|
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_20260129_151342 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.007741 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8334.775 |
20251219 |
0 |
534 |
| CFFEX.IM2601 |
-0.007741 |
0.0 |
-0.007741 |
-0.011179 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8334.775 |
20260116 |
0 |
534 |
| CFFEX.IM2602 |
-0.007741 |
-0.006661 |
-0.00108 |
0.001995 |
0.000166 |
0.040226 |
- |
8351.4 |
8407.4 |
- |
8334.775 |
20260220 |
12 |
534 |
| CFFEX.IM2603 |
-0.007741 |
-0.005682 |
-0.002059 |
-0.000549 |
-0.000018 |
-0.004285 |
- |
8330.2 |
8377.8 |
- |
8334.775 |
20260320 |
31 |
534 |
| CFFEX.IM2606 |
-0.007741 |
-0.005217 |
-0.002524 |
-0.016218 |
-0.000178 |
-0.04313 |
- |
8199.6 |
8242.6 |
- |
8334.775 |
20260619 |
91 |
534 |
| CFFEX.IM2609 |
-0.007741 |
-0.003344 |
-0.004397 |
-0.034407 |
-0.000221 |
-0.053375 |
- |
8048.0 |
8075.0 |
- |
8334.775 |
20260918 |
156 |
534 |
| CFFEX.IC2512 |
-0.009450 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8519.881 |
20251219 |
0 |
534 |
| CFFEX.IC2601 |
-0.009450 |
0.0 |
-0.00945 |
-0.032968 |
-inf |
-inf |
- |
8239.0 |
8239.0 |
- |
8519.881 |
20260116 |
0 |
534 |
| CFFEX.IC2602 |
-0.009450 |
-0.010669 |
0.001219 |
0.001329 |
0.000111 |
0.026792 |
- |
8531.2 |
8623.2 |
- |
8519.881 |
20260220 |
12 |
534 |
| CFFEX.IC2603 |
-0.009450 |
-0.012109 |
0.002658 |
-0.000268 |
-0.000009 |
-0.00209 |
- |
8517.6 |
8622.0 |
- |
8519.881 |
20260320 |
31 |
534 |
| CFFEX.IC2606 |
-0.009450 |
-0.013108 |
0.003658 |
-0.006747 |
-0.000074 |
-0.017942 |
- |
8462.4 |
8574.8 |
- |
8519.881 |
20260619 |
91 |
534 |
| CFFEX.IC2609 |
-0.009450 |
-0.011217 |
0.001767 |
-0.017122 |
-0.00011 |
-0.026562 |
- |
8374.0 |
8469.0 |
- |
8519.881 |
20260918 |
156 |
534 |
| CFFEX.IF2512 |
0.007801 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4754.798 |
20251219 |
0 |
534 |
| CFFEX.IF2601 |
0.007801 |
- |
- |
- |
- |
- |
- |
- |
4737.0 |
- |
4754.798 |
20260116 |
0 |
534 |
| CFFEX.IF2602 |
0.007801 |
0.009899 |
-0.002098 |
0.004165 |
0.000347 |
0.083987 |
- |
4774.6 |
4727.8 |
- |
4754.798 |
20260220 |
12 |
534 |
| CFFEX.IF2603 |
0.007801 |
0.010818 |
-0.003017 |
0.006142 |
0.000198 |
0.047944 |
- |
4784.0 |
4732.8 |
- |
4754.798 |
20260320 |
31 |
534 |
| CFFEX.IF2606 |
0.007801 |
0.011618 |
-0.003817 |
0.003534 |
0.000039 |
0.009397 |
- |
4771.6 |
4716.8 |
- |
4754.798 |
20260619 |
91 |
534 |
| CFFEX.IF2609 |
0.007801 |
0.012162 |
-0.004361 |
-0.005846 |
-0.000037 |
-0.009069 |
- |
4727.0 |
4670.2 |
- |
4754.798 |
20260918 |
156 |
534 |
| CFFEX.IH2512 |
0.016917 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3112.332 |
20251219 |
0 |
534 |
| CFFEX.IH2601 |
0.016917 |
0.0 |
0.016917 |
-0.009939 |
-inf |
-inf |
- |
3081.4 |
3081.4 |
- |
3112.332 |
20260116 |
0 |
534 |
| CFFEX.IH2602 |
0.016917 |
0.019115 |
-0.002198 |
0.003813 |
0.000318 |
0.0769 |
- |
3124.2 |
3065.6 |
- |
3112.332 |
20260220 |
12 |
534 |
| CFFEX.IH2603 |
0.016917 |
0.019741 |
-0.002824 |
0.005805 |
0.000187 |
0.045319 |
- |
3130.4 |
3069.8 |
- |
3112.332 |
20260320 |
31 |
534 |
| CFFEX.IH2606 |
0.016917 |
0.020391 |
-0.003474 |
0.006512 |
0.000072 |
0.017318 |
- |
3132.6 |
3070.0 |
- |
3112.332 |
20260619 |
91 |
534 |
| CFFEX.IH2609 |
0.016917 |
0.020552 |
-0.003635 |
-0.001199 |
-0.000008 |
-0.00186 |
- |
3108.6 |
3046.0 |
- |
3112.332 |
20260918 |
156 |
534 |