|
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_20260407_151408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
0.009720 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7609.853 |
20260320 |
0 |
575 |
| CFFEX.IM2604 |
0.009720 |
0.007832 |
0.001888 |
-0.00571 |
-0.000634 |
-0.153538 |
- |
7566.4 |
7507.6 |
- |
7609.853 |
20260417 |
9 |
575 |
| CFFEX.IM2605 |
0.009720 |
0.008208 |
0.001512 |
-0.015355 |
-0.000591 |
-0.142924 |
- |
7493.0 |
7432.0 |
- |
7609.853 |
20260515 |
26 |
575 |
| CFFEX.IM2606 |
0.009720 |
0.009194 |
0.000526 |
-0.030651 |
-0.000613 |
-0.148353 |
- |
7376.6 |
7309.4 |
- |
7609.853 |
20260619 |
50 |
575 |
| CFFEX.IM2609 |
0.009720 |
0.009138 |
0.000582 |
-0.05964 |
-0.000519 |
-0.125504 |
- |
7156.0 |
7091.2 |
- |
7609.853 |
20260918 |
115 |
575 |
| CFFEX.IM2612 |
0.009720 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7609.853 |
20261218 |
174 |
575 |
| CFFEX.IC2603 |
0.005099 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7573.362 |
20260320 |
0 |
575 |
| CFFEX.IC2604 |
0.005099 |
0.003515 |
0.001584 |
-0.004907 |
-0.000545 |
-0.131942 |
- |
7536.2 |
7509.8 |
- |
7573.362 |
20260417 |
9 |
575 |
| CFFEX.IC2605 |
0.005099 |
0.004616 |
0.000483 |
-0.01143 |
-0.00044 |
-0.106385 |
- |
7486.8 |
7452.4 |
- |
7573.362 |
20260515 |
26 |
575 |
| CFFEX.IC2606 |
0.005099 |
0.005005 |
0.000094 |
-0.02437 |
-0.000487 |
-0.11795 |
- |
7388.8 |
7352.0 |
- |
7573.362 |
20260619 |
50 |
575 |
| CFFEX.IC2609 |
0.005099 |
0.005152 |
-0.000053 |
-0.046923 |
-0.000408 |
-0.098742 |
- |
7218.0 |
7181.0 |
- |
7573.362 |
20260918 |
115 |
575 |
| CFFEX.IC2612 |
0.005099 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7573.362 |
20261218 |
174 |
575 |
| CFFEX.IF2603 |
0.000186 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4441.614 |
20260320 |
0 |
575 |
| CFFEX.IF2604 |
0.000186 |
-0.000497 |
0.000683 |
-0.004011 |
-0.000446 |
-0.107843 |
- |
4423.8 |
4426.0 |
- |
4441.614 |
20260417 |
9 |
575 |
| CFFEX.IF2605 |
0.000186 |
0.000091 |
0.000095 |
-0.008964 |
-0.000345 |
-0.083433 |
- |
4401.8 |
4401.4 |
- |
4441.614 |
20260515 |
26 |
575 |
| CFFEX.IF2606 |
0.000186 |
-0.000504 |
0.00069 |
-0.018375 |
-0.000367 |
-0.088934 |
- |
4360.0 |
4362.2 |
- |
4441.614 |
20260619 |
50 |
575 |
| CFFEX.IF2609 |
0.000186 |
-0.000421 |
0.000606 |
-0.036837 |
-0.00032 |
-0.077517 |
- |
4278.0 |
4279.8 |
- |
4441.614 |
20260918 |
115 |
575 |
| CFFEX.IF2612 |
0.000186 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4441.614 |
20261218 |
174 |
575 |
| CFFEX.IH2603 |
0.000244 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2831.287 |
20260320 |
0 |
575 |
| CFFEX.IH2604 |
0.000244 |
-0.001061 |
0.001305 |
-0.002856 |
-0.000317 |
-0.076803 |
- |
2823.2 |
2826.2 |
- |
2831.287 |
20260417 |
9 |
575 |
| CFFEX.IH2605 |
0.000244 |
-0.001064 |
0.001308 |
-0.005117 |
-0.000197 |
-0.047625 |
- |
2816.8 |
2819.8 |
- |
2831.287 |
20260515 |
26 |
575 |
| CFFEX.IH2606 |
0.000244 |
-0.002139 |
0.002383 |
-0.011616 |
-0.000232 |
-0.056219 |
- |
2798.4 |
2804.4 |
- |
2831.287 |
20260619 |
50 |
575 |
| CFFEX.IH2609 |
0.000244 |
-0.002823 |
0.003067 |
-0.026874 |
-0.000234 |
-0.056551 |
- |
2755.2 |
2763.0 |
- |
2831.287 |
20260918 |
115 |
575 |
| CFFEX.IH2612 |
0.000244 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2831.287 |
20261218 |
174 |
575 |