|
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_20260409_194253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
-0.005037 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7915.693 |
20260320 |
0 |
577 |
| CFFEX.IM2604 |
-0.005037 |
-0.005838 |
0.000801 |
-0.001856 |
-0.000265 |
-0.064171 |
- |
7901.0 |
7947.4 |
- |
7915.693 |
20260417 |
7 |
577 |
| CFFEX.IM2605 |
-0.005037 |
-0.007356 |
0.002319 |
-0.011255 |
-0.000469 |
-0.11349 |
- |
7826.6 |
7884.6 |
- |
7915.693 |
20260515 |
24 |
577 |
| CFFEX.IM2606 |
-0.005037 |
-0.00882 |
0.003782 |
-0.026061 |
-0.000543 |
-0.131392 |
- |
7709.4 |
7778.0 |
- |
7915.693 |
20260619 |
48 |
577 |
| CFFEX.IM2609 |
-0.005037 |
-0.009782 |
0.004745 |
-0.053652 |
-0.000475 |
-0.114901 |
- |
7491.0 |
7565.0 |
- |
7915.693 |
20260918 |
113 |
577 |
| CFFEX.IM2612 |
-0.005037 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7915.693 |
20261218 |
172 |
577 |
| CFFEX.IC2603 |
-0.006799 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7891.136 |
20260320 |
0 |
577 |
| CFFEX.IC2604 |
-0.006799 |
-0.007921 |
0.001122 |
-0.000017 |
-0.000002 |
-0.000596 |
- |
7891.0 |
7954.0 |
- |
7891.136 |
20260417 |
7 |
577 |
| CFFEX.IC2605 |
-0.006799 |
-0.008618 |
0.001819 |
-0.005796 |
-0.000241 |
-0.058442 |
- |
7845.4 |
7913.6 |
- |
7891.136 |
20260515 |
24 |
577 |
| CFFEX.IC2606 |
-0.006799 |
-0.010598 |
0.003799 |
-0.018037 |
-0.000376 |
-0.090939 |
- |
7748.8 |
7831.8 |
- |
7891.136 |
20260619 |
48 |
577 |
| CFFEX.IC2609 |
-0.006799 |
-0.01181 |
0.005011 |
-0.039302 |
-0.000348 |
-0.084168 |
- |
7581.0 |
7671.6 |
- |
7891.136 |
20260918 |
113 |
577 |
| CFFEX.IC2612 |
-0.006799 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7891.136 |
20261218 |
172 |
577 |
| CFFEX.IF2603 |
-0.007233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4562.318 |
20260320 |
0 |
577 |
| CFFEX.IF2604 |
-0.007233 |
-0.007322 |
0.000089 |
-0.001516 |
-0.000217 |
-0.052422 |
- |
4555.4 |
4589.0 |
- |
4562.318 |
20260417 |
7 |
577 |
| CFFEX.IF2605 |
-0.007233 |
-0.008655 |
0.001422 |
-0.005769 |
-0.00024 |
-0.058166 |
- |
4536.0 |
4575.6 |
- |
4562.318 |
20260515 |
24 |
577 |
| CFFEX.IF2606 |
-0.007233 |
-0.008723 |
0.001491 |
-0.013659 |
-0.000285 |
-0.068866 |
- |
4500.0 |
4539.6 |
- |
4562.318 |
20260619 |
48 |
577 |
| CFFEX.IF2609 |
-0.007233 |
-0.009648 |
0.002415 |
-0.032509 |
-0.000288 |
-0.069622 |
- |
4414.0 |
4457.0 |
- |
4562.318 |
20260918 |
113 |
577 |
| CFFEX.IF2612 |
-0.007233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4562.318 |
20261218 |
172 |
577 |
| CFFEX.IH2603 |
-0.008423 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2882.580 |
20260320 |
0 |
577 |
| CFFEX.IH2604 |
-0.008423 |
-0.007576 |
-0.000847 |
-0.000201 |
-0.000029 |
-0.006956 |
- |
2882.0 |
2904.0 |
- |
2882.580 |
20260417 |
7 |
577 |
| CFFEX.IH2605 |
-0.008423 |
-0.008482 |
0.000059 |
-0.002421 |
-0.000101 |
-0.024416 |
- |
2875.6 |
2900.2 |
- |
2882.580 |
20260515 |
24 |
577 |
| CFFEX.IH2606 |
-0.008423 |
-0.008801 |
0.000378 |
-0.007625 |
-0.000159 |
-0.038443 |
- |
2860.6 |
2886.0 |
- |
2882.580 |
20260619 |
48 |
577 |
| CFFEX.IH2609 |
-0.008423 |
-0.008657 |
0.000234 |
-0.02275 |
-0.000201 |
-0.048722 |
- |
2817.0 |
2841.6 |
- |
2882.580 |
20260918 |
113 |
577 |
| CFFEX.IH2612 |
-0.008423 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2882.580 |
20261218 |
172 |
577 |