|
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_20260113_151504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.018562 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8201.891 |
20251219 |
0 |
522 |
| CFFEX.IM2601 |
-0.018562 |
-0.019225 |
0.000664 |
0.00389 |
0.000973 |
0.235372 |
- |
8233.8 |
8395.2 |
- |
8201.891 |
20260116 |
4 |
522 |
| CFFEX.IM2602 |
-0.018562 |
-0.018433 |
-0.000128 |
-0.000182 |
-0.000008 |
-0.001833 |
- |
8200.4 |
8354.4 |
- |
8201.891 |
20260220 |
24 |
522 |
| CFFEX.IM2603 |
-0.018562 |
-0.018168 |
-0.000394 |
-0.005059 |
-0.000118 |
-0.02847 |
- |
8160.4 |
8311.4 |
- |
8201.891 |
20260320 |
43 |
522 |
| CFFEX.IM2606 |
-0.018562 |
-0.017817 |
-0.000745 |
-0.029443 |
-0.000286 |
-0.069178 |
- |
7960.4 |
8104.8 |
- |
8201.891 |
20260619 |
103 |
522 |
| CFFEX.IM2609 |
-0.018562 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8201.891 |
20260918 |
168 |
522 |
| CFFEX.IC2512 |
-0.013135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8140.778 |
20251219 |
0 |
522 |
| CFFEX.IC2601 |
-0.013135 |
-0.012207 |
-0.000927 |
0.003934 |
0.000983 |
0.237979 |
- |
8172.8 |
8273.8 |
- |
8140.778 |
20260116 |
4 |
522 |
| CFFEX.IC2602 |
-0.013135 |
-0.013029 |
-0.000105 |
0.001207 |
0.00005 |
0.012166 |
- |
8150.6 |
8258.2 |
- |
8140.778 |
20260220 |
24 |
522 |
| CFFEX.IC2603 |
-0.013135 |
-0.012797 |
-0.000338 |
-0.001177 |
-0.000027 |
-0.006621 |
- |
8131.2 |
8236.6 |
- |
8140.778 |
20260320 |
43 |
522 |
| CFFEX.IC2606 |
-0.013135 |
-0.012148 |
-0.000986 |
-0.019111 |
-0.000186 |
-0.044901 |
- |
7985.2 |
8083.4 |
- |
8140.778 |
20260619 |
103 |
522 |
| CFFEX.IC2609 |
-0.013135 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8140.778 |
20260918 |
168 |
522 |
| CFFEX.IF2512 |
-0.006316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4759.660 |
20251219 |
0 |
522 |
| CFFEX.IF2601 |
-0.006316 |
-0.004844 |
-0.001472 |
0.001374 |
0.000344 |
0.08313 |
- |
4766.2 |
4789.4 |
- |
4759.660 |
20260116 |
4 |
522 |
| CFFEX.IF2602 |
-0.006316 |
-0.003682 |
-0.002635 |
0.000702 |
0.000029 |
0.007076 |
- |
4763.0 |
4780.6 |
- |
4759.660 |
20260220 |
24 |
522 |
| CFFEX.IF2603 |
-0.006316 |
-0.003184 |
-0.003133 |
-0.000181 |
-0.000004 |
-0.001017 |
- |
4758.8 |
4774.0 |
- |
4759.660 |
20260320 |
43 |
522 |
| CFFEX.IF2606 |
-0.006316 |
-0.004266 |
-0.002051 |
-0.009383 |
-0.000091 |
-0.022046 |
- |
4715.0 |
4735.2 |
- |
4759.660 |
20260619 |
103 |
522 |
| CFFEX.IF2609 |
-0.006316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4759.660 |
20260918 |
168 |
522 |
| CFFEX.IH2512 |
-0.003792 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3131.816 |
20251219 |
0 |
522 |
| CFFEX.IH2601 |
-0.003792 |
-0.001655 |
-0.002137 |
0.001528 |
0.000382 |
0.092417 |
- |
3136.6 |
3141.8 |
- |
3131.816 |
20260116 |
4 |
522 |
| CFFEX.IH2602 |
-0.003792 |
-0.00223 |
-0.001562 |
0.000186 |
0.000008 |
0.00188 |
- |
3132.4 |
3139.4 |
- |
3131.816 |
20260220 |
24 |
522 |
| CFFEX.IH2603 |
-0.003792 |
-0.000828 |
-0.002964 |
0.001847 |
0.000043 |
0.010394 |
- |
3137.6 |
3140.2 |
- |
3131.816 |
20260320 |
43 |
522 |
| CFFEX.IH2606 |
-0.003792 |
-0.001532 |
-0.00226 |
-0.001027 |
-0.00001 |
-0.002413 |
- |
3128.6 |
3133.4 |
- |
3131.816 |
20260619 |
103 |
522 |
| CFFEX.IH2609 |
-0.003792 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3131.816 |
20260918 |
168 |
522 |