|
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_20260127_151503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.002159 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8383.496 |
20251219 |
0 |
532 |
| CFFEX.IM2601 |
0.002159 |
- |
- |
- |
- |
- |
- |
- |
8241.6 |
- |
8383.496 |
20260116 |
0 |
532 |
| CFFEX.IM2602 |
0.002159 |
0.007013 |
-0.004854 |
0.000251 |
0.000018 |
0.004338 |
- |
8385.6 |
8327.2 |
- |
8383.496 |
20260220 |
14 |
532 |
| CFFEX.IM2603 |
0.002159 |
0.008203 |
-0.006044 |
-0.003137 |
-0.000095 |
-0.023002 |
- |
8357.2 |
8289.2 |
- |
8383.496 |
20260320 |
33 |
532 |
| CFFEX.IM2606 |
0.002159 |
0.009654 |
-0.007495 |
-0.019478 |
-0.000209 |
-0.050685 |
- |
8220.2 |
8141.6 |
- |
8383.496 |
20260619 |
93 |
532 |
| CFFEX.IM2609 |
0.002159 |
0.01 |
-0.007841 |
-0.038587 |
-0.000244 |
-0.059102 |
- |
8060.0 |
7980.2 |
- |
8383.496 |
20260918 |
158 |
532 |
| CFFEX.IC2512 |
0.004911 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8548.473 |
20251219 |
0 |
532 |
| CFFEX.IC2601 |
0.004911 |
0.0 |
0.004911 |
-0.036202 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8548.473 |
20260116 |
0 |
532 |
| CFFEX.IC2602 |
0.004911 |
0.008132 |
-0.00322 |
0.00067 |
0.000048 |
0.01158 |
- |
8554.2 |
8485.2 |
- |
8548.473 |
20260220 |
14 |
532 |
| CFFEX.IC2603 |
0.004911 |
0.009162 |
-0.00425 |
-0.000102 |
-0.000003 |
-0.000749 |
- |
8547.6 |
8470.0 |
- |
8548.473 |
20260320 |
33 |
532 |
| CFFEX.IC2606 |
0.004911 |
0.012424 |
-0.007512 |
-0.008595 |
-0.000092 |
-0.022365 |
- |
8475.0 |
8371.0 |
- |
8548.473 |
20260619 |
93 |
532 |
| CFFEX.IC2609 |
0.004911 |
0.013341 |
-0.00843 |
-0.020831 |
-0.000132 |
-0.031906 |
- |
8370.4 |
8260.2 |
- |
8548.473 |
20260918 |
158 |
532 |
| CFFEX.IF2512 |
-0.000354 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4705.297 |
20251219 |
0 |
532 |
| CFFEX.IF2601 |
-0.000354 |
0.0 |
-0.000354 |
0.006738 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4705.297 |
20260116 |
0 |
532 |
| CFFEX.IF2602 |
-0.000354 |
0.000212 |
-0.000566 |
0.00202 |
0.000144 |
0.034911 |
- |
4714.8 |
4713.8 |
- |
4705.297 |
20260220 |
14 |
532 |
| CFFEX.IF2603 |
-0.000354 |
-0.000127 |
-0.000227 |
0.00287 |
0.000087 |
0.021045 |
- |
4718.8 |
4719.4 |
- |
4705.297 |
20260320 |
33 |
532 |
| CFFEX.IF2606 |
-0.000354 |
0.000298 |
-0.000652 |
-0.000488 |
-0.000005 |
-0.00127 |
- |
4703.0 |
4701.6 |
- |
4705.297 |
20260619 |
93 |
532 |
| CFFEX.IF2609 |
-0.000354 |
0.0 |
-0.000354 |
-0.011029 |
-0.00007 |
-0.016893 |
- |
4653.4 |
4653.4 |
- |
4705.297 |
20260918 |
158 |
532 |
| CFFEX.IH2512 |
0.001015 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3052.681 |
20251219 |
0 |
532 |
| CFFEX.IH2601 |
0.001015 |
- |
- |
- |
- |
- |
- |
- |
3081.4 |
- |
3052.681 |
20260116 |
0 |
532 |
| CFFEX.IH2602 |
0.001015 |
0.002293 |
-0.001278 |
0.002463 |
0.000176 |
0.042576 |
- |
3060.2 |
3053.2 |
- |
3052.681 |
20260220 |
14 |
532 |
| CFFEX.IH2603 |
0.001015 |
0.001897 |
-0.000882 |
0.003708 |
0.000112 |
0.027191 |
- |
3064.0 |
3058.2 |
- |
3052.681 |
20260320 |
33 |
532 |
| CFFEX.IH2606 |
0.001015 |
0.002942 |
-0.001928 |
0.005018 |
0.000054 |
0.013058 |
- |
3068.0 |
3059.0 |
- |
3052.681 |
20260619 |
93 |
532 |
| CFFEX.IH2609 |
0.001015 |
0.004159 |
-0.003145 |
-0.003499 |
-0.000022 |
-0.005359 |
- |
3042.0 |
3029.4 |
- |
3052.681 |
20260918 |
158 |
532 |