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_20240116
CFFEX.IM2312 -0.003762 - - - - - - - 5956.2 - 5537.833 20231215 0 41
CFFEX.IM2401 -0.003762 -0.002966 -0.000797 -0.00434 -0.001085 -0.262557 -0.006799 5513.8 5530.2 6039.525 5537.833 20240119 4 41
CFFEX.IM2402 -0.003762 -0.004736 0.000974 -0.013296 -0.0007 -0.169354 -0.005671 5464.2 5490.2 5992.6 5537.833 20240216 19 41
CFFEX.IM2403 -0.003762 -0.005386 0.001623 -0.019544 -0.000501 -0.121275 - 5429.6 5459.0 - 5537.833 20240315 39 41
CFFEX.IM2406 -0.003762 -0.005522 0.00176 -0.037421 -0.00096 -0.232204 - 5330.6 5360.2 - 5537.833 20240621 103 41
CFFEX.IC2312 -0.001293 - - - - - - - 5456.0 - 5188.709 20231215 0 41
CFFEX.IC2401 -0.001293 -0.000657 -0.000636 -0.002681 -0.00067 -0.162178 - 5174.8 5178.2 - 5188.709 20240119 4 41
CFFEX.IC2402 -0.001293 -0.000388 -0.000905 -0.007499 -0.000395 -0.095511 - 5149.8 5151.8 - 5188.709 20240216 19 41
CFFEX.IC2403 -0.001293 -0.001675 0.000382 -0.01224 -0.000314 -0.07595 - 5125.2 5133.8 - 5188.709 20240315 39 41
CFFEX.IC2406 -0.001293 -0.001702 0.000409 -0.027696 -0.00071 -0.17186 - 5045.0 5053.6 - 5188.709 20240621 103 41
CFFEX.IF2312 0.005718 0.0 0.005718 0.014035 inf inf - 3346.2 3346.2 - 3299.886 20231215 0 41
CFFEX.IF2401 0.005718 0.005975 -0.000258 -0.000026 -0.000007 -0.001577 - 3299.8 3280.2 - 3299.886 20240119 4 41
CFFEX.IF2402 0.005718 0.005914 -0.000196 0.000035 0.000002 0.00044 - 3300.0 3280.6 - 3299.886 20240216 19 41
CFFEX.IF2403 0.005718 0.004809 0.000908 0.000398 0.00001 0.002471 - 3301.2 3285.4 - 3299.886 20240315 39 41
CFFEX.IF2406 0.005718 0.005067 0.00065 -0.002208 -0.000057 -0.013701 - 3292.6 3276.0 - 3299.886 20240621 103 41