|
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_20260317_151416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.022656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8025.315 |
20260116 |
0 |
561 |
| CFFEX.IM2603 |
-0.022656 |
-0.021131 |
-0.001525 |
-0.00141 |
-0.000352 |
-0.0853 |
- |
8014.0 |
8187.0 |
- |
8025.315 |
20260320 |
4 |
561 |
| CFFEX.IM2604 |
-0.022656 |
-0.020933 |
-0.001723 |
-0.00926 |
-0.000403 |
-0.097432 |
- |
7951.0 |
8121.0 |
- |
8025.315 |
20260417 |
23 |
561 |
| CFFEX.IM2605 |
-0.022656 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8025.315 |
20260515 |
40 |
561 |
| CFFEX.IM2606 |
-0.022656 |
-0.022885 |
0.000229 |
-0.031714 |
-0.000496 |
-0.119919 |
- |
7770.8 |
7952.8 |
- |
8025.315 |
20260619 |
64 |
561 |
| CFFEX.IM2609 |
-0.022656 |
-0.023067 |
0.000411 |
-0.057458 |
-0.000445 |
-0.107789 |
- |
7564.2 |
7742.8 |
- |
8025.315 |
20260918 |
129 |
561 |
| CFFEX.IC2601 |
-0.020242 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8019.469 |
20260116 |
0 |
561 |
| CFFEX.IC2603 |
-0.020242 |
-0.021814 |
0.001572 |
-0.002428 |
-0.000607 |
-0.146877 |
- |
8000.0 |
8178.4 |
- |
8019.469 |
20260320 |
4 |
561 |
| CFFEX.IC2604 |
-0.020242 |
-0.022957 |
0.002716 |
-0.008663 |
-0.000377 |
-0.091145 |
- |
7950.0 |
8136.8 |
- |
8019.469 |
20260417 |
23 |
561 |
| CFFEX.IC2605 |
-0.020242 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8019.469 |
20260515 |
40 |
561 |
| CFFEX.IC2606 |
-0.020242 |
-0.02419 |
0.003948 |
-0.026145 |
-0.000409 |
-0.098861 |
- |
7809.8 |
8003.4 |
- |
8019.469 |
20260619 |
64 |
561 |
| CFFEX.IC2609 |
-0.020242 |
-0.026356 |
0.006114 |
-0.048291 |
-0.000374 |
-0.090593 |
- |
7632.2 |
7838.8 |
- |
8019.469 |
20260918 |
129 |
561 |
| CFFEX.IF2601 |
-0.006876 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4639.438 |
20260116 |
0 |
561 |
| CFFEX.IF2603 |
-0.006876 |
-0.007292 |
0.000416 |
-0.002293 |
-0.000573 |
-0.138723 |
- |
4628.8 |
4662.8 |
- |
4639.438 |
20260320 |
4 |
561 |
| CFFEX.IF2604 |
-0.006876 |
-0.006804 |
-0.000072 |
-0.005699 |
-0.000248 |
-0.059958 |
- |
4613.0 |
4644.6 |
- |
4639.438 |
20260417 |
23 |
561 |
| CFFEX.IF2605 |
-0.006876 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4639.438 |
20260515 |
40 |
561 |
| CFFEX.IF2606 |
-0.006876 |
-0.006799 |
-0.000077 |
-0.017597 |
-0.000275 |
-0.066537 |
- |
4557.8 |
4589.0 |
- |
4639.438 |
20260619 |
64 |
561 |
| CFFEX.IF2609 |
-0.006876 |
-0.007494 |
0.000619 |
-0.035185 |
-0.000273 |
-0.066006 |
- |
4476.2 |
4510.0 |
- |
4639.438 |
20260918 |
129 |
561 |
| CFFEX.IH2601 |
0.003789 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2965.282 |
20260116 |
0 |
561 |
| CFFEX.IH2603 |
0.003789 |
0.003388 |
0.000402 |
-0.001107 |
-0.000277 |
-0.066962 |
- |
2962.0 |
2952.0 |
- |
2965.282 |
20260320 |
4 |
561 |
| CFFEX.IH2604 |
0.003789 |
0.002103 |
0.001687 |
-0.003467 |
-0.000151 |
-0.036484 |
- |
2955.0 |
2948.8 |
- |
2965.282 |
20260417 |
23 |
561 |
| CFFEX.IH2605 |
0.003789 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2965.282 |
20260515 |
40 |
561 |
| CFFEX.IH2606 |
0.003789 |
-0.000544 |
0.004333 |
-0.008324 |
-0.00013 |
-0.031474 |
- |
2940.6 |
2942.2 |
- |
2965.282 |
20260619 |
64 |
561 |
| CFFEX.IH2609 |
0.003789 |
-0.000275 |
0.004064 |
-0.020262 |
-0.000157 |
-0.038011 |
- |
2905.2 |
2906.0 |
- |
2965.282 |
20260918 |
129 |
561 |