|
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_20260402_151453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
-0.018196 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7622.873 |
20260320 |
0 |
573 |
| CFFEX.IM2604 |
-0.018196 |
-0.017154 |
-0.001043 |
-0.006333 |
-0.000576 |
-0.139318 |
- |
7574.6 |
7706.8 |
- |
7622.873 |
20260417 |
11 |
573 |
| CFFEX.IM2605 |
-0.018196 |
-0.019026 |
0.00083 |
-0.016565 |
-0.000592 |
-0.143169 |
- |
7496.6 |
7642.0 |
- |
7622.873 |
20260515 |
28 |
573 |
| CFFEX.IM2606 |
-0.018196 |
-0.019552 |
0.001355 |
-0.032963 |
-0.000634 |
-0.153405 |
- |
7371.6 |
7518.6 |
- |
7622.873 |
20260619 |
52 |
573 |
| CFFEX.IM2609 |
-0.018196 |
-0.020214 |
0.002017 |
-0.061456 |
-0.000525 |
-0.127115 |
- |
7154.4 |
7302.0 |
- |
7622.873 |
20260918 |
117 |
573 |
| CFFEX.IM2612 |
-0.018196 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7622.873 |
20261218 |
176 |
573 |
| CFFEX.IC2603 |
-0.018686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7605.277 |
20260320 |
0 |
573 |
| CFFEX.IC2604 |
-0.018686 |
-0.018521 |
-0.000164 |
-0.005007 |
-0.000455 |
-0.110146 |
- |
7567.2 |
7710.0 |
- |
7605.277 |
20260417 |
11 |
573 |
| CFFEX.IC2605 |
-0.018686 |
-0.019782 |
0.001096 |
-0.012265 |
-0.000438 |
-0.106003 |
- |
7512.0 |
7663.6 |
- |
7605.277 |
20260515 |
28 |
573 |
| CFFEX.IC2606 |
-0.018686 |
-0.020646 |
0.00196 |
-0.025729 |
-0.000495 |
-0.119739 |
- |
7409.6 |
7565.8 |
- |
7605.277 |
20260619 |
52 |
573 |
| CFFEX.IC2609 |
-0.018686 |
-0.022126 |
0.003441 |
-0.048135 |
-0.000411 |
-0.09956 |
- |
7239.2 |
7403.0 |
- |
7605.277 |
20260918 |
117 |
573 |
| CFFEX.IC2612 |
-0.018686 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7605.277 |
20261218 |
176 |
573 |
| CFFEX.IF2603 |
-0.010845 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4476.983 |
20260320 |
0 |
573 |
| CFFEX.IF2604 |
-0.010845 |
-0.011185 |
0.00034 |
-0.004776 |
-0.000434 |
-0.105077 |
- |
4455.6 |
4506.0 |
- |
4476.983 |
20260417 |
11 |
573 |
| CFFEX.IF2605 |
-0.010845 |
-0.01186 |
0.001015 |
-0.009958 |
-0.000356 |
-0.086068 |
- |
4432.4 |
4485.6 |
- |
4476.983 |
20260515 |
28 |
573 |
| CFFEX.IF2606 |
-0.010845 |
-0.013039 |
0.002194 |
-0.019384 |
-0.000373 |
-0.090211 |
- |
4390.2 |
4448.2 |
- |
4476.983 |
20260619 |
52 |
573 |
| CFFEX.IF2609 |
-0.010845 |
-0.012922 |
0.002077 |
-0.037655 |
-0.000322 |
-0.077886 |
- |
4308.4 |
4364.8 |
- |
4476.983 |
20260918 |
117 |
573 |
| CFFEX.IF2612 |
-0.010845 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4476.983 |
20261218 |
176 |
573 |
| CFFEX.IH2603 |
-0.009173 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2852.387 |
20260320 |
0 |
573 |
| CFFEX.IH2604 |
-0.009173 |
-0.008492 |
-0.000681 |
-0.001187 |
-0.000108 |
-0.026123 |
- |
2849.0 |
2873.4 |
- |
2852.387 |
20260417 |
11 |
573 |
| CFFEX.IH2605 |
-0.009173 |
-0.009062 |
-0.000111 |
-0.003291 |
-0.000118 |
-0.028443 |
- |
2843.0 |
2869.0 |
- |
2852.387 |
20260515 |
28 |
573 |
| CFFEX.IH2606 |
-0.009173 |
-0.009181 |
0.000008 |
-0.00869 |
-0.000167 |
-0.040442 |
- |
2827.6 |
2853.8 |
- |
2852.387 |
20260619 |
52 |
573 |
| CFFEX.IH2609 |
-0.009173 |
-0.010811 |
0.001638 |
-0.024817 |
-0.000212 |
-0.05133 |
- |
2781.6 |
2812.0 |
- |
2852.387 |
20260918 |
117 |
573 |
| CFFEX.IH2612 |
-0.009173 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2852.387 |
20261218 |
176 |
573 |