|
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_20251212_151430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.007483 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7366.714 |
20251121 |
0 |
502 |
| CFFEX.IM2512 |
0.007483 |
0.007831 |
-0.000347 |
-0.000667 |
-0.000111 |
-0.026905 |
- |
7361.8 |
7304.6 |
- |
7366.714 |
20251219 |
6 |
502 |
| CFFEX.IM2601 |
0.007483 |
0.008778 |
-0.001294 |
-0.010929 |
-0.000455 |
-0.110205 |
- |
7286.2 |
7222.8 |
- |
7366.714 |
20260116 |
24 |
502 |
| CFFEX.IM2602 |
0.007483 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7366.714 |
20260220 |
44 |
502 |
| CFFEX.IM2603 |
0.007483 |
0.008042 |
-0.000558 |
-0.033518 |
-0.000532 |
-0.12875 |
- |
7119.8 |
7063.0 |
- |
7366.714 |
20260320 |
63 |
502 |
| CFFEX.IM2606 |
0.007483 |
0.008709 |
-0.001225 |
-0.066069 |
-0.000537 |
-0.12999 |
- |
6880.0 |
6820.6 |
- |
7366.714 |
20260619 |
123 |
502 |
| CFFEX.IC2511 |
0.012953 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7174.637 |
20251121 |
0 |
502 |
| CFFEX.IC2512 |
0.012953 |
0.014079 |
-0.001126 |
-0.000089 |
-0.000015 |
-0.003581 |
- |
7174.0 |
7074.4 |
- |
7174.637 |
20251219 |
6 |
502 |
| CFFEX.IC2601 |
0.012953 |
0.01414 |
-0.001187 |
-0.008312 |
-0.000346 |
-0.083815 |
- |
7115.0 |
7015.8 |
- |
7174.637 |
20260116 |
24 |
502 |
| CFFEX.IC2602 |
0.012953 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7174.637 |
20260220 |
44 |
502 |
| CFFEX.IC2603 |
0.012953 |
0.015202 |
-0.002249 |
-0.024508 |
-0.000389 |
-0.094142 |
- |
6998.8 |
6894.0 |
- |
7174.637 |
20260320 |
63 |
502 |
| CFFEX.IC2606 |
0.012953 |
0.015603 |
-0.00265 |
-0.052858 |
-0.00043 |
-0.103997 |
- |
6795.4 |
6691.0 |
- |
7174.637 |
20260619 |
123 |
502 |
| CFFEX.IF2511 |
0.005218 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4575.938 |
20251121 |
0 |
502 |
| CFFEX.IF2512 |
0.005218 |
0.007578 |
-0.00236 |
-0.000424 |
-0.000071 |
-0.017082 |
- |
4574.0 |
4539.6 |
- |
4575.938 |
20251219 |
6 |
502 |
| CFFEX.IF2601 |
0.005218 |
0.007252 |
-0.002034 |
-0.004445 |
-0.000185 |
-0.044816 |
- |
4555.6 |
4522.8 |
- |
4575.938 |
20260116 |
24 |
502 |
| CFFEX.IF2602 |
0.005218 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4575.938 |
20260220 |
44 |
502 |
| CFFEX.IF2603 |
0.005218 |
0.00765 |
-0.002432 |
-0.009821 |
-0.000156 |
-0.037723 |
- |
4531.0 |
4496.6 |
- |
4575.938 |
20260320 |
63 |
502 |
| CFFEX.IF2606 |
0.005218 |
0.007903 |
-0.002685 |
-0.018999 |
-0.000154 |
-0.03738 |
- |
4489.0 |
4453.8 |
- |
4575.938 |
20260619 |
123 |
502 |
| CFFEX.IH2511 |
0.004609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2990.754 |
20251121 |
0 |
502 |
| CFFEX.IH2512 |
0.004609 |
0.005724 |
-0.001115 |
-0.001322 |
-0.00022 |
-0.053324 |
- |
2986.8 |
2969.8 |
- |
2990.754 |
20251219 |
6 |
502 |
| CFFEX.IH2601 |
0.004609 |
0.005873 |
-0.001264 |
-0.003596 |
-0.00015 |
-0.036257 |
- |
2980.0 |
2962.6 |
- |
2990.754 |
20260116 |
24 |
502 |
| CFFEX.IH2602 |
0.004609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2990.754 |
20260220 |
44 |
502 |
| CFFEX.IH2603 |
0.004609 |
0.005942 |
-0.001333 |
-0.003796 |
-0.00006 |
-0.014583 |
- |
2979.4 |
2961.8 |
- |
2990.754 |
20260320 |
63 |
502 |
| CFFEX.IH2606 |
0.004609 |
0.006242 |
-0.001632 |
-0.008143 |
-0.000066 |
-0.016021 |
- |
2966.4 |
2948.0 |
- |
2990.754 |
20260619 |
123 |
502 |