|
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_20260112_151417 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.027910 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8356.071 |
20251219 |
0 |
521 |
| CFFEX.IM2601 |
0.027910 |
0.028798 |
-0.000888 |
0.004683 |
0.000937 |
0.226643 |
- |
8395.2 |
8160.2 |
- |
8356.071 |
20260116 |
5 |
521 |
| CFFEX.IM2602 |
0.027910 |
0.03156 |
-0.00365 |
-0.0002 |
-0.000008 |
-0.001936 |
- |
8354.4 |
8098.8 |
- |
8356.071 |
20260220 |
25 |
521 |
| CFFEX.IM2603 |
0.027910 |
0.032603 |
-0.004692 |
-0.005418 |
-0.000123 |
-0.029798 |
- |
8310.8 |
8048.4 |
- |
8356.071 |
20260320 |
44 |
521 |
| CFFEX.IM2606 |
0.027910 |
0.035863 |
-0.007953 |
-0.03007 |
-0.000289 |
-0.069972 |
- |
8104.8 |
7824.2 |
- |
8356.071 |
20260619 |
104 |
521 |
| CFFEX.IM2609 |
0.027910 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8356.071 |
20260918 |
169 |
521 |
| CFFEX.IC2512 |
0.023499 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8246.013 |
20251219 |
0 |
521 |
| CFFEX.IC2601 |
0.023499 |
0.023095 |
0.000404 |
0.003515 |
0.000703 |
0.170139 |
- |
8275.0 |
8088.2 |
- |
8246.013 |
20260116 |
5 |
521 |
| CFFEX.IC2602 |
0.023499 |
0.024819 |
-0.00132 |
0.001478 |
0.000059 |
0.014306 |
- |
8258.2 |
8058.2 |
- |
8246.013 |
20260220 |
25 |
521 |
| CFFEX.IC2603 |
0.023499 |
0.02436 |
-0.000861 |
-0.001505 |
-0.000034 |
-0.008279 |
- |
8233.6 |
8037.8 |
- |
8246.013 |
20260320 |
44 |
521 |
| CFFEX.IC2606 |
0.023499 |
0.02769 |
-0.004191 |
-0.01972 |
-0.00019 |
-0.045887 |
- |
8083.4 |
7865.6 |
- |
8246.013 |
20260619 |
104 |
521 |
| CFFEX.IC2609 |
0.023499 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8246.013 |
20260918 |
169 |
521 |
| CFFEX.IF2512 |
0.006487 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4789.791 |
20251219 |
0 |
521 |
| CFFEX.IF2601 |
0.006487 |
0.005163 |
0.001324 |
-0.000082 |
-0.000016 |
-0.003951 |
- |
4789.4 |
4764.8 |
- |
4789.791 |
20260116 |
5 |
521 |
| CFFEX.IF2602 |
0.006487 |
0.005765 |
0.000722 |
-0.001919 |
-0.000077 |
-0.018575 |
- |
4780.6 |
4753.2 |
- |
4789.791 |
20260220 |
25 |
521 |
| CFFEX.IF2603 |
0.006487 |
0.006198 |
0.000289 |
-0.003464 |
-0.000079 |
-0.019051 |
- |
4773.2 |
4743.8 |
- |
4789.791 |
20260320 |
44 |
521 |
| CFFEX.IF2606 |
0.006487 |
0.007061 |
-0.000574 |
-0.011397 |
-0.00011 |
-0.026521 |
- |
4735.2 |
4702.0 |
- |
4789.791 |
20260619 |
104 |
521 |
| CFFEX.IF2609 |
0.006487 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4789.791 |
20260918 |
169 |
521 |
| CFFEX.IH2512 |
0.002932 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3143.513 |
20251219 |
0 |
521 |
| CFFEX.IH2601 |
0.002932 |
0.002809 |
0.000123 |
-0.000545 |
-0.000109 |
-0.026375 |
- |
3141.8 |
3133.0 |
- |
3143.513 |
20260116 |
5 |
521 |
| CFFEX.IH2602 |
0.002932 |
0.002107 |
0.000825 |
-0.001308 |
-0.000052 |
-0.012665 |
- |
3139.4 |
3132.8 |
- |
3143.513 |
20260220 |
25 |
521 |
| CFFEX.IH2603 |
0.002932 |
0.001723 |
0.001209 |
-0.001054 |
-0.000024 |
-0.005797 |
- |
3140.2 |
3134.8 |
- |
3143.513 |
20260320 |
44 |
521 |
| CFFEX.IH2606 |
0.002932 |
0.003266 |
-0.000334 |
-0.003217 |
-0.000031 |
-0.007486 |
- |
3133.4 |
3123.2 |
- |
3143.513 |
20260619 |
104 |
521 |
| CFFEX.IH2609 |
0.002932 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3143.513 |
20260918 |
169 |
521 |