|
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_20260410_151413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2603 |
0.010311 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8003.125 |
20260320 |
0 |
578 |
| CFFEX.IM2604 |
0.010311 |
0.008885 |
0.001426 |
-0.003989 |
-0.000665 |
-0.160892 |
- |
7971.2 |
7901.0 |
- |
8003.125 |
20260417 |
6 |
578 |
| CFFEX.IM2605 |
0.010311 |
0.009915 |
0.000396 |
-0.012361 |
-0.000537 |
-0.130057 |
- |
7904.2 |
7826.6 |
- |
8003.125 |
20260515 |
23 |
578 |
| CFFEX.IM2606 |
0.010311 |
0.00991 |
0.000401 |
-0.027155 |
-0.000578 |
-0.139819 |
- |
7785.8 |
7709.4 |
- |
8003.125 |
20260619 |
47 |
578 |
| CFFEX.IM2609 |
0.010311 |
0.010039 |
0.000272 |
-0.054594 |
-0.000487 |
-0.117963 |
- |
7566.2 |
7491.0 |
- |
8003.125 |
20260918 |
112 |
578 |
| CFFEX.IM2612 |
0.010311 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8003.125 |
20261218 |
171 |
578 |
| CFFEX.IC2603 |
0.009403 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7972.901 |
20260320 |
0 |
578 |
| CFFEX.IC2604 |
0.009403 |
0.008719 |
0.000684 |
-0.001643 |
-0.000274 |
-0.066275 |
- |
7959.8 |
7891.0 |
- |
7972.901 |
20260417 |
6 |
578 |
| CFFEX.IC2605 |
0.009403 |
0.009458 |
-0.000055 |
-0.006685 |
-0.000291 |
-0.070341 |
- |
7919.6 |
7845.4 |
- |
7972.901 |
20260515 |
23 |
578 |
| CFFEX.IC2606 |
0.009403 |
0.010298 |
-0.000896 |
-0.018099 |
-0.000385 |
-0.09319 |
- |
7828.6 |
7748.8 |
- |
7972.901 |
20260619 |
47 |
578 |
| CFFEX.IC2609 |
0.009403 |
0.010711 |
-0.001308 |
-0.03897 |
-0.000348 |
-0.084202 |
- |
7662.2 |
7581.0 |
- |
7972.901 |
20260918 |
112 |
578 |
| CFFEX.IC2612 |
0.009403 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7972.901 |
20261218 |
171 |
578 |
| CFFEX.IF2603 |
0.015130 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4635.310 |
20260320 |
0 |
578 |
| CFFEX.IF2604 |
0.015130 |
0.014181 |
0.000949 |
-0.003303 |
-0.00055 |
-0.133217 |
- |
4620.0 |
4555.4 |
- |
4635.310 |
20260417 |
6 |
578 |
| CFFEX.IF2605 |
0.015130 |
0.013757 |
0.001373 |
-0.007963 |
-0.000346 |
-0.083782 |
- |
4598.4 |
4536.0 |
- |
4635.310 |
20260515 |
23 |
578 |
| CFFEX.IF2606 |
0.015130 |
0.013778 |
0.001352 |
-0.015816 |
-0.000337 |
-0.081433 |
- |
4562.0 |
4500.0 |
- |
4635.310 |
20260619 |
47 |
578 |
| CFFEX.IF2609 |
0.015130 |
0.014998 |
0.000132 |
-0.033463 |
-0.000299 |
-0.072303 |
- |
4480.2 |
4414.0 |
- |
4635.310 |
20260918 |
112 |
578 |
| CFFEX.IF2612 |
0.015130 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4635.310 |
20261218 |
171 |
578 |
| CFFEX.IH2603 |
0.005249 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2899.903 |
20260320 |
0 |
578 |
| CFFEX.IH2604 |
0.005249 |
0.005205 |
0.000045 |
-0.001001 |
-0.000167 |
-0.040376 |
- |
2897.0 |
2882.0 |
- |
2899.903 |
20260417 |
6 |
578 |
| CFFEX.IH2605 |
0.005249 |
0.005912 |
-0.000662 |
-0.002518 |
-0.000109 |
-0.026498 |
- |
2892.6 |
2875.6 |
- |
2899.903 |
20260515 |
23 |
578 |
| CFFEX.IH2606 |
0.005249 |
0.004824 |
0.000425 |
-0.008794 |
-0.000187 |
-0.045282 |
- |
2874.4 |
2860.6 |
- |
2899.903 |
20260619 |
47 |
578 |
| CFFEX.IH2609 |
0.005249 |
0.004047 |
0.001202 |
-0.024657 |
-0.00022 |
-0.053277 |
- |
2828.4 |
2817.0 |
- |
2899.903 |
20260918 |
112 |
578 |
| CFFEX.IH2612 |
0.005249 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2899.903 |
20261218 |
171 |
578 |