|
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_20260227_194431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.008233 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8560.523 |
20260116 |
0 |
549 |
| CFFEX.IM2602 |
0.008233 |
0.0 |
0.008233 |
-0.029195 |
-inf |
-inf |
- |
8310.6 |
8310.6 |
- |
8560.523 |
20260220 |
0 |
549 |
| CFFEX.IM2603 |
0.008233 |
0.010422 |
-0.002189 |
-0.003402 |
-0.000213 |
-0.051455 |
- |
8531.4 |
8443.4 |
- |
8560.523 |
20260320 |
16 |
549 |
| CFFEX.IM2604 |
0.008233 |
0.010478 |
-0.002245 |
-0.008682 |
-0.000248 |
-0.06003 |
- |
8486.2 |
8398.2 |
- |
8560.523 |
20260417 |
35 |
549 |
| CFFEX.IM2606 |
0.008233 |
0.008498 |
-0.000265 |
-0.026859 |
-0.000353 |
-0.085523 |
- |
8330.6 |
8260.4 |
- |
8560.523 |
20260619 |
76 |
549 |
| CFFEX.IM2609 |
0.008233 |
0.006886 |
0.001347 |
-0.050362 |
-0.000357 |
-0.086436 |
- |
8129.4 |
8073.8 |
- |
8560.523 |
20260918 |
141 |
549 |
| CFFEX.IC2601 |
0.010958 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
8650.990 |
20260116 |
0 |
549 |
| CFFEX.IC2602 |
0.010958 |
0.0 |
0.010958 |
-0.028944 |
-inf |
-inf |
- |
8400.6 |
8400.6 |
- |
8650.990 |
20260220 |
0 |
549 |
| CFFEX.IC2603 |
0.010958 |
0.01265 |
-0.001692 |
-0.000646 |
-0.00004 |
-0.009773 |
- |
8645.4 |
8537.4 |
- |
8650.990 |
20260320 |
16 |
549 |
| CFFEX.IC2604 |
0.010958 |
0.012355 |
-0.001396 |
-0.003559 |
-0.000102 |
-0.024609 |
- |
8620.2 |
8515.0 |
- |
8650.990 |
20260417 |
35 |
549 |
| CFFEX.IC2606 |
0.010958 |
0.011605 |
-0.000647 |
-0.014541 |
-0.000191 |
-0.0463 |
- |
8525.2 |
8427.4 |
- |
8650.990 |
20260619 |
76 |
549 |
| CFFEX.IC2609 |
0.010958 |
0.0094 |
0.001559 |
-0.031764 |
-0.000225 |
-0.054517 |
- |
8376.2 |
8298.2 |
- |
8650.990 |
20260918 |
141 |
549 |
| CFFEX.IF2601 |
-0.002322 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4715.900 |
20260116 |
0 |
549 |
| CFFEX.IF2602 |
-0.002322 |
0.0 |
-0.002322 |
-0.000997 |
-inf |
-inf |
- |
4711.2 |
4711.2 |
- |
4715.900 |
20260220 |
0 |
549 |
| CFFEX.IF2603 |
-0.002322 |
0.00034 |
-0.002661 |
-0.000445 |
-0.000028 |
-0.006735 |
- |
4713.8 |
4712.2 |
- |
4715.900 |
20260320 |
16 |
549 |
| CFFEX.IF2604 |
-0.002322 |
-0.000042 |
-0.002279 |
-0.002014 |
-0.000058 |
-0.013929 |
- |
4706.4 |
4706.6 |
- |
4715.900 |
20260417 |
35 |
549 |
| CFFEX.IF2606 |
-0.002322 |
0.000471 |
-0.002793 |
-0.009012 |
-0.000119 |
-0.028696 |
- |
4673.4 |
4671.2 |
- |
4715.900 |
20260619 |
76 |
549 |
| CFFEX.IF2609 |
-0.002322 |
-0.000043 |
-0.002278 |
-0.021481 |
-0.000152 |
-0.036867 |
- |
4614.6 |
4614.8 |
- |
4715.900 |
20260918 |
141 |
549 |
| CFFEX.IH2601 |
0.002824 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3043.641 |
20260116 |
0 |
549 |
| CFFEX.IH2602 |
0.002824 |
0.0 |
0.002824 |
-0.000342 |
-inf |
-inf |
- |
3042.6 |
3042.6 |
- |
3043.641 |
20260220 |
0 |
549 |
| CFFEX.IH2603 |
0.002824 |
0.003559 |
-0.000735 |
0.000578 |
0.000036 |
0.008741 |
- |
3045.4 |
3034.6 |
- |
3043.641 |
20260320 |
16 |
549 |
| CFFEX.IH2604 |
0.002824 |
0.003491 |
-0.000667 |
0.001104 |
0.000032 |
0.007631 |
- |
3047.0 |
3036.4 |
- |
3043.641 |
20260417 |
35 |
549 |
| CFFEX.IH2606 |
0.002824 |
0.003299 |
-0.000475 |
-0.000868 |
-0.000011 |
-0.002763 |
- |
3041.0 |
3031.0 |
- |
3043.641 |
20260619 |
76 |
549 |
| CFFEX.IH2609 |
0.002824 |
0.002602 |
0.000221 |
-0.012696 |
-0.00009 |
-0.02179 |
- |
3005.0 |
2997.2 |
- |
3043.641 |
20260918 |
141 |
549 |