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_20240315
CFFEX.IM2402 0.012009 - - - - - - - - - 5552.537 20240216 0 78
CFFEX.IM2403 0.012009 - - - - - - - 5487.0 6039.525 5552.537 20240315 1 78
CFFEX.IM2404 0.012009 0.017472 -0.005463 -0.003663 -0.000153 -0.036932 -0.014612 5532.2 5437.2 5992.6 5552.537 20240419 24 78
CFFEX.IM2406 0.012009 0.017926 -0.005917 -0.020268 -0.000312 -0.075458 - 5440.0 5344.2 - 5552.537 20240621 65 78
CFFEX.IM2409 0.012009 0.019424 -0.007414 -0.037773 -0.000581 -0.140632 - 5342.8 5241.0 - 5552.537 20240920 128 78
CFFEX.IC2402 0.011102 - - - - - - - 5105.6 - 5452.798 20240216 0 78
CFFEX.IC2403 0.011102 - - - - - - - - - 5452.798 20240315 1 78
CFFEX.IC2404 0.011102 - - - - - - - 5382.2 - 5452.798 20240419 24 78
CFFEX.IC2406 0.011102 - - -0.010966 -0.000169 -0.040829 - 5393.0 - - 5452.798 20240621 65 78
CFFEX.IC2409 0.011102 - - - - - - - - - 5452.798 20240920 128 78
CFFEX.IF2402 0.002480 - - - - - - - - - 3571.057 20240216 0 78
CFFEX.IF2403 0.002480 - - -0.004608 -0.004608 -1.115242 - 3554.6 - - 3571.057 20240315 1 78
CFFEX.IF2404 0.002480 - - 0.000824 0.000034 0.00831 - 3574.0 - - 3571.057 20240419 24 78
CFFEX.IF2406 0.002480 - - -0.005281 -0.000081 -0.01966 - 3552.2 - - 3571.057 20240621 65 78
CFFEX.IF2409 0.002480 - - -0.016314 -0.000251 -0.060737 - 3512.8 - - 3571.057 20240920 128 78
CFFEX.IH2402 0.001784 - - - - - - - - - 2428.179 20240216 0 78
CFFEX.IH2403 0.001784 - - - - - - - - - 2428.179 20240315 1 78
CFFEX.IH2404 0.001784 - - -0.000238 -0.00001 -0.002404 - 2427.6 - - 2428.179 20240419 24 78
CFFEX.IH2406 0.001784 0.001658 0.000125 -0.005016 -0.000077 -0.018674 - 2416.0 2412.0 - 2428.179 20240621 65 78
CFFEX.IH2409 0.001784 - - - - - - - - - 2428.179 20240920 128 78