|
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_20260119_151453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.004345 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8268.497 |
20251219 |
0 |
526 |
| CFFEX.IM2601 |
0.004345 |
0.0 |
0.004345 |
-0.003253 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8268.497 |
20260116 |
0 |
526 |
| CFFEX.IM2602 |
0.004345 |
0.000608 |
0.003737 |
-0.004656 |
-0.000233 |
-0.056336 |
- |
8230.0 |
8225.0 |
- |
8268.497 |
20260220 |
20 |
526 |
| CFFEX.IM2603 |
0.004345 |
0.000905 |
0.00344 |
-0.009905 |
-0.000254 |
-0.06146 |
- |
8186.6 |
8179.2 |
- |
8268.497 |
20260320 |
39 |
526 |
| CFFEX.IM2606 |
0.004345 |
0.003008 |
0.001337 |
-0.032109 |
-0.000324 |
-0.07849 |
- |
8003.0 |
7979.0 |
- |
8268.497 |
20260619 |
99 |
526 |
| CFFEX.IM2609 |
0.004345 |
- |
- |
-0.05146 |
-0.000314 |
-0.075935 |
- |
7843.0 |
- |
- |
8268.497 |
20260918 |
164 |
526 |
| CFFEX.IC2512 |
0.006852 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8289.086 |
20251219 |
0 |
526 |
| CFFEX.IC2601 |
0.006852 |
0.0 |
0.006852 |
-0.006042 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8289.086 |
20260116 |
0 |
526 |
| CFFEX.IC2602 |
0.006852 |
0.006661 |
0.000191 |
-0.000879 |
-0.000044 |
-0.010636 |
- |
8281.8 |
8227.0 |
- |
8289.086 |
20260220 |
20 |
526 |
| CFFEX.IC2603 |
0.006852 |
0.006772 |
0.00008 |
-0.002785 |
-0.000071 |
-0.017282 |
- |
8266.0 |
8210.4 |
- |
8289.086 |
20260320 |
39 |
526 |
| CFFEX.IC2606 |
0.006852 |
0.009841 |
-0.002988 |
-0.017021 |
-0.000172 |
-0.041606 |
- |
8148.0 |
8068.6 |
- |
8289.086 |
20260619 |
99 |
526 |
| CFFEX.IC2609 |
0.006852 |
- |
- |
-0.03198 |
-0.000195 |
-0.04719 |
- |
8024.0 |
- |
- |
8289.086 |
20260918 |
164 |
526 |
| CFFEX.IF2512 |
0.000576 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4734.597 |
20251219 |
0 |
526 |
| CFFEX.IF2601 |
0.000576 |
0.0 |
0.000576 |
0.000508 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4734.597 |
20260116 |
0 |
526 |
| CFFEX.IF2602 |
0.000576 |
0.001481 |
-0.000906 |
-0.00038 |
-0.000019 |
-0.004593 |
- |
4732.8 |
4725.8 |
- |
4734.597 |
20260220 |
20 |
526 |
| CFFEX.IF2603 |
0.000576 |
0.001101 |
-0.000525 |
-0.001309 |
-0.000034 |
-0.008122 |
- |
4728.4 |
4723.2 |
- |
4734.597 |
20260320 |
39 |
526 |
| CFFEX.IF2606 |
0.000576 |
0.00188 |
-0.001305 |
-0.009673 |
-0.000098 |
-0.023645 |
- |
4688.8 |
4680.0 |
- |
4734.597 |
20260619 |
99 |
526 |
| CFFEX.IF2609 |
0.000576 |
- |
- |
-0.021289 |
-0.00013 |
-0.031415 |
- |
4633.8 |
- |
- |
4734.597 |
20260918 |
164 |
526 |
| CFFEX.IH2512 |
-0.001072 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3076.463 |
20251219 |
0 |
526 |
| CFFEX.IH2601 |
-0.001072 |
0.0 |
-0.001072 |
0.001605 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3076.463 |
20260116 |
0 |
526 |
| CFFEX.IH2602 |
-0.001072 |
-0.001493 |
0.000421 |
-0.00002 |
-0.000001 |
-0.000248 |
- |
3076.4 |
3081.0 |
- |
3076.463 |
20260220 |
20 |
526 |
| CFFEX.IH2603 |
-0.001072 |
-0.002205 |
0.001133 |
0.00037 |
0.000009 |
0.002293 |
- |
3077.6 |
3084.4 |
- |
3076.463 |
20260320 |
39 |
526 |
| CFFEX.IH2606 |
-0.001072 |
-0.001559 |
0.000488 |
-0.000801 |
-0.000008 |
-0.001957 |
- |
3074.0 |
3078.8 |
- |
3076.463 |
20260619 |
99 |
526 |
| CFFEX.IH2609 |
-0.001072 |
- |
- |
-0.011267 |
-0.000069 |
-0.016626 |
- |
3041.8 |
- |
- |
3076.463 |
20260918 |
164 |
526 |