|
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_20260319_151130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.023127 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7909.344 |
20260116 |
0 |
563 |
| CFFEX.IM2603 |
-0.023127 |
-0.01938 |
-0.003747 |
0.001828 |
0.000914 |
0.221153 |
- |
7923.8 |
8080.4 |
- |
7909.344 |
20260320 |
2 |
563 |
| CFFEX.IM2604 |
-0.023127 |
-0.019673 |
-0.003454 |
-0.005809 |
-0.000277 |
-0.06694 |
- |
7863.4 |
8021.2 |
- |
7909.344 |
20260417 |
21 |
563 |
| CFFEX.IM2605 |
-0.023127 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7909.344 |
20260515 |
38 |
563 |
| CFFEX.IM2606 |
-0.023127 |
-0.020855 |
-0.002272 |
-0.02887 |
-0.000466 |
-0.112687 |
- |
7681.0 |
7844.6 |
- |
7909.344 |
20260619 |
62 |
563 |
| CFFEX.IM2609 |
-0.023127 |
-0.022774 |
-0.000353 |
-0.058203 |
-0.000458 |
-0.110906 |
- |
7449.0 |
7622.6 |
- |
7909.344 |
20260918 |
127 |
563 |
| CFFEX.IC2601 |
-0.027067 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7877.280 |
20260116 |
0 |
563 |
| CFFEX.IC2603 |
-0.027067 |
-0.024685 |
-0.002383 |
0.001158 |
0.000579 |
0.140089 |
- |
7886.4 |
8086.0 |
- |
7877.280 |
20260320 |
2 |
563 |
| CFFEX.IC2604 |
-0.027067 |
-0.025999 |
-0.001068 |
-0.006992 |
-0.000333 |
-0.080577 |
- |
7822.2 |
8031.0 |
- |
7877.280 |
20260417 |
21 |
563 |
| CFFEX.IC2605 |
-0.027067 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7877.280 |
20260515 |
38 |
563 |
| CFFEX.IC2606 |
-0.027067 |
-0.027066 |
-0.000001 |
-0.026187 |
-0.000422 |
-0.102213 |
- |
7671.0 |
7884.4 |
- |
7877.280 |
20260619 |
62 |
563 |
| CFFEX.IC2609 |
-0.027067 |
-0.028519 |
0.001452 |
-0.048631 |
-0.000383 |
-0.092667 |
- |
7494.2 |
7714.2 |
- |
7877.280 |
20260918 |
127 |
563 |
| CFFEX.IF2601 |
-0.015770 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4584.869 |
20260116 |
0 |
563 |
| CFFEX.IF2603 |
-0.015770 |
-0.013931 |
-0.001839 |
0.000378 |
0.000189 |
0.045683 |
- |
4586.6 |
4651.4 |
- |
4584.869 |
20260320 |
2 |
563 |
| CFFEX.IF2604 |
-0.015770 |
-0.015505 |
-0.000265 |
-0.005642 |
-0.000269 |
-0.06502 |
- |
4559.0 |
4630.8 |
- |
4584.869 |
20260417 |
21 |
563 |
| CFFEX.IF2605 |
-0.015770 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4584.869 |
20260515 |
38 |
563 |
| CFFEX.IF2606 |
-0.015770 |
-0.01475 |
-0.001021 |
-0.018031 |
-0.000291 |
-0.070378 |
- |
4502.2 |
4569.6 |
- |
4584.869 |
20260619 |
62 |
563 |
| CFFEX.IF2609 |
-0.015770 |
-0.016138 |
0.000368 |
-0.037312 |
-0.000294 |
-0.071098 |
- |
4413.8 |
4486.2 |
- |
4584.869 |
20260918 |
127 |
563 |
| CFFEX.IH2601 |
-0.014868 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2917.396 |
20260116 |
0 |
563 |
| CFFEX.IH2603 |
-0.014868 |
-0.012979 |
-0.001889 |
0.000961 |
0.000481 |
0.116297 |
- |
2920.2 |
2958.6 |
- |
2917.396 |
20260320 |
2 |
563 |
| CFFEX.IH2604 |
-0.014868 |
-0.015567 |
0.000699 |
-0.002878 |
-0.000137 |
-0.033164 |
- |
2909.0 |
2955.0 |
- |
2917.396 |
20260417 |
21 |
563 |
| CFFEX.IH2605 |
-0.014868 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2917.396 |
20260515 |
38 |
563 |
| CFFEX.IH2606 |
-0.014868 |
-0.01611 |
0.001242 |
-0.007745 |
-0.000125 |
-0.030232 |
- |
2894.8 |
2942.2 |
- |
2917.396 |
20260619 |
62 |
563 |
| CFFEX.IH2609 |
-0.014868 |
-0.016521 |
0.001653 |
-0.020565 |
-0.000162 |
-0.039187 |
- |
2857.4 |
2905.4 |
- |
2917.396 |
20260918 |
127 |
563 |