|
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_20260203_151447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.029418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8210.047 |
20260116 |
0 |
537 |
| CFFEX.IM2602 |
0.029418 |
0.039166 |
-0.009748 |
0.001188 |
0.000132 |
0.031942 |
- |
8219.8 |
7910.0 |
- |
8210.047 |
20260220 |
9 |
537 |
| CFFEX.IM2603 |
0.029418 |
0.039534 |
-0.010116 |
-0.003294 |
-0.000118 |
-0.028473 |
- |
8183.0 |
7871.8 |
- |
8210.047 |
20260320 |
28 |
537 |
| CFFEX.IM2604 |
0.029418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8210.047 |
20260417 |
47 |
537 |
| CFFEX.IM2606 |
0.029418 |
0.04277 |
-0.013353 |
-0.021808 |
-0.000248 |
-0.059973 |
- |
8031.0 |
7701.6 |
- |
8210.047 |
20260619 |
88 |
537 |
| CFFEX.IM2609 |
0.029418 |
0.044671 |
-0.015253 |
-0.039494 |
-0.000258 |
-0.062468 |
- |
7885.8 |
7548.6 |
- |
8210.047 |
20260918 |
153 |
537 |
| CFFEX.IC2601 |
0.031014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8286.305 |
20260116 |
0 |
537 |
| CFFEX.IC2602 |
0.031014 |
0.043366 |
-0.012352 |
0.001146 |
0.000127 |
0.030811 |
- |
8295.8 |
7951.0 |
- |
8286.305 |
20260220 |
9 |
537 |
| CFFEX.IC2603 |
0.031014 |
0.04793 |
-0.016916 |
-0.00052 |
-0.000019 |
-0.00449 |
- |
8282.0 |
7903.2 |
- |
8286.305 |
20260320 |
28 |
537 |
| CFFEX.IC2604 |
0.031014 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8286.305 |
20260417 |
47 |
537 |
| CFFEX.IC2606 |
0.031014 |
0.054654 |
-0.02364 |
-0.01167 |
-0.000133 |
-0.032094 |
- |
8189.6 |
7765.2 |
- |
8286.305 |
20260619 |
88 |
537 |
| CFFEX.IC2609 |
0.031014 |
0.058585 |
-0.027571 |
-0.023087 |
-0.000151 |
-0.036517 |
- |
8095.0 |
7647.0 |
- |
8286.305 |
20260918 |
153 |
537 |
| CFFEX.IF2601 |
0.012177 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4662.066 |
20260116 |
0 |
537 |
| CFFEX.IF2602 |
0.012177 |
0.016455 |
-0.004278 |
-0.000958 |
-0.000106 |
-0.025758 |
- |
4657.6 |
4582.2 |
- |
4662.066 |
20260220 |
9 |
537 |
| CFFEX.IF2603 |
0.012177 |
0.016516 |
-0.004339 |
-0.001945 |
-0.000069 |
-0.016807 |
- |
4653.0 |
4577.4 |
- |
4662.066 |
20260320 |
28 |
537 |
| CFFEX.IF2604 |
0.012177 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4662.066 |
20260417 |
47 |
537 |
| CFFEX.IF2606 |
0.012177 |
0.018722 |
-0.006546 |
-0.007951 |
-0.00009 |
-0.021864 |
- |
4625.0 |
4540.0 |
- |
4662.066 |
20260619 |
88 |
537 |
| CFFEX.IF2609 |
0.012177 |
0.01879 |
-0.006613 |
-0.018418 |
-0.00012 |
-0.029132 |
- |
4576.2 |
4491.8 |
- |
4662.066 |
20260918 |
153 |
537 |
| CFFEX.IH2601 |
0.010785 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3035.527 |
20260116 |
0 |
537 |
| CFFEX.IH2602 |
0.010785 |
0.009722 |
0.001064 |
-0.000898 |
-0.0001 |
-0.024156 |
- |
3032.8 |
3003.6 |
- |
3035.527 |
20260220 |
9 |
537 |
| CFFEX.IH2603 |
0.010785 |
0.009587 |
0.001199 |
-0.000832 |
-0.00003 |
-0.007195 |
- |
3033.0 |
3004.2 |
- |
3035.527 |
20260320 |
28 |
537 |
| CFFEX.IH2604 |
0.010785 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3035.527 |
20260417 |
47 |
537 |
| CFFEX.IH2606 |
0.010785 |
0.013128 |
-0.002343 |
-0.003402 |
-0.000039 |
-0.009356 |
- |
3025.2 |
2986.0 |
- |
3035.527 |
20260619 |
88 |
537 |
| CFFEX.IH2609 |
0.010785 |
0.012215 |
-0.00143 |
-0.01177 |
-0.000077 |
-0.018616 |
- |
2999.8 |
2963.6 |
- |
3035.527 |
20260918 |
153 |
537 |