|
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_20260305_175657 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.009645 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8172.590 |
20260116 |
0 |
553 |
| CFFEX.IM2603 |
0.009645 |
0.00816 |
0.001485 |
-0.005211 |
-0.000434 |
-0.105095 |
- |
8130.0 |
8064.2 |
- |
8172.590 |
20260320 |
12 |
553 |
| CFFEX.IM2604 |
0.009645 |
0.007109 |
0.002536 |
-0.011892 |
-0.000384 |
-0.092836 |
- |
8075.4 |
8018.4 |
- |
8172.590 |
20260417 |
31 |
553 |
| CFFEX.IM2605 |
0.009645 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8172.590 |
20260515 |
48 |
553 |
| CFFEX.IM2606 |
0.009645 |
0.00673 |
0.002915 |
-0.029928 |
-0.000416 |
-0.100592 |
- |
7928.0 |
7875.0 |
- |
8172.590 |
20260619 |
72 |
553 |
| CFFEX.IM2609 |
0.009645 |
0.006193 |
0.003452 |
-0.053764 |
-0.000392 |
-0.09497 |
- |
7733.2 |
7685.6 |
- |
8172.590 |
20260918 |
137 |
553 |
| CFFEX.IC2601 |
0.007579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8311.461 |
20260116 |
0 |
553 |
| CFFEX.IC2603 |
0.007579 |
0.004404 |
0.003174 |
-0.006721 |
-0.00056 |
-0.135539 |
- |
8255.6 |
8219.4 |
- |
8311.461 |
20260320 |
12 |
553 |
| CFFEX.IC2604 |
0.007579 |
0.003516 |
0.004063 |
-0.010884 |
-0.000351 |
-0.084965 |
- |
8221.0 |
8192.2 |
- |
8311.461 |
20260417 |
31 |
553 |
| CFFEX.IC2605 |
0.007579 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8311.461 |
20260515 |
48 |
553 |
| CFFEX.IC2606 |
0.007579 |
0.001461 |
0.006118 |
-0.026934 |
-0.000374 |
-0.090528 |
- |
8087.6 |
8075.8 |
- |
8311.461 |
20260619 |
72 |
553 |
| CFFEX.IC2609 |
0.007579 |
0.0 |
0.007579 |
-0.046906 |
-0.000342 |
-0.082857 |
- |
7921.6 |
7921.6 |
- |
8311.461 |
20260918 |
137 |
553 |
| CFFEX.IF2601 |
0.009999 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4648.645 |
20260116 |
0 |
553 |
| CFFEX.IF2603 |
0.009999 |
0.008277 |
0.001722 |
-0.004226 |
-0.000352 |
-0.085224 |
- |
4629.0 |
4591.0 |
- |
4648.645 |
20260320 |
12 |
553 |
| CFFEX.IF2604 |
0.009999 |
0.007554 |
0.002445 |
-0.007238 |
-0.000233 |
-0.0565 |
- |
4615.0 |
4580.4 |
- |
4648.645 |
20260417 |
31 |
553 |
| CFFEX.IF2605 |
0.009999 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4648.645 |
20260515 |
48 |
553 |
| CFFEX.IF2606 |
0.009999 |
0.005859 |
0.00414 |
-0.017649 |
-0.000245 |
-0.059321 |
- |
4566.6 |
4540.0 |
- |
4648.645 |
20260619 |
72 |
553 |
| CFFEX.IF2609 |
0.009999 |
0.004514 |
0.005485 |
-0.032922 |
-0.00024 |
-0.058155 |
- |
4495.6 |
4475.4 |
- |
4648.645 |
20260918 |
137 |
553 |
| CFFEX.IH2601 |
0.004817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2988.536 |
20260116 |
0 |
553 |
| CFFEX.IH2603 |
0.004817 |
0.004979 |
-0.000163 |
-0.000514 |
-0.000043 |
-0.010365 |
- |
2987.0 |
2972.2 |
- |
2988.536 |
20260320 |
12 |
553 |
| CFFEX.IH2604 |
0.004817 |
0.00532 |
-0.000503 |
-0.000849 |
-0.000027 |
-0.006624 |
- |
2986.0 |
2970.2 |
- |
2988.536 |
20260417 |
31 |
553 |
| CFFEX.IH2605 |
0.004817 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2988.536 |
20260515 |
48 |
553 |
| CFFEX.IH2606 |
0.004817 |
0.004185 |
0.000632 |
-0.004329 |
-0.00006 |
-0.014549 |
- |
2975.6 |
2963.2 |
- |
2988.536 |
20260619 |
72 |
553 |
| CFFEX.IH2609 |
0.004817 |
0.003348 |
0.001469 |
-0.017178 |
-0.000125 |
-0.030343 |
- |
2937.2 |
2927.4 |
- |
2988.536 |
20260918 |
137 |
553 |