|
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_20260128_154739 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.002373 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8402.045 |
20251219 |
0 |
533 |
| CFFEX.IM2601 |
0.002373 |
0.0 |
0.002373 |
-0.019096 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8402.045 |
20260116 |
0 |
533 |
| CFFEX.IM2602 |
0.002373 |
0.0026 |
-0.000227 |
0.000637 |
0.000049 |
0.011864 |
- |
8407.4 |
8385.6 |
- |
8402.045 |
20260220 |
13 |
533 |
| CFFEX.IM2603 |
0.002373 |
0.002465 |
-0.000092 |
-0.002886 |
-0.00009 |
-0.021822 |
- |
8377.8 |
8357.2 |
- |
8402.045 |
20260320 |
32 |
533 |
| CFFEX.IM2606 |
0.002373 |
0.002725 |
-0.000352 |
-0.018977 |
-0.000206 |
-0.049918 |
- |
8242.6 |
8220.2 |
- |
8402.045 |
20260619 |
92 |
533 |
| CFFEX.IM2609 |
0.002373 |
0.00201 |
0.000363 |
-0.038924 |
-0.000248 |
-0.059998 |
- |
8075.0 |
8058.8 |
- |
8402.045 |
20260918 |
157 |
533 |
| CFFEX.IC2512 |
0.006375 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8603.431 |
20251219 |
0 |
533 |
| CFFEX.IC2601 |
0.006375 |
0.0 |
0.006375 |
-0.042359 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8603.431 |
20260116 |
0 |
533 |
| CFFEX.IC2602 |
0.006375 |
0.008066 |
-0.001691 |
0.002298 |
0.000177 |
0.042775 |
- |
8623.2 |
8554.2 |
- |
8603.431 |
20260220 |
13 |
533 |
| CFFEX.IC2603 |
0.006375 |
0.008704 |
-0.002329 |
0.002158 |
0.000067 |
0.016322 |
- |
8622.0 |
8547.6 |
- |
8603.431 |
20260320 |
32 |
533 |
| CFFEX.IC2606 |
0.006375 |
0.011776 |
-0.005401 |
-0.003328 |
-0.000036 |
-0.008754 |
- |
8574.8 |
8475.0 |
- |
8603.431 |
20260619 |
92 |
533 |
| CFFEX.IC2609 |
0.006375 |
0.01178 |
-0.005405 |
-0.015625 |
-0.0001 |
-0.024085 |
- |
8469.0 |
8370.4 |
- |
8603.431 |
20260918 |
157 |
533 |
| CFFEX.IF2512 |
0.002508 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4717.493 |
20251219 |
0 |
533 |
| CFFEX.IF2601 |
0.002508 |
0.0 |
0.002508 |
0.004135 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4717.493 |
20260116 |
0 |
533 |
| CFFEX.IF2602 |
0.002508 |
0.002757 |
-0.000249 |
0.002185 |
0.000168 |
0.040672 |
- |
4727.8 |
4714.8 |
- |
4717.493 |
20260220 |
13 |
533 |
| CFFEX.IF2603 |
0.002508 |
0.003094 |
-0.000587 |
0.003245 |
0.000101 |
0.024538 |
- |
4732.8 |
4718.2 |
- |
4717.493 |
20260320 |
32 |
533 |
| CFFEX.IF2606 |
0.002508 |
0.002934 |
-0.000426 |
-0.000147 |
-0.000002 |
-0.000386 |
- |
4716.8 |
4703.0 |
- |
4717.493 |
20260619 |
92 |
533 |
| CFFEX.IF2609 |
0.002508 |
0.00361 |
-0.001102 |
-0.010025 |
-0.000064 |
-0.015453 |
- |
4670.2 |
4653.4 |
- |
4717.493 |
20260918 |
157 |
533 |
| CFFEX.IH2512 |
0.002728 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3060.720 |
20251219 |
0 |
533 |
| CFFEX.IH2601 |
0.002728 |
0.0 |
0.002728 |
0.006757 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3060.720 |
20260116 |
0 |
533 |
| CFFEX.IH2602 |
0.002728 |
0.001765 |
0.000963 |
0.001594 |
0.000123 |
0.02968 |
- |
3065.6 |
3060.2 |
- |
3060.720 |
20260220 |
13 |
533 |
| CFFEX.IH2603 |
0.002728 |
0.001893 |
0.000835 |
0.002967 |
0.000093 |
0.022435 |
- |
3069.8 |
3064.0 |
- |
3060.720 |
20260320 |
32 |
533 |
| CFFEX.IH2606 |
0.002728 |
0.000652 |
0.002076 |
0.003032 |
0.000033 |
0.007975 |
- |
3070.0 |
3068.0 |
- |
3060.720 |
20260619 |
92 |
533 |
| CFFEX.IH2609 |
0.002728 |
0.001315 |
0.001413 |
-0.004809 |
-0.000031 |
-0.007413 |
- |
3046.0 |
3042.0 |
- |
3060.720 |
20260918 |
157 |
533 |