|
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_20251231_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.000138 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7598.344 |
20251121 |
0 |
515 |
| CFFEX.IM2512 |
0.000138 |
0.0 |
0.000138 |
-0.034632 |
-inf |
-inf |
- |
7335.2 |
7335.2 |
- |
7598.344 |
20251219 |
0 |
515 |
| CFFEX.IM2601 |
0.000138 |
-0.001633 |
0.00177 |
-0.00223 |
-0.000203 |
-0.049059 |
- |
7581.4 |
7593.8 |
- |
7598.344 |
20260116 |
11 |
515 |
| CFFEX.IM2602 |
0.000138 |
-0.002074 |
0.002212 |
-0.012364 |
-0.000399 |
-0.096517 |
- |
7504.4 |
7520.0 |
- |
7598.344 |
20260220 |
31 |
515 |
| CFFEX.IM2603 |
0.000138 |
-0.003083 |
0.003221 |
-0.021339 |
-0.000427 |
-0.103283 |
- |
7436.2 |
7459.2 |
- |
7598.344 |
20260320 |
50 |
515 |
| CFFEX.IM2606 |
0.000138 |
-0.004151 |
0.004288 |
-0.052688 |
-0.000479 |
-0.115914 |
- |
7198.0 |
7228.0 |
- |
7598.344 |
20260619 |
110 |
515 |
| CFFEX.IC2511 |
0.001015 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7466.506 |
20251121 |
0 |
515 |
| CFFEX.IC2512 |
0.001015 |
0.0 |
0.001015 |
-0.039631 |
-inf |
-inf |
- |
7170.6 |
7170.6 |
- |
7466.506 |
20251219 |
0 |
515 |
| CFFEX.IC2601 |
0.001015 |
-0.000215 |
0.001229 |
-0.001461 |
-0.000133 |
-0.032134 |
- |
7455.6 |
7457.2 |
- |
7466.506 |
20260116 |
11 |
515 |
| CFFEX.IC2602 |
0.001015 |
-0.001294 |
0.002309 |
-0.007863 |
-0.000254 |
-0.061379 |
- |
7407.8 |
7417.4 |
- |
7466.506 |
20260220 |
31 |
515 |
| CFFEX.IC2603 |
0.001015 |
-0.002466 |
0.003481 |
-0.013889 |
-0.000278 |
-0.067225 |
- |
7362.8 |
7381.0 |
- |
7466.506 |
20260320 |
50 |
515 |
| CFFEX.IC2606 |
0.001015 |
-0.003555 |
0.00457 |
-0.038988 |
-0.000354 |
-0.085774 |
- |
7175.4 |
7201.0 |
- |
7466.506 |
20260619 |
110 |
515 |
| CFFEX.IF2511 |
-0.004271 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4631.414 |
20251121 |
0 |
515 |
| CFFEX.IF2512 |
-0.004271 |
- |
- |
- |
- |
- |
- |
- |
4572.0 |
- |
4631.414 |
20251219 |
0 |
515 |
| CFFEX.IF2601 |
-0.004271 |
-0.004608 |
0.000337 |
-0.001989 |
-0.000181 |
-0.043768 |
- |
4622.2 |
4643.6 |
- |
4631.414 |
20260116 |
11 |
515 |
| CFFEX.IF2602 |
-0.004271 |
-0.004406 |
0.000135 |
-0.00471 |
-0.000152 |
-0.036768 |
- |
4609.6 |
4630.0 |
- |
4631.414 |
20260220 |
31 |
515 |
| CFFEX.IF2603 |
-0.004271 |
-0.004846 |
0.000575 |
-0.006826 |
-0.000137 |
-0.033038 |
- |
4599.8 |
4622.2 |
- |
4631.414 |
20260320 |
50 |
515 |
| CFFEX.IF2606 |
-0.004271 |
-0.005024 |
0.000753 |
-0.016499 |
-0.00015 |
-0.036298 |
- |
4555.0 |
4578.0 |
- |
4631.414 |
20260619 |
110 |
515 |
| CFFEX.IH2511 |
-0.001341 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3032.480 |
20251121 |
0 |
515 |
| CFFEX.IH2512 |
-0.001341 |
0.0 |
-0.001341 |
-0.009392 |
-inf |
-inf |
- |
3004.0 |
3004.0 |
- |
3032.480 |
20251219 |
0 |
515 |
| CFFEX.IH2601 |
-0.001341 |
-0.003097 |
0.001756 |
-0.002137 |
-0.000194 |
-0.047011 |
- |
3026.0 |
3035.4 |
- |
3032.480 |
20260116 |
11 |
515 |
| CFFEX.IH2602 |
-0.001341 |
-0.002703 |
0.001362 |
-0.002401 |
-0.000077 |
-0.018741 |
- |
3025.2 |
3033.4 |
- |
3032.480 |
20260220 |
31 |
515 |
| CFFEX.IH2603 |
-0.001341 |
-0.003426 |
0.002085 |
-0.002467 |
-0.000049 |
-0.011938 |
- |
3025.0 |
3035.4 |
- |
3032.480 |
20260320 |
50 |
515 |
| CFFEX.IH2606 |
-0.001341 |
-0.003304 |
0.001963 |
-0.005303 |
-0.000048 |
-0.011666 |
- |
3016.4 |
3026.4 |
- |
3032.480 |
20260619 |
110 |
515 |