|
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_20260320_151307 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.015922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7783.306 |
20260116 |
0 |
564 |
| CFFEX.IM2603 |
-0.015922 |
-0.006007 |
-0.009914 |
0.011935 |
0.011935 |
2.888278 |
- |
7876.2 |
7923.8 |
- |
7783.306 |
20260320 |
1 |
564 |
| CFFEX.IM2604 |
-0.015922 |
-0.017397 |
0.001475 |
-0.007286 |
-0.000364 |
-0.088156 |
- |
7726.6 |
7863.4 |
- |
7783.306 |
20260417 |
20 |
564 |
| CFFEX.IM2605 |
-0.015922 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7783.306 |
20260515 |
37 |
564 |
| CFFEX.IM2606 |
-0.015922 |
-0.015883 |
-0.000038 |
-0.028819 |
-0.000472 |
-0.114331 |
- |
7559.0 |
7681.0 |
- |
7783.306 |
20260619 |
61 |
564 |
| CFFEX.IM2609 |
-0.015922 |
-0.014096 |
-0.001826 |
-0.056442 |
-0.000448 |
-0.108405 |
- |
7344.0 |
7449.0 |
- |
7783.306 |
20260918 |
126 |
564 |
| CFFEX.IC2601 |
-0.014955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7759.292 |
20260116 |
0 |
564 |
| CFFEX.IC2603 |
-0.014955 |
-0.005326 |
-0.009629 |
0.010969 |
0.010969 |
2.654383 |
- |
7844.4 |
7886.4 |
- |
7759.292 |
20260320 |
1 |
564 |
| CFFEX.IC2604 |
-0.014955 |
-0.016006 |
0.001051 |
-0.008028 |
-0.000401 |
-0.097139 |
- |
7697.0 |
7822.2 |
- |
7759.292 |
20260417 |
20 |
564 |
| CFFEX.IC2605 |
-0.014955 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7759.292 |
20260515 |
37 |
564 |
| CFFEX.IC2606 |
-0.014955 |
-0.014574 |
-0.00038 |
-0.025787 |
-0.000423 |
-0.102304 |
- |
7559.2 |
7671.0 |
- |
7759.292 |
20260619 |
61 |
564 |
| CFFEX.IC2609 |
-0.014955 |
-0.014865 |
-0.00009 |
-0.048521 |
-0.000385 |
-0.093192 |
- |
7382.8 |
7494.2 |
- |
7759.292 |
20260918 |
126 |
564 |
| CFFEX.IF2601 |
-0.004158 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4564.195 |
20260116 |
0 |
564 |
| CFFEX.IF2603 |
-0.004158 |
0.002224 |
-0.006382 |
0.007144 |
0.007144 |
1.728763 |
- |
4596.8 |
4586.6 |
- |
4564.195 |
20260320 |
1 |
564 |
| CFFEX.IF2604 |
-0.004158 |
-0.004168 |
0.00001 |
-0.005301 |
-0.000265 |
-0.064143 |
- |
4540.0 |
4559.0 |
- |
4564.195 |
20260417 |
20 |
564 |
| CFFEX.IF2605 |
-0.004158 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4564.195 |
20260515 |
37 |
564 |
| CFFEX.IF2606 |
-0.004158 |
-0.003465 |
-0.000693 |
-0.017001 |
-0.000279 |
-0.067446 |
- |
4486.6 |
4502.2 |
- |
4564.195 |
20260619 |
61 |
564 |
| CFFEX.IF2609 |
-0.004158 |
-0.001631 |
-0.002527 |
-0.034529 |
-0.000274 |
-0.066317 |
- |
4406.6 |
4413.8 |
- |
4564.195 |
20260918 |
126 |
564 |
| CFFEX.IH2601 |
-0.011429 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2882.904 |
20260116 |
0 |
564 |
| CFFEX.IH2603 |
-0.011429 |
-0.007465 |
-0.003964 |
0.005375 |
0.005375 |
1.300783 |
- |
2898.4 |
2920.2 |
- |
2882.904 |
20260320 |
1 |
564 |
| CFFEX.IH2604 |
-0.011429 |
-0.008943 |
-0.002487 |
-0.000522 |
-0.000026 |
-0.006313 |
- |
2881.4 |
2907.4 |
- |
2882.904 |
20260417 |
20 |
564 |
| CFFEX.IH2605 |
-0.011429 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2882.904 |
20260515 |
37 |
564 |
| CFFEX.IH2606 |
-0.011429 |
-0.009676 |
-0.001754 |
-0.005933 |
-0.000097 |
-0.023537 |
- |
2865.8 |
2893.8 |
- |
2882.904 |
20260619 |
61 |
564 |
| CFFEX.IH2609 |
-0.011429 |
-0.008679 |
-0.00275 |
-0.017449 |
-0.000138 |
-0.033513 |
- |
2832.6 |
2857.4 |
- |
2882.904 |
20260918 |
126 |
564 |