|
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_20260414_151446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
0.014810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8144.432 |
20260320 |
0 |
580 |
| CFFEX.IM2604 |
0.014810 |
0.01519 |
-0.00038 |
-0.003786 |
-0.000946 |
-0.229032 |
- |
8113.6 |
7992.2 |
- |
8144.432 |
20260417 |
4 |
580 |
| CFFEX.IM2605 |
0.014810 |
0.015285 |
-0.000475 |
-0.013191 |
-0.000628 |
-0.152009 |
- |
8037.0 |
7916.0 |
- |
8144.432 |
20260515 |
21 |
580 |
| CFFEX.IM2606 |
0.014810 |
0.01506 |
-0.00025 |
-0.028416 |
-0.000631 |
-0.152815 |
- |
7913.0 |
7795.6 |
- |
8144.432 |
20260619 |
45 |
580 |
| CFFEX.IM2609 |
0.014810 |
0.015318 |
-0.000508 |
-0.055969 |
-0.000509 |
-0.123131 |
- |
7688.6 |
7572.6 |
- |
8144.432 |
20260918 |
110 |
580 |
| CFFEX.IM2612 |
0.014810 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8144.432 |
20261218 |
169 |
580 |
| CFFEX.IC2603 |
0.015156 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8088.454 |
20260320 |
0 |
580 |
| CFFEX.IC2604 |
0.015156 |
0.016047 |
-0.000891 |
-0.001119 |
-0.00028 |
-0.067722 |
- |
8079.4 |
7951.8 |
- |
8088.454 |
20260417 |
4 |
580 |
| CFFEX.IC2605 |
0.015156 |
0.016529 |
-0.001373 |
-0.00698 |
-0.000332 |
-0.080431 |
- |
8032.0 |
7901.4 |
- |
8088.454 |
20260515 |
21 |
580 |
| CFFEX.IC2606 |
0.015156 |
0.016597 |
-0.001441 |
-0.018552 |
-0.000412 |
-0.099767 |
- |
7938.4 |
7808.8 |
- |
8088.454 |
20260619 |
45 |
580 |
| CFFEX.IC2609 |
0.015156 |
0.017109 |
-0.001953 |
-0.03863 |
-0.000351 |
-0.084985 |
- |
7776.0 |
7645.2 |
- |
8088.454 |
20260918 |
110 |
580 |
| CFFEX.IC2612 |
0.015156 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8088.454 |
20261218 |
169 |
580 |
| CFFEX.IF2603 |
0.011819 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4701.067 |
20260320 |
0 |
580 |
| CFFEX.IF2604 |
0.011819 |
0.014388 |
-0.002569 |
-0.001163 |
-0.000291 |
-0.070357 |
- |
4695.6 |
4629.0 |
- |
4701.067 |
20260417 |
4 |
580 |
| CFFEX.IF2605 |
0.011819 |
0.014364 |
-0.002545 |
-0.005545 |
-0.000264 |
-0.063899 |
- |
4675.0 |
4608.8 |
- |
4701.067 |
20260515 |
21 |
580 |
| CFFEX.IF2606 |
0.011819 |
0.015096 |
-0.003278 |
-0.013075 |
-0.000291 |
-0.070315 |
- |
4639.6 |
4570.6 |
- |
4701.067 |
20260619 |
45 |
580 |
| CFFEX.IF2609 |
0.011819 |
0.015512 |
-0.003693 |
-0.030773 |
-0.00028 |
-0.067701 |
- |
4556.4 |
4486.8 |
- |
4701.067 |
20260918 |
110 |
580 |
| CFFEX.IF2612 |
0.011819 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4701.067 |
20261218 |
169 |
580 |
| CFFEX.IH2603 |
0.008436 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2923.930 |
20260320 |
0 |
580 |
| CFFEX.IH2604 |
0.008436 |
0.008766 |
-0.00033 |
-0.000318 |
-0.00008 |
-0.019243 |
- |
2923.0 |
2897.6 |
- |
2923.930 |
20260417 |
4 |
580 |
| CFFEX.IH2605 |
0.008436 |
0.007676 |
0.00076 |
-0.003328 |
-0.000158 |
-0.038348 |
- |
2914.2 |
2892.0 |
- |
2923.930 |
20260515 |
21 |
580 |
| CFFEX.IH2606 |
0.008436 |
0.008841 |
-0.000405 |
-0.008731 |
-0.000194 |
-0.046956 |
- |
2898.4 |
2873.0 |
- |
2923.930 |
20260619 |
45 |
580 |
| CFFEX.IH2609 |
0.008436 |
0.009699 |
-0.001263 |
-0.024464 |
-0.000222 |
-0.05382 |
- |
2852.4 |
2825.0 |
- |
2923.930 |
20260918 |
110 |
580 |
| CFFEX.IH2612 |
0.008436 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2923.930 |
20261218 |
169 |
580 |