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_20240326
CFFEX.IM2404 -0.003428 - - - - - - - 5435.4 - 5447.323 20240419 17 85
CFFEX.IM2405 -0.003428 - - - - - - - 5393.8 6039.525 5447.323 20240517 34 85
CFFEX.IM2406 -0.003428 -0.006146 0.002718 -0.026274 -0.000453 -0.109626 0.006219 5304.2 5337.0 5992.6 5447.323 20240621 58 85
CFFEX.IM2409 -0.003428 - - - - - - - 5241.6 - 5447.323 20240920 121 85
CFFEX.IM2412 -0.003428 - - - - - - - - - 5447.323 20241220 181 85
CFFEX.IC2404 -0.001969 - - - - - - - 5293.8 - 5284.319 20240419 17 85
CFFEX.IC2405 -0.001969 -0.005383 0.003413 -0.006911 -0.000203 -0.049189 - 5247.8 5276.2 - 5284.319 20240517 34 85
CFFEX.IC2406 -0.001969 - - - - - - - 5234.0 - 5284.319 20240621 58 85
CFFEX.IC2409 -0.001969 -0.006338 0.004369 -0.026894 -0.000222 -0.053789 - 5142.2 5175.0 - 5284.319 20240920 121 85
CFFEX.IC2412 -0.001969 - - - - - - - - - 5284.319 20241220 181 85
CFFEX.IF2404 0.005313 - - - - - - - 3532.0 - 3544.495 20240419 17 85
CFFEX.IF2405 0.005313 - - - - - - - 3528.0 - 3544.495 20240517 34 85
CFFEX.IF2406 0.005313 - - - - - - - 3505.4 - 3544.495 20240621 58 85
CFFEX.IF2409 0.005313 - - - - - - - 3457.6 - 3544.495 20240920 121 85
CFFEX.IF2412 0.005313 - - - - - - - - - 3544.495 20241220 181 85
CFFEX.IH2404 0.005298 - - - - - - - - - 2413.932 20240419 17 85
CFFEX.IH2405 0.005298 - - - - - - - 2404.6 - 2413.932 20240517 34 85
CFFEX.IH2406 0.005298 0.005944 -0.000647 -0.004529 -0.000078 -0.018896 - 2403.0 2388.8 - 2413.932 20240621 58 85
CFFEX.IH2409 0.005298 - - - - - - - 2356.0 - 2413.932 20240920 121 85
CFFEX.IH2412 0.005298 - - - - - - - - - 2413.932 20241220 181 85