|
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_20260108_151404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.008292 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7971.977 |
20251219 |
0 |
519 |
| CFFEX.IM2601 |
0.008292 |
0.009135 |
-0.000843 |
-0.002255 |
-0.000322 |
-0.077959 |
- |
7954.0 |
7882.0 |
- |
7971.977 |
20260116 |
7 |
519 |
| CFFEX.IM2602 |
0.008292 |
0.008343 |
-0.000051 |
-0.011487 |
-0.000425 |
-0.102961 |
- |
7880.4 |
7815.2 |
- |
7971.977 |
20260220 |
27 |
519 |
| CFFEX.IM2603 |
0.008292 |
0.007783 |
0.000508 |
-0.018989 |
-0.000413 |
-0.099897 |
- |
7820.6 |
7760.2 |
- |
7971.977 |
20260320 |
46 |
519 |
| CFFEX.IM2606 |
0.008292 |
0.008148 |
0.000144 |
-0.047012 |
-0.000444 |
-0.107329 |
- |
7597.2 |
7535.8 |
- |
7971.977 |
20260619 |
106 |
519 |
| CFFEX.IM2609 |
0.008292 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7971.977 |
20260918 |
171 |
519 |
| CFFEX.IC2512 |
0.002620 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7895.717 |
20251219 |
0 |
519 |
| CFFEX.IC2601 |
0.002620 |
0.002516 |
0.000104 |
-0.0008 |
-0.000114 |
-0.027659 |
- |
7889.4 |
7869.6 |
- |
7895.717 |
20260116 |
7 |
519 |
| CFFEX.IC2602 |
0.002620 |
0.002273 |
0.000347 |
-0.005891 |
-0.000218 |
-0.052805 |
- |
7849.2 |
7831.4 |
- |
7895.717 |
20260220 |
27 |
519 |
| CFFEX.IC2603 |
0.002620 |
0.001512 |
0.001108 |
-0.010299 |
-0.000224 |
-0.054181 |
- |
7814.4 |
7802.6 |
- |
7895.717 |
20260320 |
46 |
519 |
| CFFEX.IC2606 |
0.002620 |
0.001494 |
0.001126 |
-0.03226 |
-0.000304 |
-0.073651 |
- |
7641.0 |
7629.6 |
- |
7895.717 |
20260619 |
106 |
519 |
| CFFEX.IC2609 |
0.002620 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7895.717 |
20260918 |
171 |
519 |
| CFFEX.IF2512 |
-0.008203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4737.485 |
20251219 |
0 |
519 |
| CFFEX.IF2601 |
-0.008203 |
-0.007333 |
-0.000869 |
0.000066 |
0.000009 |
0.002299 |
- |
4737.8 |
4772.8 |
- |
4737.485 |
20260116 |
7 |
519 |
| CFFEX.IF2602 |
-0.008203 |
-0.007309 |
-0.000893 |
-0.002382 |
-0.000088 |
-0.02135 |
- |
4726.2 |
4761.0 |
- |
4737.485 |
20260220 |
27 |
519 |
| CFFEX.IF2603 |
-0.008203 |
-0.007364 |
-0.000839 |
-0.004113 |
-0.000089 |
-0.021638 |
- |
4718.0 |
4753.0 |
- |
4737.485 |
20260320 |
46 |
519 |
| CFFEX.IF2606 |
-0.008203 |
-0.007265 |
-0.000937 |
-0.013569 |
-0.000128 |
-0.030979 |
- |
4673.2 |
4707.4 |
- |
4737.485 |
20260619 |
106 |
519 |
| CFFEX.IF2609 |
-0.008203 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4737.485 |
20260918 |
171 |
519 |
| CFFEX.IH2512 |
-0.007295 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3122.177 |
20251219 |
0 |
519 |
| CFFEX.IH2601 |
-0.007295 |
-0.007251 |
-0.000044 |
-0.000185 |
-0.000026 |
-0.006389 |
- |
3121.6 |
3144.4 |
- |
3122.177 |
20260116 |
7 |
519 |
| CFFEX.IH2602 |
-0.007295 |
-0.006811 |
-0.000484 |
-0.000441 |
-0.000016 |
-0.003953 |
- |
3120.8 |
3142.2 |
- |
3122.177 |
20260220 |
27 |
519 |
| CFFEX.IH2603 |
-0.007295 |
-0.006743 |
-0.000551 |
0.000135 |
0.000003 |
0.000713 |
- |
3122.6 |
3143.8 |
- |
3122.177 |
20260320 |
46 |
519 |
| CFFEX.IH2606 |
-0.007295 |
-0.007207 |
-0.000088 |
-0.002875 |
-0.000027 |
-0.006564 |
- |
3113.2 |
3135.8 |
- |
3122.177 |
20260619 |
106 |
519 |
| CFFEX.IH2609 |
-0.007295 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3122.177 |
20260918 |
171 |
519 |