|
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_20251224_151444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.015292 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7505.468 |
20251121 |
0 |
510 |
| CFFEX.IM2512 |
0.015292 |
0.0 |
0.015292 |
-0.022686 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7505.468 |
20251219 |
0 |
510 |
| CFFEX.IM2601 |
0.015292 |
0.016506 |
-0.001213 |
-0.005498 |
-0.000344 |
-0.083163 |
- |
7464.2 |
7343.0 |
- |
7505.468 |
20260116 |
16 |
510 |
| CFFEX.IM2602 |
0.015292 |
0.017316 |
-0.002024 |
-0.015305 |
-0.000425 |
-0.102881 |
- |
7390.6 |
7264.8 |
- |
7505.468 |
20260220 |
36 |
510 |
| CFFEX.IM2603 |
0.015292 |
0.018062 |
-0.00277 |
-0.023725 |
-0.000431 |
-0.10439 |
- |
7327.4 |
7197.4 |
- |
7505.468 |
20260320 |
55 |
510 |
| CFFEX.IM2606 |
0.015292 |
0.018594 |
-0.003302 |
-0.055542 |
-0.000483 |
-0.116879 |
- |
7088.6 |
6959.2 |
- |
7505.468 |
20260619 |
115 |
510 |
| CFFEX.IC2511 |
0.013354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7353.694 |
20251121 |
0 |
510 |
| CFFEX.IC2512 |
0.013354 |
- |
- |
- |
- |
- |
- |
- |
7170.6 |
- |
7353.694 |
20251219 |
0 |
510 |
| CFFEX.IC2601 |
0.013354 |
0.013982 |
-0.000628 |
-0.003956 |
-0.000247 |
-0.05984 |
- |
7324.6 |
7223.6 |
- |
7353.694 |
20260116 |
16 |
510 |
| CFFEX.IC2602 |
0.013354 |
0.014357 |
-0.001003 |
-0.010375 |
-0.000288 |
-0.069743 |
- |
7277.4 |
7174.4 |
- |
7353.694 |
20260220 |
36 |
510 |
| CFFEX.IC2603 |
0.013354 |
0.015028 |
-0.001674 |
-0.015406 |
-0.00028 |
-0.067788 |
- |
7240.4 |
7133.2 |
- |
7353.694 |
20260320 |
55 |
510 |
| CFFEX.IC2606 |
0.013354 |
0.016396 |
-0.003042 |
-0.0407 |
-0.000354 |
-0.085647 |
- |
7054.4 |
6940.6 |
- |
7353.694 |
20260619 |
115 |
510 |
| CFFEX.IF2511 |
0.003137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4635.230 |
20251121 |
0 |
510 |
| CFFEX.IF2512 |
0.003137 |
0.0 |
0.003137 |
-0.013641 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4635.230 |
20251219 |
0 |
510 |
| CFFEX.IF2601 |
0.003137 |
0.004088 |
-0.000951 |
-0.003803 |
-0.000238 |
-0.057528 |
- |
4617.6 |
4598.8 |
- |
4635.230 |
20260116 |
16 |
510 |
| CFFEX.IF2602 |
0.003137 |
0.004976 |
-0.001839 |
-0.006651 |
-0.000185 |
-0.044711 |
- |
4604.4 |
4581.6 |
- |
4635.230 |
20260220 |
36 |
510 |
| CFFEX.IF2603 |
0.003137 |
0.005163 |
-0.002025 |
-0.008679 |
-0.000158 |
-0.038188 |
- |
4595.0 |
4571.4 |
- |
4635.230 |
20260320 |
55 |
510 |
| CFFEX.IF2606 |
0.003137 |
0.005397 |
-0.00226 |
-0.019337 |
-0.000168 |
-0.040691 |
- |
4545.6 |
4521.2 |
- |
4635.230 |
20260619 |
115 |
510 |
| CFFEX.IH2511 |
-0.000322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3026.545 |
20251121 |
0 |
510 |
| CFFEX.IH2512 |
-0.000322 |
0.0 |
-0.000322 |
-0.007449 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3026.545 |
20251219 |
0 |
510 |
| CFFEX.IH2601 |
-0.000322 |
0.000331 |
-0.000653 |
-0.000444 |
-0.000028 |
-0.006722 |
- |
3025.2 |
3024.2 |
- |
3026.545 |
20260116 |
16 |
510 |
| CFFEX.IH2602 |
-0.000322 |
0.000463 |
-0.000785 |
-0.000643 |
-0.000018 |
-0.00432 |
- |
3024.6 |
3023.2 |
- |
3026.545 |
20260220 |
36 |
510 |
| CFFEX.IH2603 |
-0.000322 |
0.000463 |
-0.000785 |
0.00015 |
0.000003 |
0.000661 |
- |
3027.0 |
3025.6 |
- |
3026.545 |
20260320 |
55 |
510 |
| CFFEX.IH2606 |
-0.000322 |
0.001791 |
-0.002113 |
-0.002229 |
-0.000019 |
-0.00469 |
- |
3019.8 |
3014.4 |
- |
3026.545 |
20260619 |
115 |
510 |