|
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_20260107_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.005687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7909.635 |
20251219 |
0 |
518 |
| CFFEX.IM2601 |
0.005687 |
0.000889 |
0.004799 |
-0.003494 |
-0.000437 |
-0.105689 |
- |
7882.0 |
7875.0 |
- |
7909.635 |
20260116 |
8 |
518 |
| CFFEX.IM2602 |
0.005687 |
0.000205 |
0.005483 |
-0.011939 |
-0.000426 |
-0.103189 |
- |
7815.2 |
7813.6 |
- |
7909.635 |
20260220 |
28 |
518 |
| CFFEX.IM2603 |
0.005687 |
-0.000206 |
0.005894 |
-0.018817 |
-0.0004 |
-0.096887 |
- |
7760.8 |
7762.4 |
- |
7909.635 |
20260320 |
47 |
518 |
| CFFEX.IM2606 |
0.005687 |
0.0 |
0.005687 |
-0.047213 |
-0.000441 |
-0.10678 |
- |
7536.2 |
7536.2 |
- |
7909.635 |
20260619 |
107 |
518 |
| CFFEX.IM2609 |
0.005687 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7909.635 |
20260918 |
172 |
518 |
| CFFEX.IC2512 |
0.008200 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7878.208 |
20251219 |
0 |
518 |
| CFFEX.IC2601 |
0.008200 |
0.004288 |
0.003912 |
-0.001093 |
-0.000137 |
-0.033052 |
- |
7869.6 |
7836.0 |
- |
7878.208 |
20260116 |
8 |
518 |
| CFFEX.IC2602 |
0.008200 |
0.003305 |
0.004894 |
-0.005941 |
-0.000212 |
-0.051351 |
- |
7831.4 |
7805.6 |
- |
7878.208 |
20260220 |
28 |
518 |
| CFFEX.IC2603 |
0.008200 |
0.002081 |
0.006119 |
-0.009597 |
-0.000204 |
-0.049415 |
- |
7802.6 |
7786.4 |
- |
7878.208 |
20260320 |
47 |
518 |
| CFFEX.IC2606 |
0.008200 |
0.002128 |
0.006072 |
-0.031556 |
-0.000295 |
-0.071371 |
- |
7629.6 |
7613.4 |
- |
7878.208 |
20260619 |
107 |
518 |
| CFFEX.IC2609 |
0.008200 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7878.208 |
20260918 |
172 |
518 |
| CFFEX.IF2512 |
-0.002550 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4778.477 |
20251219 |
0 |
518 |
| CFFEX.IF2601 |
-0.002550 |
-0.004713 |
0.002163 |
-0.001188 |
-0.000149 |
-0.035938 |
- |
4772.8 |
4795.4 |
- |
4778.477 |
20260116 |
8 |
518 |
| CFFEX.IF2602 |
-0.002550 |
-0.004974 |
0.002424 |
-0.003657 |
-0.000131 |
-0.031611 |
- |
4761.0 |
4784.8 |
- |
4778.477 |
20260220 |
28 |
518 |
| CFFEX.IF2603 |
-0.002550 |
-0.00519 |
0.00264 |
-0.00529 |
-0.000113 |
-0.027237 |
- |
4753.2 |
4778.0 |
- |
4778.477 |
20260320 |
47 |
518 |
| CFFEX.IF2606 |
-0.002550 |
-0.005619 |
0.003069 |
-0.014874 |
-0.000139 |
-0.033641 |
- |
4707.4 |
4734.0 |
- |
4778.477 |
20260619 |
107 |
518 |
| CFFEX.IF2609 |
-0.002550 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4778.477 |
20260918 |
172 |
518 |
| CFFEX.IH2512 |
-0.003764 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3146.873 |
20251219 |
0 |
518 |
| CFFEX.IH2601 |
-0.003764 |
-0.004559 |
0.000794 |
-0.000786 |
-0.000098 |
-0.023772 |
- |
3144.4 |
3158.8 |
- |
3146.873 |
20260116 |
8 |
518 |
| CFFEX.IH2602 |
-0.003764 |
-0.005381 |
0.001617 |
-0.001485 |
-0.000053 |
-0.012834 |
- |
3142.2 |
3159.2 |
- |
3146.873 |
20260220 |
28 |
518 |
| CFFEX.IH2603 |
-0.003764 |
-0.005693 |
0.001929 |
-0.000977 |
-0.000021 |
-0.005028 |
- |
3143.8 |
3161.8 |
- |
3146.873 |
20260320 |
47 |
518 |
| CFFEX.IH2606 |
-0.003764 |
-0.004761 |
0.000997 |
-0.003519 |
-0.000033 |
-0.007958 |
- |
3135.8 |
3150.8 |
- |
3146.873 |
20260619 |
107 |
518 |
| CFFEX.IH2609 |
-0.003764 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3146.873 |
20260918 |
172 |
518 |