|
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_20251215_151412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.007953 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7312.318 |
20251121 |
0 |
503 |
| CFFEX.IM2512 |
-0.007953 |
-0.007308 |
-0.000645 |
-0.000591 |
-0.000118 |
-0.028581 |
- |
7308.0 |
7361.8 |
- |
7312.318 |
20251219 |
5 |
503 |
| CFFEX.IM2601 |
-0.007953 |
-0.007 |
-0.000954 |
-0.010546 |
-0.000459 |
-0.110966 |
- |
7235.2 |
7286.2 |
- |
7312.318 |
20260116 |
23 |
503 |
| CFFEX.IM2602 |
-0.007953 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7312.318 |
20260220 |
43 |
503 |
| CFFEX.IM2603 |
-0.007953 |
-0.006573 |
-0.00138 |
-0.032728 |
-0.000528 |
-0.127745 |
- |
7073.0 |
7119.8 |
- |
7312.318 |
20260320 |
62 |
503 |
| CFFEX.IM2606 |
-0.007953 |
-0.007529 |
-0.000424 |
-0.066206 |
-0.000543 |
-0.131326 |
- |
6828.2 |
6880.0 |
- |
7312.318 |
20260619 |
122 |
503 |
| CFFEX.IC2511 |
-0.007539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7115.737 |
20251121 |
0 |
503 |
| CFFEX.IC2512 |
-0.007539 |
-0.008113 |
0.000573 |
0.000009 |
0.000002 |
0.000429 |
- |
7115.8 |
7174.0 |
- |
7115.737 |
20251219 |
5 |
503 |
| CFFEX.IC2601 |
-0.007539 |
-0.007618 |
0.000079 |
-0.00772 |
-0.000336 |
-0.081233 |
- |
7060.8 |
7115.0 |
- |
7115.737 |
20260116 |
23 |
503 |
| CFFEX.IC2602 |
-0.007539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7115.737 |
20260220 |
43 |
503 |
| CFFEX.IC2603 |
-0.007539 |
-0.008287 |
0.000748 |
-0.024585 |
-0.000397 |
-0.095959 |
- |
6940.8 |
6998.8 |
- |
7115.737 |
20260320 |
62 |
503 |
| CFFEX.IC2606 |
-0.007539 |
-0.007711 |
0.000172 |
-0.052382 |
-0.000429 |
-0.103905 |
- |
6743.0 |
6795.4 |
- |
7115.737 |
20260619 |
122 |
503 |
| CFFEX.IF2511 |
-0.006159 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4552.737 |
20251121 |
0 |
503 |
| CFFEX.IF2512 |
-0.006159 |
-0.006209 |
0.00005 |
-0.001568 |
-0.000314 |
-0.075873 |
- |
4545.6 |
4574.0 |
- |
4552.737 |
20251219 |
5 |
503 |
| CFFEX.IF2601 |
-0.006159 |
-0.006102 |
-0.000056 |
-0.005477 |
-0.000238 |
-0.057631 |
- |
4527.8 |
4555.6 |
- |
4552.737 |
20260116 |
23 |
503 |
| CFFEX.IF2602 |
-0.006159 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4552.737 |
20260220 |
43 |
503 |
| CFFEX.IF2603 |
-0.006159 |
-0.006621 |
0.000462 |
-0.011364 |
-0.000183 |
-0.044356 |
- |
4501.0 |
4531.0 |
- |
4552.737 |
20260320 |
62 |
503 |
| CFFEX.IF2606 |
-0.006159 |
-0.006772 |
0.000613 |
-0.020677 |
-0.000169 |
-0.041015 |
- |
4458.6 |
4489.0 |
- |
4552.737 |
20260619 |
122 |
503 |
| CFFEX.IH2511 |
-0.002466 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2987.259 |
20251121 |
0 |
503 |
| CFFEX.IH2512 |
-0.002466 |
-0.001004 |
-0.001462 |
-0.001158 |
-0.000232 |
-0.056043 |
- |
2983.8 |
2986.8 |
- |
2987.259 |
20251219 |
5 |
503 |
| CFFEX.IH2601 |
-0.002466 |
-0.00047 |
-0.001996 |
-0.002899 |
-0.000126 |
-0.030499 |
- |
2978.6 |
2980.0 |
- |
2987.259 |
20260116 |
23 |
503 |
| CFFEX.IH2602 |
-0.002466 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2987.259 |
20260220 |
43 |
503 |
| CFFEX.IH2603 |
-0.002466 |
-0.00094 |
-0.001527 |
-0.003434 |
-0.000055 |
-0.013405 |
- |
2977.0 |
2979.8 |
- |
2987.259 |
20260320 |
62 |
503 |
| CFFEX.IH2606 |
-0.002466 |
-0.001011 |
-0.001455 |
-0.007987 |
-0.000065 |
-0.015843 |
- |
2963.4 |
2966.4 |
- |
2987.259 |
20260619 |
122 |
503 |