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_20240325
CFFEX.IM2404 -0.022912 - - - - - - - 5558.8 - 5467.672 20240419 18 84
CFFEX.IM2405 -0.022912 - - -0.013511 -0.000386 -0.093417 0.00159 5393.8 - 6039.525 5467.672 20240517 35 84
CFFEX.IM2406 -0.022912 - - -0.023899 -0.000405 -0.098026 0.004075 5337.0 - 5992.6 5467.672 20240621 59 84
CFFEX.IM2409 -0.022912 -0.024782 0.00187 -0.041347 -0.000339 -0.082016 - 5241.6 5374.8 - 5467.672 20240920 122 84
CFFEX.IM2412 -0.022912 - - - - - - - - - 5467.672 20241220 182 84
CFFEX.IC2404 -0.016396 - - - - - - - 5367.0 - 5296.278 20240419 18 84
CFFEX.IC2405 -0.016396 - - -0.003791 -0.000108 -0.026212 - 5276.2 - - 5296.278 20240517 35 84
CFFEX.IC2406 -0.016396 -0.01357 -0.002827 -0.011759 -0.000199 -0.048231 - 5234.0 5306.0 - 5296.278 20240621 59 84
CFFEX.IC2409 -0.016396 - - - - - - - - - 5296.278 20240920 122 84
CFFEX.IC2412 -0.016396 - - - - - - - - - 5296.278 20241220 182 84
CFFEX.IF2404 -0.005006 - - - - - - - - - 3527.256 20240419 18 84
CFFEX.IF2405 -0.005006 -0.001641 -0.003365 0.000211 0.000006 0.001458 - 3528.0 3533.8 - 3527.256 20240517 35 84
CFFEX.IF2406 -0.005006 - - -0.006196 -0.000105 -0.025415 - 3505.4 - - 3527.256 20240621 59 84
CFFEX.IF2409 -0.005006 - - - - - - - 3470.6 - 3527.256 20240920 122 84
CFFEX.IF2412 -0.005006 - - - - - - - - - 3527.256 20241220 182 84
CFFEX.IH2404 -0.000566 - - - - - - - 2402.6 - 2401.842 20240419 18 84
CFFEX.IH2405 -0.000566 - - - - - - - 2403.8 - 2401.842 20240517 35 84
CFFEX.IH2406 -0.000566 - - - - - - - 2387.2 - 2401.842 20240621 59 84
CFFEX.IH2409 -0.000566 -0.010417 0.009851 -0.019086 -0.000156 -0.037859 - 2356.0 2380.8 - 2401.842 20240920 122 84
CFFEX.IH2412 -0.000566 - - - - - - - - - 2401.842 20241220 182 84