|
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_20260312_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.002948 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8338.869 |
20260116 |
0 |
558 |
| CFFEX.IM2603 |
-0.002948 |
-0.004307 |
0.001358 |
-0.007395 |
-0.001056 |
-0.255668 |
- |
8277.2 |
8313.0 |
- |
8338.869 |
20260320 |
7 |
558 |
| CFFEX.IM2604 |
-0.002948 |
-0.004075 |
0.001127 |
-0.015286 |
-0.000588 |
-0.142279 |
- |
8211.4 |
8245.0 |
- |
8338.869 |
20260417 |
26 |
558 |
| CFFEX.IM2605 |
-0.002948 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8338.869 |
20260515 |
43 |
558 |
| CFFEX.IM2606 |
-0.002948 |
-0.005711 |
0.002763 |
-0.035481 |
-0.00053 |
-0.128154 |
- |
8043.0 |
8089.2 |
- |
8338.869 |
20260619 |
67 |
558 |
| CFFEX.IM2609 |
-0.002948 |
-0.00596 |
0.003012 |
-0.05992 |
-0.000454 |
-0.109854 |
- |
7839.2 |
7886.2 |
- |
8338.869 |
20260918 |
132 |
558 |
| CFFEX.IC2601 |
-0.004977 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8361.506 |
20260116 |
0 |
558 |
| CFFEX.IC2603 |
-0.004977 |
-0.007057 |
0.00208 |
-0.007236 |
-0.001034 |
-0.250168 |
- |
8301.0 |
8360.0 |
- |
8361.506 |
20260320 |
7 |
558 |
| CFFEX.IC2604 |
-0.004977 |
-0.007262 |
0.002285 |
-0.01257 |
-0.000483 |
-0.117 |
- |
8256.4 |
8316.8 |
- |
8361.506 |
20260417 |
26 |
558 |
| CFFEX.IC2605 |
-0.004977 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8361.506 |
20260515 |
43 |
558 |
| CFFEX.IC2606 |
-0.004977 |
-0.008806 |
0.003828 |
-0.028022 |
-0.000418 |
-0.101214 |
- |
8127.2 |
8199.4 |
- |
8361.506 |
20260619 |
67 |
558 |
| CFFEX.IC2609 |
-0.004977 |
-0.008534 |
0.003557 |
-0.046846 |
-0.000355 |
-0.085885 |
- |
7969.8 |
8038.4 |
- |
8361.506 |
20260918 |
132 |
558 |
| CFFEX.IF2601 |
-0.003324 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4688.860 |
20260116 |
0 |
558 |
| CFFEX.IF2603 |
-0.003324 |
-0.006102 |
0.002778 |
-0.006496 |
-0.000928 |
-0.224585 |
- |
4658.4 |
4687.0 |
- |
4688.860 |
20260320 |
7 |
558 |
| CFFEX.IF2604 |
-0.003324 |
-0.00557 |
0.002246 |
-0.009994 |
-0.000384 |
-0.09302 |
- |
4642.0 |
4668.0 |
- |
4688.860 |
20260417 |
26 |
558 |
| CFFEX.IF2605 |
-0.003324 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4688.860 |
20260515 |
43 |
558 |
| CFFEX.IF2606 |
-0.003324 |
-0.006535 |
0.003211 |
-0.020871 |
-0.000312 |
-0.075384 |
- |
4591.0 |
4621.2 |
- |
4688.860 |
20260619 |
67 |
558 |
| CFFEX.IF2609 |
-0.003324 |
-0.005851 |
0.002527 |
-0.036013 |
-0.000273 |
-0.066024 |
- |
4520.0 |
4546.6 |
- |
4688.860 |
20260918 |
132 |
558 |
| CFFEX.IH2601 |
-0.004355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2972.343 |
20260116 |
0 |
558 |
| CFFEX.IH2603 |
-0.004355 |
-0.005831 |
0.001476 |
-0.001999 |
-0.000286 |
-0.069123 |
- |
2966.4 |
2983.8 |
- |
2972.343 |
20260320 |
7 |
558 |
| CFFEX.IH2604 |
-0.004355 |
-0.006369 |
0.002013 |
-0.002672 |
-0.000103 |
-0.024873 |
- |
2964.4 |
2983.4 |
- |
2972.343 |
20260417 |
26 |
558 |
| CFFEX.IH2605 |
-0.004355 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2972.343 |
20260515 |
43 |
558 |
| CFFEX.IH2606 |
-0.004355 |
-0.007054 |
0.002699 |
-0.005498 |
-0.000082 |
-0.01986 |
- |
2956.0 |
2977.0 |
- |
2972.343 |
20260619 |
67 |
558 |
| CFFEX.IH2609 |
-0.004355 |
-0.006671 |
0.002316 |
-0.018081 |
-0.000137 |
-0.033149 |
- |
2918.6 |
2938.2 |
- |
2972.343 |
20260918 |
132 |
558 |