|
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_20251223_151436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.002100 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7392.790 |
20251121 |
0 |
509 |
| CFFEX.IM2512 |
-0.002100 |
0.0 |
-0.0021 |
-0.00779 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7392.790 |
20251219 |
0 |
509 |
| CFFEX.IM2601 |
-0.002100 |
-0.001007 |
-0.001093 |
-0.006789 |
-0.000399 |
-0.096644 |
- |
7342.6 |
7350.0 |
- |
7392.790 |
20260116 |
17 |
509 |
| CFFEX.IM2602 |
-0.002100 |
-0.001155 |
-0.000945 |
-0.017313 |
-0.000468 |
-0.113235 |
- |
7264.8 |
7273.2 |
- |
7392.790 |
20260220 |
37 |
509 |
| CFFEX.IM2603 |
-0.002100 |
-0.000861 |
-0.001239 |
-0.02643 |
-0.000472 |
-0.114215 |
- |
7197.4 |
7203.6 |
- |
7392.790 |
20260320 |
56 |
509 |
| CFFEX.IM2606 |
-0.002100 |
-0.000689 |
-0.001411 |
-0.05865 |
-0.000506 |
-0.122357 |
- |
6959.2 |
6964.0 |
- |
7392.790 |
20260619 |
116 |
509 |
| CFFEX.IC2511 |
0.000202 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7257.123 |
20251121 |
0 |
509 |
| CFFEX.IC2512 |
0.000202 |
0.0 |
0.000202 |
-0.011922 |
-inf |
-inf |
- |
7170.6 |
7170.6 |
- |
7257.123 |
20251219 |
0 |
509 |
| CFFEX.IC2601 |
0.000202 |
0.001525 |
-0.001324 |
-0.004619 |
-0.000272 |
-0.065757 |
- |
7223.6 |
7212.6 |
- |
7257.123 |
20260116 |
17 |
509 |
| CFFEX.IC2602 |
0.000202 |
0.001619 |
-0.001418 |
-0.011399 |
-0.000308 |
-0.074555 |
- |
7174.4 |
7162.8 |
- |
7257.123 |
20260220 |
37 |
509 |
| CFFEX.IC2603 |
0.000202 |
0.001404 |
-0.001202 |
-0.017076 |
-0.000305 |
-0.073793 |
- |
7133.2 |
7123.2 |
- |
7257.123 |
20260320 |
56 |
509 |
| CFFEX.IC2606 |
0.000202 |
0.001848 |
-0.001646 |
-0.043615 |
-0.000376 |
-0.090991 |
- |
6940.6 |
6927.8 |
- |
7257.123 |
20260619 |
116 |
509 |
| CFFEX.IF2511 |
0.001879 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4620.289 |
20251121 |
0 |
509 |
| CFFEX.IF2512 |
0.001879 |
0.0 |
0.001879 |
-0.010452 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4620.289 |
20251219 |
0 |
509 |
| CFFEX.IF2601 |
0.001879 |
0.001655 |
0.000224 |
-0.004651 |
-0.000274 |
-0.066208 |
- |
4598.8 |
4591.2 |
- |
4620.289 |
20260116 |
17 |
509 |
| CFFEX.IF2602 |
0.001879 |
0.001311 |
0.000568 |
-0.008374 |
-0.000226 |
-0.054769 |
- |
4581.6 |
4575.6 |
- |
4620.289 |
20260220 |
37 |
509 |
| CFFEX.IF2603 |
0.001879 |
0.001446 |
0.000433 |
-0.010581 |
-0.000189 |
-0.045727 |
- |
4571.4 |
4564.8 |
- |
4620.289 |
20260320 |
56 |
509 |
| CFFEX.IF2606 |
0.001879 |
0.001329 |
0.00055 |
-0.021446 |
-0.000185 |
-0.044742 |
- |
4521.2 |
4515.2 |
- |
4620.289 |
20260619 |
116 |
509 |
| CFFEX.IH2511 |
0.002265 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3027.069 |
20251121 |
0 |
509 |
| CFFEX.IH2512 |
0.002265 |
0.0 |
0.002265 |
-0.007621 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3027.069 |
20251219 |
0 |
509 |
| CFFEX.IH2601 |
0.002265 |
0.001789 |
0.000476 |
-0.000948 |
-0.000056 |
-0.013492 |
- |
3024.2 |
3018.8 |
- |
3027.069 |
20260116 |
17 |
509 |
| CFFEX.IH2602 |
0.002265 |
0.002188 |
0.000077 |
-0.001278 |
-0.000035 |
-0.00836 |
- |
3023.2 |
3016.6 |
- |
3027.069 |
20260220 |
37 |
509 |
| CFFEX.IH2603 |
0.002265 |
0.002385 |
-0.00012 |
-0.000485 |
-0.000009 |
-0.002097 |
- |
3025.6 |
3018.4 |
- |
3027.069 |
20260320 |
56 |
509 |
| CFFEX.IH2606 |
0.002265 |
0.001595 |
0.00067 |
-0.004185 |
-0.000036 |
-0.008731 |
- |
3014.4 |
3009.6 |
- |
3027.069 |
20260619 |
116 |
509 |