|
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_20260408_151421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
0.045671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7953.388 |
20260320 |
0 |
576 |
| CFFEX.IM2604 |
0.045671 |
0.050354 |
-0.004684 |
-0.000753 |
-0.000094 |
-0.022775 |
- |
7947.4 |
7566.4 |
- |
7953.388 |
20260417 |
8 |
576 |
| CFFEX.IM2605 |
0.045671 |
0.052262 |
-0.006592 |
-0.008649 |
-0.000346 |
-0.083721 |
- |
7884.6 |
7493.0 |
- |
7953.388 |
20260515 |
25 |
576 |
| CFFEX.IM2606 |
0.045671 |
0.054578 |
-0.008907 |
-0.021901 |
-0.000447 |
-0.108165 |
- |
7779.2 |
7376.6 |
- |
7953.388 |
20260619 |
49 |
576 |
| CFFEX.IM2609 |
0.045671 |
0.057155 |
-0.011484 |
-0.048833 |
-0.000428 |
-0.103663 |
- |
7565.0 |
7156.0 |
- |
7953.388 |
20260918 |
114 |
576 |
| CFFEX.IM2612 |
0.045671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7953.388 |
20261218 |
173 |
576 |
| CFFEX.IC2603 |
0.049124 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7943.032 |
20260320 |
0 |
576 |
| CFFEX.IC2604 |
0.049124 |
0.055439 |
-0.006315 |
0.001381 |
0.000173 |
0.04177 |
- |
7954.0 |
7536.2 |
- |
7943.032 |
20260417 |
8 |
576 |
| CFFEX.IC2605 |
0.049124 |
0.057007 |
-0.007883 |
-0.003705 |
-0.000148 |
-0.035868 |
- |
7913.6 |
7486.8 |
- |
7943.032 |
20260515 |
25 |
576 |
| CFFEX.IC2606 |
0.049124 |
0.059956 |
-0.010832 |
-0.014004 |
-0.000286 |
-0.069161 |
- |
7831.8 |
7388.8 |
- |
7943.032 |
20260619 |
49 |
576 |
| CFFEX.IC2609 |
0.049124 |
0.06276 |
-0.013636 |
-0.034248 |
-0.0003 |
-0.072702 |
- |
7671.0 |
7218.0 |
- |
7943.032 |
20260918 |
114 |
576 |
| CFFEX.IC2612 |
0.049124 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7943.032 |
20261218 |
173 |
576 |
| CFFEX.IF2603 |
0.034770 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4595.017 |
20260320 |
0 |
576 |
| CFFEX.IF2604 |
0.034770 |
0.037389 |
-0.002619 |
-0.001266 |
-0.000158 |
-0.038295 |
- |
4589.2 |
4423.8 |
- |
4595.017 |
20260417 |
8 |
576 |
| CFFEX.IF2605 |
0.034770 |
0.039484 |
-0.004714 |
-0.004226 |
-0.000169 |
-0.040904 |
- |
4575.6 |
4401.8 |
- |
4595.017 |
20260515 |
25 |
576 |
| CFFEX.IF2606 |
0.034770 |
0.041193 |
-0.006423 |
-0.01206 |
-0.000246 |
-0.059563 |
- |
4539.6 |
4360.0 |
- |
4595.017 |
20260619 |
49 |
576 |
| CFFEX.IF2609 |
0.034770 |
0.041842 |
-0.007072 |
-0.030036 |
-0.000263 |
-0.063761 |
- |
4457.0 |
4278.0 |
- |
4595.017 |
20260918 |
114 |
576 |
| CFFEX.IF2612 |
0.034770 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4595.017 |
20261218 |
173 |
576 |
| CFFEX.IH2603 |
0.026932 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2906.754 |
20260320 |
0 |
576 |
| CFFEX.IH2604 |
0.026932 |
0.029045 |
-0.002113 |
-0.000535 |
-0.000067 |
-0.016172 |
- |
2905.2 |
2823.2 |
- |
2906.754 |
20260417 |
8 |
576 |
| CFFEX.IH2605 |
0.026932 |
0.029608 |
-0.002676 |
-0.002255 |
-0.00009 |
-0.021826 |
- |
2900.2 |
2816.8 |
- |
2906.754 |
20260515 |
25 |
576 |
| CFFEX.IH2606 |
0.026932 |
0.030446 |
-0.003514 |
-0.007966 |
-0.000163 |
-0.03934 |
- |
2883.6 |
2798.4 |
- |
2906.754 |
20260619 |
49 |
576 |
| CFFEX.IH2609 |
0.026932 |
0.031359 |
-0.004427 |
-0.022415 |
-0.000197 |
-0.047582 |
- |
2841.6 |
2755.2 |
- |
2906.754 |
20260918 |
114 |
576 |
| CFFEX.IH2612 |
0.026932 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2906.754 |
20261218 |
173 |
576 |