|
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_20260121_151418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.007841 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8246.914 |
20251219 |
0 |
528 |
| CFFEX.IM2601 |
0.007841 |
0.0 |
0.007841 |
-0.000644 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8246.914 |
20260116 |
0 |
528 |
| CFFEX.IM2602 |
0.007841 |
0.011982 |
-0.004141 |
0.001587 |
0.000088 |
0.021333 |
- |
8260.0 |
8162.2 |
- |
8246.914 |
20260220 |
18 |
528 |
| CFFEX.IM2603 |
0.007841 |
0.01357 |
-0.005729 |
-0.00193 |
-0.000052 |
-0.012621 |
- |
8231.0 |
8120.8 |
- |
8246.914 |
20260320 |
37 |
528 |
| CFFEX.IM2606 |
0.007841 |
0.01329 |
-0.005449 |
-0.023683 |
-0.000244 |
-0.059086 |
- |
8051.6 |
7946.0 |
- |
8246.914 |
20260619 |
97 |
528 |
| CFFEX.IM2609 |
0.007841 |
0.0144 |
-0.006558 |
-0.043278 |
-0.000267 |
-0.064651 |
- |
7890.0 |
7778.0 |
- |
8246.914 |
20260918 |
162 |
528 |
| CFFEX.IC2512 |
0.010689 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8335.962 |
20251219 |
0 |
528 |
| CFFEX.IC2601 |
0.010689 |
0.0 |
0.010689 |
-0.011632 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8335.962 |
20260116 |
0 |
528 |
| CFFEX.IC2602 |
0.010689 |
0.013975 |
-0.003286 |
0.004467 |
0.000248 |
0.060058 |
- |
8373.2 |
8257.8 |
- |
8335.962 |
20260220 |
18 |
528 |
| CFFEX.IC2603 |
0.010689 |
0.014814 |
-0.004126 |
0.004203 |
0.000114 |
0.027491 |
- |
8371.0 |
8248.8 |
- |
8335.962 |
20260320 |
37 |
528 |
| CFFEX.IC2606 |
0.010689 |
0.015696 |
-0.005008 |
-0.007937 |
-0.000082 |
-0.019801 |
- |
8269.8 |
8142.0 |
- |
8335.962 |
20260619 |
97 |
528 |
| CFFEX.IC2609 |
0.010689 |
0.016675 |
-0.005986 |
-0.021349 |
-0.000132 |
-0.031891 |
- |
8158.0 |
8024.2 |
- |
8335.962 |
20260918 |
162 |
528 |
| CFFEX.IF2512 |
0.001066 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4723.908 |
20251219 |
0 |
528 |
| CFFEX.IF2601 |
0.001066 |
0.0 |
0.001066 |
0.002771 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4723.908 |
20260116 |
0 |
528 |
| CFFEX.IF2602 |
0.001066 |
0.002887 |
-0.001821 |
0.000062 |
0.000003 |
0.000831 |
- |
4724.2 |
4710.6 |
- |
4723.908 |
20260220 |
18 |
528 |
| CFFEX.IF2603 |
0.001066 |
0.003016 |
-0.00195 |
-0.000235 |
-0.000006 |
-0.001534 |
- |
4722.8 |
4708.6 |
- |
4723.908 |
20260320 |
37 |
528 |
| CFFEX.IF2606 |
0.001066 |
0.002953 |
-0.001887 |
-0.007644 |
-0.000079 |
-0.01907 |
- |
4687.8 |
4674.0 |
- |
4723.908 |
20260619 |
97 |
528 |
| CFFEX.IF2609 |
0.001066 |
0.003684 |
-0.002618 |
-0.019456 |
-0.00012 |
-0.029064 |
- |
4632.0 |
4615.0 |
- |
4723.908 |
20260918 |
162 |
528 |
| CFFEX.IH2512 |
-0.000808 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3068.165 |
20251219 |
0 |
528 |
| CFFEX.IH2601 |
-0.000808 |
0.0 |
-0.000808 |
0.004314 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3068.165 |
20260116 |
0 |
528 |
| CFFEX.IH2602 |
-0.000808 |
-0.001236 |
0.000428 |
0.000533 |
0.00003 |
0.007164 |
- |
3069.8 |
3073.6 |
- |
3068.165 |
20260220 |
18 |
528 |
| CFFEX.IH2603 |
-0.000808 |
-0.000585 |
-0.000223 |
0.001771 |
0.000048 |
0.011586 |
- |
3073.6 |
3075.4 |
- |
3068.165 |
20260320 |
37 |
528 |
| CFFEX.IH2606 |
-0.000808 |
0.00013 |
-0.000938 |
0.000598 |
0.000006 |
0.001492 |
- |
3070.0 |
3069.6 |
- |
3068.165 |
20260619 |
97 |
528 |
| CFFEX.IH2609 |
-0.000808 |
-0.001381 |
0.000573 |
-0.010288 |
-0.000064 |
-0.015368 |
- |
3036.6 |
3040.8 |
- |
3068.165 |
20260918 |
162 |
528 |