|
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_20260109_151437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.019516 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8127.166 |
20251219 |
0 |
520 |
| CFFEX.IM2601 |
0.019516 |
0.025899 |
-0.006382 |
0.00404 |
0.000673 |
0.162948 |
- |
8160.0 |
7954.0 |
- |
8127.166 |
20260116 |
6 |
520 |
| CFFEX.IM2602 |
0.019516 |
0.027714 |
-0.008198 |
-0.00349 |
-0.000134 |
-0.032486 |
- |
8098.8 |
7880.4 |
- |
8127.166 |
20260220 |
26 |
520 |
| CFFEX.IM2603 |
0.019516 |
0.029128 |
-0.009612 |
-0.009692 |
-0.000215 |
-0.05212 |
- |
8048.4 |
7820.6 |
- |
8127.166 |
20260320 |
45 |
520 |
| CFFEX.IM2606 |
0.019516 |
0.029879 |
-0.010363 |
-0.037278 |
-0.000355 |
-0.085917 |
- |
7824.2 |
7597.2 |
- |
8127.166 |
20260619 |
105 |
520 |
| CFFEX.IM2609 |
0.019516 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8127.166 |
20260918 |
170 |
520 |
| CFFEX.IC2512 |
0.020339 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8055.110 |
20251219 |
0 |
520 |
| CFFEX.IC2601 |
0.020339 |
0.025198 |
-0.00486 |
0.004108 |
0.000685 |
0.165687 |
- |
8088.2 |
7889.4 |
- |
8055.110 |
20260116 |
6 |
520 |
| CFFEX.IC2602 |
0.020339 |
0.026627 |
-0.006288 |
0.000384 |
0.000015 |
0.00357 |
- |
8058.2 |
7849.2 |
- |
8055.110 |
20260220 |
26 |
520 |
| CFFEX.IC2603 |
0.020339 |
0.028588 |
-0.008249 |
-0.002149 |
-0.000048 |
-0.011557 |
- |
8037.8 |
7814.4 |
- |
8055.110 |
20260320 |
45 |
520 |
| CFFEX.IC2606 |
0.020339 |
0.029394 |
-0.009055 |
-0.023527 |
-0.000224 |
-0.054223 |
- |
7865.6 |
7641.0 |
- |
8055.110 |
20260619 |
105 |
520 |
| CFFEX.IC2609 |
0.020339 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8055.110 |
20260918 |
170 |
520 |
| CFFEX.IF2512 |
0.004571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4759.310 |
20251219 |
0 |
520 |
| CFFEX.IF2601 |
0.004571 |
0.005699 |
-0.001128 |
0.001154 |
0.000192 |
0.046526 |
- |
4764.8 |
4737.8 |
- |
4759.310 |
20260116 |
6 |
520 |
| CFFEX.IF2602 |
0.004571 |
0.005713 |
-0.001142 |
-0.001284 |
-0.000049 |
-0.011949 |
- |
4753.2 |
4726.2 |
- |
4759.310 |
20260220 |
26 |
520 |
| CFFEX.IF2603 |
0.004571 |
0.005765 |
-0.001194 |
-0.002881 |
-0.000064 |
-0.015492 |
- |
4745.6 |
4718.4 |
- |
4759.310 |
20260320 |
45 |
520 |
| CFFEX.IF2606 |
0.004571 |
0.006163 |
-0.001592 |
-0.012042 |
-0.000115 |
-0.027753 |
- |
4702.0 |
4673.2 |
- |
4759.310 |
20260619 |
105 |
520 |
| CFFEX.IF2609 |
0.004571 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4759.310 |
20260918 |
170 |
520 |
| CFFEX.IH2512 |
0.004107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3134.884 |
20251219 |
0 |
520 |
| CFFEX.IH2601 |
0.004107 |
0.003652 |
0.000455 |
-0.000601 |
-0.0001 |
-0.024239 |
- |
3133.0 |
3121.6 |
- |
3134.884 |
20260116 |
6 |
520 |
| CFFEX.IH2602 |
0.004107 |
0.003845 |
0.000262 |
-0.000665 |
-0.000026 |
-0.006188 |
- |
3132.8 |
3120.8 |
- |
3134.884 |
20260220 |
26 |
520 |
| CFFEX.IH2603 |
0.004107 |
0.003971 |
0.000135 |
-0.000027 |
-0.000001 |
-0.000144 |
- |
3134.8 |
3122.4 |
- |
3134.884 |
20260320 |
45 |
520 |
| CFFEX.IH2606 |
0.004107 |
0.003212 |
0.000895 |
-0.003727 |
-0.000035 |
-0.00859 |
- |
3123.2 |
3113.2 |
- |
3134.884 |
20260619 |
105 |
520 |
| CFFEX.IH2609 |
0.004107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3134.884 |
20260918 |
170 |
520 |