|
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_20251205_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2511 |
0.012815 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7341.547 |
20251121 |
0 |
497 |
| CFFEX.IM2512 |
0.012815 |
0.01475 |
-0.001936 |
-0.002962 |
-0.000269 |
-0.065168 |
- |
7319.8 |
7213.4 |
- |
7341.547 |
20251219 |
11 |
497 |
| CFFEX.IM2601 |
0.012815 |
0.014768 |
-0.001953 |
-0.013478 |
-0.000465 |
-0.112469 |
- |
7242.6 |
7137.2 |
- |
7341.547 |
20260116 |
29 |
497 |
| CFFEX.IM2602 |
0.012815 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7341.547 |
20260220 |
49 |
497 |
| CFFEX.IM2603 |
0.012815 |
0.014139 |
-0.001324 |
-0.034727 |
-0.000511 |
-0.123586 |
- |
7086.6 |
6987.8 |
- |
7341.547 |
20260320 |
68 |
497 |
| CFFEX.IM2606 |
0.012815 |
0.014493 |
-0.001678 |
-0.067499 |
-0.000527 |
-0.127615 |
- |
6846.0 |
6748.2 |
- |
7341.547 |
20260619 |
128 |
497 |
| CFFEX.IC2511 |
0.011903 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7096.282 |
20251121 |
0 |
497 |
| CFFEX.IC2512 |
0.011903 |
0.014549 |
-0.002646 |
-0.001618 |
-0.000147 |
-0.035597 |
- |
7084.8 |
6983.2 |
- |
7096.282 |
20251219 |
11 |
497 |
| CFFEX.IC2601 |
0.011903 |
0.014091 |
-0.002188 |
-0.010214 |
-0.000352 |
-0.085235 |
- |
7023.8 |
6926.2 |
- |
7096.282 |
20260116 |
29 |
497 |
| CFFEX.IC2602 |
0.011903 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7096.282 |
20260220 |
49 |
497 |
| CFFEX.IC2603 |
0.011903 |
0.014122 |
-0.002218 |
-0.026476 |
-0.000389 |
-0.094224 |
- |
6908.4 |
6812.2 |
- |
7096.282 |
20260320 |
68 |
497 |
| CFFEX.IC2606 |
0.011903 |
0.014534 |
-0.002631 |
-0.055703 |
-0.000435 |
-0.105313 |
- |
6701.0 |
6605.0 |
- |
7096.282 |
20260619 |
128 |
497 |
| CFFEX.IF2511 |
0.008175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4583.735 |
20251121 |
0 |
497 |
| CFFEX.IF2512 |
0.008175 |
0.009668 |
-0.001493 |
-0.002037 |
-0.000185 |
-0.044804 |
- |
4574.4 |
4530.6 |
- |
4583.735 |
20251219 |
11 |
497 |
| CFFEX.IF2601 |
0.008175 |
0.009929 |
-0.001754 |
-0.005833 |
-0.000201 |
-0.048672 |
- |
4557.0 |
4512.2 |
- |
4583.735 |
20260116 |
29 |
497 |
| CFFEX.IF2602 |
0.008175 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4583.735 |
20260220 |
49 |
497 |
| CFFEX.IF2603 |
0.008175 |
0.009706 |
-0.001531 |
-0.010458 |
-0.000154 |
-0.037217 |
- |
4535.8 |
4492.2 |
- |
4583.735 |
20260320 |
68 |
497 |
| CFFEX.IF2606 |
0.008175 |
0.010402 |
-0.002227 |
-0.020929 |
-0.000164 |
-0.03957 |
- |
4487.8 |
4441.6 |
- |
4583.735 |
20260619 |
128 |
497 |
| CFFEX.IH2511 |
0.009260 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3001.879 |
20251121 |
0 |
497 |
| CFFEX.IH2512 |
0.009260 |
0.009838 |
-0.000578 |
-0.001492 |
-0.000136 |
-0.032825 |
- |
2997.4 |
2968.2 |
- |
3001.879 |
20251219 |
11 |
497 |
| CFFEX.IH2601 |
0.009260 |
0.010406 |
-0.001146 |
-0.003757 |
-0.00013 |
-0.031354 |
- |
2990.6 |
2959.8 |
- |
3001.879 |
20260116 |
29 |
497 |
| CFFEX.IH2602 |
0.009260 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3001.879 |
20260220 |
49 |
497 |
| CFFEX.IH2603 |
0.009260 |
0.009937 |
-0.000677 |
-0.004623 |
-0.000068 |
-0.016454 |
- |
2988.0 |
2958.6 |
- |
3001.879 |
20260320 |
68 |
497 |
| CFFEX.IH2606 |
0.009260 |
0.010463 |
-0.001203 |
-0.009087 |
-0.000071 |
-0.017181 |
- |
2974.6 |
2943.8 |
- |
3001.879 |
20260619 |
128 |
497 |