|
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_20260224_151447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.011976 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8303.094 |
20260116 |
0 |
546 |
| CFFEX.IM2602 |
0.011976 |
0.013488 |
-0.001511 |
0.000904 |
inf |
inf |
- |
8310.6 |
8200.0 |
- |
8303.094 |
20260220 |
0 |
546 |
| CFFEX.IM2603 |
0.011976 |
0.010013 |
0.001963 |
-0.003865 |
-0.000203 |
-0.049232 |
- |
8271.0 |
8189.0 |
- |
8303.094 |
20260320 |
19 |
546 |
| CFFEX.IM2604 |
0.011976 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8303.094 |
20260417 |
38 |
546 |
| CFFEX.IM2606 |
0.011976 |
0.011095 |
0.000881 |
-0.023183 |
-0.000293 |
-0.071018 |
- |
8110.6 |
8021.6 |
- |
8303.094 |
20260619 |
79 |
546 |
| CFFEX.IM2609 |
0.011976 |
0.009985 |
0.001992 |
-0.044886 |
-0.000312 |
-0.075434 |
- |
7930.4 |
7852.0 |
- |
8303.094 |
20260918 |
144 |
546 |
| CFFEX.IC2601 |
0.011642 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8396.206 |
20260116 |
0 |
546 |
| CFFEX.IC2602 |
0.011642 |
0.014198 |
-0.002556 |
0.000523 |
inf |
inf |
- |
8400.6 |
8283.0 |
- |
8396.206 |
20260220 |
0 |
546 |
| CFFEX.IC2603 |
0.011642 |
0.011698 |
-0.000057 |
-0.002931 |
-0.000154 |
-0.037327 |
- |
8371.6 |
8274.8 |
- |
8396.206 |
20260320 |
19 |
546 |
| CFFEX.IC2604 |
0.011642 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8396.206 |
20260417 |
38 |
546 |
| CFFEX.IC2606 |
0.011642 |
0.01308 |
-0.001438 |
-0.014769 |
-0.000187 |
-0.045243 |
- |
8272.2 |
8165.4 |
- |
8396.206 |
20260619 |
79 |
546 |
| CFFEX.IC2609 |
0.011642 |
0.012177 |
-0.000535 |
-0.029776 |
-0.000207 |
-0.05004 |
- |
8146.2 |
8048.2 |
- |
8396.206 |
20260918 |
144 |
546 |
| CFFEX.IF2601 |
0.010736 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4710.442 |
20260116 |
0 |
546 |
| CFFEX.IF2602 |
0.010736 |
0.014689 |
-0.003952 |
0.000161 |
inf |
inf |
- |
4711.2 |
4643.0 |
- |
4710.442 |
20260220 |
0 |
546 |
| CFFEX.IF2603 |
0.010736 |
0.012189 |
-0.001453 |
-0.005741 |
-0.000302 |
-0.07312 |
- |
4683.4 |
4627.0 |
- |
4710.442 |
20260320 |
19 |
546 |
| CFFEX.IF2604 |
0.010736 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4710.442 |
20260417 |
38 |
546 |
| CFFEX.IF2606 |
0.010736 |
0.011597 |
-0.000861 |
-0.01487 |
-0.000188 |
-0.04555 |
- |
4640.4 |
4587.2 |
- |
4710.442 |
20260619 |
79 |
546 |
| CFFEX.IF2609 |
0.010736 |
0.01085 |
-0.000113 |
-0.026885 |
-0.000187 |
-0.045182 |
- |
4583.8 |
4534.6 |
- |
4710.442 |
20260918 |
144 |
546 |
| CFFEX.IH2601 |
0.002878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3043.078 |
20260116 |
0 |
546 |
| CFFEX.IH2602 |
0.002878 |
0.005818 |
-0.00294 |
-0.000157 |
-inf |
-inf |
- |
3042.6 |
3025.0 |
- |
3043.078 |
20260220 |
0 |
546 |
| CFFEX.IH2603 |
0.002878 |
0.005762 |
-0.002884 |
-0.001866 |
-0.000098 |
-0.023765 |
- |
3037.4 |
3020.0 |
- |
3043.078 |
20260320 |
19 |
546 |
| CFFEX.IH2604 |
0.002878 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3043.078 |
20260417 |
38 |
546 |
| CFFEX.IH2606 |
0.002878 |
0.004307 |
-0.00143 |
-0.003969 |
-0.00005 |
-0.012158 |
- |
3031.0 |
3018.0 |
- |
3043.078 |
20260619 |
79 |
546 |
| CFFEX.IH2609 |
0.002878 |
0.004823 |
-0.001945 |
-0.014025 |
-0.000097 |
-0.023569 |
- |
3000.4 |
2986.0 |
- |
3043.078 |
20260918 |
144 |
546 |