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_20240401
CFFEX.IM2404 0.021337 - - - - - - - 5412.0 - 5557.362 20240419 13 89
CFFEX.IM2405 0.021337 0.023814 -0.002477 -0.009782 -0.000326 -0.078908 -0.001815 5503.0 5375.0 6039.525 5557.362 20240517 30 89
CFFEX.IM2406 0.021337 - - - - - - - - 5992.6 5557.362 20240621 54 89
CFFEX.IM2409 0.021337 - - - - - - - 5122.4 - 5557.362 20240920 117 89
CFFEX.IM2412 0.021337 - - - - - - - - - 5557.362 20241220 177 89
CFFEX.IC2404 0.021746 - - - - - - - - - 5401.112 20240419 13 89
CFFEX.IC2405 0.021746 - - - - - - - 5267.6 - 5401.112 20240517 30 89
CFFEX.IC2406 0.021746 - - - - - - - - - 5401.112 20240621 54 89
CFFEX.IC2409 0.021746 - - - - - - - - - 5401.112 20240920 117 89
CFFEX.IC2412 0.021746 - - - - - - - - - 5401.112 20241220 177 89
CFFEX.IF2404 0.016416 - - 0.001347 0.000104 0.025074 - 3600.4 - - 3595.557 20240419 13 89
CFFEX.IF2405 0.016416 - - - - - - - - - 3595.557 20240517 30 89
CFFEX.IF2406 0.016416 0.022877 -0.00646 -0.005161 -0.000096 -0.023129 - 3577.0 3497.0 - 3595.557 20240621 54 89
CFFEX.IF2409 0.016416 0.018745 -0.002329 -0.01751 -0.00015 -0.036217 - 3532.6 3467.6 - 3595.557 20240920 117 89
CFFEX.IF2412 0.016416 - - - - - - - - - 3595.557 20241220 177 89
CFFEX.IH2404 0.011074 0.01183 -0.000756 0.001858 0.000143 0.03459 - 2446.2 2417.6 - 2441.663 20240419 13 89
CFFEX.IH2405 0.011074 0.012082 -0.001008 0.001776 0.000059 0.014328 - 2446.0 2416.8 - 2441.663 20240517 30 89
CFFEX.IH2406 0.011074 0.015269 -0.004195 -0.003302 -0.000061 -0.014799 - 2433.6 2397.0 - 2441.663 20240621 54 89
CFFEX.IH2409 0.011074 - - - - - - - 2369.8 - 2441.663 20240920 117 89
CFFEX.IH2412 0.011074 - - - - - - - - - 2441.663 20241220 177 89