|
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_20260213_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.012585 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8210.187 |
20260116 |
0 |
545 |
| CFFEX.IM2602 |
-0.012585 |
-0.017423 |
0.004837 |
-0.001241 |
-0.001241 |
-0.300268 |
- |
8200.0 |
8345.4 |
- |
8210.187 |
20260220 |
1 |
545 |
| CFFEX.IM2603 |
-0.012585 |
-0.01787 |
0.005285 |
-0.002581 |
-0.000129 |
-0.031225 |
- |
8189.0 |
8338.0 |
- |
8210.187 |
20260320 |
20 |
545 |
| CFFEX.IM2604 |
-0.012585 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8210.187 |
20260417 |
39 |
545 |
| CFFEX.IM2606 |
-0.012585 |
-0.019604 |
0.007019 |
-0.02297 |
-0.000287 |
-0.069484 |
- |
8021.6 |
8182.0 |
- |
8210.187 |
20260619 |
80 |
545 |
| CFFEX.IM2609 |
-0.012585 |
-0.01864 |
0.006055 |
-0.043262 |
-0.000298 |
-0.072202 |
- |
7855.0 |
8004.2 |
- |
8210.187 |
20260918 |
145 |
545 |
| CFFEX.IC2601 |
-0.014436 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8301.966 |
20260116 |
0 |
545 |
| CFFEX.IC2602 |
-0.014436 |
-0.019554 |
0.005118 |
-0.002285 |
-0.002285 |
-0.552854 |
- |
8283.0 |
8448.2 |
- |
8301.966 |
20260220 |
1 |
545 |
| CFFEX.IC2603 |
-0.014436 |
-0.020595 |
0.006159 |
-0.003272 |
-0.000164 |
-0.039594 |
- |
8274.8 |
8448.8 |
- |
8301.966 |
20260320 |
20 |
545 |
| CFFEX.IC2604 |
-0.014436 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8301.966 |
20260417 |
39 |
545 |
| CFFEX.IC2606 |
-0.014436 |
-0.022108 |
0.007672 |
-0.01645 |
-0.000206 |
-0.049761 |
- |
8165.4 |
8350.0 |
- |
8301.966 |
20260619 |
80 |
545 |
| CFFEX.IC2609 |
-0.014436 |
-0.022636 |
0.0082 |
-0.030567 |
-0.000211 |
-0.051015 |
- |
8048.2 |
8234.6 |
- |
8301.966 |
20260918 |
145 |
545 |
| CFFEX.IF2601 |
-0.011945 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4663.204 |
20260116 |
0 |
545 |
| CFFEX.IF2602 |
-0.011945 |
-0.016188 |
0.004244 |
-0.004333 |
-0.004333 |
-1.0485 |
- |
4643.0 |
4719.4 |
- |
4663.204 |
20260220 |
1 |
545 |
| CFFEX.IF2603 |
-0.011945 |
-0.019038 |
0.007094 |
-0.007764 |
-0.000388 |
-0.093942 |
- |
4627.0 |
4716.8 |
- |
4663.204 |
20260320 |
20 |
545 |
| CFFEX.IF2604 |
-0.011945 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4663.204 |
20260417 |
39 |
545 |
| CFFEX.IF2606 |
-0.011945 |
-0.020415 |
0.00847 |
-0.016299 |
-0.000204 |
-0.049303 |
- |
4587.2 |
4682.8 |
- |
4663.204 |
20260619 |
80 |
545 |
| CFFEX.IF2609 |
-0.011945 |
-0.020309 |
0.008364 |
-0.027578 |
-0.00019 |
-0.046028 |
- |
4534.6 |
4628.6 |
- |
4663.204 |
20260918 |
145 |
545 |
| CFFEX.IH2601 |
-0.014045 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3036.473 |
20260116 |
0 |
545 |
| CFFEX.IH2602 |
-0.014045 |
-0.018749 |
0.004704 |
-0.003778 |
-0.003778 |
-0.914372 |
- |
3025.0 |
3082.8 |
- |
3036.473 |
20260220 |
1 |
545 |
| CFFEX.IH2603 |
-0.014045 |
-0.020435 |
0.00639 |
-0.005425 |
-0.000271 |
-0.065643 |
- |
3020.0 |
3083.0 |
- |
3036.473 |
20260320 |
20 |
545 |
| CFFEX.IH2604 |
-0.014045 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3036.473 |
20260417 |
39 |
545 |
| CFFEX.IH2606 |
-0.014045 |
-0.020511 |
0.006467 |
-0.006084 |
-0.000076 |
-0.018403 |
- |
3018.0 |
3081.2 |
- |
3036.473 |
20260619 |
80 |
545 |
| CFFEX.IH2609 |
-0.014045 |
-0.021369 |
0.007324 |
-0.016622 |
-0.000115 |
-0.027742 |
- |
2986.0 |
3051.2 |
- |
3036.473 |
20260918 |
145 |
545 |