|
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_20251219_151503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.007830 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7329.343 |
20251121 |
0 |
507 |
| CFFEX.IM2512 |
0.007830 |
0.008219 |
-0.00039 |
0.000799 |
0.000799 |
0.193386 |
- |
7335.2 |
7275.4 |
- |
7329.343 |
20251219 |
1 |
507 |
| CFFEX.IM2601 |
0.007830 |
0.010148 |
-0.002319 |
-0.005886 |
-0.00031 |
-0.074973 |
- |
7286.2 |
7213.0 |
- |
7329.343 |
20260116 |
19 |
507 |
| CFFEX.IM2602 |
0.007830 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7329.343 |
20260220 |
39 |
507 |
| CFFEX.IM2603 |
0.007830 |
0.010756 |
-0.002926 |
-0.025561 |
-0.000441 |
-0.10665 |
- |
7142.0 |
7066.0 |
- |
7329.343 |
20260320 |
58 |
507 |
| CFFEX.IM2606 |
0.007830 |
0.011697 |
-0.003867 |
-0.058306 |
-0.000494 |
-0.119576 |
- |
6902.0 |
6822.2 |
- |
7329.343 |
20260619 |
118 |
507 |
| CFFEX.IC2511 |
0.009942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7171.431 |
20251121 |
0 |
507 |
| CFFEX.IC2512 |
0.009942 |
0.009801 |
0.00014 |
-0.000116 |
-0.000116 |
-0.028042 |
- |
7170.6 |
7101.0 |
- |
7171.431 |
20251219 |
1 |
507 |
| CFFEX.IC2601 |
0.009942 |
0.010156 |
-0.000214 |
-0.00416 |
-0.000219 |
-0.052981 |
- |
7141.6 |
7069.8 |
- |
7171.431 |
20260116 |
19 |
507 |
| CFFEX.IC2602 |
0.009942 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7171.431 |
20260220 |
39 |
507 |
| CFFEX.IC2603 |
0.009942 |
0.01173 |
-0.001788 |
-0.01618 |
-0.000279 |
-0.067508 |
- |
7055.4 |
6973.6 |
- |
7171.431 |
20260320 |
58 |
507 |
| CFFEX.IC2606 |
0.009942 |
0.012574 |
-0.002632 |
-0.043259 |
-0.000367 |
-0.088718 |
- |
6861.2 |
6776.0 |
- |
7171.431 |
20260619 |
118 |
507 |
| CFFEX.IF2511 |
0.004168 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4571.767 |
20251121 |
0 |
507 |
| CFFEX.IF2512 |
0.004168 |
0.004747 |
-0.000579 |
0.000051 |
0.000051 |
0.012334 |
- |
4572.0 |
4550.4 |
- |
4571.767 |
20251219 |
1 |
507 |
| CFFEX.IF2601 |
0.004168 |
0.00459 |
-0.000423 |
-0.004324 |
-0.000228 |
-0.05507 |
- |
4552.0 |
4531.2 |
- |
4571.767 |
20260116 |
19 |
507 |
| CFFEX.IF2602 |
0.004168 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4571.767 |
20260220 |
39 |
507 |
| CFFEX.IF2603 |
0.004168 |
0.004883 |
-0.000716 |
-0.009792 |
-0.000169 |
-0.040857 |
- |
4527.0 |
4505.0 |
- |
4571.767 |
20260320 |
58 |
507 |
| CFFEX.IF2606 |
0.004168 |
0.005162 |
-0.000995 |
-0.020423 |
-0.000173 |
-0.041883 |
- |
4478.4 |
4455.4 |
- |
4571.767 |
20260619 |
118 |
507 |
| CFFEX.IH2511 |
0.002465 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3005.909 |
20251121 |
0 |
507 |
| CFFEX.IH2512 |
0.002465 |
0.003005 |
-0.00054 |
-0.000635 |
-0.000635 |
-0.15369 |
- |
3004.0 |
2995.0 |
- |
3005.909 |
20251219 |
1 |
507 |
| CFFEX.IH2601 |
0.002465 |
0.005888 |
-0.003423 |
0.000296 |
0.000016 |
0.003775 |
- |
3006.8 |
2989.2 |
- |
3005.909 |
20260116 |
19 |
507 |
| CFFEX.IH2602 |
0.002465 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3005.909 |
20260220 |
39 |
507 |
| CFFEX.IH2603 |
0.002465 |
0.006966 |
-0.004501 |
0.000296 |
0.000005 |
0.001237 |
- |
3006.8 |
2986.0 |
- |
3005.909 |
20260320 |
58 |
507 |
| CFFEX.IH2606 |
0.002465 |
0.007191 |
-0.004726 |
-0.002831 |
-0.000024 |
-0.005805 |
- |
2997.4 |
2976.0 |
- |
3005.909 |
20260619 |
118 |
507 |