|
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_20260116_151405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2512 |
-0.001168 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8231.151 |
20251219 |
0 |
525 |
| CFFEX.IM2601 |
-0.001168 |
-0.001599 |
0.000431 |
0.001269 |
0.001269 |
0.307206 |
- |
8241.6 |
8254.8 |
- |
8231.151 |
20260116 |
1 |
525 |
| CFFEX.IM2602 |
-0.001168 |
-0.001917 |
0.000749 |
-0.000747 |
-0.000036 |
-0.008612 |
- |
8225.0 |
8240.8 |
- |
8231.151 |
20260220 |
21 |
525 |
| CFFEX.IM2603 |
-0.001168 |
-0.001977 |
0.000809 |
-0.006312 |
-0.000158 |
-0.038185 |
- |
8179.2 |
8195.4 |
- |
8231.151 |
20260320 |
40 |
525 |
| CFFEX.IM2606 |
-0.001168 |
-0.003522 |
0.002354 |
-0.030634 |
-0.000306 |
-0.074134 |
- |
7979.0 |
8007.2 |
- |
8231.151 |
20260619 |
100 |
525 |
| CFFEX.IM2609 |
-0.001168 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8231.151 |
20260918 |
165 |
525 |
| CFFEX.IC2512 |
0.000708 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8229.094 |
20251219 |
0 |
525 |
| CFFEX.IC2601 |
0.000708 |
0.002629 |
-0.00192 |
0.001204 |
0.001204 |
0.291314 |
- |
8239.0 |
8217.4 |
- |
8229.094 |
20260116 |
1 |
525 |
| CFFEX.IC2602 |
0.000708 |
0.000852 |
-0.000143 |
-0.000254 |
-0.000012 |
-0.002932 |
- |
8227.0 |
8220.0 |
- |
8229.094 |
20260220 |
21 |
525 |
| CFFEX.IC2603 |
0.000708 |
0.000439 |
0.00027 |
-0.002272 |
-0.000057 |
-0.013744 |
- |
8210.4 |
8206.8 |
- |
8229.094 |
20260320 |
40 |
525 |
| CFFEX.IC2606 |
0.000708 |
-0.000397 |
0.001105 |
-0.019916 |
-0.000199 |
-0.048198 |
- |
8065.2 |
8068.4 |
- |
8229.094 |
20260619 |
100 |
525 |
| CFFEX.IC2609 |
0.000708 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8229.094 |
20260918 |
165 |
525 |
| CFFEX.IF2512 |
-0.003794 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4733.404 |
20251219 |
0 |
525 |
| CFFEX.IF2601 |
-0.003794 |
-0.003157 |
-0.000637 |
0.00076 |
0.00076 |
0.183849 |
- |
4737.0 |
4752.0 |
- |
4733.404 |
20260116 |
1 |
525 |
| CFFEX.IF2602 |
-0.003794 |
-0.006061 |
0.002267 |
-0.00224 |
-0.000107 |
-0.025816 |
- |
4722.8 |
4751.6 |
- |
4733.404 |
20260220 |
21 |
525 |
| CFFEX.IF2603 |
-0.003794 |
-0.004846 |
0.001052 |
-0.002071 |
-0.000052 |
-0.012531 |
- |
4723.6 |
4746.6 |
- |
4733.404 |
20260320 |
40 |
525 |
| CFFEX.IF2606 |
-0.003794 |
-0.004975 |
0.001181 |
-0.011282 |
-0.000113 |
-0.027303 |
- |
4680.0 |
4703.4 |
- |
4733.404 |
20260619 |
100 |
525 |
| CFFEX.IF2609 |
-0.003794 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4733.404 |
20260918 |
165 |
525 |
| CFFEX.IH2512 |
-0.007906 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3081.023 |
20251219 |
0 |
525 |
| CFFEX.IH2601 |
-0.007906 |
-0.007473 |
-0.000433 |
0.000122 |
0.000122 |
0.029612 |
- |
3081.4 |
3104.6 |
- |
3081.023 |
20260116 |
1 |
525 |
| CFFEX.IH2602 |
-0.007906 |
-0.007538 |
-0.000368 |
-0.000007 |
-0.0 |
-0.000086 |
- |
3081.0 |
3104.4 |
- |
3081.023 |
20260220 |
21 |
525 |
| CFFEX.IH2603 |
-0.007906 |
-0.007593 |
-0.000313 |
0.001096 |
0.000027 |
0.006631 |
- |
3084.4 |
3108.0 |
- |
3081.023 |
20260320 |
40 |
525 |
| CFFEX.IH2606 |
-0.007906 |
-0.008374 |
0.000468 |
-0.000722 |
-0.000007 |
-0.001746 |
- |
3078.8 |
3104.8 |
- |
3081.023 |
20260619 |
100 |
525 |
| CFFEX.IH2609 |
-0.007906 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3081.023 |
20260918 |
165 |
525 |