|
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_20260313_151502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.014215 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8217.409 |
20260116 |
0 |
559 |
| CFFEX.IM2603 |
-0.014215 |
-0.010897 |
-0.003318 |
-0.003701 |
-0.000617 |
-0.149256 |
- |
8187.0 |
8277.2 |
- |
8217.409 |
20260320 |
6 |
559 |
| CFFEX.IM2604 |
-0.014215 |
-0.011423 |
-0.002792 |
-0.012146 |
-0.000486 |
-0.117574 |
- |
8117.6 |
8211.4 |
- |
8217.409 |
20260417 |
25 |
559 |
| CFFEX.IM2605 |
-0.014215 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8217.409 |
20260515 |
42 |
559 |
| CFFEX.IM2606 |
-0.014215 |
-0.011414 |
-0.002802 |
-0.032396 |
-0.000491 |
-0.118784 |
- |
7951.2 |
8043.0 |
- |
8217.409 |
20260619 |
66 |
559 |
| CFFEX.IM2609 |
-0.014215 |
-0.011889 |
-0.002326 |
-0.057367 |
-0.000438 |
-0.105976 |
- |
7746.0 |
7839.2 |
- |
8217.409 |
20260918 |
131 |
559 |
| CFFEX.IC2601 |
-0.014277 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8240.123 |
20260116 |
0 |
559 |
| CFFEX.IC2603 |
-0.014277 |
-0.010505 |
-0.003772 |
-0.003194 |
-0.000532 |
-0.128844 |
- |
8213.8 |
8301.0 |
- |
8240.123 |
20260320 |
6 |
559 |
| CFFEX.IC2604 |
-0.014277 |
-0.01107 |
-0.003207 |
-0.009117 |
-0.000365 |
-0.08825 |
- |
8165.0 |
8256.4 |
- |
8240.123 |
20260417 |
25 |
559 |
| CFFEX.IC2605 |
-0.014277 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8240.123 |
20260515 |
42 |
559 |
| CFFEX.IC2606 |
-0.014277 |
-0.011861 |
-0.002416 |
-0.025403 |
-0.000385 |
-0.093144 |
- |
8030.8 |
8127.2 |
- |
8240.123 |
20260619 |
66 |
559 |
| CFFEX.IC2609 |
-0.014277 |
-0.01335 |
-0.000927 |
-0.045718 |
-0.000349 |
-0.084456 |
- |
7863.4 |
7969.8 |
- |
8240.123 |
20260918 |
131 |
559 |
| CFFEX.IF2601 |
-0.003922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4669.174 |
20260116 |
0 |
559 |
| CFFEX.IF2603 |
-0.003922 |
-0.000086 |
-0.003836 |
-0.002393 |
-0.000399 |
-0.096523 |
- |
4658.0 |
4658.4 |
- |
4669.174 |
20260320 |
6 |
559 |
| CFFEX.IF2604 |
-0.003922 |
0.000259 |
-0.004181 |
-0.005563 |
-0.000223 |
-0.053849 |
- |
4643.2 |
4642.0 |
- |
4669.174 |
20260417 |
25 |
559 |
| CFFEX.IF2605 |
-0.003922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4669.174 |
20260515 |
42 |
559 |
| CFFEX.IF2606 |
-0.003922 |
-0.001612 |
-0.00231 |
-0.018327 |
-0.000278 |
-0.067201 |
- |
4583.6 |
4591.0 |
- |
4669.174 |
20260619 |
66 |
559 |
| CFFEX.IF2609 |
-0.003922 |
-0.002566 |
-0.001356 |
-0.034433 |
-0.000263 |
-0.063609 |
- |
4508.4 |
4520.0 |
- |
4669.174 |
20260918 |
131 |
559 |
| CFFEX.IH2601 |
-0.004800 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2957.297 |
20260116 |
0 |
559 |
| CFFEX.IH2603 |
-0.004800 |
-0.003169 |
-0.001631 |
-0.0001 |
-0.000017 |
-0.004051 |
- |
2957.0 |
2966.4 |
- |
2957.297 |
20260320 |
6 |
559 |
| CFFEX.IH2604 |
-0.004800 |
-0.003103 |
-0.001697 |
-0.000709 |
-0.000028 |
-0.006864 |
- |
2955.2 |
2964.4 |
- |
2957.297 |
20260417 |
25 |
559 |
| CFFEX.IH2605 |
-0.004800 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2957.297 |
20260515 |
42 |
559 |
| CFFEX.IH2606 |
-0.004800 |
-0.003451 |
-0.00135 |
-0.003888 |
-0.000059 |
-0.014255 |
- |
2945.8 |
2956.0 |
- |
2957.297 |
20260619 |
66 |
559 |
| CFFEX.IH2609 |
-0.004800 |
-0.004112 |
-0.000689 |
-0.017143 |
-0.000131 |
-0.031669 |
- |
2906.6 |
2918.6 |
- |
2957.297 |
20260918 |
131 |
559 |