|
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_20251222_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.011158 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7411.594 |
20251121 |
0 |
508 |
| CFFEX.IM2512 |
0.011158 |
0.0 |
0.011158 |
-0.010307 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7411.594 |
20251219 |
0 |
508 |
| CFFEX.IM2601 |
0.011158 |
0.008839 |
0.002319 |
-0.00831 |
-0.000462 |
-0.11173 |
- |
7350.0 |
7285.6 |
- |
7411.594 |
20260116 |
18 |
508 |
| CFFEX.IM2602 |
0.011158 |
- |
- |
-0.018673 |
-0.000491 |
-0.118915 |
- |
7273.2 |
- |
- |
7411.594 |
20260220 |
38 |
508 |
| CFFEX.IM2603 |
0.011158 |
0.008653 |
0.002505 |
-0.028063 |
-0.000492 |
-0.119146 |
- |
7203.6 |
7141.8 |
- |
7411.594 |
20260320 |
57 |
508 |
| CFFEX.IM2606 |
0.011158 |
0.008983 |
0.002175 |
-0.060391 |
-0.000516 |
-0.124911 |
- |
6964.0 |
6902.0 |
- |
7411.594 |
20260619 |
117 |
508 |
| CFFEX.IC2511 |
0.012224 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7257.189 |
20251121 |
0 |
508 |
| CFFEX.IC2512 |
0.012224 |
- |
- |
- |
- |
- |
- |
- |
7170.6 |
- |
7257.189 |
20251219 |
0 |
508 |
| CFFEX.IC2601 |
0.012224 |
0.0098 |
0.002423 |
-0.006144 |
-0.000341 |
-0.082604 |
- |
7212.6 |
7142.6 |
- |
7257.189 |
20260116 |
18 |
508 |
| CFFEX.IC2602 |
0.012224 |
- |
- |
-0.013006 |
-0.000342 |
-0.082829 |
- |
7162.8 |
- |
- |
7257.189 |
20260220 |
38 |
508 |
| CFFEX.IC2603 |
0.012224 |
0.00961 |
0.002614 |
-0.018463 |
-0.000324 |
-0.078386 |
- |
7123.2 |
7055.4 |
- |
7257.189 |
20260320 |
57 |
508 |
| CFFEX.IC2606 |
0.012224 |
0.009707 |
0.002517 |
-0.045388 |
-0.000388 |
-0.093879 |
- |
6927.8 |
6861.2 |
- |
7257.189 |
20260619 |
117 |
508 |
| CFFEX.IF2511 |
0.009650 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4612.259 |
20251121 |
0 |
508 |
| CFFEX.IF2512 |
0.009650 |
0.0 |
0.00965 |
-0.008729 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4612.259 |
20251219 |
0 |
508 |
| CFFEX.IF2601 |
0.009650 |
0.008612 |
0.001038 |
-0.004566 |
-0.000254 |
-0.061386 |
- |
4591.2 |
4552.0 |
- |
4612.259 |
20260116 |
18 |
508 |
| CFFEX.IF2602 |
0.009650 |
- |
- |
-0.007948 |
-0.000209 |
-0.050617 |
- |
4575.6 |
- |
- |
4612.259 |
20260220 |
38 |
508 |
| CFFEX.IF2603 |
0.009650 |
0.00835 |
0.0013 |
-0.01029 |
-0.000181 |
-0.043686 |
- |
4564.8 |
4527.0 |
- |
4612.259 |
20260320 |
57 |
508 |
| CFFEX.IF2606 |
0.009650 |
0.008217 |
0.001432 |
-0.021044 |
-0.00018 |
-0.043526 |
- |
4515.2 |
4478.4 |
- |
4612.259 |
20260619 |
117 |
508 |
| CFFEX.IH2511 |
0.005544 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3020.996 |
20251121 |
0 |
508 |
| CFFEX.IH2512 |
0.005544 |
0.0 |
0.005544 |
-0.005626 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3020.996 |
20251219 |
0 |
508 |
| CFFEX.IH2601 |
0.005544 |
0.003991 |
0.001553 |
-0.000727 |
-0.00004 |
-0.009773 |
- |
3018.8 |
3006.8 |
- |
3020.996 |
20260116 |
18 |
508 |
| CFFEX.IH2602 |
0.005544 |
- |
- |
-0.001455 |
-0.000038 |
-0.009267 |
- |
3016.6 |
- |
- |
3020.996 |
20260220 |
38 |
508 |
| CFFEX.IH2603 |
0.005544 |
0.003991 |
0.001552 |
-0.000859 |
-0.000015 |
-0.003648 |
- |
3018.4 |
3006.4 |
- |
3020.996 |
20260320 |
57 |
508 |
| CFFEX.IH2606 |
0.005544 |
0.00407 |
0.001474 |
-0.003772 |
-0.000032 |
-0.007802 |
- |
3009.6 |
2997.4 |
- |
3020.996 |
20260619 |
117 |
508 |