|
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_20251229_151501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
-0.001014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7597.820 |
20251121 |
0 |
513 |
| CFFEX.IM2512 |
-0.001014 |
0.0 |
-0.001014 |
-0.034565 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7597.820 |
20251219 |
0 |
513 |
| CFFEX.IM2601 |
-0.001014 |
-0.003002 |
0.001988 |
-0.003372 |
-0.000259 |
-0.062771 |
- |
7572.2 |
7595.0 |
- |
7597.820 |
20260116 |
13 |
513 |
| CFFEX.IM2602 |
-0.001014 |
-0.003958 |
0.002944 |
-0.012848 |
-0.000389 |
-0.094222 |
- |
7500.2 |
7530.0 |
- |
7597.820 |
20260220 |
33 |
513 |
| CFFEX.IM2603 |
-0.001014 |
-0.004523 |
0.00351 |
-0.020956 |
-0.000403 |
-0.097526 |
- |
7438.6 |
7472.4 |
- |
7597.820 |
20260320 |
52 |
513 |
| CFFEX.IM2606 |
-0.001014 |
-0.003871 |
0.002857 |
-0.05157 |
-0.00046 |
-0.111428 |
- |
7206.0 |
7234.0 |
- |
7597.820 |
20260619 |
112 |
513 |
| CFFEX.IC2511 |
-0.003632 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7431.746 |
20251121 |
0 |
513 |
| CFFEX.IC2512 |
-0.003632 |
0.0 |
-0.003632 |
-0.035139 |
-inf |
-inf |
- |
7170.6 |
7170.6 |
- |
7431.746 |
20251219 |
0 |
513 |
| CFFEX.IC2601 |
-0.003632 |
-0.004667 |
0.001035 |
-0.001365 |
-0.000105 |
-0.025414 |
- |
7421.6 |
7456.4 |
- |
7431.746 |
20260116 |
13 |
513 |
| CFFEX.IC2602 |
-0.003632 |
-0.004909 |
0.001276 |
-0.007097 |
-0.000215 |
-0.052048 |
- |
7379.0 |
7415.4 |
- |
7431.746 |
20260220 |
33 |
513 |
| CFFEX.IC2603 |
-0.003632 |
-0.006957 |
0.003325 |
-0.012803 |
-0.000246 |
-0.059582 |
- |
7336.6 |
7388.0 |
- |
7431.746 |
20260320 |
52 |
513 |
| CFFEX.IC2606 |
-0.003632 |
-0.006468 |
0.002836 |
-0.036889 |
-0.000329 |
-0.079706 |
- |
7157.6 |
7204.2 |
- |
7431.746 |
20260619 |
112 |
513 |
| CFFEX.IF2511 |
-0.003811 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4639.490 |
20251121 |
0 |
513 |
| CFFEX.IF2512 |
-0.003811 |
0.0 |
-0.003811 |
-0.014547 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4639.490 |
20251219 |
0 |
513 |
| CFFEX.IF2601 |
-0.003811 |
-0.005626 |
0.001815 |
-0.001873 |
-0.000144 |
-0.034868 |
- |
4630.8 |
4657.0 |
- |
4639.490 |
20260116 |
13 |
513 |
| CFFEX.IF2602 |
-0.003811 |
-0.004567 |
0.000756 |
-0.004028 |
-0.000122 |
-0.029542 |
- |
4620.8 |
4642.0 |
- |
4639.490 |
20260220 |
33 |
513 |
| CFFEX.IF2603 |
-0.003811 |
-0.00608 |
0.002268 |
-0.006313 |
-0.000121 |
-0.029381 |
- |
4610.2 |
4638.4 |
- |
4639.490 |
20260320 |
52 |
513 |
| CFFEX.IF2606 |
-0.003811 |
-0.005402 |
0.001591 |
-0.015797 |
-0.000141 |
-0.034133 |
- |
4566.2 |
4591.0 |
- |
4639.490 |
20260619 |
112 |
513 |
| CFFEX.IH2511 |
-0.003490 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3034.775 |
20251121 |
0 |
513 |
| CFFEX.IH2512 |
-0.003490 |
- |
- |
- |
- |
- |
- |
- |
3004.0 |
- |
3034.775 |
20251219 |
0 |
513 |
| CFFEX.IH2601 |
-0.003490 |
-0.003937 |
0.000447 |
0.000404 |
0.000031 |
0.007514 |
- |
3036.0 |
3048.0 |
- |
3034.775 |
20260116 |
13 |
513 |
| CFFEX.IH2602 |
-0.003490 |
-0.003413 |
-0.000077 |
0.000667 |
0.00002 |
0.004893 |
- |
3036.8 |
3047.2 |
- |
3034.775 |
20260220 |
33 |
513 |
| CFFEX.IH2603 |
-0.003490 |
-0.004391 |
0.000901 |
0.001063 |
0.00002 |
0.004946 |
- |
3038.0 |
3051.4 |
- |
3034.775 |
20260320 |
52 |
513 |
| CFFEX.IH2606 |
-0.003490 |
-0.003352 |
-0.000139 |
-0.000519 |
-0.000005 |
-0.001121 |
- |
3033.2 |
3043.4 |
- |
3034.775 |
20260619 |
112 |
513 |