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_20240603_151457
CFFEX.IM2404 -0.013262 - - - - - - - - - 5284.187 20240419 0 129
CFFEX.IM2405 -0.013262 - - - - - - - 5512.0 6039.525 5284.187 20240517 0 129
CFFEX.IM2406 -0.013262 -0.017237 0.003975 -0.011693 -0.000835 -0.202119 -0.006825 5222.4 5314.0 5992.6 5284.187 20240621 14 129
CFFEX.IM2409 -0.013262 -0.019087 0.005825 -0.035235 -0.000458 -0.110738 - 5098.0 5197.2 - 5284.187 20240920 77 129
CFFEX.IM2412 -0.013262 - - - - - - - - - 5284.187 20241220 137 129
CFFEX.IC2404 -0.006726 - - - - - - - - - 5272.836 20240419 0 129
CFFEX.IC2405 -0.006726 - - - - - - - 5442.2 - 5272.836 20240517 0 129
CFFEX.IC2406 -0.006726 -0.008027 0.001301 -0.006265 -0.000448 -0.108301 - 5239.8 5282.2 - 5272.836 20240621 14 129
CFFEX.IC2409 -0.006726 -0.009301 0.002575 -0.018213 -0.000237 -0.057242 - 5176.8 5225.4 - 5272.836 20240920 77 129
CFFEX.IC2412 -0.006726 - - - - - - - - - 5272.836 20241220 137 129
CFFEX.IF2404 0.002367 - - - - - - - - - 3588.399 20240419 0 129
CFFEX.IF2405 0.002367 - - - - - - - 3647.2 - 3588.399 20240517 0 129
CFFEX.IF2406 0.002367 0.000224 0.002143 -0.004403 -0.000314 -0.076106 - 3572.6 3571.8 - 3588.399 20240621 14 129
CFFEX.IF2409 0.002367 -0.000792 0.003159 -0.015104 -0.000196 -0.04747 - 3534.2 3537.0 - 3588.399 20240920 77 129
CFFEX.IF2412 0.002367 - - - - - - - - - 3588.399 20241220 137 129
CFFEX.IH2404 0.002703 - - - - - - - - - 2468.839 20240419 0 129
CFFEX.IH2405 0.002703 - - - - - - - 2501.8 - 2468.839 20240517 0 129
CFFEX.IH2406 0.002703 0.000326 0.002378 -0.004876 -0.000348 -0.084292 - 2456.8 2456.0 - 2468.839 20240621 14 129
CFFEX.IH2409 0.002703 0.000661 0.002042 -0.018972 -0.000246 -0.059627 - 2422.0 2420.4 - 2468.839 20240920 77 129
CFFEX.IH2412 0.002703 - - - - - - - - - 2468.839 20241220 137 129