|
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_20260105_151441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.020888 |
- |
- |
- |
- |
- |
- |
- |
7335.2 |
- |
7753.935 |
20251219 |
0 |
516 |
| CFFEX.IM2601 |
0.020888 |
0.023452 |
-0.002564 |
0.000679 |
0.000068 |
0.016432 |
- |
7759.2 |
7581.4 |
- |
7753.935 |
20260116 |
10 |
516 |
| CFFEX.IM2602 |
0.020888 |
0.025772 |
-0.004884 |
-0.00724 |
-0.000241 |
-0.058399 |
- |
7697.8 |
7504.4 |
- |
7753.935 |
20260220 |
30 |
516 |
| CFFEX.IM2603 |
0.020888 |
0.027272 |
-0.006384 |
-0.014823 |
-0.000303 |
-0.073206 |
- |
7639.0 |
7436.2 |
- |
7753.935 |
20260320 |
49 |
516 |
| CFFEX.IM2606 |
0.020888 |
0.028536 |
-0.007648 |
-0.045207 |
-0.000415 |
-0.100369 |
- |
7403.4 |
7198.0 |
- |
7753.935 |
20260619 |
109 |
516 |
| CFFEX.IM2609 |
0.020888 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7753.935 |
20260918 |
174 |
516 |
| CFFEX.IC2512 |
0.024658 |
- |
- |
- |
- |
- |
- |
- |
7170.6 |
- |
7649.661 |
20251219 |
0 |
516 |
| CFFEX.IC2601 |
0.024658 |
0.028059 |
-0.003401 |
0.001979 |
0.000198 |
0.047893 |
- |
7664.8 |
7455.6 |
- |
7649.661 |
20260116 |
10 |
516 |
| CFFEX.IC2602 |
0.024658 |
0.029293 |
-0.004635 |
-0.00325 |
-0.000108 |
-0.026216 |
- |
7624.8 |
7407.8 |
- |
7649.661 |
20260220 |
30 |
516 |
| CFFEX.IC2603 |
0.024658 |
0.031673 |
-0.007015 |
-0.007015 |
-0.000143 |
-0.034645 |
- |
7596.0 |
7362.8 |
- |
7649.661 |
20260320 |
49 |
516 |
| CFFEX.IC2606 |
0.024658 |
0.033671 |
-0.009013 |
-0.030415 |
-0.000279 |
-0.067526 |
- |
7417.0 |
7175.4 |
- |
7649.661 |
20260619 |
109 |
516 |
| CFFEX.IC2609 |
0.024658 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7649.661 |
20260918 |
174 |
516 |
| CFFEX.IF2512 |
0.019022 |
- |
- |
- |
- |
- |
- |
- |
4572.0 |
- |
4718.010 |
20251219 |
0 |
516 |
| CFFEX.IF2601 |
0.019022 |
0.019861 |
-0.000839 |
-0.00085 |
-0.000085 |
-0.020568 |
- |
4714.0 |
4622.2 |
- |
4718.010 |
20260116 |
10 |
516 |
| CFFEX.IF2602 |
0.019022 |
0.020175 |
-0.001153 |
-0.003266 |
-0.000109 |
-0.026347 |
- |
4702.6 |
4609.6 |
- |
4718.010 |
20260220 |
30 |
516 |
| CFFEX.IF2603 |
0.019022 |
0.021131 |
-0.002109 |
-0.004453 |
-0.000091 |
-0.021993 |
- |
4697.0 |
4599.8 |
- |
4718.010 |
20260320 |
49 |
516 |
| CFFEX.IF2606 |
0.019022 |
0.020812 |
-0.00179 |
-0.014457 |
-0.000133 |
-0.032098 |
- |
4649.8 |
4555.0 |
- |
4718.010 |
20260619 |
109 |
516 |
| CFFEX.IF2609 |
0.019022 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4718.010 |
20260918 |
174 |
516 |
| CFFEX.IH2512 |
0.022670 |
- |
- |
- |
- |
- |
- |
- |
3004.0 |
- |
3099.842 |
20251219 |
0 |
516 |
| CFFEX.IH2601 |
0.022670 |
0.023596 |
-0.000925 |
-0.000788 |
-0.000079 |
-0.019064 |
- |
3097.4 |
3026.0 |
- |
3099.842 |
20260116 |
10 |
516 |
| CFFEX.IH2602 |
0.022670 |
0.024593 |
-0.001923 |
-0.000078 |
-0.000003 |
-0.00063 |
- |
3099.6 |
3025.2 |
- |
3099.842 |
20260220 |
30 |
516 |
| CFFEX.IH2603 |
0.022670 |
0.024397 |
-0.001727 |
-0.000336 |
-0.000007 |
-0.00166 |
- |
3098.8 |
3025.0 |
- |
3099.842 |
20260320 |
49 |
516 |
| CFFEX.IH2606 |
0.022670 |
0.024002 |
-0.001332 |
-0.003562 |
-0.000033 |
-0.007909 |
- |
3088.8 |
3016.4 |
- |
3099.842 |
20260619 |
109 |
516 |
| CFFEX.IH2609 |
0.022670 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3099.842 |
20260918 |
174 |
516 |