|
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_20260325_151336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.020015 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7752.989 |
20260116 |
0 |
567 |
| CFFEX.IM2603 |
0.020015 |
0.0 |
0.020015 |
0.015892 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7752.989 |
20260320 |
0 |
567 |
| CFFEX.IM2604 |
0.020015 |
0.012896 |
0.007119 |
-0.013284 |
-0.000781 |
-0.189099 |
- |
7650.0 |
7552.6 |
- |
7752.989 |
20260417 |
17 |
567 |
| CFFEX.IM2605 |
0.020015 |
0.015202 |
0.004813 |
-0.021513 |
-0.000633 |
-0.153121 |
- |
7586.2 |
7472.6 |
- |
7752.989 |
20260515 |
34 |
567 |
| CFFEX.IM2606 |
0.020015 |
0.01221 |
0.007805 |
-0.035546 |
-0.000613 |
-0.148313 |
- |
7477.4 |
7387.2 |
- |
7752.989 |
20260619 |
58 |
567 |
| CFFEX.IM2609 |
0.020015 |
0.011068 |
0.008947 |
-0.06449 |
-0.000524 |
-0.126882 |
- |
7253.0 |
7173.6 |
- |
7752.989 |
20260918 |
123 |
567 |
| CFFEX.IC2601 |
0.022321 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7766.957 |
20260116 |
0 |
567 |
| CFFEX.IC2603 |
0.022321 |
0.0 |
0.022321 |
0.009971 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7766.957 |
20260320 |
0 |
567 |
| CFFEX.IC2604 |
0.022321 |
0.017313 |
0.005008 |
-0.010475 |
-0.000616 |
-0.149111 |
- |
7685.6 |
7554.8 |
- |
7766.957 |
20260417 |
17 |
567 |
| CFFEX.IC2605 |
0.022321 |
0.019481 |
0.00284 |
-0.017633 |
-0.000519 |
-0.125508 |
- |
7630.0 |
7484.2 |
- |
7766.957 |
20260515 |
34 |
567 |
| CFFEX.IC2606 |
0.022321 |
0.016249 |
0.006072 |
-0.030508 |
-0.000526 |
-0.127293 |
- |
7530.0 |
7409.6 |
- |
7766.957 |
20260619 |
58 |
567 |
| CFFEX.IC2609 |
0.022321 |
0.015968 |
0.006353 |
-0.05304 |
-0.000431 |
-0.104355 |
- |
7355.0 |
7239.4 |
- |
7766.957 |
20260918 |
123 |
567 |
| CFFEX.IF2601 |
0.014051 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4537.596 |
20260116 |
0 |
567 |
| CFFEX.IF2603 |
0.014051 |
0.0 |
0.014051 |
0.013047 |
inf |
inf |
- |
4596.8 |
4596.8 |
- |
4537.596 |
20260320 |
0 |
567 |
| CFFEX.IF2604 |
0.014051 |
0.012631 |
0.00142 |
-0.007051 |
-0.000415 |
-0.100377 |
- |
4505.6 |
4449.4 |
- |
4537.596 |
20260417 |
17 |
567 |
| CFFEX.IF2605 |
0.014051 |
0.013734 |
0.000317 |
-0.010974 |
-0.000323 |
-0.07811 |
- |
4487.8 |
4427.0 |
- |
4537.596 |
20260515 |
34 |
567 |
| CFFEX.IF2606 |
0.014051 |
0.014037 |
0.000014 |
-0.019304 |
-0.000333 |
-0.080546 |
- |
4450.0 |
4388.4 |
- |
4537.596 |
20260619 |
58 |
567 |
| CFFEX.IF2609 |
0.014051 |
0.013751 |
0.0003 |
-0.038169 |
-0.00031 |
-0.075097 |
- |
4364.4 |
4305.2 |
- |
4537.596 |
20260918 |
123 |
567 |
| CFFEX.IH2601 |
0.010042 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2859.282 |
20260116 |
0 |
567 |
| CFFEX.IH2603 |
0.010042 |
0.0 |
0.010042 |
0.013681 |
inf |
inf |
- |
2898.4 |
2898.4 |
- |
2859.282 |
20260320 |
0 |
567 |
| CFFEX.IH2604 |
0.010042 |
0.007714 |
0.002329 |
-0.003946 |
-0.000232 |
-0.056169 |
- |
2848.0 |
2826.2 |
- |
2859.282 |
20260417 |
17 |
567 |
| CFFEX.IH2605 |
0.010042 |
0.00936 |
0.000682 |
-0.004295 |
-0.000126 |
-0.030574 |
- |
2847.0 |
2820.6 |
- |
2859.282 |
20260515 |
34 |
567 |
| CFFEX.IH2606 |
0.010042 |
0.006902 |
0.00314 |
-0.010241 |
-0.000177 |
-0.04273 |
- |
2830.0 |
2810.6 |
- |
2859.282 |
20260619 |
58 |
567 |
| CFFEX.IH2609 |
0.010042 |
0.007285 |
0.002758 |
-0.023111 |
-0.000188 |
-0.045471 |
- |
2793.2 |
2773.0 |
- |
2859.282 |
20260918 |
123 |
567 |