|
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_20260323_151457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.048160 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7408.582 |
20260116 |
0 |
565 |
| CFFEX.IM2603 |
-0.048160 |
0.0 |
-0.04816 |
0.063118 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7408.582 |
20260320 |
0 |
565 |
| CFFEX.IM2604 |
-0.048160 |
-0.047077 |
-0.001084 |
-0.006018 |
-0.000317 |
-0.076645 |
- |
7364.0 |
7727.8 |
- |
7408.582 |
20260417 |
19 |
565 |
| CFFEX.IM2605 |
-0.048160 |
- |
- |
-0.014926 |
-0.000415 |
-0.100337 |
- |
7298.0 |
- |
- |
7408.582 |
20260515 |
36 |
565 |
| CFFEX.IM2606 |
-0.048160 |
-0.048942 |
0.000782 |
-0.029504 |
-0.000492 |
-0.118999 |
- |
7190.0 |
7560.0 |
- |
7408.582 |
20260619 |
60 |
565 |
| CFFEX.IM2609 |
-0.048160 |
-0.05079 |
0.002629 |
-0.059064 |
-0.000473 |
-0.114348 |
- |
6971.0 |
7344.0 |
- |
7408.582 |
20260918 |
125 |
565 |
| CFFEX.IC2601 |
-0.041669 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7436.680 |
20260116 |
0 |
565 |
| CFFEX.IC2603 |
-0.041669 |
0.0 |
-0.041669 |
0.054826 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7436.680 |
20260320 |
0 |
565 |
| CFFEX.IC2604 |
-0.041669 |
-0.040148 |
-0.001522 |
-0.0066 |
-0.000347 |
-0.08406 |
- |
7387.6 |
7696.6 |
- |
7436.680 |
20260417 |
19 |
565 |
| CFFEX.IC2605 |
-0.041669 |
- |
- |
-0.013323 |
-0.00037 |
-0.089561 |
- |
7337.6 |
- |
- |
7436.680 |
20260515 |
36 |
565 |
| CFFEX.IC2606 |
-0.041669 |
-0.042913 |
0.001244 |
-0.02712 |
-0.000452 |
-0.109383 |
- |
7235.0 |
7559.4 |
- |
7436.680 |
20260619 |
60 |
565 |
| CFFEX.IC2609 |
-0.041669 |
-0.045213 |
0.003544 |
-0.052131 |
-0.000417 |
-0.100925 |
- |
7049.0 |
7382.8 |
- |
7436.680 |
20260918 |
125 |
565 |
| CFFEX.IF2601 |
-0.032679 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4417.774 |
20260116 |
0 |
565 |
| CFFEX.IF2603 |
-0.032679 |
0.0 |
-0.032679 |
0.040524 |
inf |
inf |
- |
4596.8 |
4596.8 |
- |
4417.774 |
20260320 |
0 |
565 |
| CFFEX.IF2604 |
-0.032679 |
-0.031278 |
-0.001401 |
-0.004476 |
-0.000236 |
-0.05701 |
- |
4398.0 |
4540.0 |
- |
4417.774 |
20260417 |
19 |
565 |
| CFFEX.IF2605 |
-0.032679 |
- |
- |
-0.007373 |
-0.000205 |
-0.049566 |
- |
4385.2 |
- |
- |
4417.774 |
20260515 |
36 |
565 |
| CFFEX.IF2606 |
-0.032679 |
-0.031651 |
-0.001027 |
-0.016609 |
-0.000277 |
-0.066989 |
- |
4344.4 |
4486.4 |
- |
4417.774 |
20260619 |
60 |
565 |
| CFFEX.IF2609 |
-0.032679 |
-0.033541 |
0.000862 |
-0.035985 |
-0.000288 |
-0.069667 |
- |
4258.8 |
4406.6 |
- |
4417.774 |
20260918 |
125 |
565 |
| CFFEX.IH2601 |
-0.031534 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2792.926 |
20260116 |
0 |
565 |
| CFFEX.IH2603 |
-0.031534 |
0.0 |
-0.031534 |
0.037765 |
inf |
inf |
- |
2898.4 |
2898.4 |
- |
2792.926 |
20260320 |
0 |
565 |
| CFFEX.IH2604 |
-0.031534 |
-0.030471 |
-0.001062 |
0.000241 |
0.000013 |
0.003074 |
- |
2793.6 |
2881.4 |
- |
2792.926 |
20260417 |
19 |
565 |
| CFFEX.IH2605 |
-0.031534 |
- |
- |
-0.000475 |
-0.000013 |
-0.003192 |
- |
2791.6 |
- |
- |
2792.926 |
20260515 |
36 |
565 |
| CFFEX.IH2606 |
-0.031534 |
-0.031335 |
-0.000198 |
-0.00606 |
-0.000101 |
-0.024443 |
- |
2776.0 |
2865.8 |
- |
2792.926 |
20260619 |
60 |
565 |
| CFFEX.IH2609 |
-0.031534 |
-0.032267 |
0.000734 |
-0.01852 |
-0.000148 |
-0.035855 |
- |
2741.2 |
2832.6 |
- |
2792.926 |
20260918 |
125 |
565 |