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_20240319
CFFEX.IM2402 -0.006915 - - - - - - - 4985.4 - 5608.955 20240216 0 80
CFFEX.IM2403 -0.006915 - - - - - - - - 6039.525 5608.955 20240315 0 80
CFFEX.IM2404 -0.006915 -0.010284 0.003369 -0.004877 -0.000222 -0.053647 -0.013624 5581.6 5639.6 5992.6 5608.955 20240419 22 80
CFFEX.IM2406 -0.006915 - - - - - - - 5550.8 - 5608.955 20240621 63 80
CFFEX.IM2409 -0.006915 -0.010079 0.003164 -0.036933 -0.000586 -0.141869 - 5401.8 5456.8 - 5608.955 20240920 126 80
CFFEX.IC2402 -0.008933 - - - - - - - - - 5479.062 20240216 0 80
CFFEX.IC2403 -0.008933 - - - - - - - 5412.2 - 5479.062 20240315 0 80
CFFEX.IC2404 -0.008933 -0.010989 0.002056 -0.001252 -0.000057 -0.013776 - 5472.2 5533.0 - 5479.062 20240419 22 80
CFFEX.IC2406 -0.008933 -0.01114 0.002207 -0.011729 -0.000186 -0.045053 - 5414.8 5475.8 - 5479.062 20240621 63 80
CFFEX.IC2409 -0.008933 - - - - - - - - - 5479.062 20240920 126 80
CFFEX.IF2402 -0.006733 - - - - - - - 3388.0 - 3579.267 20240216 0 80
CFFEX.IF2403 -0.006733 - - - - - - - - - 3579.267 20240315 0 80
CFFEX.IF2404 -0.006733 - - - - - - - 3607.8 - 3579.267 20240419 22 80
CFFEX.IF2406 -0.006733 - - - - - - - 3581.8 - 3579.267 20240621 63 80
CFFEX.IF2409 -0.006733 - - - - - - - - - 3579.267 20240920 126 80
CFFEX.IH2402 -0.008213 - - - - - - - 2363.0 - 2418.167 20240216 0 80
CFFEX.IH2403 -0.008213 0.0 -0.008213 0.000179 inf inf - 2418.6 2418.6 - 2418.167 20240315 0 80
CFFEX.IH2404 -0.008213 - - 0.000923 0.000042 0.010158 - 2420.4 - - 2418.167 20240419 22 80
CFFEX.IH2406 -0.008213 -0.008496 0.000284 -0.005859 -0.000093 -0.022504 - 2404.0 2424.6 - 2418.167 20240621 63 80
CFFEX.IH2409 -0.008213 - - - - - - - 2397.0 - 2418.167 20240920 126 80