|
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_20260326_151438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.014290 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7640.420 |
20260116 |
0 |
568 |
| CFFEX.IM2603 |
-0.014290 |
0.0 |
-0.01429 |
0.03086 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7640.420 |
20260320 |
0 |
568 |
| CFFEX.IM2604 |
-0.014290 |
-0.012549 |
-0.001741 |
-0.011311 |
-0.000707 |
-0.171077 |
- |
7554.0 |
7650.0 |
- |
7640.420 |
20260417 |
16 |
568 |
| CFFEX.IM2605 |
-0.014290 |
-0.01363 |
-0.00066 |
-0.02063 |
-0.000625 |
-0.151285 |
- |
7482.8 |
7586.2 |
- |
7640.420 |
20260515 |
33 |
568 |
| CFFEX.IM2606 |
-0.014290 |
-0.021309 |
0.00702 |
-0.034608 |
-0.000607 |
-0.146932 |
- |
7376.0 |
7536.6 |
- |
7640.420 |
20260619 |
57 |
568 |
| CFFEX.IM2609 |
-0.014290 |
-0.013843 |
-0.000447 |
-0.063847 |
-0.000523 |
-0.126648 |
- |
7152.6 |
7253.0 |
- |
7640.420 |
20260918 |
122 |
568 |
| CFFEX.IC2601 |
-0.015702 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7645.697 |
20260116 |
0 |
568 |
| CFFEX.IC2603 |
-0.015702 |
0.0 |
-0.015702 |
0.025989 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7645.697 |
20260320 |
0 |
568 |
| CFFEX.IC2604 |
-0.015702 |
-0.014885 |
-0.000817 |
-0.009744 |
-0.000609 |
-0.147373 |
- |
7571.2 |
7685.6 |
- |
7645.697 |
20260417 |
16 |
568 |
| CFFEX.IC2605 |
-0.015702 |
-0.014731 |
-0.000971 |
-0.016754 |
-0.000508 |
-0.122864 |
- |
7517.6 |
7630.0 |
- |
7645.697 |
20260515 |
33 |
568 |
| CFFEX.IC2606 |
-0.015702 |
-0.015432 |
-0.00027 |
-0.03033 |
-0.000532 |
-0.128771 |
- |
7413.8 |
7530.0 |
- |
7645.697 |
20260619 |
57 |
568 |
| CFFEX.IC2609 |
-0.015702 |
-0.015608 |
-0.000094 |
-0.053036 |
-0.000435 |
-0.105203 |
- |
7240.2 |
7355.0 |
- |
7645.697 |
20260918 |
122 |
568 |
| CFFEX.IF2601 |
-0.012791 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4479.427 |
20260116 |
0 |
568 |
| CFFEX.IF2603 |
-0.012791 |
- |
- |
- |
- |
- |
- |
- |
4596.8 |
- |
4479.427 |
20260320 |
0 |
568 |
| CFFEX.IF2604 |
-0.012791 |
-0.011541 |
-0.00125 |
-0.005766 |
-0.00036 |
-0.087206 |
- |
4453.6 |
4505.6 |
- |
4479.427 |
20260417 |
16 |
568 |
| CFFEX.IF2605 |
-0.012791 |
-0.011587 |
-0.001204 |
-0.009739 |
-0.000295 |
-0.071422 |
- |
4435.8 |
4487.8 |
- |
4479.427 |
20260515 |
33 |
568 |
| CFFEX.IF2606 |
-0.012791 |
-0.012135 |
-0.000656 |
-0.018624 |
-0.000327 |
-0.079072 |
- |
4396.0 |
4450.0 |
- |
4479.427 |
20260619 |
57 |
568 |
| CFFEX.IF2609 |
-0.012791 |
-0.01251 |
-0.000281 |
-0.037868 |
-0.00031 |
-0.075115 |
- |
4309.8 |
4364.4 |
- |
4479.427 |
20260918 |
122 |
568 |
| CFFEX.IH2601 |
-0.012004 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2825.208 |
20260116 |
0 |
568 |
| CFFEX.IH2603 |
-0.012004 |
- |
- |
- |
- |
- |
- |
- |
2898.4 |
- |
2825.208 |
20260320 |
0 |
568 |
| CFFEX.IH2604 |
-0.012004 |
-0.009129 |
-0.002875 |
-0.001135 |
-0.000071 |
-0.017174 |
- |
2822.0 |
2848.0 |
- |
2825.208 |
20260417 |
16 |
568 |
| CFFEX.IH2605 |
-0.012004 |
-0.009765 |
-0.00224 |
-0.002127 |
-0.000064 |
-0.015595 |
- |
2819.2 |
2847.0 |
- |
2825.208 |
20260515 |
33 |
568 |
| CFFEX.IH2606 |
-0.012004 |
-0.008905 |
-0.0031 |
-0.007224 |
-0.000127 |
-0.030668 |
- |
2804.8 |
2830.0 |
- |
2825.208 |
20260619 |
57 |
568 |
| CFFEX.IH2609 |
-0.012004 |
-0.010096 |
-0.001908 |
-0.021311 |
-0.000175 |
-0.042273 |
- |
2765.0 |
2793.2 |
- |
2825.208 |
20260918 |
122 |
568 |