|
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_20260331_151344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2601 |
-0.018265 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7626.049 |
20260116 |
0 |
571 |
| CFFEX.IM2603 |
-0.018265 |
0.0 |
-0.018265 |
0.032802 |
inf |
inf |
- |
7876.2 |
7876.2 |
- |
7626.049 |
20260320 |
0 |
571 |
| CFFEX.IM2604 |
-0.018265 |
-0.016347 |
-0.001918 |
-0.00735 |
-0.000565 |
-0.136817 |
- |
7570.0 |
7695.8 |
- |
7626.049 |
20260417 |
13 |
571 |
| CFFEX.IM2605 |
-0.018265 |
-0.016501 |
-0.001764 |
-0.016791 |
-0.00056 |
-0.135447 |
- |
7498.0 |
7623.8 |
- |
7626.049 |
20260515 |
30 |
571 |
| CFFEX.IM2606 |
-0.018265 |
-0.017312 |
-0.000953 |
-0.032343 |
-0.000599 |
-0.144944 |
- |
7379.4 |
7509.4 |
- |
7626.049 |
20260619 |
54 |
571 |
| CFFEX.IM2609 |
-0.018265 |
-0.016835 |
-0.00143 |
-0.061113 |
-0.000514 |
-0.12428 |
- |
7160.0 |
7282.6 |
- |
7626.049 |
20260918 |
119 |
571 |
| CFFEX.IC2601 |
-0.016574 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7625.215 |
20260116 |
0 |
571 |
| CFFEX.IC2603 |
-0.016574 |
0.0 |
-0.016574 |
0.028745 |
inf |
inf |
- |
7844.4 |
7844.4 |
- |
7625.215 |
20260320 |
0 |
571 |
| CFFEX.IC2604 |
-0.016574 |
-0.017024 |
0.00045 |
-0.006507 |
-0.000501 |
-0.121125 |
- |
7575.6 |
7706.8 |
- |
7625.215 |
20260417 |
13 |
571 |
| CFFEX.IC2605 |
-0.016574 |
-0.016748 |
0.000174 |
-0.012959 |
-0.000432 |
-0.104536 |
- |
7526.4 |
7654.6 |
- |
7625.215 |
20260515 |
30 |
571 |
| CFFEX.IC2606 |
-0.016574 |
-0.017935 |
0.001361 |
-0.026257 |
-0.000486 |
-0.11767 |
- |
7425.0 |
7560.6 |
- |
7625.215 |
20260619 |
54 |
571 |
| CFFEX.IC2609 |
-0.016574 |
-0.017625 |
0.001051 |
-0.048289 |
-0.000406 |
-0.098201 |
- |
7257.0 |
7387.2 |
- |
7625.215 |
20260918 |
119 |
571 |
| CFFEX.IF2601 |
-0.008026 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4455.898 |
20260116 |
0 |
571 |
| CFFEX.IF2603 |
-0.008026 |
0.0 |
-0.008026 |
0.031621 |
inf |
inf |
- |
4596.8 |
4596.8 |
- |
4455.898 |
20260320 |
0 |
571 |
| CFFEX.IF2604 |
-0.008026 |
-0.008631 |
0.000605 |
-0.004959 |
-0.000381 |
-0.092319 |
- |
4433.8 |
4472.4 |
- |
4455.898 |
20260417 |
13 |
571 |
| CFFEX.IF2605 |
-0.008026 |
-0.008893 |
0.000867 |
-0.009537 |
-0.000318 |
-0.076936 |
- |
4413.4 |
4453.0 |
- |
4455.898 |
20260515 |
30 |
571 |
| CFFEX.IF2606 |
-0.008026 |
-0.008564 |
0.000538 |
-0.017886 |
-0.000331 |
-0.080156 |
- |
4376.2 |
4414.0 |
- |
4455.898 |
20260619 |
54 |
571 |
| CFFEX.IF2609 |
-0.008026 |
-0.008498 |
0.000473 |
-0.036468 |
-0.000306 |
-0.074162 |
- |
4293.4 |
4330.2 |
- |
4455.898 |
20260918 |
119 |
571 |
| CFFEX.IH2601 |
-0.000843 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2830.817 |
20260116 |
0 |
571 |
| CFFEX.IH2603 |
-0.000843 |
0.0 |
-0.000843 |
0.023874 |
inf |
inf |
- |
2898.4 |
2898.4 |
- |
2830.817 |
20260320 |
0 |
571 |
| CFFEX.IH2604 |
-0.000843 |
-0.001414 |
0.000571 |
-0.002055 |
-0.000158 |
-0.038252 |
- |
2825.0 |
2829.0 |
- |
2830.817 |
20260417 |
13 |
571 |
| CFFEX.IH2605 |
-0.000843 |
-0.001698 |
0.000855 |
-0.003327 |
-0.000111 |
-0.026835 |
- |
2821.4 |
2826.2 |
- |
2830.817 |
20260515 |
30 |
571 |
| CFFEX.IH2606 |
-0.000843 |
-0.002987 |
0.002144 |
-0.009473 |
-0.000175 |
-0.042454 |
- |
2804.0 |
2812.4 |
- |
2830.817 |
20260619 |
54 |
571 |
| CFFEX.IH2609 |
-0.000843 |
-0.002382 |
0.001539 |
-0.023533 |
-0.000198 |
-0.047857 |
- |
2764.2 |
2770.8 |
- |
2830.817 |
20260918 |
119 |
571 |