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_20240328
CFFEX.IM2404 0.021800 0.025456 -0.003656 -0.005842 -0.000389 -0.094254 - 5349.6 5216.8 - 5381.037 20240419 15 87
CFFEX.IM2405 0.021800 - - - - - - - - 6039.525 5381.037 20240517 32 87
CFFEX.IM2406 0.021800 0.024915 -0.003115 -0.024537 -0.000438 -0.106037 0.004584 5249.0 5121.4 5992.6 5381.037 20240621 56 87
CFFEX.IM2409 0.021800 0.025431 -0.003631 -0.043865 -0.000369 -0.089204 - 5145.0 5017.4 - 5381.037 20240920 119 87
CFFEX.IM2412 0.021800 - - - - - - - - - 5381.037 20241220 179 87
CFFEX.IC2404 0.013033 0.012853 0.000181 -0.001358 -0.000091 -0.021906 - 5216.8 5150.6 - 5223.893 20240419 15 87
CFFEX.IC2405 0.013033 - - - - - - - - - 5223.893 20240517 32 87
CFFEX.IC2406 0.013033 0.011749 0.001285 -0.014183 -0.000253 -0.061293 - 5149.8 5090.0 - 5223.893 20240621 56 87
CFFEX.IC2409 0.013033 - - - - - - - - - 5223.893 20240920 119 87
CFFEX.IC2412 0.013033 - - - - - - - - - 5223.893 20241220 179 87
CFFEX.IF2404 0.006026 - - - - - - - 3528.4 - 3523.893 20240419 15 87
CFFEX.IF2405 0.006026 - - - - - - - - - 3523.893 20240517 32 87
CFFEX.IF2406 0.006026 - - - - - - - 3498.4 - 3523.893 20240621 56 87
CFFEX.IF2409 0.006026 - - - - - - - 3453.6 - 3523.893 20240920 119 87
CFFEX.IF2412 0.006026 - - - - - - - - - 3523.893 20241220 179 87
CFFEX.IH2404 0.003068 -0.002488 0.005557 -0.000373 -0.000025 -0.006021 - 2405.4 2411.4 - 2406.298 20240419 15 87
CFFEX.IH2405 0.003068 - - -0.004446 -0.000139 -0.033622 - 2395.6 - - 2406.298 20240517 32 87
CFFEX.IH2406 0.003068 - - -0.006108 -0.000109 -0.026396 - 2391.6 - - 2406.298 20240621 56 87
CFFEX.IH2409 0.003068 - - - - - - - - - 2406.298 20240920 119 87
CFFEX.IH2412 0.003068 - - - - - - - - - 2406.298 20241220 179 87