|
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_20260330_151327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
0.003013 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7769.652 |
20260116 |
0 |
570 |
| CFFEX.IM2603 |
0.003013 |
0.0 |
0.003013 |
0.013713 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7769.652 |
20260320 |
0 |
570 |
| CFFEX.IM2604 |
0.003013 |
-0.000312 |
0.003325 |
-0.009505 |
-0.000679 |
-0.164304 |
- |
7695.8 |
7698.2 |
- |
7769.652 |
20260417 |
14 |
570 |
| CFFEX.IM2605 |
0.003013 |
-0.001179 |
0.004192 |
-0.018772 |
-0.000606 |
-0.146543 |
- |
7623.8 |
7632.8 |
- |
7769.652 |
20260515 |
31 |
570 |
| CFFEX.IM2606 |
0.003013 |
-0.001914 |
0.004927 |
-0.033496 |
-0.000609 |
-0.147382 |
- |
7509.4 |
7523.8 |
- |
7769.652 |
20260619 |
55 |
570 |
| CFFEX.IM2609 |
0.003013 |
-0.002548 |
0.00556 |
-0.062686 |
-0.000522 |
-0.126418 |
- |
7282.6 |
7301.2 |
- |
7769.652 |
20260918 |
120 |
570 |
| CFFEX.IC2601 |
0.002132 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7754.114 |
20260116 |
0 |
570 |
| CFFEX.IC2603 |
0.002132 |
0.0 |
0.002132 |
0.011644 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7754.114 |
20260320 |
0 |
570 |
| CFFEX.IC2604 |
0.002132 |
0.000493 |
0.001639 |
-0.006102 |
-0.000436 |
-0.105474 |
- |
7706.8 |
7703.0 |
- |
7754.114 |
20260417 |
14 |
570 |
| CFFEX.IC2605 |
0.002132 |
0.000105 |
0.002028 |
-0.012834 |
-0.000414 |
-0.100186 |
- |
7654.6 |
7653.8 |
- |
7754.114 |
20260515 |
31 |
570 |
| CFFEX.IC2606 |
0.002132 |
0.000185 |
0.001947 |
-0.024956 |
-0.000454 |
-0.109808 |
- |
7560.6 |
7559.2 |
- |
7754.114 |
20260619 |
55 |
570 |
| CFFEX.IC2609 |
0.002132 |
0.000054 |
0.002078 |
-0.047319 |
-0.000394 |
-0.095426 |
- |
7387.2 |
7386.8 |
- |
7754.114 |
20260918 |
120 |
570 |
| CFFEX.IF2601 |
-0.001952 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4493.779 |
20260116 |
0 |
570 |
| CFFEX.IF2603 |
-0.001952 |
0.0 |
-0.001952 |
0.022925 |
inf |
inf |
- |
4596.8 |
4596.8 |
- |
4493.779 |
20260320 |
0 |
570 |
| CFFEX.IF2604 |
-0.001952 |
-0.001964 |
0.000011 |
-0.004757 |
-0.00034 |
-0.082236 |
- |
4472.4 |
4481.2 |
- |
4493.779 |
20260417 |
14 |
570 |
| CFFEX.IF2605 |
-0.001952 |
-0.003134 |
0.001182 |
-0.009075 |
-0.000293 |
-0.07084 |
- |
4453.0 |
4467.0 |
- |
4493.779 |
20260515 |
31 |
570 |
| CFFEX.IF2606 |
-0.001952 |
-0.003027 |
0.001074 |
-0.017753 |
-0.000323 |
-0.078114 |
- |
4414.0 |
4427.4 |
- |
4493.779 |
20260619 |
55 |
570 |
| CFFEX.IF2609 |
-0.001952 |
-0.003039 |
0.001087 |
-0.036401 |
-0.000303 |
-0.073409 |
- |
4330.2 |
4343.4 |
- |
4493.779 |
20260918 |
120 |
570 |
| CFFEX.IH2601 |
-0.000903 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2834.744 |
20260116 |
0 |
570 |
| CFFEX.IH2603 |
-0.000903 |
0.0 |
-0.000903 |
0.022456 |
inf |
inf |
- |
2898.4 |
2898.4 |
- |
2834.744 |
20260320 |
0 |
570 |
| CFFEX.IH2604 |
-0.000903 |
-0.001271 |
0.000368 |
-0.002026 |
-0.000145 |
-0.035026 |
- |
2829.0 |
2832.6 |
- |
2834.744 |
20260417 |
14 |
570 |
| CFFEX.IH2605 |
-0.000903 |
-0.001202 |
0.000298 |
-0.003014 |
-0.000097 |
-0.023529 |
- |
2826.2 |
2829.6 |
- |
2834.744 |
20260515 |
31 |
570 |
| CFFEX.IH2606 |
-0.000903 |
-0.000711 |
-0.000192 |
-0.007882 |
-0.000143 |
-0.034682 |
- |
2812.4 |
2814.4 |
- |
2834.744 |
20260619 |
55 |
570 |
| CFFEX.IH2609 |
-0.000903 |
-0.001082 |
0.000178 |
-0.022557 |
-0.000188 |
-0.04549 |
- |
2770.8 |
2773.8 |
- |
2834.744 |
20260918 |
120 |
570 |