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_20240322
CFFEX.IM2404 -0.010560 -0.01212 0.00156 -0.007096 -0.000373 -0.090383 - 5558.8 5627.0 - 5598.528 20240419 19 83
CFFEX.IM2405 -0.010560 - - - - - - - 5592.2 6039.525 5598.528 20240517 36 83
CFFEX.IM2406 -0.010560 - - - - - - - - 5992.6 5598.528 20240621 60 83
CFFEX.IM2409 -0.010560 - - -0.039962 -0.000325 -0.078624 - 5374.8 - - 5598.528 20240920 123 83
CFFEX.IM2412 -0.010560 - - - - - - - - - 5598.528 20241220 183 83
CFFEX.IC2404 -0.014341 - - -0.003795 -0.0002 -0.048335 - 5367.0 - - 5387.445 20240419 19 83
CFFEX.IC2405 -0.014341 - - - - - - - 5445.6 - 5387.445 20240517 36 83
CFFEX.IC2406 -0.014341 -0.017589 0.003249 -0.015118 -0.000252 -0.060974 - 5306.0 5401.0 - 5387.445 20240621 60 83
CFFEX.IC2409 -0.014341 - - - - - - - 5341.2 - 5387.445 20240920 123 83
CFFEX.IC2412 -0.014341 - - - - - - - - - 5387.445 20241220 183 83
CFFEX.IF2404 -0.009579 - - - - - - - 3584.2 - 3546.787 20240419 19 83
CFFEX.IF2405 -0.009579 - - -0.003662 -0.000102 -0.024614 - 3533.8 - - 3546.787 20240517 36 83
CFFEX.IF2406 -0.009579 - - - - - - - 3561.2 - 3546.787 20240621 60 83
CFFEX.IF2409 -0.009579 -0.014258 0.004679 -0.021481 -0.000175 -0.042263 - 3470.6 3520.8 - 3546.787 20240920 123 83
CFFEX.IF2412 -0.009579 - - - - - - - - - 3546.787 20241220 183 83
CFFEX.IH2404 -0.009596 - - -0.000504 -0.000027 -0.006417 - 2402.6 - - 2403.811 20240419 19 83
CFFEX.IH2405 -0.009596 - - -0.000005 -0.0 -0.000031 - 2403.8 - - 2403.811 20240517 36 83
CFFEX.IH2406 -0.009596 -0.011511 0.001916 -0.00691 -0.000115 -0.027871 - 2387.2 2415.0 - 2403.811 20240621 60 83
CFFEX.IH2409 -0.009596 - - -0.009573 -0.000078 -0.018834 - 2380.8 - - 2403.811 20240920 123 83
CFFEX.IH2412 -0.009596 - - - - - - - - - 2403.811 20241220 183 83