|
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_20260106_151434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.014084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7863.086 |
20251219 |
0 |
517 |
| CFFEX.IM2601 |
0.014084 |
0.014924 |
-0.00084 |
0.001515 |
0.000168 |
0.040742 |
- |
7875.0 |
7759.2 |
- |
7863.086 |
20260116 |
9 |
517 |
| CFFEX.IM2602 |
0.014084 |
0.015043 |
-0.000959 |
-0.006293 |
-0.000217 |
-0.052518 |
- |
7813.6 |
7697.8 |
- |
7863.086 |
20260220 |
29 |
517 |
| CFFEX.IM2603 |
0.014084 |
0.016154 |
-0.00207 |
-0.012805 |
-0.000267 |
-0.064558 |
- |
7762.4 |
7639.0 |
- |
7863.086 |
20260320 |
48 |
517 |
| CFFEX.IM2606 |
0.014084 |
0.017938 |
-0.003854 |
-0.041572 |
-0.000385 |
-0.093153 |
- |
7536.2 |
7403.4 |
- |
7863.086 |
20260619 |
108 |
517 |
| CFFEX.IM2609 |
0.014084 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7863.086 |
20260918 |
173 |
517 |
| CFFEX.IC2512 |
0.021043 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7812.203 |
20251219 |
0 |
517 |
| CFFEX.IC2601 |
0.021043 |
0.022336 |
-0.001293 |
0.003046 |
0.000338 |
0.081907 |
- |
7836.0 |
7664.8 |
- |
7812.203 |
20260116 |
9 |
517 |
| CFFEX.IC2602 |
0.021043 |
0.023712 |
-0.002669 |
-0.000845 |
-0.000029 |
-0.007053 |
- |
7805.6 |
7624.8 |
- |
7812.203 |
20260220 |
29 |
517 |
| CFFEX.IC2603 |
0.021043 |
0.025066 |
-0.004023 |
-0.003303 |
-0.000069 |
-0.016652 |
- |
7786.4 |
7596.0 |
- |
7812.203 |
20260320 |
48 |
517 |
| CFFEX.IC2606 |
0.021043 |
0.02648 |
-0.005437 |
-0.025448 |
-0.000236 |
-0.057022 |
- |
7613.4 |
7417.0 |
- |
7812.203 |
20260619 |
108 |
517 |
| CFFEX.IC2609 |
0.021043 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7812.203 |
20260918 |
173 |
517 |
| CFFEX.IF2512 |
0.015269 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4789.782 |
20251219 |
0 |
517 |
| CFFEX.IF2601 |
0.015269 |
0.017268 |
-0.001998 |
0.001173 |
0.00013 |
0.031538 |
- |
4795.4 |
4714.0 |
- |
4789.782 |
20260116 |
9 |
517 |
| CFFEX.IF2602 |
0.015269 |
0.01748 |
-0.00221 |
-0.00104 |
-0.000036 |
-0.00868 |
- |
4784.8 |
4702.6 |
- |
4789.782 |
20260220 |
29 |
517 |
| CFFEX.IF2603 |
0.015269 |
0.017245 |
-0.001976 |
-0.00246 |
-0.000051 |
-0.012402 |
- |
4778.0 |
4697.0 |
- |
4789.782 |
20260320 |
48 |
517 |
| CFFEX.IF2606 |
0.015269 |
0.018108 |
-0.002839 |
-0.011646 |
-0.000108 |
-0.026096 |
- |
4734.0 |
4649.8 |
- |
4789.782 |
20260619 |
108 |
517 |
| CFFEX.IF2609 |
0.015269 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4789.782 |
20260918 |
173 |
517 |
| CFFEX.IH2512 |
0.018842 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3158.153 |
20251219 |
0 |
517 |
| CFFEX.IH2601 |
0.018842 |
0.019823 |
-0.000981 |
0.000205 |
0.000023 |
0.005509 |
- |
3158.8 |
3097.4 |
- |
3158.153 |
20260116 |
9 |
517 |
| CFFEX.IH2602 |
0.018842 |
0.019228 |
-0.000386 |
0.000332 |
0.000011 |
0.002767 |
- |
3159.2 |
3099.6 |
- |
3158.153 |
20260220 |
29 |
517 |
| CFFEX.IH2603 |
0.018842 |
0.02033 |
-0.001488 |
0.001155 |
0.000024 |
0.005822 |
- |
3161.8 |
3098.8 |
- |
3158.153 |
20260320 |
48 |
517 |
| CFFEX.IH2606 |
0.018842 |
0.020073 |
-0.00123 |
-0.002328 |
-0.000022 |
-0.005217 |
- |
3150.8 |
3088.8 |
- |
3158.153 |
20260619 |
108 |
517 |
| CFFEX.IH2609 |
0.018842 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3158.153 |
20260918 |
173 |
517 |