|
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_20260212_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.009355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8316.595 |
20260116 |
0 |
544 |
| CFFEX.IM2602 |
0.009355 |
0.010315 |
-0.000959 |
0.003464 |
0.001732 |
0.41909 |
- |
8345.4 |
8260.2 |
- |
8316.595 |
20260220 |
2 |
544 |
| CFFEX.IM2603 |
0.009355 |
0.01177 |
-0.002415 |
0.002574 |
0.000123 |
0.02966 |
- |
8338.0 |
8241.0 |
- |
8316.595 |
20260320 |
21 |
544 |
| CFFEX.IM2604 |
0.009355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8316.595 |
20260417 |
40 |
544 |
| CFFEX.IM2606 |
0.009355 |
0.011797 |
-0.002442 |
-0.016184 |
-0.0002 |
-0.048352 |
- |
8182.0 |
8086.6 |
- |
8316.595 |
20260619 |
81 |
544 |
| CFFEX.IM2609 |
0.009355 |
0.010759 |
-0.001404 |
-0.037563 |
-0.000257 |
-0.062262 |
- |
8004.2 |
7919.0 |
- |
8316.595 |
20260918 |
146 |
544 |
| CFFEX.IC2601 |
0.011551 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8421.981 |
20260116 |
0 |
544 |
| CFFEX.IC2602 |
0.011551 |
0.012682 |
-0.001131 |
0.003113 |
0.001557 |
0.376693 |
- |
8448.2 |
8342.4 |
- |
8421.981 |
20260220 |
2 |
544 |
| CFFEX.IC2603 |
0.011551 |
0.013483 |
-0.001932 |
0.003184 |
0.000152 |
0.036696 |
- |
8448.8 |
8336.4 |
- |
8421.981 |
20260320 |
21 |
544 |
| CFFEX.IC2604 |
0.011551 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8421.981 |
20260417 |
40 |
544 |
| CFFEX.IC2606 |
0.011551 |
0.01394 |
-0.002389 |
-0.008547 |
-0.000106 |
-0.025535 |
- |
8350.0 |
8235.2 |
- |
8421.981 |
20260619 |
81 |
544 |
| CFFEX.IC2609 |
0.011551 |
0.014438 |
-0.002887 |
-0.022249 |
-0.000152 |
-0.036879 |
- |
8234.6 |
8117.4 |
- |
8421.981 |
20260918 |
146 |
544 |
| CFFEX.IF2601 |
0.001137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4719.180 |
20260116 |
0 |
544 |
| CFFEX.IF2602 |
0.001137 |
0.000679 |
0.000459 |
0.000047 |
0.000023 |
0.005641 |
- |
4719.4 |
4716.2 |
- |
4719.180 |
20260220 |
2 |
544 |
| CFFEX.IF2603 |
0.001137 |
0.000424 |
0.000713 |
-0.000504 |
-0.000024 |
-0.005812 |
- |
4716.8 |
4714.8 |
- |
4719.180 |
20260320 |
21 |
544 |
| CFFEX.IF2604 |
0.001137 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4719.180 |
20260417 |
40 |
544 |
| CFFEX.IF2606 |
0.001137 |
0.000598 |
0.000539 |
-0.007709 |
-0.000095 |
-0.023032 |
- |
4682.8 |
4680.0 |
- |
4719.180 |
20260619 |
81 |
544 |
| CFFEX.IF2609 |
0.001137 |
0.000605 |
0.000532 |
-0.019194 |
-0.000131 |
-0.031815 |
- |
4628.6 |
4625.8 |
- |
4719.180 |
20260918 |
146 |
544 |
| CFFEX.IH2601 |
-0.002870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3079.593 |
20260116 |
0 |
544 |
| CFFEX.IH2602 |
-0.002870 |
-0.002846 |
-0.000024 |
0.001041 |
0.000521 |
0.126006 |
- |
3082.8 |
3091.6 |
- |
3079.593 |
20260220 |
2 |
544 |
| CFFEX.IH2603 |
-0.002870 |
-0.002653 |
-0.000218 |
0.001171 |
0.000056 |
0.013497 |
- |
3083.2 |
3091.4 |
- |
3079.593 |
20260320 |
21 |
544 |
| CFFEX.IH2604 |
-0.002870 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3079.593 |
20260417 |
40 |
544 |
| CFFEX.IH2606 |
-0.002870 |
-0.002202 |
-0.000668 |
0.000522 |
0.000006 |
0.001559 |
- |
3081.2 |
3088.0 |
- |
3079.593 |
20260619 |
81 |
544 |
| CFFEX.IH2609 |
-0.002870 |
-0.000721 |
-0.00215 |
-0.00922 |
-0.000063 |
-0.015282 |
- |
3051.2 |
3053.4 |
- |
3079.593 |
20260918 |
146 |
544 |