|
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_20260327_151454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.014262 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7748.330 |
20260116 |
0 |
569 |
| CFFEX.IM2603 |
0.014262 |
0.0 |
0.014262 |
0.016503 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7748.330 |
20260320 |
0 |
569 |
| CFFEX.IM2604 |
0.014262 |
0.018602 |
-0.00434 |
-0.006392 |
-0.000426 |
-0.10313 |
- |
7698.8 |
7558.2 |
- |
7748.330 |
20260417 |
15 |
569 |
| CFFEX.IM2605 |
0.014262 |
0.020046 |
-0.005784 |
-0.01491 |
-0.000466 |
-0.112759 |
- |
7632.8 |
7482.8 |
- |
7748.330 |
20260515 |
32 |
569 |
| CFFEX.IM2606 |
0.014262 |
0.02012 |
-0.005858 |
-0.028952 |
-0.000517 |
-0.125114 |
- |
7524.0 |
7375.6 |
- |
7748.330 |
20260619 |
56 |
569 |
| CFFEX.IM2609 |
0.014262 |
0.02072 |
-0.006458 |
-0.057758 |
-0.000477 |
-0.115517 |
- |
7300.8 |
7152.6 |
- |
7748.330 |
20260918 |
121 |
569 |
| CFFEX.IC2601 |
0.012774 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7739.751 |
20260116 |
0 |
569 |
| CFFEX.IC2603 |
0.012774 |
0.0 |
0.012774 |
0.013521 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7739.751 |
20260320 |
0 |
569 |
| CFFEX.IC2604 |
0.012774 |
0.017408 |
-0.004634 |
-0.004748 |
-0.000317 |
-0.076607 |
- |
7703.0 |
7571.2 |
- |
7739.751 |
20260417 |
15 |
569 |
| CFFEX.IC2605 |
0.012774 |
0.018117 |
-0.005343 |
-0.011105 |
-0.000347 |
-0.083983 |
- |
7653.8 |
7517.6 |
- |
7739.751 |
20260515 |
32 |
569 |
| CFFEX.IC2606 |
0.012774 |
0.019612 |
-0.006838 |
-0.023328 |
-0.000417 |
-0.100809 |
- |
7559.2 |
7413.8 |
- |
7739.751 |
20260619 |
56 |
569 |
| CFFEX.IC2609 |
0.012774 |
0.020248 |
-0.007474 |
-0.045602 |
-0.000377 |
-0.091205 |
- |
7386.8 |
7240.2 |
- |
7739.751 |
20260918 |
121 |
569 |
| CFFEX.IF2601 |
0.006013 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4504.456 |
20260116 |
0 |
569 |
| CFFEX.IF2603 |
0.006013 |
0.0 |
0.006013 |
0.020501 |
inf |
inf |
- |
4596.8 |
4596.8 |
- |
4504.456 |
20260320 |
0 |
569 |
| CFFEX.IF2604 |
0.006013 |
0.006467 |
-0.000455 |
-0.004985 |
-0.000332 |
-0.080429 |
- |
4482.0 |
4453.2 |
- |
4504.456 |
20260417 |
15 |
569 |
| CFFEX.IF2605 |
0.006013 |
0.007034 |
-0.001021 |
-0.008315 |
-0.00026 |
-0.062885 |
- |
4467.0 |
4435.8 |
- |
4504.456 |
20260515 |
32 |
569 |
| CFFEX.IF2606 |
0.006013 |
0.007143 |
-0.00113 |
-0.017107 |
-0.000305 |
-0.073925 |
- |
4427.4 |
4396.0 |
- |
4504.456 |
20260619 |
56 |
569 |
| CFFEX.IF2609 |
0.006013 |
0.007796 |
-0.001784 |
-0.035755 |
-0.000295 |
-0.07151 |
- |
4343.4 |
4309.8 |
- |
4504.456 |
20260918 |
121 |
569 |
| CFFEX.IH2601 |
0.005211 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2839.394 |
20260116 |
0 |
569 |
| CFFEX.IH2603 |
0.005211 |
0.0 |
0.005211 |
0.020781 |
inf |
inf |
- |
2898.4 |
2898.4 |
- |
2839.394 |
20260320 |
0 |
569 |
| CFFEX.IH2604 |
0.005211 |
0.004181 |
0.00103 |
-0.00197 |
-0.000131 |
-0.031785 |
- |
2833.8 |
2822.0 |
- |
2839.394 |
20260417 |
15 |
569 |
| CFFEX.IH2605 |
0.005211 |
0.003689 |
0.001522 |
-0.003449 |
-0.000108 |
-0.026086 |
- |
2829.6 |
2819.2 |
- |
2839.394 |
20260515 |
32 |
569 |
| CFFEX.IH2606 |
0.005211 |
0.003423 |
0.001788 |
-0.008803 |
-0.000157 |
-0.03804 |
- |
2814.4 |
2804.8 |
- |
2839.394 |
20260619 |
56 |
569 |
| CFFEX.IH2609 |
0.005211 |
0.003183 |
0.002028 |
-0.023101 |
-0.000191 |
-0.046203 |
- |
2773.8 |
2765.0 |
- |
2839.394 |
20260918 |
121 |
569 |