|
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_20260202_151417 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.033603 |
- |
- |
- |
- |
- |
- |
- |
8241.6 |
- |
7977.475 |
20260116 |
0 |
536 |
| CFFEX.IM2602 |
-0.033603 |
-0.044963 |
0.01136 |
-0.008458 |
-0.000846 |
-0.204688 |
- |
7910.0 |
8282.4 |
- |
7977.475 |
20260220 |
10 |
536 |
| CFFEX.IM2603 |
-0.033603 |
-0.047067 |
0.013464 |
-0.013247 |
-0.000457 |
-0.110541 |
- |
7871.8 |
8260.6 |
- |
7977.475 |
20260320 |
29 |
536 |
| CFFEX.IM2604 |
-0.033603 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7977.475 |
20260417 |
48 |
536 |
| CFFEX.IM2606 |
-0.033603 |
-0.054299 |
0.020696 |
-0.034582 |
-0.000389 |
-0.094031 |
- |
7701.6 |
8143.8 |
- |
7977.475 |
20260619 |
89 |
536 |
| CFFEX.IM2609 |
-0.033603 |
-0.056024 |
0.022421 |
-0.053761 |
-0.000349 |
-0.084481 |
- |
7548.6 |
7996.6 |
- |
7977.475 |
20260918 |
154 |
536 |
| CFFEX.IC2601 |
-0.039601 |
- |
- |
- |
- |
- |
- |
- |
8239.0 |
- |
8039.036 |
20260116 |
0 |
536 |
| CFFEX.IC2602 |
-0.039601 |
-0.050876 |
0.011275 |
-0.010951 |
-0.001095 |
-0.265016 |
- |
7951.0 |
8377.2 |
- |
8039.036 |
20260220 |
10 |
536 |
| CFFEX.IC2603 |
-0.039601 |
-0.054578 |
0.014976 |
-0.016549 |
-0.000571 |
-0.138096 |
- |
7906.0 |
8362.4 |
- |
8039.036 |
20260320 |
29 |
536 |
| CFFEX.IC2604 |
-0.039601 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8039.036 |
20260417 |
48 |
536 |
| CFFEX.IC2606 |
-0.039601 |
-0.064434 |
0.024832 |
-0.034063 |
-0.000383 |
-0.092622 |
- |
7765.2 |
8300.0 |
- |
8039.036 |
20260619 |
89 |
536 |
| CFFEX.IC2609 |
-0.039601 |
-0.068575 |
0.028974 |
-0.048767 |
-0.000317 |
-0.076633 |
- |
7647.0 |
8210.0 |
- |
8039.036 |
20260918 |
154 |
536 |
| CFFEX.IF2601 |
-0.020836 |
- |
- |
- |
- |
- |
- |
- |
4737.0 |
- |
4608.281 |
20260116 |
0 |
536 |
| CFFEX.IF2602 |
-0.020836 |
-0.027134 |
0.006298 |
-0.00566 |
-0.000566 |
-0.136962 |
- |
4582.2 |
4710.0 |
- |
4608.281 |
20260220 |
10 |
536 |
| CFFEX.IF2603 |
-0.020836 |
-0.028359 |
0.007524 |
-0.006701 |
-0.000231 |
-0.05592 |
- |
4577.4 |
4711.0 |
- |
4608.281 |
20260320 |
29 |
536 |
| CFFEX.IF2604 |
-0.020836 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4608.281 |
20260417 |
48 |
536 |
| CFFEX.IF2606 |
-0.020836 |
-0.034001 |
0.013166 |
-0.014817 |
-0.000166 |
-0.040289 |
- |
4540.0 |
4699.8 |
- |
4608.281 |
20260619 |
89 |
536 |
| CFFEX.IF2609 |
-0.020836 |
-0.035059 |
0.014224 |
-0.025276 |
-0.000164 |
-0.03972 |
- |
4491.8 |
4655.0 |
- |
4608.281 |
20260918 |
154 |
536 |
| CFFEX.IH2601 |
-0.020089 |
- |
- |
- |
- |
- |
- |
- |
3081.4 |
- |
3004.893 |
20260116 |
0 |
536 |
| CFFEX.IH2602 |
-0.020089 |
-0.021055 |
0.000966 |
-0.00043 |
-0.000043 |
-0.010413 |
- |
3003.6 |
3068.2 |
- |
3004.893 |
20260220 |
10 |
536 |
| CFFEX.IH2603 |
-0.020089 |
-0.022707 |
0.002617 |
-0.000231 |
-0.000008 |
-0.001925 |
- |
3004.2 |
3074.0 |
- |
3004.893 |
20260320 |
29 |
536 |
| CFFEX.IH2604 |
-0.020089 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3004.893 |
20260417 |
48 |
536 |
| CFFEX.IH2606 |
-0.020089 |
-0.030519 |
0.01043 |
-0.006287 |
-0.000071 |
-0.017096 |
- |
2986.0 |
3080.0 |
- |
3004.893 |
20260619 |
89 |
536 |
| CFFEX.IH2609 |
-0.020089 |
-0.029346 |
0.009257 |
-0.013742 |
-0.000089 |
-0.021594 |
- |
2963.6 |
3053.2 |
- |
3004.893 |
20260918 |
154 |
536 |