|
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_20260130_151356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.009029 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8256.976 |
20251219 |
0 |
535 |
| CFFEX.IM2601 |
-0.009029 |
0.0 |
-0.009029 |
-0.001862 |
-inf |
-inf |
- |
8241.6 |
8241.6 |
- |
8256.976 |
20260116 |
0 |
535 |
| CFFEX.IM2602 |
-0.009029 |
-0.007951 |
-0.001078 |
0.003394 |
0.000309 |
0.074668 |
- |
8285.0 |
8351.4 |
- |
8256.976 |
20260220 |
11 |
535 |
| CFFEX.IM2603 |
-0.009029 |
-0.008212 |
-0.000817 |
0.000439 |
0.000015 |
0.00354 |
- |
8260.6 |
8329.0 |
- |
8256.976 |
20260320 |
30 |
535 |
| CFFEX.IM2606 |
-0.009029 |
-0.006805 |
-0.002224 |
-0.013707 |
-0.000152 |
-0.036856 |
- |
8143.8 |
8199.6 |
- |
8256.976 |
20260619 |
90 |
535 |
| CFFEX.IM2609 |
-0.009029 |
-0.006387 |
-0.002642 |
-0.031534 |
-0.000203 |
-0.049234 |
- |
7996.6 |
8048.0 |
- |
8256.976 |
20260918 |
155 |
535 |
| CFFEX.IC2512 |
-0.016866 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8374.185 |
20251219 |
0 |
535 |
| CFFEX.IC2601 |
-0.016866 |
- |
- |
- |
- |
- |
- |
- |
8239.0 |
- |
8374.185 |
20260116 |
0 |
535 |
| CFFEX.IC2602 |
-0.016866 |
-0.018051 |
0.001186 |
0.00036 |
0.000033 |
0.007921 |
- |
8377.2 |
8531.2 |
- |
8374.185 |
20260220 |
11 |
535 |
| CFFEX.IC2603 |
-0.016866 |
-0.018221 |
0.001356 |
-0.001407 |
-0.000047 |
-0.011352 |
- |
8362.4 |
8517.6 |
- |
8374.185 |
20260320 |
30 |
535 |
| CFFEX.IC2606 |
-0.016866 |
-0.01926 |
0.002395 |
-0.008859 |
-0.000098 |
-0.02382 |
- |
8300.0 |
8463.0 |
- |
8374.185 |
20260619 |
90 |
535 |
| CFFEX.IC2609 |
-0.016866 |
-0.019584 |
0.002719 |
-0.019606 |
-0.000126 |
-0.030611 |
- |
8210.0 |
8374.0 |
- |
8374.185 |
20260918 |
155 |
535 |
| CFFEX.IF2512 |
-0.009564 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4708.404 |
20251219 |
0 |
535 |
| CFFEX.IF2601 |
-0.009564 |
0.0 |
-0.009564 |
0.006073 |
inf |
inf |
- |
4737.0 |
4737.0 |
- |
4708.404 |
20260116 |
0 |
535 |
| CFFEX.IF2602 |
-0.009564 |
-0.01353 |
0.003966 |
0.000339 |
0.000031 |
0.007457 |
- |
4710.0 |
4774.6 |
- |
4708.404 |
20260220 |
11 |
535 |
| CFFEX.IF2603 |
-0.009564 |
-0.015259 |
0.005695 |
0.000551 |
0.000018 |
0.004448 |
- |
4711.0 |
4784.0 |
- |
4708.404 |
20260320 |
30 |
535 |
| CFFEX.IF2606 |
-0.009564 |
-0.015047 |
0.005483 |
-0.001827 |
-0.00002 |
-0.004914 |
- |
4699.8 |
4771.6 |
- |
4708.404 |
20260619 |
90 |
535 |
| CFFEX.IF2609 |
-0.009564 |
-0.015232 |
0.005668 |
-0.011342 |
-0.000073 |
-0.017709 |
- |
4655.0 |
4727.0 |
- |
4708.404 |
20260918 |
155 |
535 |
| CFFEX.IH2512 |
-0.013994 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3067.378 |
20251219 |
0 |
535 |
| CFFEX.IH2601 |
-0.013994 |
0.0 |
-0.013994 |
0.004571 |
inf |
inf |
- |
3081.4 |
3081.4 |
- |
3067.378 |
20260116 |
0 |
535 |
| CFFEX.IH2602 |
-0.013994 |
-0.017925 |
0.00393 |
0.000268 |
0.000024 |
0.005896 |
- |
3068.2 |
3124.2 |
- |
3067.378 |
20260220 |
11 |
535 |
| CFFEX.IH2603 |
-0.013994 |
-0.018017 |
0.004022 |
0.002159 |
0.000072 |
0.017415 |
- |
3074.0 |
3130.4 |
- |
3067.378 |
20260320 |
30 |
535 |
| CFFEX.IH2606 |
-0.013994 |
-0.016791 |
0.002797 |
0.004115 |
0.000046 |
0.011065 |
- |
3080.0 |
3132.6 |
- |
3067.378 |
20260619 |
90 |
535 |
| CFFEX.IH2609 |
-0.013994 |
-0.017822 |
0.003827 |
-0.004622 |
-0.00003 |
-0.007217 |
- |
3053.2 |
3108.6 |
- |
3067.378 |
20260918 |
155 |
535 |