|
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_20260122_151310 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.007564 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8310.069 |
20251219 |
0 |
529 |
| CFFEX.IM2601 |
0.007564 |
0.0 |
0.007564 |
-0.008239 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8310.069 |
20260116 |
0 |
529 |
| CFFEX.IM2602 |
0.007564 |
0.00707 |
0.000494 |
0.001003 |
0.000059 |
0.014271 |
- |
8318.4 |
8260.0 |
- |
8310.069 |
20260220 |
17 |
529 |
| CFFEX.IM2603 |
0.007564 |
0.007484 |
0.000081 |
-0.002102 |
-0.000058 |
-0.014131 |
- |
8292.6 |
8231.0 |
- |
8310.069 |
20260320 |
36 |
529 |
| CFFEX.IM2606 |
0.007564 |
0.008396 |
-0.000831 |
-0.022968 |
-0.000239 |
-0.0579 |
- |
8119.2 |
8051.6 |
- |
8310.069 |
20260619 |
96 |
529 |
| CFFEX.IM2609 |
0.007564 |
0.007858 |
-0.000294 |
-0.043089 |
-0.000268 |
-0.064767 |
- |
7952.0 |
7890.0 |
- |
8310.069 |
20260918 |
161 |
529 |
| CFFEX.IC2512 |
0.005383 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8385.009 |
20251219 |
0 |
529 |
| CFFEX.IC2601 |
0.005383 |
0.0 |
0.005383 |
-0.017413 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8385.009 |
20260116 |
0 |
529 |
| CFFEX.IC2602 |
0.005383 |
0.003678 |
0.001705 |
0.002265 |
0.000133 |
0.032241 |
- |
8404.0 |
8373.2 |
- |
8385.009 |
20260220 |
17 |
529 |
| CFFEX.IC2603 |
0.005383 |
0.003464 |
0.001919 |
0.001788 |
0.00005 |
0.012018 |
- |
8400.0 |
8371.0 |
- |
8385.009 |
20260320 |
36 |
529 |
| CFFEX.IC2606 |
0.005383 |
0.004813 |
0.00057 |
-0.008993 |
-0.000094 |
-0.022671 |
- |
8309.6 |
8269.8 |
- |
8385.009 |
20260619 |
96 |
529 |
| CFFEX.IC2609 |
0.005383 |
0.00456 |
0.000823 |
-0.022637 |
-0.000141 |
-0.034025 |
- |
8195.2 |
8158.0 |
- |
8385.009 |
20260918 |
161 |
529 |
| CFFEX.IF2512 |
0.000223 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4724.123 |
20251219 |
0 |
529 |
| CFFEX.IF2601 |
0.000223 |
0.0 |
0.000223 |
0.002726 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4724.123 |
20260116 |
0 |
529 |
| CFFEX.IF2602 |
0.000223 |
-0.000466 |
0.000689 |
-0.000449 |
-0.000026 |
-0.006397 |
- |
4722.0 |
4724.2 |
- |
4724.123 |
20260220 |
17 |
529 |
| CFFEX.IF2603 |
0.000223 |
-0.000805 |
0.001028 |
-0.001084 |
-0.00003 |
-0.00729 |
- |
4719.0 |
4722.8 |
- |
4724.123 |
20260320 |
36 |
529 |
| CFFEX.IF2606 |
0.000223 |
-0.001024 |
0.001247 |
-0.008705 |
-0.000091 |
-0.021944 |
- |
4683.0 |
4687.8 |
- |
4724.123 |
20260619 |
96 |
529 |
| CFFEX.IF2609 |
0.000223 |
-0.001295 |
0.001518 |
-0.020771 |
-0.000129 |
-0.03122 |
- |
4626.0 |
4632.0 |
- |
4724.123 |
20260918 |
161 |
529 |
| CFFEX.IH2512 |
-0.004419 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3053.622 |
20251219 |
0 |
529 |
| CFFEX.IH2601 |
-0.004419 |
0.0 |
-0.004419 |
0.009097 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3053.622 |
20260116 |
0 |
529 |
| CFFEX.IH2602 |
-0.004419 |
-0.00417 |
-0.000249 |
0.001106 |
0.000065 |
0.015747 |
- |
3057.0 |
3069.8 |
- |
3053.622 |
20260220 |
17 |
529 |
| CFFEX.IH2603 |
-0.004419 |
-0.004034 |
-0.000384 |
0.002482 |
0.000069 |
0.016682 |
- |
3061.2 |
3073.6 |
- |
3053.622 |
20260320 |
36 |
529 |
| CFFEX.IH2606 |
-0.004419 |
-0.004039 |
-0.00038 |
0.001303 |
0.000014 |
0.003284 |
- |
3057.6 |
3070.0 |
- |
3053.622 |
20260619 |
96 |
529 |
| CFFEX.IH2609 |
-0.004419 |
-0.003557 |
-0.000862 |
-0.009111 |
-0.000057 |
-0.013695 |
- |
3025.8 |
3036.6 |
- |
3053.622 |
20260918 |
161 |
529 |