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_20240312
CFFEX.IM2402 0.005202 - - - - - - - 4985.4 - 5495.084 20240216 0 75
CFFEX.IM2403 0.005202 - - -0.001253 -0.000313 -0.075792 -0.009555 5488.2 - 6039.525 5495.084 20240315 4 75
CFFEX.IM2404 0.005202 - - - - - - - - 5992.6 5495.084 20240419 27 75
CFFEX.IM2406 0.005202 - - -0.026039 -0.000383 -0.092667 - 5352.0 - - 5495.084 20240621 68 75
CFFEX.IM2409 0.005202 - - -0.0442 -0.00065 -0.157301 - 5252.2 - - 5495.084 20240920 131 75
CFFEX.IC2402 -0.003359 - - - - - - - 5105.6 - 5422.772 20240216 0 75
CFFEX.IC2403 -0.003359 -0.005242 0.001882 0.00089 0.000223 0.053864 - 5427.6 5456.2 - 5422.772 20240315 4 75
CFFEX.IC2404 -0.003359 - - - - - - - 5406.2 - 5422.772 20240419 27 75
CFFEX.IC2406 -0.003359 - - - - - - - 5376.0 - 5422.772 20240621 68 75
CFFEX.IC2409 -0.003359 - - - - - - - 5311.4 - 5422.772 20240920 131 75
CFFEX.IF2402 0.002252 - - - - - - - 3388.0 - 3597.347 20240216 0 75
CFFEX.IF2403 0.002252 0.002284 -0.000032 0.000293 0.000073 0.017709 - 3598.4 3590.2 - 3597.347 20240315 4 75
CFFEX.IF2404 0.002252 - - -0.001486 -0.000055 -0.013322 - 3592.0 - - 3597.347 20240419 27 75
CFFEX.IF2406 0.002252 0.009734 -0.007482 -0.008047 -0.000118 -0.028637 - 3568.4 3534.0 - 3597.347 20240621 68 75
CFFEX.IF2409 0.002252 - - - - - - - 3489.8 - 3597.347 20240920 131 75
CFFEX.IH2402 0.003433 - - - - - - - - - 2451.493 20240216 0 75
CFFEX.IH2403 0.003433 0.005248 -0.001816 0.000044 0.000011 0.002641 - 2451.6 2438.8 - 2451.493 20240315 4 75
CFFEX.IH2404 0.003433 - - - - - - - 2432.8 - 2451.493 20240419 27 75
CFFEX.IH2406 0.003433 0.002883 0.00055 -0.006728 -0.000099 -0.023943 - 2435.0 2428.0 - 2451.493 20240621 68 75
CFFEX.IH2409 0.003433 - - - - - - - 2398.2 - 2451.493 20240920 131 75