|
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_20260126_151431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.011835 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8370.492 |
20251219 |
0 |
531 |
| CFFEX.IM2601 |
-0.011835 |
0.0 |
-0.011835 |
-0.015398 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8370.492 |
20260116 |
0 |
531 |
| CFFEX.IM2602 |
-0.011835 |
-0.023981 |
0.012146 |
-0.005172 |
-0.000345 |
-0.083441 |
- |
8327.2 |
8531.8 |
- |
8370.492 |
20260220 |
15 |
531 |
| CFFEX.IM2603 |
-0.011835 |
-0.026654 |
0.014819 |
-0.009664 |
-0.000284 |
-0.068785 |
- |
8289.6 |
8516.6 |
- |
8370.492 |
20260320 |
34 |
531 |
| CFFEX.IM2606 |
-0.011835 |
-0.026846 |
0.015011 |
-0.027345 |
-0.000291 |
-0.070399 |
- |
8141.6 |
8366.2 |
- |
8370.492 |
20260619 |
94 |
531 |
| CFFEX.IM2609 |
-0.011835 |
-0.029055 |
0.01722 |
-0.046627 |
-0.000293 |
-0.070967 |
- |
7980.2 |
8219.0 |
- |
8370.492 |
20260918 |
159 |
531 |
| CFFEX.IC2512 |
-0.009410 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8509.332 |
20251219 |
0 |
531 |
| CFFEX.IC2601 |
-0.009410 |
0.0 |
-0.00941 |
-0.031769 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8509.332 |
20260116 |
0 |
531 |
| CFFEX.IC2602 |
-0.009410 |
-0.019755 |
0.010345 |
-0.002836 |
-0.000189 |
-0.045753 |
- |
8485.2 |
8656.2 |
- |
8509.332 |
20260220 |
15 |
531 |
| CFFEX.IC2603 |
-0.009410 |
-0.021598 |
0.012188 |
-0.004481 |
-0.000132 |
-0.031896 |
- |
8471.2 |
8658.2 |
- |
8509.332 |
20260320 |
34 |
531 |
| CFFEX.IC2606 |
-0.009410 |
-0.024223 |
0.014812 |
-0.016257 |
-0.000173 |
-0.041852 |
- |
8371.0 |
8578.8 |
- |
8509.332 |
20260619 |
94 |
531 |
| CFFEX.IC2609 |
-0.009410 |
-0.027182 |
0.017772 |
-0.029278 |
-0.000184 |
-0.044561 |
- |
8260.2 |
8491.0 |
- |
8509.332 |
20260918 |
159 |
531 |
| CFFEX.IF2512 |
0.001330 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4708.753 |
20251219 |
0 |
531 |
| CFFEX.IF2601 |
0.001330 |
0.0 |
0.00133 |
0.005999 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4708.753 |
20260116 |
0 |
531 |
| CFFEX.IF2602 |
0.001330 |
0.002083 |
-0.000753 |
0.001072 |
0.000071 |
0.017292 |
- |
4713.8 |
4704.0 |
- |
4708.753 |
20260220 |
15 |
531 |
| CFFEX.IF2603 |
0.001330 |
0.002166 |
-0.000836 |
0.002261 |
0.000067 |
0.016094 |
- |
4719.4 |
4709.2 |
- |
4708.753 |
20260320 |
34 |
531 |
| CFFEX.IF2606 |
0.001330 |
0.002987 |
-0.001656 |
-0.001519 |
-0.000016 |
-0.003911 |
- |
4701.6 |
4687.6 |
- |
4708.753 |
20260619 |
94 |
531 |
| CFFEX.IF2609 |
0.001330 |
0.001377 |
-0.000047 |
-0.011755 |
-0.000074 |
-0.017892 |
- |
4653.4 |
4647.0 |
- |
4708.753 |
20260918 |
159 |
531 |
| CFFEX.IH2512 |
0.006211 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3051.027 |
20251219 |
0 |
531 |
| CFFEX.IH2601 |
0.006211 |
0.0 |
0.006211 |
0.009955 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3051.027 |
20260116 |
0 |
531 |
| CFFEX.IH2602 |
0.006211 |
0.006859 |
-0.000648 |
0.000712 |
0.000047 |
0.01149 |
- |
3053.2 |
3032.4 |
- |
3051.027 |
20260220 |
15 |
531 |
| CFFEX.IH2603 |
0.006211 |
0.006715 |
-0.000504 |
0.002351 |
0.000069 |
0.016734 |
- |
3058.2 |
3037.8 |
- |
3051.027 |
20260320 |
34 |
531 |
| CFFEX.IH2606 |
0.006211 |
0.007576 |
-0.001364 |
0.002613 |
0.000028 |
0.006728 |
- |
3059.0 |
3036.0 |
- |
3051.027 |
20260619 |
94 |
531 |
| CFFEX.IH2609 |
0.006211 |
0.007784 |
-0.001573 |
-0.007088 |
-0.000045 |
-0.010789 |
- |
3029.4 |
3006.0 |
- |
3051.027 |
20260918 |
159 |
531 |