|
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_20260304_151317 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.005510 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8097.588 |
20260116 |
0 |
552 |
| CFFEX.IM2603 |
-0.005510 |
-0.00802 |
0.00251 |
-0.004123 |
-0.000317 |
-0.076755 |
- |
8064.2 |
8129.4 |
- |
8097.588 |
20260320 |
13 |
552 |
| CFFEX.IM2604 |
-0.005510 |
-0.008728 |
0.003218 |
-0.009779 |
-0.000306 |
-0.073955 |
- |
8018.4 |
8089.0 |
- |
8097.588 |
20260417 |
32 |
552 |
| CFFEX.IM2605 |
-0.005510 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8097.588 |
20260515 |
49 |
552 |
| CFFEX.IM2606 |
-0.005510 |
-0.009359 |
0.003849 |
-0.027488 |
-0.000377 |
-0.091125 |
- |
7875.0 |
7949.4 |
- |
8097.588 |
20260619 |
73 |
552 |
| CFFEX.IM2609 |
-0.005510 |
-0.010455 |
0.004945 |
-0.050878 |
-0.000369 |
-0.089221 |
- |
7685.6 |
7766.8 |
- |
8097.588 |
20260918 |
138 |
552 |
| CFFEX.IC2601 |
-0.003410 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8253.373 |
20260116 |
0 |
552 |
| CFFEX.IC2603 |
-0.003410 |
-0.005662 |
0.002252 |
-0.004116 |
-0.000317 |
-0.076626 |
- |
8219.4 |
8266.2 |
- |
8253.373 |
20260320 |
13 |
552 |
| CFFEX.IC2604 |
-0.003410 |
-0.002751 |
-0.000659 |
-0.007412 |
-0.000232 |
-0.056052 |
- |
8192.2 |
8214.8 |
- |
8253.373 |
20260417 |
32 |
552 |
| CFFEX.IC2605 |
-0.003410 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8253.373 |
20260515 |
49 |
552 |
| CFFEX.IC2606 |
-0.003410 |
-0.007424 |
0.004014 |
-0.021515 |
-0.000295 |
-0.071324 |
- |
8075.8 |
8136.2 |
- |
8253.373 |
20260619 |
73 |
552 |
| CFFEX.IC2609 |
-0.003410 |
-0.008958 |
0.005548 |
-0.040198 |
-0.000291 |
-0.070493 |
- |
7921.6 |
7993.2 |
- |
8253.373 |
20260918 |
138 |
552 |
| CFFEX.IF2601 |
-0.011267 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4603.436 |
20260116 |
0 |
552 |
| CFFEX.IF2603 |
-0.011267 |
-0.012985 |
0.001718 |
-0.002701 |
-0.000208 |
-0.050289 |
- |
4591.0 |
4651.4 |
- |
4603.436 |
20260320 |
13 |
552 |
| CFFEX.IF2604 |
-0.011267 |
-0.012717 |
0.00145 |
-0.005004 |
-0.000156 |
-0.037843 |
- |
4580.4 |
4639.4 |
- |
4603.436 |
20260417 |
32 |
552 |
| CFFEX.IF2605 |
-0.011267 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4603.436 |
20260515 |
49 |
552 |
| CFFEX.IF2606 |
-0.011267 |
-0.014458 |
0.00319 |
-0.01378 |
-0.000189 |
-0.045682 |
- |
4540.0 |
4606.6 |
- |
4603.436 |
20260619 |
73 |
552 |
| CFFEX.IF2609 |
-0.011267 |
-0.01449 |
0.003222 |
-0.027813 |
-0.000202 |
-0.048774 |
- |
4475.4 |
4541.2 |
- |
4603.436 |
20260918 |
138 |
552 |
| CFFEX.IH2601 |
-0.013288 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2974.218 |
20260116 |
0 |
552 |
| CFFEX.IH2603 |
-0.013288 |
-0.015502 |
0.002214 |
-0.000678 |
-0.000052 |
-0.01263 |
- |
2972.2 |
3019.0 |
- |
2974.218 |
20260320 |
13 |
552 |
| CFFEX.IH2604 |
-0.013288 |
-0.015316 |
0.002029 |
-0.001351 |
-0.000042 |
-0.010217 |
- |
2970.2 |
3016.4 |
- |
2974.218 |
20260417 |
32 |
552 |
| CFFEX.IH2605 |
-0.013288 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2974.218 |
20260515 |
49 |
552 |
| CFFEX.IH2606 |
-0.013288 |
-0.015614 |
0.002326 |
-0.003705 |
-0.000051 |
-0.012281 |
- |
2963.2 |
3010.2 |
- |
2974.218 |
20260619 |
73 |
552 |
| CFFEX.IH2609 |
-0.013288 |
-0.015272 |
0.001984 |
-0.015741 |
-0.000114 |
-0.027604 |
- |
2927.4 |
2972.8 |
- |
2974.218 |
20260918 |
138 |
552 |