|
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_20260226_151445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.007872 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8492.665 |
20260116 |
0 |
548 |
| CFFEX.IM2602 |
0.007872 |
0.0 |
0.007872 |
-0.021438 |
-inf |
-inf |
- |
8310.6 |
8310.6 |
- |
8492.665 |
20260220 |
0 |
548 |
| CFFEX.IM2603 |
0.007872 |
0.004497 |
0.003375 |
-0.005801 |
-0.000341 |
-0.082577 |
- |
8443.4 |
8405.6 |
- |
8492.665 |
20260320 |
17 |
548 |
| CFFEX.IM2604 |
0.007872 |
0.002866 |
0.005006 |
-0.011123 |
-0.000309 |
-0.074772 |
- |
8398.2 |
8374.2 |
- |
8492.665 |
20260417 |
36 |
548 |
| CFFEX.IM2606 |
0.007872 |
0.001576 |
0.006296 |
-0.027349 |
-0.000355 |
-0.085954 |
- |
8260.4 |
8247.4 |
- |
8492.665 |
20260619 |
77 |
548 |
| CFFEX.IM2609 |
0.007872 |
0.000669 |
0.007203 |
-0.049321 |
-0.000347 |
-0.084054 |
- |
8073.8 |
8068.4 |
- |
8492.665 |
20260918 |
142 |
548 |
| CFFEX.IC2601 |
0.003900 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8560.819 |
20260116 |
0 |
548 |
| CFFEX.IC2602 |
0.003900 |
0.0 |
0.0039 |
-0.018715 |
-inf |
-inf |
- |
8400.6 |
8400.6 |
- |
8560.819 |
20260220 |
0 |
548 |
| CFFEX.IC2603 |
0.003900 |
0.000985 |
0.002915 |
-0.002736 |
-0.000161 |
-0.038942 |
- |
8537.4 |
8529.0 |
- |
8560.819 |
20260320 |
17 |
548 |
| CFFEX.IC2604 |
0.003900 |
0.000023 |
0.003877 |
-0.005352 |
-0.000149 |
-0.035979 |
- |
8515.0 |
8514.8 |
- |
8560.819 |
20260417 |
36 |
548 |
| CFFEX.IC2606 |
0.003900 |
-0.001185 |
0.005085 |
-0.015585 |
-0.000202 |
-0.048981 |
- |
8427.4 |
8437.4 |
- |
8560.819 |
20260619 |
77 |
548 |
| CFFEX.IC2609 |
0.003900 |
-0.00226 |
0.006161 |
-0.030677 |
-0.000216 |
-0.05228 |
- |
8298.2 |
8317.0 |
- |
8560.819 |
20260918 |
142 |
548 |
| CFFEX.IF2601 |
-0.001464 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4728.954 |
20260116 |
0 |
548 |
| CFFEX.IF2602 |
-0.001464 |
0.0 |
-0.001464 |
-0.003754 |
-inf |
-inf |
- |
4711.2 |
4711.2 |
- |
4728.954 |
20260220 |
0 |
548 |
| CFFEX.IF2603 |
-0.001464 |
-0.004058 |
0.002594 |
-0.003543 |
-0.000208 |
-0.050434 |
- |
4712.2 |
4731.4 |
- |
4728.954 |
20260320 |
17 |
548 |
| CFFEX.IF2604 |
-0.001464 |
-0.004316 |
0.002852 |
-0.004727 |
-0.000131 |
-0.031776 |
- |
4706.6 |
4727.0 |
- |
4728.954 |
20260417 |
36 |
548 |
| CFFEX.IF2606 |
-0.001464 |
-0.005281 |
0.003817 |
-0.012128 |
-0.000158 |
-0.038117 |
- |
4671.6 |
4696.4 |
- |
4728.954 |
20260619 |
77 |
548 |
| CFFEX.IF2609 |
-0.001464 |
-0.005474 |
0.00401 |
-0.024139 |
-0.00017 |
-0.041139 |
- |
4614.8 |
4640.2 |
- |
4728.954 |
20260918 |
142 |
548 |
| CFFEX.IH2601 |
-0.005570 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3037.909 |
20260116 |
0 |
548 |
| CFFEX.IH2602 |
-0.005570 |
- |
- |
- |
- |
- |
- |
- |
3042.6 |
- |
3037.909 |
20260220 |
0 |
548 |
| CFFEX.IH2603 |
-0.005570 |
-0.007717 |
0.002147 |
-0.001089 |
-0.000064 |
-0.015506 |
- |
3034.6 |
3058.2 |
- |
3037.909 |
20260320 |
17 |
548 |
| CFFEX.IH2604 |
-0.005570 |
-0.007453 |
0.001883 |
-0.000497 |
-0.000014 |
-0.003339 |
- |
3036.4 |
3059.2 |
- |
3037.909 |
20260417 |
36 |
548 |
| CFFEX.IH2606 |
-0.005570 |
-0.007402 |
0.001832 |
-0.00234 |
-0.00003 |
-0.007355 |
- |
3030.8 |
3053.4 |
- |
3037.909 |
20260619 |
77 |
548 |
| CFFEX.IH2609 |
-0.005570 |
-0.007287 |
0.001717 |
-0.0134 |
-0.000094 |
-0.022837 |
- |
2997.2 |
3019.2 |
- |
3037.909 |
20260918 |
142 |
548 |