|
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_20260225_151340 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.015692 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8430.009 |
20260116 |
0 |
547 |
| CFFEX.IM2602 |
0.015692 |
0.0 |
0.015692 |
-0.014165 |
-inf |
-inf |
- |
8310.6 |
8310.6 |
- |
8430.009 |
20260220 |
0 |
547 |
| CFFEX.IM2603 |
0.015692 |
0.016274 |
-0.000582 |
-0.002895 |
-0.000161 |
-0.038928 |
- |
8405.6 |
8271.0 |
- |
8430.009 |
20260320 |
18 |
547 |
| CFFEX.IM2604 |
0.015692 |
- |
- |
-0.00662 |
-0.000179 |
-0.0433 |
- |
8374.2 |
- |
- |
8430.009 |
20260417 |
37 |
547 |
| CFFEX.IM2606 |
0.015692 |
0.016867 |
-0.001175 |
-0.021662 |
-0.000278 |
-0.067207 |
- |
8247.4 |
8110.6 |
- |
8430.009 |
20260619 |
78 |
547 |
| CFFEX.IM2609 |
0.015692 |
0.017401 |
-0.00171 |
-0.042895 |
-0.0003 |
-0.072592 |
- |
8068.4 |
7930.4 |
- |
8430.009 |
20260918 |
143 |
547 |
| CFFEX.IC2601 |
0.016124 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8528.241 |
20260116 |
0 |
547 |
| CFFEX.IC2602 |
0.016124 |
0.0 |
0.016124 |
-0.014967 |
-inf |
-inf |
- |
8400.6 |
8400.6 |
- |
8528.241 |
20260220 |
0 |
547 |
| CFFEX.IC2603 |
0.016124 |
0.018802 |
-0.002677 |
0.000089 |
0.000005 |
0.001197 |
- |
8529.0 |
8371.6 |
- |
8528.241 |
20260320 |
18 |
547 |
| CFFEX.IC2604 |
0.016124 |
- |
- |
-0.001576 |
-0.000043 |
-0.010308 |
- |
8514.8 |
- |
- |
8528.241 |
20260417 |
37 |
547 |
| CFFEX.IC2606 |
0.016124 |
0.019971 |
-0.003846 |
-0.010652 |
-0.000137 |
-0.033048 |
- |
8437.4 |
8272.2 |
- |
8528.241 |
20260619 |
78 |
547 |
| CFFEX.IC2609 |
0.016124 |
0.020967 |
-0.004842 |
-0.02477 |
-0.000173 |
-0.041918 |
- |
8317.0 |
8146.2 |
- |
8528.241 |
20260918 |
143 |
547 |
| CFFEX.IF2601 |
0.006021 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4735.888 |
20260116 |
0 |
547 |
| CFFEX.IF2602 |
0.006021 |
0.0 |
0.006021 |
-0.005213 |
-inf |
-inf |
- |
4711.2 |
4711.2 |
- |
4735.888 |
20260220 |
0 |
547 |
| CFFEX.IF2603 |
0.006021 |
0.010249 |
-0.004228 |
-0.000948 |
-0.000053 |
-0.012741 |
- |
4731.4 |
4683.4 |
- |
4735.888 |
20260320 |
18 |
547 |
| CFFEX.IF2604 |
0.006021 |
- |
- |
-0.001877 |
-0.000051 |
-0.012275 |
- |
4727.0 |
- |
- |
4735.888 |
20260417 |
37 |
547 |
| CFFEX.IF2606 |
0.006021 |
0.012111 |
-0.00609 |
-0.008296 |
-0.000106 |
-0.025738 |
- |
4696.6 |
4640.4 |
- |
4735.888 |
20260619 |
78 |
547 |
| CFFEX.IF2609 |
0.006021 |
0.012304 |
-0.006283 |
-0.020205 |
-0.000141 |
-0.034193 |
- |
4640.2 |
4583.8 |
- |
4735.888 |
20260918 |
143 |
547 |
| CFFEX.IH2601 |
0.004431 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3054.801 |
20260116 |
0 |
547 |
| CFFEX.IH2602 |
0.004431 |
0.0 |
0.004431 |
-0.003994 |
-inf |
-inf |
- |
3042.6 |
3042.6 |
- |
3054.801 |
20260220 |
0 |
547 |
| CFFEX.IH2603 |
0.004431 |
0.006848 |
-0.002417 |
0.001113 |
0.000062 |
0.014959 |
- |
3058.2 |
3037.4 |
- |
3054.801 |
20260320 |
18 |
547 |
| CFFEX.IH2604 |
0.004431 |
- |
- |
0.00144 |
0.000039 |
0.009419 |
- |
3059.2 |
- |
- |
3054.801 |
20260417 |
37 |
547 |
| CFFEX.IH2606 |
0.004431 |
0.00739 |
-0.002959 |
-0.000459 |
-0.000006 |
-0.001423 |
- |
3053.4 |
3031.0 |
- |
3054.801 |
20260619 |
78 |
547 |
| CFFEX.IH2609 |
0.004431 |
0.006266 |
-0.001835 |
-0.011654 |
-0.000081 |
-0.019722 |
- |
3019.2 |
3000.4 |
- |
3054.801 |
20260918 |
143 |
547 |