|
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_20260306_151250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.009784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8251.063 |
20260116 |
0 |
554 |
| CFFEX.IM2603 |
0.009784 |
0.009889 |
-0.000106 |
-0.004928 |
-0.000448 |
-0.108421 |
- |
8210.4 |
8130.0 |
- |
8251.063 |
20260320 |
11 |
554 |
| CFFEX.IM2604 |
0.009784 |
0.010551 |
-0.000767 |
-0.010964 |
-0.000365 |
-0.088441 |
- |
8160.6 |
8075.4 |
- |
8251.063 |
20260417 |
30 |
554 |
| CFFEX.IM2605 |
0.009784 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8251.063 |
20260515 |
47 |
554 |
| CFFEX.IM2606 |
0.009784 |
0.009309 |
0.000475 |
-0.03021 |
-0.000425 |
-0.102969 |
- |
8001.8 |
7928.0 |
- |
8251.063 |
20260619 |
71 |
554 |
| CFFEX.IM2609 |
0.009784 |
0.008897 |
0.000887 |
-0.054425 |
-0.0004 |
-0.096844 |
- |
7802.0 |
7733.2 |
- |
8251.063 |
20260918 |
136 |
554 |
| CFFEX.IC2601 |
0.006184 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8360.558 |
20260116 |
0 |
554 |
| CFFEX.IC2603 |
0.006184 |
0.008649 |
-0.002464 |
-0.004014 |
-0.000365 |
-0.088305 |
- |
8327.0 |
8255.6 |
- |
8360.558 |
20260320 |
11 |
554 |
| CFFEX.IC2604 |
0.006184 |
0.007566 |
-0.001382 |
-0.009253 |
-0.000308 |
-0.074639 |
- |
8283.2 |
8221.0 |
- |
8360.558 |
20260417 |
30 |
554 |
| CFFEX.IC2605 |
0.006184 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8360.558 |
20260515 |
47 |
554 |
| CFFEX.IC2606 |
0.006184 |
0.007814 |
-0.00163 |
-0.025089 |
-0.000353 |
-0.085515 |
- |
8150.8 |
8087.6 |
- |
8360.558 |
20260619 |
71 |
554 |
| CFFEX.IC2609 |
0.006184 |
0.007095 |
-0.00091 |
-0.045781 |
-0.000337 |
-0.081464 |
- |
7977.8 |
7921.6 |
- |
8360.558 |
20260918 |
136 |
554 |
| CFFEX.IF2601 |
0.003107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4662.133 |
20260116 |
0 |
554 |
| CFFEX.IF2603 |
0.003107 |
0.003672 |
-0.000565 |
-0.00346 |
-0.000315 |
-0.07613 |
- |
4646.0 |
4629.0 |
- |
4662.133 |
20260320 |
11 |
554 |
| CFFEX.IF2604 |
0.003107 |
0.003857 |
-0.00075 |
-0.006292 |
-0.00021 |
-0.050753 |
- |
4632.8 |
4615.0 |
- |
4662.133 |
20260417 |
30 |
554 |
| CFFEX.IF2605 |
0.003107 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4662.133 |
20260515 |
47 |
554 |
| CFFEX.IF2606 |
0.003107 |
0.003591 |
-0.000484 |
-0.016974 |
-0.000239 |
-0.057854 |
- |
4583.0 |
4566.6 |
- |
4662.133 |
20260619 |
71 |
554 |
| CFFEX.IF2609 |
0.003107 |
0.003692 |
-0.000585 |
-0.03216 |
-0.000236 |
-0.057225 |
- |
4512.2 |
4495.6 |
- |
4662.133 |
20260918 |
136 |
554 |
| CFFEX.IH2601 |
0.001668 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2993.434 |
20260116 |
0 |
554 |
| CFFEX.IH2603 |
0.001668 |
0.001004 |
0.000663 |
-0.001147 |
-0.000104 |
-0.025238 |
- |
2990.0 |
2987.0 |
- |
2993.434 |
20260320 |
11 |
554 |
| CFFEX.IH2604 |
0.001668 |
0.00067 |
0.000998 |
-0.001815 |
-0.000061 |
-0.014643 |
- |
2988.0 |
2986.0 |
- |
2993.434 |
20260417 |
30 |
554 |
| CFFEX.IH2605 |
0.001668 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2993.434 |
20260515 |
47 |
554 |
| CFFEX.IH2606 |
0.001668 |
0.000605 |
0.001063 |
-0.005356 |
-0.000075 |
-0.018257 |
- |
2977.4 |
2975.6 |
- |
2993.434 |
20260619 |
71 |
554 |
| CFFEX.IH2609 |
0.001668 |
0.000613 |
0.001055 |
-0.018184 |
-0.000134 |
-0.032358 |
- |
2939.0 |
2937.2 |
- |
2993.434 |
20260918 |
136 |
554 |