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_20240605_151446
CFFEX.IM2404 -0.012664 - - - - - - - - - 5246.416 20240419 0 131
CFFEX.IM2405 -0.012664 - - - - - - - - 6039.525 5246.416 20240517 0 131
CFFEX.IM2406 -0.012664 -0.011198 -0.001465 -0.007017 -0.000585 -0.141517 -0.010869 5209.6 5268.6 5992.6 5246.416 20240621 12 131
CFFEX.IM2409 -0.012664 -0.011243 -0.001421 -0.03111 -0.000415 -0.100382 - 5083.2 5141.0 - 5246.416 20240920 75 131
CFFEX.IM2412 -0.012664 - - - - - - - - - 5246.416 20241220 135 131
CFFEX.IC2404 -0.011438 - - - - - - - - - 5280.850 20240419 0 131
CFFEX.IC2405 -0.011438 - - - - - - - - - 5280.850 20240517 0 131
CFFEX.IC2406 -0.011438 -0.01123 -0.000208 -0.006296 -0.000525 -0.126976 - 5247.6 5307.2 - 5280.850 20240621 12 131
CFFEX.IC2409 -0.011438 -0.011102 -0.000335 -0.01834 -0.000245 -0.059177 - 5184.0 5242.2 - 5280.850 20240920 75 131
CFFEX.IC2412 -0.011438 - - - - - - - - - 5280.850 20241220 135 131
CFFEX.IF2404 -0.005714 - - - - - - - - - 3595.010 20240419 0 131
CFFEX.IF2405 -0.005714 - - - - - - - - - 3595.010 20240517 0 131
CFFEX.IF2406 -0.005714 -0.00378 -0.001934 -0.003063 -0.000255 -0.061762 - 3584.0 3597.6 - 3595.010 20240621 12 131
CFFEX.IF2409 -0.005714 -0.003763 -0.001951 -0.013243 -0.000177 -0.042732 - 3547.4 3560.8 - 3595.010 20240920 75 131
CFFEX.IF2412 -0.005714 - - - - - - - - - 3595.010 20241220 135 131
CFFEX.IH2404 -0.006087 - - - - - - - - - 2468.204 20240419 0 131
CFFEX.IH2405 -0.006087 - - - - - - - - - 2468.204 20240517 0 131
CFFEX.IH2406 -0.006087 -0.004451 -0.001635 -0.003243 -0.00027 -0.065397 - 2460.2 2471.2 - 2468.204 20240621 12 131
CFFEX.IH2409 -0.006087 -0.003779 -0.002308 -0.017342 -0.000231 -0.055957 - 2425.4 2434.6 - 2468.204 20240920 75 131
CFFEX.IH2412 -0.006087 - - - - - - - - - 2468.204 20241220 135 131