|
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_20260206_151435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.001322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8057.412 |
20260116 |
0 |
540 |
| CFFEX.IM2602 |
-0.001322 |
-0.006314 |
0.004992 |
-0.003799 |
-0.000633 |
-0.153236 |
- |
8026.8 |
8077.8 |
- |
8057.412 |
20260220 |
6 |
540 |
| CFFEX.IM2603 |
-0.001322 |
-0.006095 |
0.004773 |
-0.008267 |
-0.000331 |
-0.080026 |
- |
7990.8 |
8039.8 |
- |
8057.412 |
20260320 |
25 |
540 |
| CFFEX.IM2604 |
-0.001322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8057.412 |
20260417 |
44 |
540 |
| CFFEX.IM2606 |
-0.001322 |
-0.006269 |
0.004947 |
-0.028125 |
-0.000331 |
-0.080073 |
- |
7830.8 |
7880.2 |
- |
8057.412 |
20260619 |
85 |
540 |
| CFFEX.IM2609 |
-0.001322 |
-0.008342 |
0.00702 |
-0.049869 |
-0.000332 |
-0.080455 |
- |
7655.6 |
7720.0 |
- |
8057.412 |
20260918 |
150 |
540 |
| CFFEX.IC2601 |
0.001139 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8155.386 |
20260116 |
0 |
540 |
| CFFEX.IC2602 |
0.001139 |
-0.00054 |
0.001679 |
-0.001813 |
-0.000302 |
-0.073126 |
- |
8140.6 |
8145.0 |
- |
8155.386 |
20260220 |
6 |
540 |
| CFFEX.IC2603 |
0.001139 |
-0.000345 |
0.001484 |
-0.004658 |
-0.000186 |
-0.045087 |
- |
8117.4 |
8120.2 |
- |
8155.386 |
20260320 |
25 |
540 |
| CFFEX.IC2604 |
0.001139 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8155.386 |
20260417 |
44 |
540 |
| CFFEX.IC2606 |
0.001139 |
0.000424 |
0.000715 |
-0.01714 |
-0.000202 |
-0.0488 |
- |
8015.6 |
8012.2 |
- |
8155.386 |
20260619 |
85 |
540 |
| CFFEX.IC2609 |
0.001139 |
0.000101 |
0.001038 |
-0.031192 |
-0.000208 |
-0.050324 |
- |
7901.0 |
7900.2 |
- |
8155.386 |
20260918 |
150 |
540 |
| CFFEX.IF2601 |
-0.005300 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4645.664 |
20260116 |
0 |
540 |
| CFFEX.IF2602 |
-0.005300 |
-0.006807 |
0.001507 |
-0.001262 |
-0.00021 |
-0.050911 |
- |
4639.8 |
4671.6 |
- |
4645.664 |
20260220 |
6 |
540 |
| CFFEX.IF2603 |
-0.005300 |
-0.005916 |
0.000616 |
-0.001736 |
-0.000069 |
-0.016803 |
- |
4637.6 |
4665.2 |
- |
4645.664 |
20260320 |
25 |
540 |
| CFFEX.IF2604 |
-0.005300 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4645.664 |
20260417 |
44 |
540 |
| CFFEX.IF2606 |
-0.005300 |
-0.005565 |
0.000265 |
-0.007634 |
-0.00009 |
-0.021734 |
- |
4610.2 |
4636.0 |
- |
4645.664 |
20260619 |
85 |
540 |
| CFFEX.IF2609 |
-0.005300 |
-0.00554 |
0.000239 |
-0.018483 |
-0.000123 |
-0.029819 |
- |
4559.8 |
4585.2 |
- |
4645.664 |
20260918 |
150 |
540 |
| CFFEX.IH2601 |
-0.006445 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3039.298 |
20260116 |
0 |
540 |
| CFFEX.IH2602 |
-0.006445 |
-0.008683 |
0.002238 |
-0.000756 |
-0.000126 |
-0.030496 |
- |
3037.0 |
3063.6 |
- |
3039.298 |
20260220 |
6 |
540 |
| CFFEX.IH2603 |
-0.006445 |
-0.008166 |
0.001722 |
-0.000954 |
-0.000038 |
-0.00923 |
- |
3036.4 |
3061.4 |
- |
3039.298 |
20260320 |
25 |
540 |
| CFFEX.IH2604 |
-0.006445 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3039.298 |
20260417 |
44 |
540 |
| CFFEX.IH2606 |
-0.006445 |
-0.00759 |
0.001146 |
-0.001941 |
-0.000023 |
-0.005525 |
- |
3033.4 |
3056.6 |
- |
3039.298 |
20260619 |
85 |
540 |
| CFFEX.IH2609 |
-0.006445 |
-0.008851 |
0.002406 |
-0.012535 |
-0.000084 |
-0.020223 |
- |
3001.2 |
3028.0 |
- |
3039.298 |
20260918 |
150 |
540 |