|
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_20260205_151315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.016380 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8072.684 |
20260116 |
0 |
539 |
| CFFEX.IM2602 |
-0.016380 |
-0.018493 |
0.002113 |
0.000634 |
0.000091 |
0.021909 |
- |
8077.8 |
8230.0 |
- |
8072.684 |
20260220 |
7 |
539 |
| CFFEX.IM2603 |
-0.016380 |
-0.019943 |
0.003563 |
-0.004073 |
-0.000157 |
-0.037915 |
- |
8039.8 |
8203.4 |
- |
8072.684 |
20260320 |
26 |
539 |
| CFFEX.IM2604 |
-0.016380 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8072.684 |
20260417 |
45 |
539 |
| CFFEX.IM2606 |
-0.016380 |
-0.020509 |
0.004129 |
-0.023844 |
-0.000277 |
-0.067096 |
- |
7880.2 |
8045.2 |
- |
8072.684 |
20260619 |
86 |
539 |
| CFFEX.IM2609 |
-0.016380 |
-0.021373 |
0.004992 |
-0.043689 |
-0.000289 |
-0.070017 |
- |
7720.0 |
7888.6 |
- |
8072.684 |
20260918 |
151 |
539 |
| CFFEX.IC2601 |
-0.017817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8151.190 |
20260116 |
0 |
539 |
| CFFEX.IC2602 |
-0.017817 |
-0.021151 |
0.003334 |
-0.000759 |
-0.000108 |
-0.026253 |
- |
8145.0 |
8321.0 |
- |
8151.190 |
20260220 |
7 |
539 |
| CFFEX.IC2603 |
-0.017817 |
-0.023263 |
0.005446 |
-0.003802 |
-0.000146 |
-0.035387 |
- |
8120.2 |
8313.6 |
- |
8151.190 |
20260320 |
26 |
539 |
| CFFEX.IC2604 |
-0.017817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8151.190 |
20260417 |
45 |
539 |
| CFFEX.IC2606 |
-0.017817 |
-0.024805 |
0.006988 |
-0.017051 |
-0.000198 |
-0.047982 |
- |
8012.2 |
8216.0 |
- |
8151.190 |
20260619 |
86 |
539 |
| CFFEX.IC2609 |
-0.017817 |
-0.025268 |
0.007451 |
-0.030792 |
-0.000204 |
-0.049348 |
- |
7900.2 |
8105.0 |
- |
8151.190 |
20260918 |
151 |
539 |
| CFFEX.IF2601 |
-0.005949 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4670.730 |
20260116 |
0 |
539 |
| CFFEX.IF2602 |
-0.005949 |
-0.005789 |
-0.00016 |
0.000186 |
0.000027 |
0.006439 |
- |
4671.6 |
4698.8 |
- |
4670.730 |
20260220 |
7 |
539 |
| CFFEX.IF2603 |
-0.005949 |
-0.006051 |
0.000102 |
-0.001184 |
-0.000046 |
-0.01102 |
- |
4665.2 |
4693.6 |
- |
4670.730 |
20260320 |
26 |
539 |
| CFFEX.IF2604 |
-0.005949 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4670.730 |
20260417 |
45 |
539 |
| CFFEX.IF2606 |
-0.005949 |
-0.006217 |
0.000267 |
-0.007436 |
-0.000086 |
-0.020924 |
- |
4636.0 |
4665.0 |
- |
4670.730 |
20260619 |
86 |
539 |
| CFFEX.IF2609 |
-0.005949 |
-0.005595 |
-0.000354 |
-0.018312 |
-0.000121 |
-0.029348 |
- |
4585.2 |
4611.0 |
- |
4670.730 |
20260918 |
151 |
539 |
| CFFEX.IH2601 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3059.066 |
20260116 |
0 |
539 |
| CFFEX.IH2602 |
-0.003316 |
-0.002605 |
-0.000711 |
0.001482 |
0.000212 |
0.05124 |
- |
3063.6 |
3071.6 |
- |
3059.066 |
20260220 |
7 |
539 |
| CFFEX.IH2603 |
-0.003316 |
-0.003386 |
0.00007 |
0.000763 |
0.000029 |
0.007102 |
- |
3061.4 |
3071.8 |
- |
3059.066 |
20260320 |
26 |
539 |
| CFFEX.IH2604 |
-0.003316 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3059.066 |
20260417 |
45 |
539 |
| CFFEX.IH2606 |
-0.003316 |
-0.003001 |
-0.000315 |
-0.000806 |
-0.000009 |
-0.002268 |
- |
3056.6 |
3065.8 |
- |
3059.066 |
20260619 |
86 |
539 |
| CFFEX.IH2609 |
-0.003316 |
-0.002898 |
-0.000418 |
-0.010155 |
-0.000067 |
-0.016276 |
- |
3028.0 |
3036.8 |
- |
3059.066 |
20260918 |
151 |
539 |