|
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_20260210_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.002418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8253.686 |
20260116 |
0 |
542 |
| CFFEX.IM2602 |
0.002418 |
-0.00017 |
0.002587 |
0.000111 |
0.000028 |
0.0067 |
- |
8254.6 |
8256.0 |
- |
8253.686 |
20260220 |
4 |
542 |
| CFFEX.IM2603 |
0.002418 |
-0.000413 |
0.002831 |
-0.002967 |
-0.000129 |
-0.031215 |
- |
8229.2 |
8232.6 |
- |
8253.686 |
20260320 |
23 |
542 |
| CFFEX.IM2604 |
0.002418 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8253.686 |
20260417 |
42 |
542 |
| CFFEX.IM2606 |
0.002418 |
-0.000025 |
0.002443 |
-0.023103 |
-0.000278 |
-0.067361 |
- |
8063.0 |
8063.2 |
- |
8253.686 |
20260619 |
83 |
542 |
| CFFEX.IM2609 |
0.002418 |
-0.000532 |
0.00295 |
-0.044548 |
-0.000301 |
-0.072842 |
- |
7886.0 |
7890.2 |
- |
8253.686 |
20260918 |
148 |
542 |
| CFFEX.IC2601 |
0.000067 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8311.837 |
20260116 |
0 |
542 |
| CFFEX.IC2602 |
0.000067 |
-0.001562 |
0.001629 |
-0.000341 |
-0.000085 |
-0.02065 |
- |
8309.0 |
8322.0 |
- |
8311.837 |
20260220 |
4 |
542 |
| CFFEX.IC2603 |
0.000067 |
-0.002503 |
0.002569 |
-0.002531 |
-0.00011 |
-0.02663 |
- |
8290.8 |
8311.6 |
- |
8311.837 |
20260320 |
23 |
542 |
| CFFEX.IC2604 |
0.000067 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8311.837 |
20260417 |
42 |
542 |
| CFFEX.IC2606 |
0.000067 |
-0.003165 |
0.003232 |
-0.014755 |
-0.000178 |
-0.043019 |
- |
8189.2 |
8215.2 |
- |
8311.837 |
20260619 |
83 |
542 |
| CFFEX.IC2609 |
0.000067 |
-0.003508 |
0.003575 |
-0.02948 |
-0.000199 |
-0.048205 |
- |
8066.8 |
8095.2 |
- |
8311.837 |
20260918 |
148 |
542 |
| CFFEX.IF2601 |
0.001545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4726.349 |
20260116 |
0 |
542 |
| CFFEX.IF2602 |
0.001545 |
0.001186 |
0.00036 |
0.000392 |
0.000098 |
0.023694 |
- |
4728.2 |
4722.6 |
- |
4726.349 |
20260220 |
4 |
542 |
| CFFEX.IF2603 |
0.001545 |
0.000593 |
0.000952 |
-0.000497 |
-0.000022 |
-0.005229 |
- |
4724.0 |
4721.2 |
- |
4726.349 |
20260320 |
23 |
542 |
| CFFEX.IF2604 |
0.001545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4726.349 |
20260417 |
42 |
542 |
| CFFEX.IF2606 |
0.001545 |
-0.000213 |
0.001759 |
-0.007648 |
-0.000092 |
-0.0223 |
- |
4690.2 |
4691.2 |
- |
4726.349 |
20260619 |
83 |
542 |
| CFFEX.IF2609 |
0.001545 |
0.0 |
0.001545 |
-0.01882 |
-0.000127 |
-0.030773 |
- |
4637.4 |
4637.4 |
- |
4726.349 |
20260918 |
148 |
542 |
| CFFEX.IH2601 |
0.002336 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3088.977 |
20260116 |
0 |
542 |
| CFFEX.IH2602 |
0.002336 |
0.002854 |
-0.000518 |
0.001108 |
0.000277 |
0.067042 |
- |
3092.4 |
3083.6 |
- |
3088.977 |
20260220 |
4 |
542 |
| CFFEX.IH2603 |
0.002336 |
0.003113 |
-0.000777 |
0.001497 |
0.000065 |
0.015747 |
- |
3093.6 |
3084.0 |
- |
3088.977 |
20260320 |
23 |
542 |
| CFFEX.IH2604 |
0.002336 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3088.977 |
20260417 |
42 |
542 |
| CFFEX.IH2606 |
0.002336 |
0.003443 |
-0.001107 |
0.000202 |
0.000002 |
0.000588 |
- |
3089.6 |
3079.0 |
- |
3088.977 |
20260619 |
83 |
542 |
| CFFEX.IH2609 |
0.002336 |
0.00269 |
-0.000354 |
-0.010546 |
-0.000071 |
-0.017244 |
- |
3056.4 |
3048.2 |
- |
3088.977 |
20260918 |
148 |
542 |