|
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_20251217_151410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.014803 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7287.933 |
20251121 |
0 |
505 |
| CFFEX.IM2512 |
0.014803 |
0.014745 |
0.000059 |
0.00097 |
0.000323 |
0.078221 |
- |
7295.0 |
7189.0 |
- |
7287.933 |
20251219 |
3 |
505 |
| CFFEX.IM2601 |
0.014803 |
0.015539 |
-0.000736 |
-0.008224 |
-0.000392 |
-0.094767 |
- |
7228.0 |
7117.4 |
- |
7287.933 |
20260116 |
21 |
505 |
| CFFEX.IM2602 |
0.014803 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7287.933 |
20260220 |
41 |
505 |
| CFFEX.IM2603 |
0.014803 |
0.016264 |
-0.00146 |
-0.029437 |
-0.000491 |
-0.118728 |
- |
7073.4 |
6960.2 |
- |
7287.933 |
20260320 |
60 |
505 |
| CFFEX.IM2606 |
0.014803 |
0.016913 |
-0.00211 |
-0.062807 |
-0.000523 |
-0.126661 |
- |
6830.2 |
6716.6 |
- |
7287.933 |
20260619 |
120 |
505 |
| CFFEX.IC2511 |
0.019349 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7136.790 |
20251121 |
0 |
505 |
| CFFEX.IC2512 |
0.019349 |
0.019486 |
-0.000137 |
0.001403 |
0.000468 |
0.113142 |
- |
7146.8 |
7010.2 |
- |
7136.790 |
20251219 |
3 |
505 |
| CFFEX.IC2601 |
0.019349 |
0.021324 |
-0.001974 |
-0.004062 |
-0.000193 |
-0.04681 |
- |
7107.8 |
6959.4 |
- |
7136.790 |
20260116 |
21 |
505 |
| CFFEX.IC2602 |
0.019349 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7136.790 |
20260220 |
41 |
505 |
| CFFEX.IC2603 |
0.019349 |
0.022299 |
-0.002949 |
-0.019727 |
-0.000329 |
-0.079567 |
- |
6996.0 |
6843.4 |
- |
7136.790 |
20260320 |
60 |
505 |
| CFFEX.IC2606 |
0.019349 |
0.023296 |
-0.003946 |
-0.047219 |
-0.000393 |
-0.095224 |
- |
6799.8 |
6645.0 |
- |
7136.790 |
20260619 |
120 |
505 |
| CFFEX.IF2511 |
0.018503 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4580.773 |
20251121 |
0 |
505 |
| CFFEX.IF2512 |
0.018503 |
0.017513 |
0.00099 |
-0.000562 |
-0.000187 |
-0.04531 |
- |
4578.2 |
4499.4 |
- |
4580.773 |
20251219 |
3 |
505 |
| CFFEX.IF2601 |
0.018503 |
0.017232 |
0.001271 |
-0.005146 |
-0.000245 |
-0.059302 |
- |
4557.2 |
4480.0 |
- |
4580.773 |
20260116 |
21 |
505 |
| CFFEX.IF2602 |
0.018503 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4580.773 |
20260220 |
41 |
505 |
| CFFEX.IF2603 |
0.018503 |
0.018107 |
0.000396 |
-0.010647 |
-0.000177 |
-0.042944 |
- |
4532.0 |
4451.4 |
- |
4580.773 |
20260320 |
60 |
505 |
| CFFEX.IF2606 |
0.018503 |
0.016653 |
0.00185 |
-0.021781 |
-0.000182 |
-0.043925 |
- |
4481.0 |
4407.6 |
- |
4580.773 |
20260619 |
120 |
505 |
| CFFEX.IH2511 |
0.012942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2993.027 |
20251121 |
0 |
505 |
| CFFEX.IH2512 |
0.012942 |
0.01213 |
0.000812 |
-0.001947 |
-0.000649 |
-0.157047 |
- |
2987.2 |
2951.4 |
- |
2993.027 |
20251219 |
3 |
505 |
| CFFEX.IH2601 |
0.012942 |
0.012018 |
0.000924 |
-0.004018 |
-0.000191 |
-0.046307 |
- |
2981.0 |
2945.6 |
- |
2993.027 |
20260116 |
21 |
505 |
| CFFEX.IH2602 |
0.012942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2993.027 |
20260220 |
41 |
505 |
| CFFEX.IH2603 |
0.012942 |
0.012501 |
0.000441 |
-0.004152 |
-0.000069 |
-0.016746 |
- |
2980.6 |
2943.8 |
- |
2993.027 |
20260320 |
60 |
505 |
| CFFEX.IH2606 |
0.012942 |
0.014067 |
-0.001126 |
-0.007694 |
-0.000064 |
-0.015515 |
- |
2970.0 |
2928.8 |
- |
2993.027 |
20260619 |
120 |
505 |