|
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_20251225_151415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.009906 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7580.737 |
20251121 |
0 |
511 |
| CFFEX.IM2512 |
0.009906 |
0.0 |
0.009906 |
-0.03239 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7580.737 |
20251219 |
0 |
511 |
| CFFEX.IM2601 |
0.009906 |
0.011093 |
-0.001187 |
-0.00445 |
-0.000297 |
-0.071799 |
- |
7547.0 |
7464.2 |
- |
7580.737 |
20260116 |
15 |
511 |
| CFFEX.IM2602 |
0.009906 |
0.01123 |
-0.001325 |
-0.014133 |
-0.000404 |
-0.097718 |
- |
7473.6 |
7390.6 |
- |
7580.737 |
20260220 |
35 |
511 |
| CFFEX.IM2603 |
0.009906 |
0.012473 |
-0.002568 |
-0.021335 |
-0.000395 |
-0.095614 |
- |
7419.0 |
7327.6 |
- |
7580.737 |
20260320 |
54 |
511 |
| CFFEX.IM2606 |
0.009906 |
0.013317 |
-0.003412 |
-0.052467 |
-0.00046 |
-0.111377 |
- |
7183.0 |
7088.6 |
- |
7580.737 |
20260619 |
114 |
511 |
| CFFEX.IC2511 |
0.008071 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7411.375 |
20251121 |
0 |
511 |
| CFFEX.IC2512 |
0.008071 |
0.0 |
0.008071 |
-0.032487 |
-inf |
-inf |
- |
7170.6 |
7170.6 |
- |
7411.375 |
20251219 |
0 |
511 |
| CFFEX.IC2601 |
0.008071 |
0.010021 |
-0.00195 |
-0.001805 |
-0.00012 |
-0.029115 |
- |
7398.0 |
7324.6 |
- |
7411.375 |
20260116 |
15 |
511 |
| CFFEX.IC2602 |
0.008071 |
0.010883 |
-0.002812 |
-0.007391 |
-0.000211 |
-0.051101 |
- |
7356.6 |
7277.4 |
- |
7411.375 |
20260220 |
35 |
511 |
| CFFEX.IC2603 |
0.008071 |
0.011077 |
-0.003006 |
-0.012248 |
-0.000227 |
-0.054889 |
- |
7320.6 |
7240.4 |
- |
7411.375 |
20260320 |
54 |
511 |
| CFFEX.IC2606 |
0.008071 |
0.011539 |
-0.003468 |
-0.037183 |
-0.000326 |
-0.078932 |
- |
7135.8 |
7054.4 |
- |
7411.375 |
20260619 |
114 |
511 |
| CFFEX.IF2511 |
0.001931 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4643.009 |
20251121 |
0 |
511 |
| CFFEX.IF2512 |
0.001931 |
0.0 |
0.001931 |
-0.015294 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4643.009 |
20251219 |
0 |
511 |
| CFFEX.IF2601 |
0.001931 |
0.003119 |
-0.001187 |
-0.002371 |
-0.000158 |
-0.038254 |
- |
4632.0 |
4617.6 |
- |
4643.009 |
20260116 |
15 |
511 |
| CFFEX.IF2602 |
0.001931 |
0.003084 |
-0.001153 |
-0.005257 |
-0.00015 |
-0.036349 |
- |
4618.6 |
4604.4 |
- |
4643.009 |
20260220 |
35 |
511 |
| CFFEX.IF2603 |
0.001931 |
0.003395 |
-0.001464 |
-0.00698 |
-0.000129 |
-0.031282 |
- |
4610.6 |
4595.0 |
- |
4643.009 |
20260320 |
54 |
511 |
| CFFEX.IF2606 |
0.001931 |
0.003564 |
-0.001632 |
-0.017491 |
-0.000153 |
-0.037129 |
- |
4561.8 |
4545.6 |
- |
4643.009 |
20260619 |
114 |
511 |
| CFFEX.IH2511 |
0.002562 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3032.935 |
20251121 |
0 |
511 |
| CFFEX.IH2512 |
0.002562 |
0.0 |
0.002562 |
-0.00954 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3032.935 |
20251219 |
0 |
511 |
| CFFEX.IH2601 |
0.002562 |
0.002512 |
0.00005 |
-0.000045 |
-0.000003 |
-0.000718 |
- |
3032.8 |
3025.2 |
- |
3032.935 |
20260116 |
15 |
511 |
| CFFEX.IH2602 |
0.002562 |
0.002711 |
-0.000149 |
-0.000045 |
-0.000001 |
-0.000308 |
- |
3032.8 |
3024.6 |
- |
3032.935 |
20260220 |
35 |
511 |
| CFFEX.IH2603 |
0.002562 |
0.002313 |
0.00025 |
0.000351 |
0.000007 |
0.001574 |
- |
3034.0 |
3027.0 |
- |
3032.935 |
20260320 |
54 |
511 |
| CFFEX.IH2606 |
0.002562 |
0.002715 |
-0.000153 |
-0.001627 |
-0.000014 |
-0.003454 |
- |
3028.0 |
3019.8 |
- |
3032.935 |
20260619 |
114 |
511 |