|
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_101219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.007001 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8297.198 |
20260116 |
0 |
544 |
| CFFEX.IM2602 |
0.007001 |
0.004988 |
0.002013 |
0.000506 |
0.000253 |
0.061279 |
- |
8301.4 |
8260.2 |
- |
8297.198 |
20260220 |
2 |
544 |
| CFFEX.IM2603 |
0.007001 |
0.006213 |
0.000788 |
-0.000602 |
-0.000029 |
-0.006942 |
- |
8292.2 |
8241.0 |
- |
8297.198 |
20260320 |
21 |
544 |
| CFFEX.IM2604 |
0.007001 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8297.198 |
20260417 |
40 |
544 |
| CFFEX.IM2606 |
0.007001 |
0.004946 |
0.002055 |
-0.020561 |
-0.000254 |
-0.061429 |
- |
8126.6 |
8086.6 |
- |
8297.198 |
20260619 |
81 |
544 |
| CFFEX.IM2609 |
0.007001 |
0.004849 |
0.002152 |
-0.040953 |
-0.000281 |
-0.067882 |
- |
7957.4 |
7919.0 |
- |
8297.198 |
20260918 |
146 |
544 |
| CFFEX.IC2601 |
0.008506 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8396.630 |
20260116 |
0 |
544 |
| CFFEX.IC2602 |
0.008506 |
0.007216 |
0.00129 |
0.000711 |
0.000355 |
0.086031 |
- |
8402.6 |
8342.4 |
- |
8396.630 |
20260220 |
2 |
544 |
| CFFEX.IC2603 |
0.008506 |
0.007581 |
0.000925 |
0.000354 |
0.000017 |
0.004076 |
- |
8399.6 |
8336.4 |
- |
8396.630 |
20260320 |
21 |
544 |
| CFFEX.IC2604 |
0.008506 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8396.630 |
20260417 |
40 |
544 |
| CFFEX.IC2606 |
0.008506 |
0.007456 |
0.00105 |
-0.011913 |
-0.000147 |
-0.035592 |
- |
8296.6 |
8235.2 |
- |
8396.630 |
20260619 |
81 |
544 |
| CFFEX.IC2609 |
0.008506 |
0.007712 |
0.000794 |
-0.0258 |
-0.000177 |
-0.042764 |
- |
8180.0 |
8117.4 |
- |
8396.630 |
20260918 |
146 |
544 |
| CFFEX.IF2601 |
0.001382 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4720.331 |
20260116 |
0 |
544 |
| CFFEX.IF2602 |
0.001382 |
0.000509 |
0.000873 |
-0.000367 |
-0.000183 |
-0.044372 |
- |
4718.6 |
4716.2 |
- |
4720.331 |
20260220 |
2 |
544 |
| CFFEX.IF2603 |
0.001382 |
0.000085 |
0.001297 |
-0.001087 |
-0.000052 |
-0.012526 |
- |
4715.2 |
4714.8 |
- |
4720.331 |
20260320 |
21 |
544 |
| CFFEX.IF2604 |
0.001382 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4720.331 |
20260417 |
40 |
544 |
| CFFEX.IF2606 |
0.001382 |
0.000256 |
0.001125 |
-0.00829 |
-0.000102 |
-0.024767 |
- |
4681.2 |
4680.0 |
- |
4720.331 |
20260619 |
81 |
544 |
| CFFEX.IF2609 |
0.001382 |
0.000389 |
0.000992 |
-0.019645 |
-0.000135 |
-0.032562 |
- |
4627.6 |
4625.8 |
- |
4720.331 |
20260918 |
146 |
544 |
| CFFEX.IH2601 |
-0.001182 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3084.807 |
20260116 |
0 |
544 |
| CFFEX.IH2602 |
-0.001182 |
-0.001811 |
0.00063 |
0.000387 |
0.000193 |
0.046795 |
- |
3086.0 |
3091.6 |
- |
3084.807 |
20260220 |
2 |
544 |
| CFFEX.IH2603 |
-0.001182 |
-0.001553 |
0.000371 |
0.000581 |
0.000028 |
0.006698 |
- |
3086.6 |
3091.4 |
- |
3084.807 |
20260320 |
21 |
544 |
| CFFEX.IH2604 |
-0.001182 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3084.807 |
20260417 |
40 |
544 |
| CFFEX.IH2606 |
-0.001182 |
-0.000972 |
-0.00021 |
0.000063 |
0.000001 |
0.000187 |
- |
3085.0 |
3088.0 |
- |
3084.807 |
20260619 |
81 |
544 |
| CFFEX.IH2609 |
-0.001182 |
-0.000131 |
-0.001051 |
-0.010311 |
-0.000071 |
-0.017091 |
- |
3053.0 |
3053.4 |
- |
3084.807 |
20260918 |
146 |
544 |