|
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_20260311_171117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.002140 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8367.959 |
20260116 |
0 |
557 |
| CFFEX.IM2603 |
0.002140 |
-0.000072 |
0.002212 |
-0.006568 |
-0.000821 |
-0.198676 |
- |
8313.0 |
8313.6 |
- |
8367.959 |
20260320 |
8 |
557 |
| CFFEX.IM2604 |
0.002140 |
-0.001768 |
0.003908 |
-0.014694 |
-0.000544 |
-0.131702 |
- |
8245.0 |
8259.6 |
- |
8367.959 |
20260417 |
27 |
557 |
| CFFEX.IM2605 |
0.002140 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8367.959 |
20260515 |
44 |
557 |
| CFFEX.IM2606 |
0.002140 |
-0.001654 |
0.003794 |
-0.033313 |
-0.00049 |
-0.118554 |
- |
8089.2 |
8102.6 |
- |
8367.959 |
20260619 |
68 |
557 |
| CFFEX.IM2609 |
0.002140 |
-0.002454 |
0.004594 |
-0.057572 |
-0.000433 |
-0.104755 |
- |
7886.2 |
7905.6 |
- |
8367.959 |
20260918 |
133 |
557 |
| CFFEX.IC2601 |
-0.000422 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8406.756 |
20260116 |
0 |
557 |
| CFFEX.IC2603 |
-0.000422 |
-0.004003 |
0.003581 |
-0.005562 |
-0.000695 |
-0.168242 |
- |
8360.0 |
8393.6 |
- |
8406.756 |
20260320 |
8 |
557 |
| CFFEX.IC2604 |
-0.000422 |
-0.004572 |
0.00415 |
-0.0107 |
-0.000396 |
-0.095908 |
- |
8316.8 |
8355.0 |
- |
8406.756 |
20260417 |
27 |
557 |
| CFFEX.IC2605 |
-0.000422 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8406.756 |
20260515 |
44 |
557 |
| CFFEX.IC2606 |
-0.000422 |
-0.004806 |
0.004385 |
-0.024665 |
-0.000363 |
-0.08778 |
- |
8199.4 |
8239.0 |
- |
8406.756 |
20260619 |
68 |
557 |
| CFFEX.IC2609 |
-0.000422 |
-0.005542 |
0.005121 |
-0.043817 |
-0.000329 |
-0.079727 |
- |
8038.4 |
8083.2 |
- |
8406.756 |
20260918 |
133 |
557 |
| CFFEX.IF2601 |
0.006302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4704.215 |
20260116 |
0 |
557 |
| CFFEX.IF2603 |
0.006302 |
0.004931 |
0.00137 |
-0.003659 |
-0.000457 |
-0.110699 |
- |
4687.0 |
4664.0 |
- |
4704.215 |
20260320 |
8 |
557 |
| CFFEX.IF2604 |
0.006302 |
0.004649 |
0.001653 |
-0.007698 |
-0.000285 |
-0.069001 |
- |
4668.0 |
4646.4 |
- |
4704.215 |
20260417 |
27 |
557 |
| CFFEX.IF2605 |
0.006302 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4704.215 |
20260515 |
44 |
557 |
| CFFEX.IF2606 |
0.006302 |
0.00439 |
0.001911 |
-0.017647 |
-0.00026 |
-0.062802 |
- |
4621.2 |
4601.0 |
- |
4704.215 |
20260619 |
68 |
557 |
| CFFEX.IF2609 |
0.006302 |
0.003 |
0.003301 |
-0.033505 |
-0.000252 |
-0.060964 |
- |
4546.6 |
4533.0 |
- |
4704.215 |
20260918 |
133 |
557 |
| CFFEX.IH2601 |
0.001047 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2984.956 |
20260116 |
0 |
557 |
| CFFEX.IH2603 |
0.001047 |
0.000805 |
0.000242 |
-0.000387 |
-0.000048 |
-0.011715 |
- |
2983.8 |
2981.4 |
- |
2984.956 |
20260320 |
8 |
557 |
| CFFEX.IH2604 |
0.001047 |
0.001007 |
0.00004 |
-0.000521 |
-0.000019 |
-0.004672 |
- |
2983.4 |
2980.4 |
- |
2984.956 |
20260417 |
27 |
557 |
| CFFEX.IH2605 |
0.001047 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2984.956 |
20260515 |
44 |
557 |
| CFFEX.IH2606 |
0.001047 |
0.001345 |
-0.000299 |
-0.002665 |
-0.000039 |
-0.009486 |
- |
2977.0 |
2973.0 |
- |
2984.956 |
20260619 |
68 |
557 |
| CFFEX.IH2609 |
0.001047 |
0.000954 |
0.000093 |
-0.015664 |
-0.000118 |
-0.028501 |
- |
2938.2 |
2935.4 |
- |
2984.956 |
20260918 |
133 |
557 |