|
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_20260204_151459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.000182 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8207.610 |
20260116 |
0 |
538 |
| CFFEX.IM2602 |
-0.000182 |
0.00207 |
-0.002252 |
0.002728 |
0.000341 |
0.082521 |
- |
8230.0 |
8213.0 |
- |
8207.610 |
20260220 |
8 |
538 |
| CFFEX.IM2603 |
-0.000182 |
0.00264 |
-0.002821 |
-0.000367 |
-0.000014 |
-0.003287 |
- |
8204.6 |
8183.0 |
- |
8207.610 |
20260320 |
27 |
538 |
| CFFEX.IM2604 |
-0.000182 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8207.610 |
20260417 |
46 |
538 |
| CFFEX.IM2606 |
-0.000182 |
0.001768 |
-0.00195 |
-0.019788 |
-0.000227 |
-0.055042 |
- |
8045.2 |
8031.0 |
- |
8207.610 |
20260619 |
87 |
538 |
| CFFEX.IM2609 |
-0.000182 |
0.00033 |
-0.000511 |
-0.038892 |
-0.000256 |
-0.06192 |
- |
7888.4 |
7885.8 |
- |
8207.610 |
20260918 |
152 |
538 |
| CFFEX.IC2601 |
0.001603 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8299.986 |
20260116 |
0 |
538 |
| CFFEX.IC2602 |
0.001603 |
0.003038 |
-0.001434 |
0.002532 |
0.000316 |
0.076587 |
- |
8321.0 |
8295.8 |
- |
8299.986 |
20260220 |
8 |
538 |
| CFFEX.IC2603 |
0.001603 |
0.003816 |
-0.002212 |
0.00164 |
0.000061 |
0.014701 |
- |
8313.6 |
8282.0 |
- |
8299.986 |
20260320 |
27 |
538 |
| CFFEX.IC2604 |
0.001603 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8299.986 |
20260417 |
46 |
538 |
| CFFEX.IC2606 |
0.001603 |
0.003224 |
-0.00162 |
-0.010119 |
-0.000116 |
-0.028147 |
- |
8216.0 |
8189.6 |
- |
8299.986 |
20260619 |
87 |
538 |
| CFFEX.IC2609 |
0.001603 |
0.001235 |
0.000368 |
-0.023492 |
-0.000155 |
-0.037402 |
- |
8105.0 |
8095.0 |
- |
8299.986 |
20260918 |
152 |
538 |
| CFFEX.IF2601 |
0.008276 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4698.674 |
20260116 |
0 |
538 |
| CFFEX.IF2602 |
0.008276 |
0.008846 |
-0.00057 |
0.000027 |
0.000003 |
0.000811 |
- |
4698.8 |
4657.6 |
- |
4698.674 |
20260220 |
8 |
538 |
| CFFEX.IF2603 |
0.008276 |
0.008726 |
-0.00045 |
-0.00108 |
-0.00004 |
-0.009679 |
- |
4693.6 |
4653.0 |
- |
4698.674 |
20260320 |
27 |
538 |
| CFFEX.IF2604 |
0.008276 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4698.674 |
20260417 |
46 |
538 |
| CFFEX.IF2606 |
0.008276 |
0.008649 |
-0.000373 |
-0.007167 |
-0.000082 |
-0.019935 |
- |
4665.0 |
4625.0 |
- |
4698.674 |
20260619 |
87 |
538 |
| CFFEX.IF2609 |
0.008276 |
0.007605 |
0.000671 |
-0.018659 |
-0.000123 |
-0.029708 |
- |
4611.0 |
4576.2 |
- |
4698.674 |
20260918 |
152 |
538 |
| CFFEX.IH2601 |
0.011358 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3069.047 |
20260116 |
0 |
538 |
| CFFEX.IH2602 |
0.011358 |
0.012596 |
-0.001238 |
0.000636 |
0.00008 |
0.01925 |
- |
3071.0 |
3032.8 |
- |
3069.047 |
20260220 |
8 |
538 |
| CFFEX.IH2603 |
0.011358 |
0.012793 |
-0.001435 |
0.000897 |
0.000033 |
0.00804 |
- |
3071.8 |
3033.0 |
- |
3069.047 |
20260320 |
27 |
538 |
| CFFEX.IH2604 |
0.011358 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3069.047 |
20260417 |
46 |
538 |
| CFFEX.IH2606 |
0.011358 |
0.013421 |
-0.002063 |
-0.001058 |
-0.000012 |
-0.002943 |
- |
3065.8 |
3025.2 |
- |
3069.047 |
20260619 |
87 |
538 |
| CFFEX.IH2609 |
0.011358 |
0.012334 |
-0.000976 |
-0.010507 |
-0.000069 |
-0.016729 |
- |
3036.8 |
2999.8 |
- |
3069.047 |
20260918 |
152 |
538 |