|
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_20260114_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
0.006482 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8256.306 |
20251219 |
0 |
523 |
| CFFEX.IM2601 |
0.006482 |
0.000996 |
0.005486 |
-0.001733 |
-0.000578 |
-0.139774 |
- |
8242.0 |
8233.8 |
- |
8256.306 |
20260116 |
3 |
523 |
| CFFEX.IM2602 |
0.006482 |
0.00178 |
0.004702 |
-0.005003 |
-0.000218 |
-0.05264 |
- |
8215.0 |
8200.4 |
- |
8256.306 |
20260220 |
23 |
523 |
| CFFEX.IM2603 |
0.006482 |
-0.00027 |
0.006752 |
-0.011883 |
-0.000283 |
-0.068466 |
- |
8158.2 |
8160.4 |
- |
8256.306 |
20260320 |
42 |
523 |
| CFFEX.IM2606 |
0.006482 |
0.000578 |
0.005904 |
-0.035283 |
-0.000346 |
-0.08371 |
- |
7965.0 |
7960.4 |
- |
8256.306 |
20260619 |
102 |
523 |
| CFFEX.IM2609 |
0.006482 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8256.306 |
20260918 |
167 |
523 |
| CFFEX.IC2512 |
0.010385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8227.845 |
20251219 |
0 |
523 |
| CFFEX.IC2601 |
0.010385 |
0.005898 |
0.004487 |
-0.000832 |
-0.000277 |
-0.067109 |
- |
8221.0 |
8172.8 |
- |
8227.845 |
20260116 |
3 |
523 |
| CFFEX.IC2602 |
0.010385 |
0.008343 |
0.002042 |
-0.001124 |
-0.000049 |
-0.011822 |
- |
8218.6 |
8150.6 |
- |
8227.845 |
20260220 |
23 |
523 |
| CFFEX.IC2603 |
0.010385 |
0.008191 |
0.002194 |
-0.003652 |
-0.000087 |
-0.02104 |
- |
8197.8 |
8131.2 |
- |
8227.845 |
20260320 |
42 |
523 |
| CFFEX.IC2606 |
0.010385 |
0.006712 |
0.003672 |
-0.022976 |
-0.000225 |
-0.054512 |
- |
8038.8 |
7985.2 |
- |
8227.845 |
20260619 |
102 |
523 |
| CFFEX.IC2609 |
0.010385 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8227.845 |
20260918 |
167 |
523 |
| CFFEX.IF2512 |
-0.004131 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4741.363 |
20251219 |
0 |
523 |
| CFFEX.IF2601 |
-0.004131 |
-0.006001 |
0.001869 |
-0.000794 |
-0.000265 |
-0.064021 |
- |
4737.6 |
4766.2 |
- |
4741.363 |
20260116 |
3 |
523 |
| CFFEX.IF2602 |
-0.004131 |
-0.004787 |
0.000656 |
-0.000245 |
-0.000011 |
-0.002581 |
- |
4740.2 |
4763.0 |
- |
4741.363 |
20260220 |
23 |
523 |
| CFFEX.IF2603 |
-0.004131 |
-0.003909 |
-0.000223 |
-0.000287 |
-0.000007 |
-0.001656 |
- |
4740.0 |
4758.6 |
- |
4741.363 |
20260320 |
42 |
523 |
| CFFEX.IF2606 |
-0.004131 |
-0.00386 |
-0.000271 |
-0.009399 |
-0.000092 |
-0.022299 |
- |
4696.8 |
4715.0 |
- |
4741.363 |
20260619 |
102 |
523 |
| CFFEX.IF2609 |
-0.004131 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4741.363 |
20260918 |
167 |
523 |
| CFFEX.IH2512 |
-0.006889 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3111.350 |
20251219 |
0 |
523 |
| CFFEX.IH2601 |
-0.006889 |
-0.008799 |
0.00191 |
-0.000755 |
-0.000252 |
-0.060927 |
- |
3109.0 |
3136.6 |
- |
3111.350 |
20260116 |
3 |
523 |
| CFFEX.IH2602 |
-0.006889 |
-0.007726 |
0.000837 |
-0.001012 |
-0.000044 |
-0.010652 |
- |
3108.2 |
3132.4 |
- |
3111.350 |
20260220 |
23 |
523 |
| CFFEX.IH2603 |
-0.006889 |
-0.007458 |
0.000569 |
0.000916 |
0.000022 |
0.005278 |
- |
3114.2 |
3137.6 |
- |
3111.350 |
20260320 |
42 |
523 |
| CFFEX.IH2606 |
-0.006889 |
-0.005306 |
-0.001583 |
0.000209 |
0.000002 |
0.000496 |
- |
3112.0 |
3128.6 |
- |
3111.350 |
20260619 |
102 |
523 |
| CFFEX.IH2609 |
-0.006889 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3111.350 |
20260918 |
167 |
523 |