|
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_20260324_203933 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.025839 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7600.551 |
20260116 |
0 |
566 |
| CFFEX.IM2603 |
0.025839 |
0.0 |
0.025839 |
0.036267 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7600.551 |
20260320 |
0 |
566 |
| CFFEX.IM2604 |
0.025839 |
0.025611 |
0.000228 |
-0.006309 |
-0.00035 |
-0.084819 |
- |
7552.6 |
7364.0 |
- |
7600.551 |
20260417 |
18 |
566 |
| CFFEX.IM2605 |
0.025839 |
0.023924 |
0.001915 |
-0.016834 |
-0.000481 |
-0.116398 |
- |
7472.6 |
7298.0 |
- |
7600.551 |
20260515 |
35 |
566 |
| CFFEX.IM2606 |
0.025839 |
0.027427 |
-0.001588 |
-0.02807 |
-0.000476 |
-0.115136 |
- |
7387.2 |
7190.0 |
- |
7600.551 |
20260619 |
59 |
566 |
| CFFEX.IM2609 |
0.025839 |
0.029211 |
-0.003372 |
-0.056174 |
-0.000453 |
-0.109629 |
- |
7173.6 |
6970.0 |
- |
7600.551 |
20260918 |
124 |
566 |
| CFFEX.IC2601 |
0.020734 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7595.023 |
20260116 |
0 |
566 |
| CFFEX.IC2603 |
0.020734 |
0.0 |
0.020734 |
0.032834 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7595.023 |
20260320 |
0 |
566 |
| CFFEX.IC2604 |
0.020734 |
0.022633 |
-0.001898 |
-0.005296 |
-0.000294 |
-0.071201 |
- |
7554.8 |
7387.6 |
- |
7595.023 |
20260417 |
18 |
566 |
| CFFEX.IC2605 |
0.020734 |
0.019979 |
0.000755 |
-0.014592 |
-0.000417 |
-0.10089 |
- |
7484.2 |
7337.6 |
- |
7595.023 |
20260515 |
35 |
566 |
| CFFEX.IC2606 |
0.020734 |
0.024133 |
-0.003398 |
-0.024414 |
-0.000414 |
-0.100138 |
- |
7409.6 |
7235.0 |
- |
7595.023 |
20260619 |
59 |
566 |
| CFFEX.IC2609 |
0.020734 |
0.027011 |
-0.006277 |
-0.046823 |
-0.000378 |
-0.091381 |
- |
7239.4 |
7049.0 |
- |
7595.023 |
20260918 |
124 |
566 |
| CFFEX.IF2601 |
0.012631 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4473.800 |
20260116 |
0 |
566 |
| CFFEX.IF2603 |
0.012631 |
0.0 |
0.012631 |
0.027493 |
inf |
inf |
- |
4596.8 |
4596.8 |
- |
4473.800 |
20260320 |
0 |
566 |
| CFFEX.IF2604 |
0.012631 |
0.011687 |
0.000944 |
-0.005454 |
-0.000303 |
-0.073326 |
- |
4449.4 |
4398.0 |
- |
4473.800 |
20260417 |
18 |
566 |
| CFFEX.IF2605 |
0.012631 |
0.009532 |
0.003099 |
-0.010461 |
-0.000299 |
-0.07233 |
- |
4427.0 |
4385.2 |
- |
4473.800 |
20260515 |
35 |
566 |
| CFFEX.IF2606 |
0.012631 |
0.010128 |
0.002503 |
-0.019089 |
-0.000324 |
-0.078297 |
- |
4388.4 |
4344.4 |
- |
4473.800 |
20260619 |
59 |
566 |
| CFFEX.IF2609 |
0.012631 |
0.010895 |
0.001736 |
-0.037686 |
-0.000304 |
-0.073549 |
- |
4305.2 |
4258.8 |
- |
4473.800 |
20260918 |
124 |
566 |
| CFFEX.IH2601 |
0.013946 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2831.272 |
20260116 |
0 |
566 |
| CFFEX.IH2603 |
0.013946 |
0.0 |
0.013946 |
0.023709 |
inf |
inf |
- |
2898.4 |
2898.4 |
- |
2831.272 |
20260320 |
0 |
566 |
| CFFEX.IH2604 |
0.013946 |
0.01167 |
0.002277 |
-0.001791 |
-0.0001 |
-0.024085 |
- |
2826.2 |
2793.6 |
- |
2831.272 |
20260417 |
18 |
566 |
| CFFEX.IH2605 |
0.013946 |
0.010388 |
0.003558 |
-0.003769 |
-0.000108 |
-0.026062 |
- |
2820.6 |
2791.6 |
- |
2831.272 |
20260515 |
35 |
566 |
| CFFEX.IH2606 |
0.013946 |
0.012464 |
0.001483 |
-0.007301 |
-0.000124 |
-0.029948 |
- |
2810.6 |
2776.0 |
- |
2831.272 |
20260619 |
59 |
566 |
| CFFEX.IH2609 |
0.013946 |
0.011601 |
0.002346 |
-0.020582 |
-0.000166 |
-0.040167 |
- |
2773.0 |
2741.2 |
- |
2831.272 |
20260918 |
124 |
566 |