|
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_20251218_151425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.001820 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7275.473 |
20251121 |
0 |
506 |
| CFFEX.IM2512 |
-0.001820 |
-0.002577 |
0.000757 |
0.0001 |
0.00005 |
0.012091 |
- |
7276.2 |
7295.0 |
- |
7275.473 |
20251219 |
2 |
506 |
| CFFEX.IM2601 |
-0.001820 |
-0.002075 |
0.000255 |
-0.008587 |
-0.000429 |
-0.1039 |
- |
7213.0 |
7228.0 |
- |
7275.473 |
20260116 |
20 |
506 |
| CFFEX.IM2602 |
-0.001820 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7275.473 |
20260220 |
40 |
506 |
| CFFEX.IM2603 |
-0.001820 |
-0.001131 |
-0.000689 |
-0.028792 |
-0.000488 |
-0.118095 |
- |
7066.0 |
7074.0 |
- |
7275.473 |
20260320 |
59 |
506 |
| CFFEX.IM2606 |
-0.001820 |
-0.001171 |
-0.000649 |
-0.062302 |
-0.000524 |
-0.126697 |
- |
6822.2 |
6830.2 |
- |
7275.473 |
20260619 |
119 |
506 |
| CFFEX.IC2511 |
-0.004643 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7104.694 |
20251121 |
0 |
506 |
| CFFEX.IC2512 |
-0.004643 |
-0.006408 |
0.001766 |
-0.00052 |
-0.00026 |
-0.062912 |
- |
7101.0 |
7146.8 |
- |
7104.694 |
20251219 |
2 |
506 |
| CFFEX.IC2601 |
-0.004643 |
-0.005346 |
0.000703 |
-0.004911 |
-0.000246 |
-0.059428 |
- |
7069.8 |
7107.8 |
- |
7104.694 |
20260116 |
20 |
506 |
| CFFEX.IC2602 |
-0.004643 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7104.694 |
20260220 |
40 |
506 |
| CFFEX.IC2603 |
-0.004643 |
-0.003202 |
-0.001441 |
-0.018452 |
-0.000313 |
-0.075683 |
- |
6973.6 |
6996.0 |
- |
7104.694 |
20260320 |
59 |
506 |
| CFFEX.IC2606 |
-0.004643 |
-0.0035 |
-0.001143 |
-0.046264 |
-0.000389 |
-0.094084 |
- |
6776.0 |
6799.8 |
- |
7104.694 |
20260619 |
119 |
506 |
| CFFEX.IF2511 |
-0.005878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4552.953 |
20251121 |
0 |
506 |
| CFFEX.IF2512 |
-0.005878 |
-0.006072 |
0.000194 |
-0.000561 |
-0.00028 |
-0.067849 |
- |
4550.4 |
4578.2 |
- |
4552.953 |
20251219 |
2 |
506 |
| CFFEX.IF2601 |
-0.005878 |
-0.005705 |
-0.000173 |
-0.004778 |
-0.000239 |
-0.057811 |
- |
4531.2 |
4557.2 |
- |
4552.953 |
20260116 |
20 |
506 |
| CFFEX.IF2602 |
-0.005878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4552.953 |
20260220 |
40 |
506 |
| CFFEX.IF2603 |
-0.005878 |
-0.005958 |
0.000079 |
-0.010532 |
-0.000179 |
-0.0432 |
- |
4505.0 |
4532.0 |
- |
4552.953 |
20260320 |
59 |
506 |
| CFFEX.IF2606 |
-0.005878 |
-0.005713 |
-0.000165 |
-0.021426 |
-0.00018 |
-0.043573 |
- |
4455.4 |
4481.0 |
- |
4552.953 |
20260619 |
119 |
506 |
| CFFEX.IH2511 |
0.002175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2998.185 |
20251121 |
0 |
506 |
| CFFEX.IH2512 |
0.002175 |
0.002611 |
-0.000436 |
-0.001062 |
-0.000531 |
-0.128539 |
- |
2995.0 |
2987.2 |
- |
2998.185 |
20251219 |
2 |
506 |
| CFFEX.IH2601 |
0.002175 |
0.002751 |
-0.000576 |
-0.002997 |
-0.00015 |
-0.036261 |
- |
2989.2 |
2981.0 |
- |
2998.185 |
20260116 |
20 |
506 |
| CFFEX.IH2602 |
0.002175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2998.185 |
20260220 |
40 |
506 |
| CFFEX.IH2603 |
0.002175 |
0.001812 |
0.000363 |
-0.004064 |
-0.000069 |
-0.01667 |
- |
2986.0 |
2980.6 |
- |
2998.185 |
20260320 |
59 |
506 |
| CFFEX.IH2606 |
0.002175 |
0.00202 |
0.000155 |
-0.007399 |
-0.000062 |
-0.015048 |
- |
2976.0 |
2970.0 |
- |
2998.185 |
20260619 |
119 |
506 |