|
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_20251226_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.003500 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7605.906 |
20251121 |
0 |
512 |
| CFFEX.IM2512 |
0.003500 |
0.0 |
0.0035 |
-0.035592 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7605.906 |
20251219 |
0 |
512 |
| CFFEX.IM2601 |
0.003500 |
0.00636 |
-0.00286 |
-0.001434 |
-0.000102 |
-0.024786 |
- |
7595.0 |
7547.0 |
- |
7605.906 |
20260116 |
14 |
512 |
| CFFEX.IM2602 |
0.003500 |
0.007547 |
-0.004047 |
-0.00998 |
-0.000294 |
-0.071033 |
- |
7530.0 |
7473.6 |
- |
7605.906 |
20260220 |
34 |
512 |
| CFFEX.IM2603 |
0.003500 |
0.007198 |
-0.003698 |
-0.017553 |
-0.000331 |
-0.080147 |
- |
7472.4 |
7419.0 |
- |
7605.906 |
20260320 |
53 |
512 |
| CFFEX.IM2606 |
0.003500 |
0.007267 |
-0.003767 |
-0.048739 |
-0.000431 |
-0.10438 |
- |
7235.2 |
7183.0 |
- |
7605.906 |
20260619 |
113 |
512 |
| CFFEX.IC2511 |
0.006775 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7460.919 |
20251121 |
0 |
512 |
| CFFEX.IC2512 |
0.006775 |
0.0 |
0.006775 |
-0.038912 |
-inf |
-inf |
- |
7170.6 |
7170.6 |
- |
7460.919 |
20251219 |
0 |
512 |
| CFFEX.IC2601 |
0.006775 |
0.007894 |
-0.001119 |
-0.000606 |
-0.000043 |
-0.01047 |
- |
7456.4 |
7398.0 |
- |
7460.919 |
20260116 |
14 |
512 |
| CFFEX.IC2602 |
0.006775 |
0.007993 |
-0.001218 |
-0.006101 |
-0.000179 |
-0.043425 |
- |
7415.4 |
7356.6 |
- |
7460.919 |
20260220 |
34 |
512 |
| CFFEX.IC2603 |
0.006775 |
0.009207 |
-0.002432 |
-0.009773 |
-0.000184 |
-0.044626 |
- |
7388.0 |
7320.6 |
- |
7460.919 |
20260320 |
53 |
512 |
| CFFEX.IC2606 |
0.006775 |
0.009585 |
-0.002811 |
-0.034408 |
-0.000304 |
-0.073689 |
- |
7204.2 |
7135.8 |
- |
7460.919 |
20260619 |
113 |
512 |
| CFFEX.IF2511 |
0.003321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4657.952 |
20251121 |
0 |
512 |
| CFFEX.IF2512 |
0.003321 |
0.0 |
0.003321 |
-0.018453 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4657.952 |
20251219 |
0 |
512 |
| CFFEX.IF2601 |
0.003321 |
0.005397 |
-0.002077 |
-0.000204 |
-0.000015 |
-0.003533 |
- |
4657.0 |
4632.0 |
- |
4657.952 |
20260116 |
14 |
512 |
| CFFEX.IF2602 |
0.003321 |
0.005066 |
-0.001746 |
-0.003425 |
-0.000101 |
-0.024376 |
- |
4642.0 |
4618.6 |
- |
4657.952 |
20260220 |
34 |
512 |
| CFFEX.IF2603 |
0.003321 |
0.00603 |
-0.002709 |
-0.004198 |
-0.000079 |
-0.019166 |
- |
4638.4 |
4610.6 |
- |
4657.952 |
20260320 |
53 |
512 |
| CFFEX.IF2606 |
0.003321 |
0.006401 |
-0.00308 |
-0.014374 |
-0.000127 |
-0.030783 |
- |
4591.0 |
4561.8 |
- |
4657.952 |
20260619 |
113 |
512 |
| CFFEX.IH2511 |
0.004280 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3045.823 |
20251121 |
0 |
512 |
| CFFEX.IH2512 |
0.004280 |
0.0 |
0.00428 |
-0.013731 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3045.823 |
20251219 |
0 |
512 |
| CFFEX.IH2601 |
0.004280 |
0.005012 |
-0.000732 |
0.000715 |
0.000051 |
0.012355 |
- |
3048.0 |
3032.8 |
- |
3045.823 |
20260116 |
14 |
512 |
| CFFEX.IH2602 |
0.004280 |
0.004748 |
-0.000468 |
0.000452 |
0.000013 |
0.003218 |
- |
3047.2 |
3032.8 |
- |
3045.823 |
20260220 |
34 |
512 |
| CFFEX.IH2603 |
0.004280 |
0.005735 |
-0.001455 |
0.001831 |
0.000035 |
0.008361 |
- |
3051.4 |
3034.0 |
- |
3045.823 |
20260320 |
53 |
512 |
| CFFEX.IH2606 |
0.004280 |
0.005086 |
-0.000806 |
-0.000796 |
-0.000007 |
-0.001704 |
- |
3043.4 |
3028.0 |
- |
3045.823 |
20260619 |
113 |
512 |