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_20240403
CFFEX.IM2404 -0.005318 - - - - - - - 5506.6 - 5501.636 20240419 11 91
CFFEX.IM2405 -0.005318 -0.003704 -0.001614 -0.012476 -0.000446 -0.107824 0.000657 5433.0 5453.2 6039.525 5501.636 20240517 28 91
CFFEX.IM2406 -0.005318 -0.007351 0.002033 -0.023127 -0.000445 -0.107629 0.003392 5374.4 5414.2 5992.6 5501.636 20240621 52 91
CFFEX.IM2409 -0.005318 -0.005959 0.00064 -0.041812 -0.000364 -0.087988 - 5271.6 5303.2 - 5501.636 20240920 115 91
CFFEX.IM2412 -0.005318 - - - - - - - - - 5501.636 20241220 175 91
CFFEX.IC2404 -0.001063 - - - - - - - 5381.8 - 5375.509 20240419 11 91
CFFEX.IC2405 -0.001063 - - - - - - - - - 5375.509 20240517 28 91
CFFEX.IC2406 -0.001063 - - - - - - - 5323.8 - 5375.509 20240621 52 91
CFFEX.IC2409 -0.001063 - - - - - - - 5263.2 - 5375.509 20240920 115 91
CFFEX.IC2412 -0.001063 - - - - - - - - - 5375.509 20241220 175 91
CFFEX.IF2404 -0.003316 - - - - - - - - - 3568.803 20240419 11 91
CFFEX.IF2405 -0.003316 - - - - - - - 3586.6 - 3568.803 20240517 28 91
CFFEX.IF2406 -0.003316 - - - - - - - 3578.6 - 3568.803 20240621 52 91
CFFEX.IF2409 -0.003316 - - - - - - - - - 3568.803 20240920 115 91
CFFEX.IF2412 -0.003316 - - - - - - - - - 3568.803 20241220 175 91
CFFEX.IH2404 -0.001981 - - - - - - - 2442.4 - 2430.932 20240419 11 91
CFFEX.IH2405 -0.001981 - - - - - - - - - 2430.932 20240517 28 91
CFFEX.IH2406 -0.001981 - - - - - - - - - 2430.932 20240621 52 91
CFFEX.IH2409 -0.001981 - - - - - - - 2395.2 - 2430.932 20240920 115 91
CFFEX.IH2412 -0.001981 - - - - - - - - - 2430.932 20241220 175 91