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_20240327
CFFEX.IM2404 -0.032943 - - -0.009772 -0.000611 -0.147805 - 5216.8 - - 5268.283 20240419 16 86
CFFEX.IM2405 -0.032943 - - - - - - - - 6039.525 5268.283 20240517 33 86
CFFEX.IM2406 -0.032943 -0.034463 0.00152 -0.027881 -0.000489 -0.11837 0.007427 5121.4 5304.2 5992.6 5268.283 20240621 57 86
CFFEX.IM2409 -0.032943 - - -0.047621 -0.000397 -0.096036 - 5017.4 - - 5268.283 20240920 120 86
CFFEX.IM2412 -0.032943 - - - - - - - - - 5268.283 20241220 180 86
CFFEX.IC2404 -0.023675 - - -0.001688 -0.000106 -0.025537 - 5150.6 - - 5159.311 20240419 16 86
CFFEX.IC2405 -0.023675 - - - - - - - 5247.8 - 5159.311 20240517 33 86
CFFEX.IC2406 -0.023675 - - -0.013434 -0.000236 -0.057036 - 5090.0 - - 5159.311 20240621 57 86
CFFEX.IC2409 -0.023675 - - - - - - - 5142.2 - 5159.311 20240920 120 86
CFFEX.IC2412 -0.023675 - - - - - - - - - 5159.311 20241220 180 86
CFFEX.IF2404 -0.010970 - - 0.006713 0.00042 0.101533 - 3528.4 - - 3504.872 20240419 16 86
CFFEX.IF2405 -0.010970 - - - - - - - - - 3504.872 20240517 33 86
CFFEX.IF2406 -0.010970 - - -0.001847 -0.000032 -0.00784 - 3498.4 - - 3504.872 20240621 57 86
CFFEX.IF2409 -0.010970 - - -0.014629 -0.000122 -0.029501 - 3453.6 - - 3504.872 20240920 120 86
CFFEX.IF2412 -0.010970 - - - - - - - - - 3504.872 20241220 180 86
CFFEX.IH2404 -0.005656 - - 0.004713 0.000295 0.07128 - 2411.4 - - 2400.089 20240419 16 86
CFFEX.IH2405 -0.005656 - - - - - - - - - 2400.089 20240517 33 86
CFFEX.IH2406 -0.005656 - - - - - - - 2403.0 - 2400.089 20240621 57 86
CFFEX.IH2409 -0.005656 - - - - - - - - - 2400.089 20240920 120 86
CFFEX.IH2412 -0.005656 - - - - - - - - - 2400.089 20241220 180 86