|
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_20251216_151407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.017107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7184.040 |
20251121 |
0 |
504 |
| CFFEX.IM2512 |
-0.017107 |
-0.016284 |
-0.000824 |
0.00069 |
0.000173 |
0.04177 |
- |
7189.0 |
7308.0 |
- |
7184.040 |
20251219 |
4 |
504 |
| CFFEX.IM2601 |
-0.017107 |
-0.016282 |
-0.000826 |
-0.009276 |
-0.000422 |
-0.102037 |
- |
7117.4 |
7235.2 |
- |
7184.040 |
20260116 |
22 |
504 |
| CFFEX.IM2602 |
-0.017107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7184.040 |
20260220 |
42 |
504 |
| CFFEX.IM2603 |
-0.017107 |
-0.015948 |
-0.001159 |
-0.031158 |
-0.000511 |
-0.12361 |
- |
6960.2 |
7073.0 |
- |
7184.040 |
20260320 |
61 |
504 |
| CFFEX.IM2606 |
-0.017107 |
-0.016344 |
-0.000763 |
-0.065066 |
-0.000538 |
-0.130133 |
- |
6716.6 |
6828.2 |
- |
7184.040 |
20260619 |
121 |
504 |
| CFFEX.IC2511 |
-0.015742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7001.977 |
20251121 |
0 |
504 |
| CFFEX.IC2512 |
-0.015742 |
-0.01484 |
-0.000901 |
0.001174 |
0.000294 |
0.07105 |
- |
7010.2 |
7115.8 |
- |
7001.977 |
20251219 |
4 |
504 |
| CFFEX.IC2601 |
-0.015742 |
-0.014361 |
-0.001381 |
-0.006081 |
-0.000276 |
-0.066888 |
- |
6959.4 |
7060.8 |
- |
7001.977 |
20260116 |
22 |
504 |
| CFFEX.IC2602 |
-0.015742 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7001.977 |
20260220 |
42 |
504 |
| CFFEX.IC2603 |
-0.015742 |
-0.014033 |
-0.001709 |
-0.022647 |
-0.000371 |
-0.089847 |
- |
6843.4 |
6940.8 |
- |
7001.977 |
20260320 |
61 |
504 |
| CFFEX.IC2606 |
-0.015742 |
-0.014534 |
-0.001208 |
-0.050982 |
-0.000421 |
-0.101965 |
- |
6645.0 |
6743.0 |
- |
7001.977 |
20260619 |
121 |
504 |
| CFFEX.IF2511 |
-0.011673 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4498.925 |
20251121 |
0 |
504 |
| CFFEX.IF2512 |
-0.011673 |
-0.010164 |
-0.001509 |
0.000106 |
0.000026 |
0.006388 |
- |
4499.4 |
4545.6 |
- |
4498.925 |
20251219 |
4 |
504 |
| CFFEX.IF2601 |
-0.011673 |
-0.010557 |
-0.001116 |
-0.004207 |
-0.000191 |
-0.046272 |
- |
4480.0 |
4527.8 |
- |
4498.925 |
20260116 |
22 |
504 |
| CFFEX.IF2602 |
-0.011673 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4498.925 |
20260220 |
42 |
504 |
| CFFEX.IF2603 |
-0.011673 |
-0.01102 |
-0.000653 |
-0.010564 |
-0.000173 |
-0.041908 |
- |
4451.4 |
4501.0 |
- |
4498.925 |
20260320 |
61 |
504 |
| CFFEX.IF2606 |
-0.011673 |
-0.011439 |
-0.000234 |
-0.020299 |
-0.000168 |
-0.040599 |
- |
4407.6 |
4458.6 |
- |
4498.925 |
20260619 |
121 |
504 |
| CFFEX.IH2511 |
-0.010519 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2955.646 |
20251121 |
0 |
504 |
| CFFEX.IH2512 |
-0.010519 |
-0.010926 |
0.000406 |
-0.001504 |
-0.000376 |
-0.091007 |
- |
2951.2 |
2983.8 |
- |
2955.646 |
20251219 |
4 |
504 |
| CFFEX.IH2601 |
-0.010519 |
-0.011079 |
0.00056 |
-0.003399 |
-0.000154 |
-0.037388 |
- |
2945.6 |
2978.6 |
- |
2955.646 |
20260116 |
22 |
504 |
| CFFEX.IH2602 |
-0.010519 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2955.646 |
20260220 |
42 |
504 |
| CFFEX.IH2603 |
-0.010519 |
-0.011152 |
0.000633 |
-0.004008 |
-0.000066 |
-0.0159 |
- |
2943.8 |
2977.0 |
- |
2955.646 |
20260320 |
61 |
504 |
| CFFEX.IH2606 |
-0.010519 |
-0.011676 |
0.001156 |
-0.009083 |
-0.000075 |
-0.018166 |
- |
2928.8 |
2963.4 |
- |
2955.646 |
20260619 |
121 |
504 |