|
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_20260316_151452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.000368 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8211.273 |
20260116 |
0 |
560 |
| CFFEX.IM2603 |
-0.000368 |
0.0 |
-0.000368 |
-0.002956 |
-0.000591 |
-0.143073 |
- |
8187.0 |
8187.0 |
- |
8211.273 |
20260320 |
5 |
560 |
| CFFEX.IM2604 |
-0.000368 |
0.000419 |
-0.000786 |
-0.010994 |
-0.000458 |
-0.110854 |
- |
8121.0 |
8117.6 |
- |
8211.273 |
20260417 |
24 |
560 |
| CFFEX.IM2605 |
-0.000368 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8211.273 |
20260515 |
41 |
560 |
| CFFEX.IM2606 |
-0.000368 |
0.000201 |
-0.000569 |
-0.031478 |
-0.000484 |
-0.117194 |
- |
7952.8 |
7951.2 |
- |
8211.273 |
20260619 |
65 |
560 |
| CFFEX.IM2609 |
-0.000368 |
-0.000413 |
0.000046 |
-0.057052 |
-0.000439 |
-0.106205 |
- |
7742.8 |
7746.0 |
- |
8211.273 |
20260918 |
130 |
560 |
| CFFEX.IC2601 |
-0.006756 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8184.127 |
20260116 |
0 |
560 |
| CFFEX.IC2603 |
-0.006756 |
-0.00431 |
-0.002447 |
-0.0007 |
-0.00014 |
-0.033869 |
- |
8178.4 |
8213.8 |
- |
8184.127 |
20260320 |
5 |
560 |
| CFFEX.IC2604 |
-0.006756 |
-0.003454 |
-0.003303 |
-0.005783 |
-0.000241 |
-0.05831 |
- |
8136.8 |
8165.0 |
- |
8184.127 |
20260417 |
24 |
560 |
| CFFEX.IC2605 |
-0.006756 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8184.127 |
20260515 |
41 |
560 |
| CFFEX.IC2606 |
-0.006756 |
-0.003412 |
-0.003344 |
-0.022083 |
-0.00034 |
-0.082215 |
- |
8003.4 |
8030.8 |
- |
8184.127 |
20260619 |
65 |
560 |
| CFFEX.IC2609 |
-0.006756 |
-0.003128 |
-0.003628 |
-0.042195 |
-0.000325 |
-0.078547 |
- |
7838.8 |
7863.4 |
- |
8184.127 |
20260918 |
130 |
560 |
| CFFEX.IF2601 |
0.000416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4671.083 |
20260116 |
0 |
560 |
| CFFEX.IF2603 |
0.000416 |
0.001159 |
-0.000743 |
-0.001645 |
-0.000329 |
-0.079608 |
- |
4663.4 |
4658.0 |
- |
4671.083 |
20260320 |
5 |
560 |
| CFFEX.IF2604 |
0.000416 |
0.000302 |
0.000115 |
-0.00567 |
-0.000236 |
-0.057168 |
- |
4644.6 |
4643.2 |
- |
4671.083 |
20260417 |
24 |
560 |
| CFFEX.IF2605 |
0.000416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4671.083 |
20260515 |
41 |
560 |
| CFFEX.IF2606 |
0.000416 |
0.001178 |
-0.000762 |
-0.017573 |
-0.00027 |
-0.065424 |
- |
4589.0 |
4583.6 |
- |
4671.083 |
20260619 |
65 |
560 |
| CFFEX.IF2609 |
0.000416 |
0.000355 |
0.000061 |
-0.034485 |
-0.000265 |
-0.064195 |
- |
4510.0 |
4508.4 |
- |
4671.083 |
20260918 |
130 |
560 |
| CFFEX.IH2601 |
-0.001235 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2953.195 |
20260116 |
0 |
560 |
| CFFEX.IH2603 |
-0.001235 |
-0.001691 |
0.000456 |
-0.000405 |
-0.000081 |
-0.019585 |
- |
2952.0 |
2957.0 |
- |
2953.195 |
20260320 |
5 |
560 |
| CFFEX.IH2604 |
-0.001235 |
-0.002166 |
0.000931 |
-0.001488 |
-0.000062 |
-0.015006 |
- |
2948.8 |
2955.2 |
- |
2953.195 |
20260417 |
24 |
560 |
| CFFEX.IH2605 |
-0.001235 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2953.195 |
20260515 |
41 |
560 |
| CFFEX.IH2606 |
-0.001235 |
-0.001222 |
-0.000013 |
-0.003723 |
-0.000057 |
-0.013861 |
- |
2942.2 |
2945.8 |
- |
2953.195 |
20260619 |
65 |
560 |
| CFFEX.IH2609 |
-0.001235 |
-0.000206 |
-0.001029 |
-0.015981 |
-0.000123 |
-0.029749 |
- |
2906.0 |
2906.6 |
- |
2953.195 |
20260918 |
130 |
560 |