|
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_20260209_151451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.022774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8234.937 |
20260116 |
0 |
541 |
| CFFEX.IM2602 |
0.022774 |
0.028554 |
-0.005781 |
0.002558 |
0.000512 |
0.123796 |
- |
8256.0 |
8026.8 |
- |
8234.937 |
20260220 |
5 |
541 |
| CFFEX.IM2603 |
0.022774 |
0.03026 |
-0.007486 |
-0.000284 |
-0.000012 |
-0.002862 |
- |
8232.6 |
7990.8 |
- |
8234.937 |
20260320 |
24 |
541 |
| CFFEX.IM2604 |
0.022774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8234.937 |
20260417 |
43 |
541 |
| CFFEX.IM2606 |
0.022774 |
0.029678 |
-0.006904 |
-0.020855 |
-0.000248 |
-0.060081 |
- |
8063.2 |
7830.8 |
- |
8234.937 |
20260619 |
84 |
541 |
| CFFEX.IM2609 |
0.022774 |
0.030644 |
-0.007871 |
-0.041863 |
-0.000281 |
-0.067992 |
- |
7890.2 |
7655.6 |
- |
8234.937 |
20260918 |
149 |
541 |
| CFFEX.IC2601 |
0.020434 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8312.873 |
20260116 |
0 |
541 |
| CFFEX.IC2602 |
0.020434 |
0.022406 |
-0.001973 |
0.001218 |
0.000244 |
0.058962 |
- |
8323.0 |
8140.6 |
- |
8312.873 |
20260220 |
5 |
541 |
| CFFEX.IC2603 |
0.020434 |
0.023924 |
-0.00349 |
-0.000153 |
-0.000006 |
-0.001544 |
- |
8311.6 |
8117.4 |
- |
8312.873 |
20260320 |
24 |
541 |
| CFFEX.IC2604 |
0.020434 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8312.873 |
20260417 |
43 |
541 |
| CFFEX.IC2606 |
0.020434 |
0.024901 |
-0.004468 |
-0.01175 |
-0.00014 |
-0.03385 |
- |
8215.2 |
8015.6 |
- |
8312.873 |
20260619 |
84 |
541 |
| CFFEX.IC2609 |
0.020434 |
0.024709 |
-0.004275 |
-0.026185 |
-0.000176 |
-0.042529 |
- |
8095.2 |
7900.0 |
- |
8312.873 |
20260918 |
149 |
541 |
| CFFEX.IF2601 |
0.016446 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4719.964 |
20260116 |
0 |
541 |
| CFFEX.IF2602 |
0.016446 |
0.017846 |
-0.0014 |
0.000558 |
0.000112 |
0.02703 |
- |
4722.6 |
4639.8 |
- |
4719.964 |
20260220 |
5 |
541 |
| CFFEX.IF2603 |
0.016446 |
0.018027 |
-0.001581 |
0.000262 |
0.000011 |
0.00264 |
- |
4721.2 |
4637.6 |
- |
4719.964 |
20260320 |
24 |
541 |
| CFFEX.IF2604 |
0.016446 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4719.964 |
20260417 |
43 |
541 |
| CFFEX.IF2606 |
0.016446 |
0.01757 |
-0.001124 |
-0.006094 |
-0.000073 |
-0.017557 |
- |
4691.2 |
4610.2 |
- |
4719.964 |
20260619 |
84 |
541 |
| CFFEX.IF2609 |
0.016446 |
0.017018 |
-0.000572 |
-0.017493 |
-0.000117 |
-0.028411 |
- |
4637.4 |
4559.8 |
- |
4719.964 |
20260918 |
149 |
541 |
| CFFEX.IH2601 |
0.014465 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3081.802 |
20260116 |
0 |
541 |
| CFFEX.IH2602 |
0.014465 |
0.015344 |
-0.000879 |
0.000583 |
0.000117 |
0.028238 |
- |
3083.6 |
3037.0 |
- |
3081.802 |
20260220 |
5 |
541 |
| CFFEX.IH2603 |
0.014465 |
0.015743 |
-0.001279 |
0.000713 |
0.00003 |
0.007192 |
- |
3084.0 |
3036.2 |
- |
3081.802 |
20260320 |
24 |
541 |
| CFFEX.IH2604 |
0.014465 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3081.802 |
20260417 |
43 |
541 |
| CFFEX.IH2606 |
0.014465 |
0.015033 |
-0.000568 |
-0.000909 |
-0.000011 |
-0.002619 |
- |
3079.0 |
3033.4 |
- |
3081.802 |
20260619 |
84 |
541 |
| CFFEX.IH2609 |
0.014465 |
0.01566 |
-0.001196 |
-0.010903 |
-0.000073 |
-0.017709 |
- |
3048.2 |
3001.2 |
- |
3081.802 |
20260918 |
149 |
541 |