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_20240321
CFFEX.IM2402 0.000197 - - - - - - - 4985.4 - 5660.269 20240216 0 82
CFFEX.IM2403 0.000197 - - - - - - - - 6039.525 5660.269 20240315 0 82
CFFEX.IM2404 0.000197 -0.000355 0.000552 -0.005878 -0.000294 -0.071119 -0.012803 5627.0 5629.0 5992.6 5660.269 20240419 20 82
CFFEX.IM2406 0.000197 - - - - - - - 5539.0 - 5660.269 20240621 61 82
CFFEX.IM2409 0.000197 - - - - - - - - - 5660.269 20240920 124 82
CFFEX.IC2402 -0.004911 - - - - - - - 5105.6 - 5466.435 20240216 0 82
CFFEX.IC2403 -0.004911 - - - - - - - - - 5466.435 20240315 0 82
CFFEX.IC2404 -0.004911 - - - - - - - 5486.0 - 5466.435 20240419 20 82
CFFEX.IC2406 -0.004911 -0.005157 0.000246 -0.01197 -0.000196 -0.047489 - 5401.0 5429.0 - 5466.435 20240621 61 82
CFFEX.IC2409 -0.004911 -0.005141 0.00023 -0.02291 -0.000376 -0.090888 - 5341.2 5368.8 - 5466.435 20240920 124 82
CFFEX.IF2402 -0.000735 - - - - - - - - - 3582.747 20240216 0 82
CFFEX.IF2403 -0.000735 - - - - - - - 3554.6 - 3582.747 20240315 0 82
CFFEX.IF2404 -0.000735 - - 0.000406 0.00002 0.004907 - 3584.2 - - 3582.747 20240419 20 82
CFFEX.IF2406 -0.000735 - - -0.006014 -0.000099 -0.023859 - 3561.2 - - 3582.747 20240621 61 82
CFFEX.IF2409 -0.000735 -0.000227 -0.000508 -0.01729 -0.000283 -0.068595 - 3520.8 3521.6 - 3582.747 20240920 124 82
CFFEX.IH2402 0.000715 - - - - - - - 2363.0 - 2428.194 20240216 0 82
CFFEX.IH2403 0.000715 - - - - - - - - - 2428.194 20240315 0 82
CFFEX.IH2404 0.000715 - - - - - - - - - 2428.194 20240419 20 82
CFFEX.IH2406 0.000715 - - -0.005434 -0.000089 -0.021557 - 2415.0 - - 2428.194 20240621 61 82
CFFEX.IH2409 0.000715 - - - - - - - 2383.8 - 2428.194 20240920 124 82