|
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_20260115_151403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.002200 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8239.004 |
20251219 |
0 |
524 |
| CFFEX.IM2601 |
-0.002200 |
0.001577 |
-0.003778 |
0.001941 |
0.000971 |
0.234921 |
- |
8255.0 |
8242.0 |
- |
8239.004 |
20260116 |
2 |
524 |
| CFFEX.IM2602 |
-0.002200 |
0.003141 |
-0.005341 |
0.000218 |
0.00001 |
0.002398 |
- |
8240.8 |
8215.0 |
- |
8239.004 |
20260220 |
22 |
524 |
| CFFEX.IM2603 |
-0.002200 |
0.004831 |
-0.007031 |
-0.005292 |
-0.000129 |
-0.031238 |
- |
8195.4 |
8156.0 |
- |
8239.004 |
20260320 |
41 |
524 |
| CFFEX.IM2606 |
-0.002200 |
0.005298 |
-0.007498 |
-0.028135 |
-0.000279 |
-0.067412 |
- |
8007.2 |
7965.0 |
- |
8239.004 |
20260619 |
101 |
524 |
| CFFEX.IM2609 |
-0.002200 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8239.004 |
20260918 |
166 |
524 |
| CFFEX.IC2512 |
-0.001155 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8218.192 |
20251219 |
0 |
524 |
| CFFEX.IC2601 |
-0.001155 |
-0.000073 |
-0.001082 |
0.000269 |
0.000134 |
0.032509 |
- |
8220.4 |
8221.0 |
- |
8218.192 |
20260116 |
2 |
524 |
| CFFEX.IC2602 |
-0.001155 |
0.00017 |
-0.001326 |
0.00022 |
0.00001 |
0.00242 |
- |
8220.0 |
8218.6 |
- |
8218.192 |
20260220 |
22 |
524 |
| CFFEX.IC2603 |
-0.001155 |
0.001098 |
-0.002253 |
-0.001386 |
-0.000034 |
-0.008182 |
- |
8206.8 |
8197.8 |
- |
8218.192 |
20260320 |
41 |
524 |
| CFFEX.IC2606 |
-0.001155 |
0.003682 |
-0.004837 |
-0.018227 |
-0.00018 |
-0.043672 |
- |
8068.4 |
8038.8 |
- |
8218.192 |
20260619 |
101 |
524 |
| CFFEX.IC2609 |
-0.001155 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8218.192 |
20260918 |
166 |
524 |
| CFFEX.IF2512 |
0.001919 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4751.030 |
20251219 |
0 |
524 |
| CFFEX.IF2601 |
0.001919 |
0.00304 |
-0.001121 |
0.000204 |
0.000102 |
0.024704 |
- |
4752.0 |
4737.6 |
- |
4751.030 |
20260116 |
2 |
524 |
| CFFEX.IF2602 |
0.001919 |
0.002405 |
-0.000486 |
0.00012 |
0.000005 |
0.00132 |
- |
4751.6 |
4740.2 |
- |
4751.030 |
20260220 |
22 |
524 |
| CFFEX.IF2603 |
0.001919 |
0.001392 |
0.000527 |
-0.000932 |
-0.000023 |
-0.005504 |
- |
4746.6 |
4740.0 |
- |
4751.030 |
20260320 |
41 |
524 |
| CFFEX.IF2606 |
0.001919 |
0.001405 |
0.000514 |
-0.010025 |
-0.000099 |
-0.024021 |
- |
4703.4 |
4696.8 |
- |
4751.030 |
20260619 |
101 |
524 |
| CFFEX.IF2609 |
0.001919 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4751.030 |
20260918 |
166 |
524 |
| CFFEX.IH2512 |
-0.002213 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3105.188 |
20251219 |
0 |
524 |
| CFFEX.IH2601 |
-0.002213 |
-0.001415 |
-0.000798 |
-0.000189 |
-0.000095 |
-0.022913 |
- |
3104.6 |
3109.0 |
- |
3105.188 |
20260116 |
2 |
524 |
| CFFEX.IH2602 |
-0.002213 |
-0.001223 |
-0.00099 |
-0.000254 |
-0.000012 |
-0.002791 |
- |
3104.4 |
3108.2 |
- |
3105.188 |
20260220 |
22 |
524 |
| CFFEX.IH2603 |
-0.002213 |
-0.001927 |
-0.000286 |
0.000906 |
0.000022 |
0.005345 |
- |
3108.0 |
3114.0 |
- |
3105.188 |
20260320 |
41 |
524 |
| CFFEX.IH2606 |
-0.002213 |
-0.002314 |
0.000101 |
-0.000125 |
-0.000001 |
-0.000299 |
- |
3104.8 |
3112.0 |
- |
3105.188 |
20260619 |
101 |
524 |
| CFFEX.IH2609 |
-0.002213 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3105.188 |
20260918 |
166 |
524 |