|
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_20260211_151505 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.001285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8239.698 |
20260116 |
0 |
543 |
| CFFEX.IM2602 |
-0.001285 |
0.000678 |
-0.001963 |
0.002488 |
0.000829 |
0.200715 |
- |
8260.2 |
8254.6 |
- |
8239.698 |
20260220 |
3 |
543 |
| CFFEX.IM2603 |
-0.001285 |
0.001458 |
-0.002743 |
0.000158 |
0.000007 |
0.001738 |
- |
8241.0 |
8229.0 |
- |
8239.698 |
20260320 |
22 |
543 |
| CFFEX.IM2604 |
-0.001285 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8239.698 |
20260417 |
41 |
543 |
| CFFEX.IM2606 |
-0.001285 |
0.002927 |
-0.004212 |
-0.018581 |
-0.000227 |
-0.054835 |
- |
8086.6 |
8063.0 |
- |
8239.698 |
20260619 |
82 |
543 |
| CFFEX.IM2609 |
-0.001285 |
0.004185 |
-0.00547 |
-0.038921 |
-0.000265 |
-0.064074 |
- |
7919.0 |
7886.0 |
- |
8239.698 |
20260918 |
147 |
543 |
| CFFEX.IC2601 |
0.002587 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8327.937 |
20260116 |
0 |
543 |
| CFFEX.IC2602 |
0.002587 |
0.00402 |
-0.001432 |
0.001737 |
0.000579 |
0.140093 |
- |
8342.4 |
8309.0 |
- |
8327.937 |
20260220 |
3 |
543 |
| CFFEX.IC2603 |
0.002587 |
0.0055 |
-0.002913 |
0.001016 |
0.000046 |
0.011178 |
- |
8336.4 |
8290.8 |
- |
8327.937 |
20260320 |
22 |
543 |
| CFFEX.IC2604 |
0.002587 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8327.937 |
20260417 |
41 |
543 |
| CFFEX.IC2606 |
0.002587 |
0.005617 |
-0.00303 |
-0.011136 |
-0.000136 |
-0.032864 |
- |
8235.2 |
8189.2 |
- |
8327.937 |
20260619 |
82 |
543 |
| CFFEX.IC2609 |
0.002587 |
0.006622 |
-0.004035 |
-0.025281 |
-0.000172 |
-0.041619 |
- |
8117.4 |
8064.0 |
- |
8327.937 |
20260918 |
147 |
543 |
| CFFEX.IF2601 |
-0.002088 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4714.429 |
20260116 |
0 |
543 |
| CFFEX.IF2602 |
-0.002088 |
-0.002538 |
0.000449 |
0.000376 |
0.000125 |
0.030303 |
- |
4716.2 |
4728.2 |
- |
4714.429 |
20260220 |
3 |
543 |
| CFFEX.IF2603 |
-0.002088 |
-0.002032 |
-0.000056 |
-0.000006 |
-0.0 |
-0.000068 |
- |
4714.4 |
4724.0 |
- |
4714.429 |
20260320 |
22 |
543 |
| CFFEX.IF2604 |
-0.002088 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4714.429 |
20260417 |
41 |
543 |
| CFFEX.IF2606 |
-0.002088 |
-0.002175 |
0.000086 |
-0.007303 |
-0.000089 |
-0.021552 |
- |
4680.0 |
4690.2 |
- |
4714.429 |
20260619 |
82 |
543 |
| CFFEX.IF2609 |
-0.002088 |
-0.002372 |
0.000284 |
-0.0188 |
-0.000128 |
-0.030949 |
- |
4625.8 |
4636.8 |
- |
4714.429 |
20260918 |
147 |
543 |
| CFFEX.IH2601 |
0.000558 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3089.127 |
20260116 |
0 |
543 |
| CFFEX.IH2602 |
0.000558 |
-0.000388 |
0.000946 |
0.000801 |
0.000267 |
0.064578 |
- |
3091.6 |
3092.8 |
- |
3089.127 |
20260220 |
3 |
543 |
| CFFEX.IH2603 |
0.000558 |
-0.000711 |
0.001269 |
0.000736 |
0.000033 |
0.008094 |
- |
3091.4 |
3093.6 |
- |
3089.127 |
20260320 |
22 |
543 |
| CFFEX.IH2604 |
0.000558 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3089.127 |
20260417 |
41 |
543 |
| CFFEX.IH2606 |
0.000558 |
-0.000518 |
0.001076 |
-0.000365 |
-0.000004 |
-0.001077 |
- |
3088.0 |
3089.6 |
- |
3089.127 |
20260619 |
82 |
543 |
| CFFEX.IH2609 |
0.000558 |
-0.000982 |
0.001539 |
-0.011565 |
-0.000079 |
-0.01904 |
- |
3053.4 |
3056.4 |
- |
3089.127 |
20260918 |
147 |
543 |