|
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_20260309_151404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.005738 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8201.526 |
20260116 |
0 |
555 |
| CFFEX.IM2603 |
-0.005738 |
-0.002533 |
-0.003205 |
-0.001283 |
-0.000128 |
-0.031059 |
- |
8191.0 |
8211.8 |
- |
8201.526 |
20260320 |
10 |
555 |
| CFFEX.IM2604 |
-0.005738 |
-0.003725 |
-0.002013 |
-0.008697 |
-0.0003 |
-0.072572 |
- |
8130.2 |
8160.6 |
- |
8201.526 |
20260417 |
29 |
555 |
| CFFEX.IM2605 |
-0.005738 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8201.526 |
20260515 |
46 |
555 |
| CFFEX.IM2606 |
-0.005738 |
-0.003899 |
-0.001839 |
-0.028132 |
-0.000402 |
-0.097257 |
- |
7970.8 |
8002.0 |
- |
8201.526 |
20260619 |
70 |
555 |
| CFFEX.IM2609 |
-0.005738 |
-0.004742 |
-0.000996 |
-0.053225 |
-0.000394 |
-0.095411 |
- |
7765.0 |
7802.0 |
- |
8201.526 |
20260918 |
135 |
555 |
| CFFEX.IC2601 |
-0.009896 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8277.604 |
20260116 |
0 |
555 |
| CFFEX.IC2603 |
-0.009896 |
-0.006681 |
-0.003215 |
-0.001281 |
-0.000128 |
-0.031001 |
- |
8267.0 |
8322.6 |
- |
8277.604 |
20260320 |
10 |
555 |
| CFFEX.IC2604 |
-0.009896 |
-0.00763 |
-0.002266 |
-0.006959 |
-0.00024 |
-0.058072 |
- |
8220.0 |
8283.2 |
- |
8277.604 |
20260417 |
29 |
555 |
| CFFEX.IC2605 |
-0.009896 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8277.604 |
20260515 |
46 |
555 |
| CFFEX.IC2606 |
-0.009896 |
-0.008465 |
-0.00143 |
-0.023655 |
-0.000338 |
-0.081778 |
- |
8081.8 |
8150.8 |
- |
8277.604 |
20260619 |
70 |
555 |
| CFFEX.IC2609 |
-0.009896 |
-0.009526 |
-0.000369 |
-0.0454 |
-0.000336 |
-0.081384 |
- |
7901.8 |
7977.8 |
- |
8277.604 |
20260918 |
135 |
555 |
| CFFEX.IF2601 |
-0.009672 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4615.364 |
20260116 |
0 |
555 |
| CFFEX.IF2603 |
-0.009672 |
-0.010073 |
0.000401 |
-0.003502 |
-0.00035 |
-0.084754 |
- |
4599.2 |
4646.0 |
- |
4615.364 |
20260320 |
10 |
555 |
| CFFEX.IF2604 |
-0.009672 |
-0.011354 |
0.001682 |
-0.007619 |
-0.000263 |
-0.063578 |
- |
4580.2 |
4632.8 |
- |
4615.364 |
20260417 |
29 |
555 |
| CFFEX.IF2605 |
-0.009672 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4615.364 |
20260515 |
46 |
555 |
| CFFEX.IF2606 |
-0.009672 |
-0.010037 |
0.000365 |
-0.016979 |
-0.000243 |
-0.058699 |
- |
4537.0 |
4583.0 |
- |
4615.364 |
20260619 |
70 |
555 |
| CFFEX.IF2609 |
-0.009672 |
-0.010549 |
0.000877 |
-0.032666 |
-0.000242 |
-0.058556 |
- |
4464.6 |
4512.2 |
- |
4615.364 |
20260918 |
135 |
555 |
| CFFEX.IH2601 |
-0.009984 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2962.823 |
20260116 |
0 |
555 |
| CFFEX.IH2603 |
-0.009984 |
-0.009231 |
-0.000753 |
-0.000143 |
-0.000014 |
-0.003455 |
- |
2962.4 |
2990.0 |
- |
2962.823 |
20260320 |
10 |
555 |
| CFFEX.IH2604 |
-0.009984 |
-0.01004 |
0.000056 |
-0.001628 |
-0.000056 |
-0.013584 |
- |
2958.0 |
2988.0 |
- |
2962.823 |
20260417 |
29 |
555 |
| CFFEX.IH2605 |
-0.009984 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2962.823 |
20260515 |
46 |
555 |
| CFFEX.IH2606 |
-0.009984 |
-0.008598 |
-0.001386 |
-0.00372 |
-0.000053 |
-0.012862 |
- |
2951.8 |
2977.4 |
- |
2962.823 |
20260619 |
70 |
555 |
| CFFEX.IH2609 |
-0.009984 |
-0.008983 |
-0.001001 |
-0.016951 |
-0.000126 |
-0.030386 |
- |
2912.6 |
2939.0 |
- |
2962.823 |
20260918 |
135 |
555 |