|
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_20251230_151343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.000609 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7598.782 |
20251121 |
0 |
514 |
| CFFEX.IM2512 |
0.000609 |
0.0 |
0.000609 |
-0.034687 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7598.782 |
20251219 |
0 |
514 |
| CFFEX.IM2601 |
0.000609 |
0.002853 |
-0.002244 |
-0.000656 |
-0.000055 |
-0.013222 |
- |
7593.8 |
7572.2 |
- |
7598.782 |
20260116 |
12 |
514 |
| CFFEX.IM2602 |
0.000609 |
0.00264 |
-0.002031 |
-0.010368 |
-0.000324 |
-0.078406 |
- |
7520.0 |
7500.2 |
- |
7598.782 |
20260220 |
32 |
514 |
| CFFEX.IM2603 |
0.000609 |
0.002715 |
-0.002106 |
-0.018369 |
-0.00036 |
-0.087163 |
- |
7459.2 |
7439.0 |
- |
7598.782 |
20260320 |
51 |
514 |
| CFFEX.IM2606 |
0.000609 |
0.003053 |
-0.002444 |
-0.048795 |
-0.00044 |
-0.106382 |
- |
7228.0 |
7206.0 |
- |
7598.782 |
20260619 |
111 |
514 |
| CFFEX.IC2511 |
0.003883 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7459.471 |
20251121 |
0 |
514 |
| CFFEX.IC2512 |
0.003883 |
0.0 |
0.003883 |
-0.038725 |
-inf |
-inf |
- |
7170.6 |
7170.6 |
- |
7459.471 |
20251219 |
0 |
514 |
| CFFEX.IC2601 |
0.003883 |
0.004797 |
-0.000913 |
-0.000304 |
-0.000025 |
-0.00614 |
- |
7457.2 |
7421.6 |
- |
7459.471 |
20260116 |
12 |
514 |
| CFFEX.IC2602 |
0.003883 |
0.005204 |
-0.001321 |
-0.00564 |
-0.000176 |
-0.042652 |
- |
7417.4 |
7379.0 |
- |
7459.471 |
20260220 |
32 |
514 |
| CFFEX.IC2603 |
0.003883 |
0.006052 |
-0.002168 |
-0.01052 |
-0.000206 |
-0.049917 |
- |
7381.0 |
7336.6 |
- |
7459.471 |
20260320 |
51 |
514 |
| CFFEX.IC2606 |
0.003883 |
0.006063 |
-0.00218 |
-0.03465 |
-0.000312 |
-0.075543 |
- |
7201.0 |
7157.6 |
- |
7459.471 |
20260619 |
111 |
514 |
| CFFEX.IF2511 |
0.002622 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4651.536 |
20251121 |
0 |
514 |
| CFFEX.IF2512 |
0.002622 |
0.0 |
0.002622 |
-0.017099 |
-inf |
-inf |
- |
4572.0 |
4572.0 |
- |
4651.536 |
20251219 |
0 |
514 |
| CFFEX.IF2601 |
0.002622 |
0.002764 |
-0.000142 |
-0.001706 |
-0.000142 |
-0.034406 |
- |
4643.6 |
4630.8 |
- |
4651.536 |
20260116 |
12 |
514 |
| CFFEX.IF2602 |
0.002622 |
0.001991 |
0.000631 |
-0.00463 |
-0.000145 |
-0.035013 |
- |
4630.0 |
4620.8 |
- |
4651.536 |
20260220 |
32 |
514 |
| CFFEX.IF2603 |
0.002622 |
0.002603 |
0.000019 |
-0.006307 |
-0.000124 |
-0.029926 |
- |
4622.2 |
4610.2 |
- |
4651.536 |
20260320 |
51 |
514 |
| CFFEX.IF2606 |
0.002622 |
0.002321 |
0.000301 |
-0.015809 |
-0.000142 |
-0.034466 |
- |
4578.0 |
4567.4 |
- |
4651.536 |
20260619 |
111 |
514 |
| CFFEX.IH2511 |
0.000729 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3036.847 |
20251121 |
0 |
514 |
| CFFEX.IH2512 |
0.000729 |
0.0 |
0.000729 |
-0.010816 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3036.847 |
20251219 |
0 |
514 |
| CFFEX.IH2601 |
0.000729 |
-0.000198 |
0.000927 |
-0.000476 |
-0.00004 |
-0.009609 |
- |
3035.4 |
3036.0 |
- |
3036.847 |
20260116 |
12 |
514 |
| CFFEX.IH2602 |
0.000729 |
-0.00112 |
0.001849 |
-0.001135 |
-0.000035 |
-0.008584 |
- |
3033.4 |
3036.8 |
- |
3036.847 |
20260220 |
32 |
514 |
| CFFEX.IH2603 |
0.000729 |
-0.000856 |
0.001585 |
-0.000476 |
-0.000009 |
-0.002261 |
- |
3035.4 |
3038.0 |
- |
3036.847 |
20260320 |
51 |
514 |
| CFFEX.IH2606 |
0.000729 |
-0.002242 |
0.002971 |
-0.00344 |
-0.000031 |
-0.0075 |
- |
3026.4 |
3033.2 |
- |
3036.847 |
20260619 |
111 |
514 |