|
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_20260120_151423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.010180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8181.502 |
20251219 |
0 |
527 |
| CFFEX.IM2601 |
-0.010180 |
0.0 |
-0.01018 |
0.007346 |
inf |
inf |
- |
8241.6 |
8241.6 |
- |
8181.502 |
20260116 |
0 |
527 |
| CFFEX.IM2602 |
-0.010180 |
-0.008262 |
-0.001918 |
-0.002384 |
-0.000125 |
-0.03036 |
- |
8162.0 |
8230.0 |
- |
8181.502 |
20260220 |
19 |
527 |
| CFFEX.IM2603 |
-0.010180 |
-0.008038 |
-0.002142 |
-0.007419 |
-0.000195 |
-0.04725 |
- |
8120.8 |
8186.6 |
- |
8181.502 |
20260320 |
38 |
527 |
| CFFEX.IM2606 |
-0.010180 |
-0.007122 |
-0.003058 |
-0.028785 |
-0.000294 |
-0.071081 |
- |
7946.0 |
8003.0 |
- |
8181.502 |
20260619 |
98 |
527 |
| CFFEX.IM2609 |
-0.010180 |
-0.008288 |
-0.001892 |
-0.049319 |
-0.000303 |
-0.073222 |
- |
7778.0 |
7843.0 |
- |
8181.502 |
20260918 |
163 |
527 |
| CFFEX.IC2512 |
-0.004973 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8246.735 |
20251219 |
0 |
527 |
| CFFEX.IC2601 |
-0.004973 |
0.0 |
-0.004973 |
-0.000938 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8246.735 |
20260116 |
0 |
527 |
| CFFEX.IC2602 |
-0.004973 |
-0.002922 |
-0.00205 |
0.001317 |
0.000069 |
0.016781 |
- |
8257.6 |
8281.8 |
- |
8246.735 |
20260220 |
19 |
527 |
| CFFEX.IC2603 |
-0.004973 |
-0.002081 |
-0.002892 |
0.00025 |
0.000007 |
0.001595 |
- |
8248.8 |
8266.0 |
- |
8246.735 |
20260320 |
38 |
527 |
| CFFEX.IC2606 |
-0.004973 |
-0.000736 |
-0.004236 |
-0.0127 |
-0.00013 |
-0.031362 |
- |
8142.0 |
8148.0 |
- |
8246.735 |
20260619 |
98 |
527 |
| CFFEX.IC2609 |
-0.004973 |
0.000025 |
-0.004997 |
-0.026985 |
-0.000166 |
-0.040063 |
- |
8024.2 |
8024.0 |
- |
8246.735 |
20260918 |
163 |
527 |
| CFFEX.IF2512 |
-0.003099 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4719.782 |
20251219 |
0 |
527 |
| CFFEX.IF2601 |
-0.003099 |
0.0 |
-0.003099 |
0.003648 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4719.782 |
20260116 |
0 |
527 |
| CFFEX.IF2602 |
-0.003099 |
-0.004691 |
0.001591 |
-0.001945 |
-0.000102 |
-0.024779 |
- |
4710.6 |
4732.8 |
- |
4719.782 |
20260220 |
19 |
527 |
| CFFEX.IF2603 |
-0.003099 |
-0.00423 |
0.00113 |
-0.002369 |
-0.000062 |
-0.015088 |
- |
4708.6 |
4728.6 |
- |
4719.782 |
20260320 |
38 |
527 |
| CFFEX.IF2606 |
-0.003099 |
-0.003156 |
0.000057 |
-0.0097 |
-0.000099 |
-0.023953 |
- |
4674.0 |
4688.8 |
- |
4719.782 |
20260619 |
98 |
527 |
| CFFEX.IF2609 |
-0.003099 |
-0.004057 |
0.000958 |
-0.022201 |
-0.000136 |
-0.03296 |
- |
4615.0 |
4633.8 |
- |
4719.782 |
20260918 |
163 |
527 |
| CFFEX.IH2512 |
-0.001522 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3071.253 |
20251219 |
0 |
527 |
| CFFEX.IH2601 |
-0.001522 |
- |
- |
- |
- |
- |
- |
- |
3081.4 |
- |
3071.253 |
20260116 |
0 |
527 |
| CFFEX.IH2602 |
-0.001522 |
-0.00091 |
-0.000612 |
0.000764 |
0.00004 |
0.009733 |
- |
3073.6 |
3076.4 |
- |
3071.253 |
20260220 |
19 |
527 |
| CFFEX.IH2603 |
-0.001522 |
-0.000715 |
-0.000808 |
0.00135 |
0.000036 |
0.008599 |
- |
3075.4 |
3077.6 |
- |
3071.253 |
20260320 |
38 |
527 |
| CFFEX.IH2606 |
-0.001522 |
-0.001366 |
-0.000156 |
-0.000538 |
-0.000005 |
-0.001329 |
- |
3069.6 |
3073.8 |
- |
3071.253 |
20260619 |
98 |
527 |
| CFFEX.IH2609 |
-0.001522 |
-0.000395 |
-0.001128 |
-0.009981 |
-0.000061 |
-0.014818 |
- |
3040.6 |
3041.8 |
- |
3071.253 |
20260918 |
163 |
527 |