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_20240522_151451
CFFEX.IM2404 0.000606 - - - - - - - - - 5540.099 20240419 0 121
CFFEX.IM2405 0.000606 - - - - - - - 5512.0 6039.525 5540.099 20240517 0 121
CFFEX.IM2406 0.000606 0.000511 0.000095 -0.01092 -0.000496 -0.120122 -0.00787 5479.6 5476.8 5992.6 5540.099 20240621 22 121
CFFEX.IM2409 0.000606 0.000856 -0.00025 -0.02897 -0.000341 -0.08248 - 5379.6 5375.0 - 5540.099 20240920 85 121
CFFEX.IM2412 0.000606 - - - - - - - - - 5540.099 20241220 145 121
CFFEX.IC2404 -0.001507 - - - - - - - - - 5470.656 20240419 0 121
CFFEX.IC2405 -0.001507 0.0 -0.001507 -0.005202 -inf -inf - 5442.2 5442.2 - 5470.656 20240517 0 121
CFFEX.IC2406 -0.001507 -0.003051 0.001544 -0.008528 -0.000388 -0.093813 - 5424.0 5440.6 - 5470.656 20240621 22 121
CFFEX.IC2409 -0.001507 -0.002448 0.000941 -0.016754 -0.000197 -0.0477 - 5379.0 5392.2 - 5470.656 20240920 85 121
CFFEX.IC2412 -0.001507 - - - - - - - - - 5470.656 20241220 145 121
CFFEX.IF2404 0.002747 - - - - - - - - - 3686.258 20240419 0 121
CFFEX.IF2405 0.002747 - - - - - - - 3647.2 - 3686.258 20240517 0 121
CFFEX.IF2406 0.002747 0.001147 0.0016 -0.005387 -0.000245 -0.059257 - 3666.4 3662.2 - 3686.258 20240621 22 121
CFFEX.IF2409 0.002747 - - -0.015153 -0.000178 -0.043142 - 3630.4 - - 3686.258 20240920 85 121
CFFEX.IF2412 0.002747 - - - - - - - - - 3686.258 20241220 145 121
CFFEX.IH2404 0.001949 - - - - - - - - - 2530.155 20240419 0 121
CFFEX.IH2405 0.001949 0.0 0.001949 -0.011207 -inf -inf - 2501.8 2501.8 - 2530.155 20240517 0 121
CFFEX.IH2406 0.001949 -0.000556 0.002505 -0.004962 -0.000226 -0.054584 - 2517.6 2519.0 - 2530.155 20240621 22 121
CFFEX.IH2409 0.001949 -0.000322 0.002271 -0.017768 -0.000209 -0.050586 - 2485.2 2486.0 - 2530.155 20240920 85 121
CFFEX.IH2412 0.001949 - - - - - - - - - 2530.155 20241220 145 121