |
2956.0 |
2967.6 |
- |
2988.029 |
20260619 |
125 |
500 |