|
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_20260123_201115 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.019134 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8468.340 |
20251219 |
0 |
530 |
| CFFEX.IM2601 |
0.019134 |
0.0 |
0.019134 |
-0.026775 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8468.340 |
20260116 |
0 |
530 |
| CFFEX.IM2602 |
0.019134 |
0.025703 |
-0.006569 |
0.007494 |
0.000468 |
0.113344 |
- |
8531.8 |
8318.0 |
- |
8468.340 |
20260220 |
16 |
530 |
| CFFEX.IM2603 |
0.019134 |
0.027012 |
-0.007878 |
0.005699 |
0.000163 |
0.039404 |
- |
8516.6 |
8292.6 |
- |
8468.340 |
20260320 |
35 |
530 |
| CFFEX.IM2606 |
0.019134 |
0.030422 |
-0.011287 |
-0.012061 |
-0.000127 |
-0.030725 |
- |
8366.2 |
8119.2 |
- |
8468.340 |
20260619 |
95 |
530 |
| CFFEX.IM2609 |
0.019134 |
0.033576 |
-0.014442 |
-0.029444 |
-0.000184 |
-0.044534 |
- |
8219.0 |
7952.0 |
- |
8468.340 |
20260918 |
160 |
530 |
| CFFEX.IC2512 |
0.023660 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8586.044 |
20251219 |
0 |
530 |
| CFFEX.IC2601 |
0.023660 |
0.0 |
0.02366 |
-0.04042 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8586.044 |
20260116 |
0 |
530 |
| CFFEX.IC2602 |
0.023660 |
0.03001 |
-0.00635 |
0.008171 |
0.000511 |
0.123585 |
- |
8656.2 |
8404.0 |
- |
8586.044 |
20260220 |
16 |
530 |
| CFFEX.IC2603 |
0.023660 |
0.030738 |
-0.007078 |
0.008404 |
0.00024 |
0.058107 |
- |
8658.2 |
8400.0 |
- |
8586.044 |
20260320 |
35 |
530 |
| CFFEX.IC2606 |
0.023660 |
0.032396 |
-0.008736 |
-0.000844 |
-0.000009 |
-0.002149 |
- |
8578.8 |
8309.6 |
- |
8586.044 |
20260619 |
95 |
530 |
| CFFEX.IC2609 |
0.023660 |
0.036094 |
-0.012434 |
-0.01107 |
-0.000069 |
-0.016743 |
- |
8491.0 |
8195.2 |
- |
8586.044 |
20260918 |
160 |
530 |
| CFFEX.IF2512 |
-0.005051 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4699.848 |
20251219 |
0 |
530 |
| CFFEX.IF2601 |
-0.005051 |
0.0 |
-0.005051 |
0.007905 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4699.848 |
20260116 |
0 |
530 |
| CFFEX.IF2602 |
-0.005051 |
-0.003812 |
-0.001239 |
0.000883 |
0.000055 |
0.013362 |
- |
4704.0 |
4722.0 |
- |
4699.848 |
20260220 |
16 |
530 |
| CFFEX.IF2603 |
-0.005051 |
-0.002161 |
-0.00289 |
0.00199 |
0.000057 |
0.013758 |
- |
4709.2 |
4719.4 |
- |
4699.848 |
20260320 |
35 |
530 |
| CFFEX.IF2606 |
-0.005051 |
0.000982 |
-0.006034 |
-0.002606 |
-0.000027 |
-0.006639 |
- |
4687.6 |
4683.0 |
- |
4699.848 |
20260619 |
95 |
530 |
| CFFEX.IF2609 |
-0.005051 |
0.00454 |
-0.009591 |
-0.011245 |
-0.00007 |
-0.017007 |
- |
4647.0 |
4626.0 |
- |
4699.848 |
20260918 |
160 |
530 |
| CFFEX.IH2512 |
-0.007581 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3029.982 |
20251219 |
0 |
530 |
| CFFEX.IH2601 |
-0.007581 |
0.0 |
-0.007581 |
0.01697 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3029.982 |
20260116 |
0 |
530 |
| CFFEX.IH2602 |
-0.007581 |
-0.008047 |
0.000466 |
0.000798 |
0.00005 |
0.01207 |
- |
3032.4 |
3057.0 |
- |
3029.982 |
20260220 |
16 |
530 |
| CFFEX.IH2603 |
-0.007581 |
-0.007644 |
0.000063 |
0.00258 |
0.000074 |
0.01784 |
- |
3037.8 |
3061.2 |
- |
3029.982 |
20260320 |
35 |
530 |
| CFFEX.IH2606 |
-0.007581 |
-0.007064 |
-0.000517 |
0.001986 |
0.000021 |
0.005059 |
- |
3036.0 |
3057.6 |
- |
3029.982 |
20260619 |
95 |
530 |
| CFFEX.IH2609 |
-0.007581 |
-0.006544 |
-0.001037 |
-0.007915 |
-0.000049 |
-0.011971 |
- |
3006.0 |
3025.8 |
- |
3029.982 |
20260918 |
160 |
530 |