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_20240402
CFFEX.IM2404 -0.005264 - - -0.004194 -0.000349 -0.084576 - 5506.6 - - 5529.791 20240419 12 90
CFFEX.IM2405 -0.005264 -0.00905 0.003785 -0.013851 -0.000478 -0.115581 0.001919 5453.2 5503.0 6039.525 5529.791 20240517 29 90
CFFEX.IM2406 -0.005264 - - -0.020903 -0.000394 -0.095445 0.001357 5414.2 - 5992.6 5529.791 20240621 53 90
CFFEX.IM2409 -0.005264 - - -0.040976 -0.000353 -0.085485 - 5303.2 - - 5529.791 20240920 116 90
CFFEX.IM2412 -0.005264 - - - - - - - - - 5529.791 20241220 176 90
CFFEX.IC2404 -0.003800 - - 0.000204 0.000017 0.004119 - 5381.8 - - 5380.701 20240419 12 90
CFFEX.IC2405 -0.003800 - - - - - - - - - 5380.701 20240517 29 90
CFFEX.IC2406 -0.003800 - - -0.010575 -0.0002 -0.048286 - 5323.8 - - 5380.701 20240621 53 90
CFFEX.IC2409 -0.003800 - - -0.021837 -0.000188 -0.045558 - 5263.2 - - 5380.701 20240920 116 90
CFFEX.IC2412 -0.003800 - - - - - - - - - 5380.701 20241220 176 90
CFFEX.IF2404 -0.004279 - - - - - - - 3600.4 - 3580.262 20240419 12 90
CFFEX.IF2405 -0.004279 - - 0.00177 0.000061 0.014773 - 3586.6 - - 3580.262 20240517 29 90
CFFEX.IF2406 -0.004279 0.000447 -0.004726 -0.000464 -0.000009 -0.00212 - 3578.6 3577.0 - 3580.262 20240621 53 90
CFFEX.IF2409 -0.004279 - - - - - - - 3532.6 - 3580.262 20240920 116 90
CFFEX.IF2412 -0.004279 - - - - - - - - - 3580.262 20241220 176 90
CFFEX.IH2404 -0.002486 -0.001553 -0.000932 0.002834 0.000236 0.057151 - 2442.4 2446.2 - 2435.498 20240419 12 90
CFFEX.IH2405 -0.002486 - - - - - - - 2446.0 - 2435.498 20240517 29 90
CFFEX.IH2406 -0.002486 - - - - - - - 2433.6 - 2435.498 20240621 53 90
CFFEX.IH2409 -0.002486 - - -0.016546 -0.000143 -0.034519 - 2395.2 - - 2435.498 20240920 116 90
CFFEX.IH2412 -0.002486 - - - - - - - - - 2435.498 20241220 176 90