|
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_20260403_165726 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
-0.011180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7538.184 |
20260320 |
0 |
574 |
| CFFEX.IM2604 |
-0.011180 |
-0.008845 |
-0.002335 |
-0.004057 |
-0.000406 |
-0.098184 |
- |
7507.6 |
7574.6 |
- |
7538.184 |
20260417 |
10 |
574 |
| CFFEX.IM2605 |
-0.011180 |
-0.008617 |
-0.002563 |
-0.014086 |
-0.000522 |
-0.126254 |
- |
7432.0 |
7496.6 |
- |
7538.184 |
20260515 |
27 |
574 |
| CFFEX.IM2606 |
-0.011180 |
-0.008438 |
-0.002743 |
-0.03035 |
-0.000595 |
-0.144014 |
- |
7309.4 |
7371.6 |
- |
7538.184 |
20260619 |
51 |
574 |
| CFFEX.IM2609 |
-0.011180 |
-0.008834 |
-0.002347 |
-0.059296 |
-0.000511 |
-0.123704 |
- |
7091.2 |
7154.4 |
- |
7538.184 |
20260918 |
116 |
574 |
| CFFEX.IM2612 |
-0.011180 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7538.184 |
20261218 |
175 |
574 |
| CFFEX.IC2603 |
-0.009053 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7536.442 |
20260320 |
0 |
574 |
| CFFEX.IC2604 |
-0.009053 |
-0.007585 |
-0.001468 |
-0.003535 |
-0.000354 |
-0.085549 |
- |
7509.8 |
7567.2 |
- |
7536.442 |
20260417 |
10 |
574 |
| CFFEX.IC2605 |
-0.009053 |
-0.007934 |
-0.001119 |
-0.011151 |
-0.000413 |
-0.09995 |
- |
7452.4 |
7512.0 |
- |
7536.442 |
20260515 |
27 |
574 |
| CFFEX.IC2606 |
-0.009053 |
-0.007774 |
-0.001279 |
-0.024473 |
-0.00048 |
-0.116128 |
- |
7352.0 |
7409.6 |
- |
7536.442 |
20260619 |
51 |
574 |
| CFFEX.IC2609 |
-0.009053 |
-0.00804 |
-0.001014 |
-0.047163 |
-0.000407 |
-0.098392 |
- |
7181.0 |
7239.2 |
- |
7536.442 |
20260918 |
116 |
574 |
| CFFEX.IC2612 |
-0.009053 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7536.442 |
20261218 |
175 |
574 |
| CFFEX.IF2603 |
-0.008311 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4441.689 |
20260320 |
0 |
574 |
| CFFEX.IF2604 |
-0.008311 |
-0.006643 |
-0.001668 |
-0.003532 |
-0.000353 |
-0.08548 |
- |
4426.0 |
4455.6 |
- |
4441.689 |
20260417 |
10 |
574 |
| CFFEX.IF2605 |
-0.008311 |
-0.006994 |
-0.001317 |
-0.009071 |
-0.000336 |
-0.0813 |
- |
4401.4 |
4432.4 |
- |
4441.689 |
20260515 |
27 |
574 |
| CFFEX.IF2606 |
-0.008311 |
-0.006378 |
-0.001933 |
-0.017896 |
-0.000351 |
-0.084919 |
- |
4362.2 |
4390.2 |
- |
4441.689 |
20260619 |
51 |
574 |
| CFFEX.IF2609 |
-0.008311 |
-0.006638 |
-0.001673 |
-0.036448 |
-0.000314 |
-0.076037 |
- |
4279.8 |
4308.4 |
- |
4441.689 |
20260918 |
116 |
574 |
| CFFEX.IF2612 |
-0.008311 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4441.689 |
20261218 |
175 |
574 |
| CFFEX.IH2603 |
-0.007596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2831.777 |
20260320 |
0 |
574 |
| CFFEX.IH2604 |
-0.007596 |
-0.008003 |
0.000406 |
-0.001969 |
-0.000197 |
-0.04766 |
- |
2826.2 |
2849.0 |
- |
2831.777 |
20260417 |
10 |
574 |
| CFFEX.IH2605 |
-0.007596 |
-0.00816 |
0.000564 |
-0.004229 |
-0.000157 |
-0.037909 |
- |
2819.8 |
2843.0 |
- |
2831.777 |
20260515 |
27 |
574 |
| CFFEX.IH2606 |
-0.007596 |
-0.008205 |
0.000608 |
-0.009668 |
-0.00019 |
-0.045875 |
- |
2804.4 |
2827.6 |
- |
2831.777 |
20260619 |
51 |
574 |
| CFFEX.IH2609 |
-0.007596 |
-0.006687 |
-0.00091 |
-0.024288 |
-0.000209 |
-0.050669 |
- |
2763.0 |
2781.6 |
- |
2831.777 |
20260918 |
116 |
574 |
| CFFEX.IH2612 |
-0.007596 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2831.777 |
20261218 |
175 |
574 |