|
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_20251211_151346 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.012654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7314.502 |
20251121 |
0 |
501 |
| CFFEX.IM2512 |
-0.012654 |
-0.009062 |
-0.003592 |
-0.001354 |
-0.000193 |
-0.046801 |
- |
7304.6 |
7371.4 |
- |
7314.502 |
20251219 |
7 |
501 |
| CFFEX.IM2601 |
-0.012654 |
-0.009218 |
-0.003436 |
-0.012537 |
-0.000501 |
-0.121358 |
- |
7222.8 |
7290.0 |
- |
7314.502 |
20260116 |
25 |
501 |
| CFFEX.IM2602 |
-0.012654 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7314.502 |
20260220 |
45 |
501 |
| CFFEX.IM2603 |
-0.012654 |
-0.008423 |
-0.00423 |
-0.034384 |
-0.000537 |
-0.130015 |
- |
7063.0 |
7123.0 |
- |
7314.502 |
20260320 |
64 |
501 |
| CFFEX.IM2606 |
-0.012654 |
-0.008345 |
-0.004308 |
-0.067524 |
-0.000545 |
-0.13178 |
- |
6820.6 |
6878.0 |
- |
7314.502 |
20260619 |
124 |
501 |
| CFFEX.IC2511 |
-0.009750 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7086.223 |
20251121 |
0 |
501 |
| CFFEX.IC2512 |
-0.009750 |
-0.006711 |
-0.003039 |
-0.001668 |
-0.000238 |
-0.057681 |
- |
7074.4 |
7122.2 |
- |
7086.223 |
20251219 |
7 |
501 |
| CFFEX.IC2601 |
-0.009750 |
-0.007076 |
-0.002674 |
-0.009938 |
-0.000398 |
-0.0962 |
- |
7015.8 |
7065.8 |
- |
7086.223 |
20260116 |
25 |
501 |
| CFFEX.IC2602 |
-0.009750 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7086.223 |
20260220 |
45 |
501 |
| CFFEX.IC2603 |
-0.009750 |
-0.007028 |
-0.002722 |
-0.026957 |
-0.000421 |
-0.101931 |
- |
6895.2 |
6944.0 |
- |
7086.223 |
20260320 |
64 |
501 |
| CFFEX.IC2606 |
-0.009750 |
-0.006238 |
-0.003512 |
-0.055773 |
-0.00045 |
-0.108848 |
- |
6691.0 |
6733.0 |
- |
7086.223 |
20260619 |
124 |
501 |
| CFFEX.IF2511 |
-0.009169 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4549.726 |
20251121 |
0 |
501 |
| CFFEX.IF2512 |
-0.009169 |
-0.007564 |
-0.001605 |
-0.002226 |
-0.000318 |
-0.076943 |
- |
4539.6 |
4574.2 |
- |
4549.726 |
20251219 |
7 |
501 |
| CFFEX.IF2601 |
-0.009169 |
-0.007636 |
-0.001533 |
-0.005918 |
-0.000237 |
-0.057288 |
- |
4522.8 |
4557.6 |
- |
4549.726 |
20260116 |
25 |
501 |
| CFFEX.IF2602 |
-0.009169 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4549.726 |
20260220 |
45 |
501 |
| CFFEX.IF2603 |
-0.009169 |
-0.008293 |
-0.000876 |
-0.011677 |
-0.000182 |
-0.044153 |
- |
4496.6 |
4534.2 |
- |
4549.726 |
20260320 |
64 |
501 |
| CFFEX.IF2606 |
-0.009169 |
-0.007576 |
-0.001593 |
-0.021084 |
-0.00017 |
-0.041148 |
- |
4453.8 |
4487.8 |
- |
4549.726 |
20260619 |
124 |
501 |
| CFFEX.IH2511 |
-0.005539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2972.084 |
20251121 |
0 |
501 |
| CFFEX.IH2512 |
-0.005539 |
-0.00369 |
-0.001849 |
-0.000768 |
-0.00011 |
-0.026568 |
- |
2969.8 |
2980.8 |
- |
2972.084 |
20251219 |
7 |
501 |
| CFFEX.IH2601 |
-0.005539 |
-0.004034 |
-0.001505 |
-0.003191 |
-0.000128 |
-0.030889 |
- |
2962.6 |
2974.6 |
- |
2972.084 |
20260116 |
25 |
501 |
| CFFEX.IH2602 |
-0.005539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2972.084 |
20260220 |
45 |
501 |
| CFFEX.IH2603 |
-0.005539 |
-0.002962 |
-0.002576 |
-0.00346 |
-0.000054 |
-0.013084 |
- |
2961.8 |
2970.6 |
- |
2972.084 |
20260320 |
64 |
501 |
| CFFEX.IH2606 |
-0.005539 |
-0.002706 |
-0.002832 |
-0.008103 |
-0.000065 |
-0.015815 |
- |
2948.0 |
2956.0 |
- |
2972.084 |
20260619 |
124 |
501 |