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_20240329
CFFEX.IM2404 0.010771 0.011664 -0.000893 -0.005185 -0.00037 -0.089634 - 5412.0 5349.6 - 5440.210 20240419 14 88
CFFEX.IM2405 0.010771 - - -0.011987 -0.000387 -0.093573 0.000209 5375.0 - 6039.525 5440.210 20240517 31 88
CFFEX.IM2406 0.010771 - - - - - - - 5249.0 5992.6 5440.210 20240621 55 88
CFFEX.IM2409 0.010771 -0.004393 0.015164 -0.058419 -0.000495 -0.119808 - 5122.4 5145.0 - 5440.210 20240920 118 88
CFFEX.IM2412 0.010771 - - - - - - - - - 5440.210 20241220 178 88
CFFEX.IC2404 0.012066 - - - - - - - 5216.8 - 5286.835 20240419 14 88
CFFEX.IC2405 0.012066 - - -0.003638 -0.000117 -0.028402 - 5267.6 - - 5286.835 20240517 31 88
CFFEX.IC2406 0.012066 - - - - - - - 5149.8 - 5286.835 20240621 55 88
CFFEX.IC2409 0.012066 - - - - - - - - - 5286.835 20240920 118 88
CFFEX.IC2412 0.012066 - - - - - - - - - 5286.835 20241220 178 88
CFFEX.IF2404 0.004725 - - - - - - - - - 3537.601 20240419 14 88
CFFEX.IF2405 0.004725 - - - - - - - - - 3537.601 20240517 31 88
CFFEX.IF2406 0.004725 - - -0.011477 -0.000209 -0.050499 - 3497.0 - - 3537.601 20240621 55 88
CFFEX.IF2409 0.004725 - - -0.019788 -0.000168 -0.040582 - 3467.6 - - 3537.601 20240920 118 88
CFFEX.IF2412 0.004725 - - - - - - - - - 3537.601 20241220 178 88
CFFEX.IH2404 0.005431 0.005072 0.000359 0.001063 0.000076 0.018381 - 2417.6 2405.4 - 2415.032 20240419 14 88
CFFEX.IH2405 0.005431 0.00885 -0.003419 0.000732 0.000024 0.005715 - 2416.8 2395.6 - 2415.032 20240517 31 88
CFFEX.IH2406 0.005431 0.002258 0.003173 -0.007467 -0.000136 -0.032853 - 2397.0 2391.6 - 2415.032 20240621 55 88
CFFEX.IH2409 0.005431 - - -0.018729 -0.000159 -0.038411 - 2369.8 - - 2415.032 20240920 118 88
CFFEX.IH2412 0.005431 - - - - - - - - - 2415.032 20241220 178 88