|
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_20260318_151439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.010009 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8100.131 |
20260116 |
0 |
562 |
| CFFEX.IM2603 |
0.010009 |
0.008286 |
0.001724 |
-0.002436 |
-0.000812 |
-0.196495 |
- |
8080.4 |
8014.0 |
- |
8100.131 |
20260320 |
3 |
562 |
| CFFEX.IM2604 |
0.010009 |
0.008829 |
0.00118 |
-0.009744 |
-0.000443 |
-0.107189 |
- |
8021.2 |
7951.0 |
- |
8100.131 |
20260417 |
22 |
562 |
| CFFEX.IM2605 |
0.010009 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8100.131 |
20260515 |
39 |
562 |
| CFFEX.IM2606 |
0.010009 |
0.009497 |
0.000512 |
-0.031547 |
-0.000501 |
-0.121179 |
- |
7844.6 |
7770.8 |
- |
8100.131 |
20260619 |
63 |
562 |
| CFFEX.IM2609 |
0.010009 |
0.007721 |
0.002289 |
-0.058953 |
-0.000461 |
-0.111459 |
- |
7622.6 |
7564.2 |
- |
8100.131 |
20260918 |
128 |
562 |
| CFFEX.IC2601 |
0.010034 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8096.457 |
20260116 |
0 |
562 |
| CFFEX.IC2603 |
0.010034 |
0.01075 |
-0.000716 |
-0.001292 |
-0.000431 |
-0.104185 |
- |
8086.0 |
8000.0 |
- |
8096.457 |
20260320 |
3 |
562 |
| CFFEX.IC2604 |
0.010034 |
0.01044 |
-0.000407 |
-0.007838 |
-0.000356 |
-0.086214 |
- |
8033.0 |
7950.0 |
- |
8096.457 |
20260417 |
22 |
562 |
| CFFEX.IC2605 |
0.010034 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8096.457 |
20260515 |
39 |
562 |
| CFFEX.IC2606 |
0.010034 |
0.009552 |
0.000482 |
-0.026191 |
-0.000416 |
-0.100608 |
- |
7884.4 |
7809.8 |
- |
8096.457 |
20260619 |
63 |
562 |
| CFFEX.IC2609 |
0.010034 |
0.010744 |
-0.00071 |
-0.047213 |
-0.000369 |
-0.089262 |
- |
7714.2 |
7632.2 |
- |
8096.457 |
20260918 |
128 |
562 |
| CFFEX.IF2601 |
0.004663 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4659.063 |
20260116 |
0 |
562 |
| CFFEX.IF2603 |
0.004663 |
0.004882 |
-0.00022 |
-0.001645 |
-0.000548 |
-0.132677 |
- |
4651.4 |
4628.8 |
- |
4659.063 |
20260320 |
3 |
562 |
| CFFEX.IF2604 |
0.004663 |
0.003859 |
0.000804 |
-0.006066 |
-0.000276 |
-0.066729 |
- |
4630.8 |
4613.0 |
- |
4659.063 |
20260417 |
22 |
562 |
| CFFEX.IF2605 |
0.004663 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4659.063 |
20260515 |
39 |
562 |
| CFFEX.IF2606 |
0.004663 |
0.002589 |
0.002074 |
-0.019202 |
-0.000305 |
-0.07376 |
- |
4569.6 |
4557.8 |
- |
4659.063 |
20260619 |
63 |
562 |
| CFFEX.IF2609 |
0.004663 |
0.002234 |
0.002429 |
-0.037103 |
-0.00029 |
-0.070147 |
- |
4486.2 |
4476.2 |
- |
4659.063 |
20260918 |
128 |
562 |
| CFFEX.IH2601 |
-0.000727 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2961.423 |
20260116 |
0 |
562 |
| CFFEX.IH2603 |
-0.000727 |
-0.001148 |
0.000421 |
-0.000953 |
-0.000318 |
-0.076896 |
- |
2958.6 |
2962.0 |
- |
2961.423 |
20260320 |
3 |
562 |
| CFFEX.IH2604 |
-0.000727 |
0.0 |
-0.000727 |
-0.002169 |
-0.000099 |
-0.023858 |
- |
2955.0 |
2955.0 |
- |
2961.423 |
20260417 |
22 |
562 |
| CFFEX.IH2605 |
-0.000727 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2961.423 |
20260515 |
39 |
562 |
| CFFEX.IH2606 |
-0.000727 |
0.000544 |
-0.001271 |
-0.006491 |
-0.000103 |
-0.024934 |
- |
2942.2 |
2940.6 |
- |
2961.423 |
20260619 |
63 |
562 |
| CFFEX.IH2609 |
-0.000727 |
0.000069 |
-0.000796 |
-0.018918 |
-0.000148 |
-0.035766 |
- |
2905.4 |
2905.2 |
- |
2961.423 |
20260918 |
128 |
562 |