|
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_20260303_151438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.039630 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8141.025 |
20260116 |
0 |
551 |
| CFFEX.IM2603 |
-0.039630 |
-0.03502 |
-0.00461 |
-0.001502 |
-0.000107 |
-0.025957 |
- |
8128.8 |
8423.8 |
- |
8141.025 |
20260320 |
14 |
551 |
| CFFEX.IM2604 |
-0.039630 |
-0.034749 |
-0.004881 |
-0.00639 |
-0.000194 |
-0.046863 |
- |
8089.0 |
8380.2 |
- |
8141.025 |
20260417 |
33 |
551 |
| CFFEX.IM2605 |
-0.039630 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8141.025 |
20260515 |
50 |
551 |
| CFFEX.IM2606 |
-0.039630 |
-0.034165 |
-0.005465 |
-0.023538 |
-0.000318 |
-0.076976 |
- |
7949.4 |
8230.6 |
- |
8141.025 |
20260619 |
74 |
551 |
| CFFEX.IM2609 |
-0.039630 |
-0.032657 |
-0.006973 |
-0.045968 |
-0.000331 |
-0.08003 |
- |
7766.8 |
8029.0 |
- |
8141.025 |
20260918 |
139 |
551 |
| CFFEX.IC2601 |
-0.043822 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8278.908 |
20260116 |
0 |
551 |
| CFFEX.IC2603 |
-0.043822 |
-0.041799 |
-0.002023 |
-0.001511 |
-0.000108 |
-0.026116 |
- |
8266.4 |
8627.0 |
- |
8278.908 |
20260320 |
14 |
551 |
| CFFEX.IC2604 |
-0.043822 |
-0.045124 |
0.001302 |
-0.007744 |
-0.000235 |
-0.056786 |
- |
8214.8 |
8603.0 |
- |
8278.908 |
20260417 |
33 |
551 |
| CFFEX.IC2605 |
-0.043822 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8278.908 |
20260515 |
50 |
551 |
| CFFEX.IC2606 |
-0.043822 |
-0.043025 |
-0.000797 |
-0.017238 |
-0.000233 |
-0.056371 |
- |
8136.2 |
8502.0 |
- |
8278.908 |
20260619 |
74 |
551 |
| CFFEX.IC2609 |
-0.043822 |
-0.042845 |
-0.000977 |
-0.03451 |
-0.000248 |
-0.060083 |
- |
7993.2 |
8351.0 |
- |
8278.908 |
20260918 |
139 |
551 |
| CFFEX.IF2601 |
-0.014833 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4658.529 |
20260116 |
0 |
551 |
| CFFEX.IF2603 |
-0.014833 |
-0.012693 |
-0.00214 |
-0.00153 |
-0.000109 |
-0.026453 |
- |
4651.4 |
4711.2 |
- |
4658.529 |
20260320 |
14 |
551 |
| CFFEX.IF2604 |
-0.014833 |
-0.013439 |
-0.001394 |
-0.004106 |
-0.000124 |
-0.030112 |
- |
4639.4 |
4702.6 |
- |
4658.529 |
20260417 |
33 |
551 |
| CFFEX.IF2605 |
-0.014833 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4658.529 |
20260515 |
50 |
551 |
| CFFEX.IF2606 |
-0.014833 |
-0.012561 |
-0.002272 |
-0.011147 |
-0.000151 |
-0.036454 |
- |
4606.6 |
4665.2 |
- |
4658.529 |
20260619 |
74 |
551 |
| CFFEX.IF2609 |
-0.014833 |
-0.012997 |
-0.001836 |
-0.025186 |
-0.000181 |
-0.043849 |
- |
4541.2 |
4601.0 |
- |
4658.529 |
20260918 |
139 |
551 |
| CFFEX.IH2601 |
-0.009969 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3016.097 |
20260116 |
0 |
551 |
| CFFEX.IH2603 |
-0.009969 |
-0.008799 |
-0.00117 |
0.000963 |
0.000069 |
0.016638 |
- |
3019.0 |
3045.8 |
- |
3016.097 |
20260320 |
14 |
551 |
| CFFEX.IH2604 |
-0.009969 |
-0.009002 |
-0.000967 |
0.0001 |
0.000003 |
0.000737 |
- |
3016.4 |
3043.8 |
- |
3016.097 |
20260417 |
33 |
551 |
| CFFEX.IH2605 |
-0.009969 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3016.097 |
20260515 |
50 |
551 |
| CFFEX.IH2606 |
-0.009969 |
-0.009281 |
-0.000688 |
-0.001955 |
-0.000026 |
-0.006394 |
- |
3010.2 |
3038.4 |
- |
3016.097 |
20260619 |
74 |
551 |
| CFFEX.IH2609 |
-0.009969 |
-0.010123 |
0.000154 |
-0.014355 |
-0.000103 |
-0.024993 |
- |
2972.8 |
3003.2 |
- |
3016.097 |
20260918 |
139 |
551 |