|
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_20260310_190926 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.018016 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8351.666 |
20260116 |
0 |
556 |
| CFFEX.IM2603 |
0.018016 |
0.014968 |
0.003048 |
-0.004558 |
-0.000506 |
-0.122557 |
- |
8313.6 |
8191.0 |
- |
8351.666 |
20260320 |
9 |
556 |
| CFFEX.IM2604 |
0.018016 |
0.015916 |
0.0021 |
-0.011024 |
-0.000394 |
-0.095276 |
- |
8259.6 |
8130.2 |
- |
8351.666 |
20260417 |
28 |
556 |
| CFFEX.IM2605 |
0.018016 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8351.666 |
20260515 |
45 |
556 |
| CFFEX.IM2606 |
0.018016 |
0.016535 |
0.00148 |
-0.029822 |
-0.000432 |
-0.104594 |
- |
8102.6 |
7970.8 |
- |
8351.666 |
20260619 |
69 |
556 |
| CFFEX.IM2609 |
0.018016 |
0.018107 |
-0.000091 |
-0.05341 |
-0.000399 |
-0.096458 |
- |
7905.6 |
7765.0 |
- |
8351.666 |
20260918 |
134 |
556 |
| CFFEX.IC2601 |
0.015891 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8411.048 |
20260116 |
0 |
556 |
| CFFEX.IC2603 |
0.015891 |
0.015314 |
0.000577 |
-0.002074 |
-0.00023 |
-0.055779 |
- |
8393.6 |
8267.0 |
- |
8411.048 |
20260320 |
9 |
556 |
| CFFEX.IC2604 |
0.015891 |
0.016423 |
-0.000533 |
-0.006664 |
-0.000238 |
-0.057593 |
- |
8355.0 |
8220.0 |
- |
8411.048 |
20260417 |
28 |
556 |
| CFFEX.IC2605 |
0.015891 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8411.048 |
20260515 |
45 |
556 |
| CFFEX.IC2606 |
0.015891 |
0.019451 |
-0.00356 |
-0.020455 |
-0.000296 |
-0.071741 |
- |
8239.0 |
8081.8 |
- |
8411.048 |
20260619 |
69 |
556 |
| CFFEX.IC2609 |
0.015891 |
0.022957 |
-0.007066 |
-0.038978 |
-0.000291 |
-0.070394 |
- |
8083.2 |
7901.8 |
- |
8411.048 |
20260918 |
134 |
556 |
| CFFEX.IF2601 |
0.013184 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4676.306 |
20260116 |
0 |
556 |
| CFFEX.IF2603 |
0.013184 |
0.014089 |
-0.000905 |
-0.002632 |
-0.000292 |
-0.07076 |
- |
4664.0 |
4599.2 |
- |
4676.306 |
20260320 |
9 |
556 |
| CFFEX.IF2604 |
0.013184 |
0.014454 |
-0.001269 |
-0.006395 |
-0.000228 |
-0.055273 |
- |
4646.4 |
4580.2 |
- |
4676.306 |
20260417 |
28 |
556 |
| CFFEX.IF2605 |
0.013184 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4676.306 |
20260515 |
45 |
556 |
| CFFEX.IF2606 |
0.013184 |
0.014106 |
-0.000922 |
-0.016104 |
-0.000233 |
-0.05648 |
- |
4601.0 |
4537.0 |
- |
4676.306 |
20260619 |
69 |
556 |
| CFFEX.IF2609 |
0.013184 |
0.015321 |
-0.002136 |
-0.030645 |
-0.000229 |
-0.055344 |
- |
4533.0 |
4464.6 |
- |
4676.306 |
20260918 |
134 |
556 |
| CFFEX.IH2601 |
0.006683 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2982.789 |
20260116 |
0 |
556 |
| CFFEX.IH2603 |
0.006683 |
0.006414 |
0.000269 |
-0.000466 |
-0.000052 |
-0.012521 |
- |
2981.4 |
2962.4 |
- |
2982.789 |
20260320 |
9 |
556 |
| CFFEX.IH2604 |
0.006683 |
0.007573 |
-0.00089 |
-0.000801 |
-0.000029 |
-0.006922 |
- |
2980.4 |
2958.0 |
- |
2982.789 |
20260417 |
28 |
556 |
| CFFEX.IH2605 |
0.006683 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2982.789 |
20260515 |
45 |
556 |
| CFFEX.IH2606 |
0.006683 |
0.007182 |
-0.0005 |
-0.003282 |
-0.000048 |
-0.01151 |
- |
2973.0 |
2951.8 |
- |
2982.789 |
20260619 |
69 |
556 |
| CFFEX.IH2609 |
0.006683 |
0.007828 |
-0.001146 |
-0.015887 |
-0.000119 |
-0.028692 |
- |
2935.4 |
2912.6 |
- |
2982.789 |
20260918 |
134 |
556 |