|
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_20260401_150421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
0.019274 |
- |
- |
- |
- |
- |
- |
- |
7876.2 |
- |
7766.714 |
20260320 |
0 |
572 |
| CFFEX.IM2604 |
0.019274 |
0.017587 |
0.001686 |
-0.007714 |
-0.000643 |
-0.15557 |
- |
7706.8 |
7573.6 |
- |
7766.714 |
20260417 |
12 |
572 |
| CFFEX.IM2605 |
0.019274 |
0.019205 |
0.000069 |
-0.016057 |
-0.000554 |
-0.133997 |
- |
7642.0 |
7498.0 |
- |
7766.714 |
20260515 |
29 |
572 |
| CFFEX.IM2606 |
0.019274 |
0.018863 |
0.000411 |
-0.031946 |
-0.000603 |
-0.145866 |
- |
7518.6 |
7379.4 |
- |
7766.714 |
20260619 |
53 |
572 |
| CFFEX.IM2609 |
0.019274 |
0.019832 |
-0.000559 |
-0.059834 |
-0.000507 |
-0.122711 |
- |
7302.0 |
7160.0 |
- |
7766.714 |
20260918 |
118 |
572 |
| CFFEX.IM2612 |
0.019274 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7766.714 |
20261218 |
177 |
572 |
| CFFEX.IC2603 |
0.017425 |
- |
- |
- |
- |
- |
- |
- |
7844.4 |
- |
7750.060 |
20260320 |
0 |
572 |
| CFFEX.IC2604 |
0.017425 |
0.017741 |
-0.000316 |
-0.005169 |
-0.000431 |
-0.104241 |
- |
7710.0 |
7575.6 |
- |
7750.060 |
20260417 |
12 |
572 |
| CFFEX.IC2605 |
0.017425 |
0.018229 |
-0.000804 |
-0.011156 |
-0.000385 |
-0.093095 |
- |
7663.6 |
7526.4 |
- |
7750.060 |
20260515 |
29 |
572 |
| CFFEX.IC2606 |
0.017425 |
0.018963 |
-0.001538 |
-0.023775 |
-0.000449 |
-0.108559 |
- |
7565.8 |
7425.0 |
- |
7750.060 |
20260619 |
53 |
572 |
| CFFEX.IC2609 |
0.017425 |
0.020343 |
-0.002918 |
-0.044782 |
-0.00038 |
-0.09184 |
- |
7403.0 |
7255.4 |
- |
7750.060 |
20260918 |
118 |
572 |
| CFFEX.IC2612 |
0.017425 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7750.060 |
20261218 |
177 |
572 |
| CFFEX.IF2603 |
0.017021 |
- |
- |
- |
- |
- |
- |
- |
4596.8 |
- |
4525.792 |
20260320 |
0 |
572 |
| CFFEX.IF2604 |
0.017021 |
0.016284 |
0.000737 |
-0.004373 |
-0.000364 |
-0.088192 |
- |
4506.0 |
4433.8 |
- |
4525.792 |
20260417 |
12 |
572 |
| CFFEX.IF2605 |
0.017021 |
0.016359 |
0.000661 |
-0.008881 |
-0.000306 |
-0.074108 |
- |
4485.6 |
4413.4 |
- |
4525.792 |
20260515 |
29 |
572 |
| CFFEX.IF2606 |
0.017021 |
0.016546 |
0.000475 |
-0.017144 |
-0.000323 |
-0.078282 |
- |
4448.2 |
4375.8 |
- |
4525.792 |
20260619 |
53 |
572 |
| CFFEX.IF2609 |
0.017021 |
0.016537 |
0.000484 |
-0.03566 |
-0.000302 |
-0.073134 |
- |
4364.4 |
4293.4 |
- |
4525.792 |
20260918 |
118 |
572 |
| CFFEX.IF2612 |
0.017021 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4525.792 |
20261218 |
177 |
572 |
| CFFEX.IH2603 |
0.018644 |
- |
- |
- |
- |
- |
- |
- |
2898.4 |
- |
2878.815 |
20260320 |
0 |
572 |
| CFFEX.IH2604 |
0.018644 |
0.017349 |
0.001295 |
-0.001881 |
-0.000157 |
-0.037933 |
- |
2873.4 |
2824.4 |
- |
2878.815 |
20260417 |
12 |
572 |
| CFFEX.IH2605 |
0.018644 |
0.016871 |
0.001773 |
-0.003409 |
-0.000118 |
-0.028451 |
- |
2869.0 |
2821.4 |
- |
2878.815 |
20260515 |
29 |
572 |
| CFFEX.IH2606 |
0.018644 |
0.01776 |
0.000884 |
-0.008689 |
-0.000164 |
-0.039676 |
- |
2853.8 |
2804.0 |
- |
2878.815 |
20260619 |
53 |
572 |
| CFFEX.IH2609 |
0.018644 |
0.017293 |
0.001351 |
-0.023209 |
-0.000197 |
-0.047599 |
- |
2812.0 |
2764.2 |
- |
2878.815 |
20260918 |
118 |
572 |
| CFFEX.IH2612 |
0.018644 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2878.815 |
20261218 |
177 |
572 |