|
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_20260302_151359 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.009448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8479.960 |
20260116 |
0 |
550 |
| CFFEX.IM2603 |
-0.009448 |
-0.012589 |
0.003141 |
-0.006599 |
-0.00044 |
-0.106465 |
- |
8424.0 |
8531.4 |
- |
8479.960 |
20260320 |
15 |
550 |
| CFFEX.IM2604 |
-0.009448 |
-0.012491 |
0.003043 |
-0.011764 |
-0.000346 |
-0.083733 |
- |
8380.2 |
8486.2 |
- |
8479.960 |
20260417 |
34 |
550 |
| CFFEX.IM2605 |
-0.009448 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8479.960 |
20260515 |
51 |
550 |
| CFFEX.IM2606 |
-0.009448 |
-0.012004 |
0.002556 |
-0.029406 |
-0.000392 |
-0.094883 |
- |
8230.6 |
8330.6 |
- |
8479.960 |
20260619 |
75 |
550 |
| CFFEX.IM2609 |
-0.009448 |
-0.01235 |
0.002902 |
-0.053179 |
-0.00038 |
-0.091925 |
- |
8029.0 |
8129.4 |
- |
8479.960 |
20260918 |
140 |
550 |
| CFFEX.IC2601 |
0.000545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8663.166 |
20260116 |
0 |
550 |
| CFFEX.IC2603 |
0.000545 |
-0.002128 |
0.002673 |
-0.004175 |
-0.000278 |
-0.067352 |
- |
8627.0 |
8645.4 |
- |
8663.166 |
20260320 |
15 |
550 |
| CFFEX.IC2604 |
0.000545 |
-0.001995 |
0.00254 |
-0.006945 |
-0.000204 |
-0.049432 |
- |
8603.0 |
8620.2 |
- |
8663.166 |
20260417 |
34 |
550 |
| CFFEX.IC2605 |
0.000545 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8663.166 |
20260515 |
51 |
550 |
| CFFEX.IC2606 |
0.000545 |
-0.002698 |
0.003243 |
-0.018581 |
-0.000248 |
-0.059953 |
- |
8502.2 |
8525.2 |
- |
8663.166 |
20260619 |
75 |
550 |
| CFFEX.IC2609 |
0.000545 |
-0.003009 |
0.003553 |
-0.036034 |
-0.000257 |
-0.062287 |
- |
8351.0 |
8376.2 |
- |
8663.166 |
20260918 |
140 |
550 |
| CFFEX.IF2601 |
0.004077 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4729.853 |
20260116 |
0 |
550 |
| CFFEX.IF2603 |
0.004077 |
-0.000552 |
0.004629 |
-0.003944 |
-0.000263 |
-0.063625 |
- |
4711.2 |
4713.8 |
- |
4729.853 |
20260320 |
15 |
550 |
| CFFEX.IF2604 |
0.004077 |
-0.000807 |
0.004885 |
-0.005762 |
-0.000169 |
-0.041011 |
- |
4702.6 |
4706.4 |
- |
4729.853 |
20260417 |
34 |
550 |
| CFFEX.IF2605 |
0.004077 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4729.853 |
20260515 |
51 |
550 |
| CFFEX.IF2606 |
0.004077 |
-0.001755 |
0.005832 |
-0.013669 |
-0.000182 |
-0.044106 |
- |
4665.2 |
4673.4 |
- |
4729.853 |
20260619 |
75 |
550 |
| CFFEX.IF2609 |
0.004077 |
-0.002947 |
0.007024 |
-0.027242 |
-0.000195 |
-0.047091 |
- |
4601.0 |
4614.6 |
- |
4729.853 |
20260918 |
140 |
550 |
| CFFEX.IH2601 |
0.002787 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3047.901 |
20260116 |
0 |
550 |
| CFFEX.IH2603 |
0.002787 |
0.000131 |
0.002655 |
-0.000689 |
-0.000046 |
-0.011121 |
- |
3045.8 |
3045.4 |
- |
3047.901 |
20260320 |
15 |
550 |
| CFFEX.IH2604 |
0.002787 |
-0.00105 |
0.003837 |
-0.001346 |
-0.00004 |
-0.009577 |
- |
3043.8 |
3047.0 |
- |
3047.901 |
20260417 |
34 |
550 |
| CFFEX.IH2605 |
0.002787 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3047.901 |
20260515 |
51 |
550 |
| CFFEX.IH2606 |
0.002787 |
-0.000855 |
0.003642 |
-0.003117 |
-0.000042 |
-0.010058 |
- |
3038.4 |
3041.0 |
- |
3047.901 |
20260619 |
75 |
550 |
| CFFEX.IH2609 |
0.002787 |
-0.000599 |
0.003386 |
-0.014666 |
-0.000105 |
-0.025352 |
- |
3003.2 |
3005.0 |
- |
3047.901 |
20260918 |
140 |
550 |