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_20240606_151422
CFFEX.IM2404 -0.021459 - - - - - - - - - 5131.550 20240419 0 132
CFFEX.IM2405 -0.021459 - - - - - - - - 6039.525 5131.550 20240517 0 132
CFFEX.IM2406 -0.021459 -0.020693 -0.000767 -0.005797 -0.000527 -0.127544 -0.011676 5101.8 5209.6 5992.6 5131.550 20240621 11 132
CFFEX.IM2409 -0.021459 -0.020538 -0.000921 -0.029767 -0.000402 -0.097346 - 4978.8 5083.2 - 5131.550 20240920 74 132
CFFEX.IM2412 -0.021459 - - - - - - - - - 5131.550 20241220 134 132
CFFEX.IC2404 -0.008840 - - - - - - - - - 5231.282 20240419 0 132
CFFEX.IC2405 -0.008840 - - - - - - - - - 5231.282 20240517 0 132
CFFEX.IC2406 -0.008840 -0.007508 -0.001332 -0.004412 -0.000401 -0.097071 - 5208.2 5247.6 - 5231.282 20240621 11 132
CFFEX.IC2409 -0.008840 -0.00652 -0.00232 -0.015499 -0.000209 -0.050687 - 5150.2 5184.0 - 5231.282 20240920 74 132
CFFEX.IC2412 -0.008840 - - - - - - - - - 5231.282 20241220 134 132
CFFEX.IF2404 -0.000667 - - - - - - - - - 3592.397 20240419 0 132
CFFEX.IF2405 -0.000667 - - - - - - - - - 3592.397 20240517 0 132
CFFEX.IF2406 -0.000667 0.000112 -0.000778 -0.002226 -0.000202 -0.048974 - 3584.4 3584.0 - 3592.397 20240621 11 132
CFFEX.IF2409 -0.000667 0.000733 -0.0014 -0.011802 -0.000159 -0.038595 - 3550.0 3547.4 - 3592.397 20240920 74 132
CFFEX.IF2412 -0.000667 - - - - - - - - - 3592.397 20241220 134 132
CFFEX.IH2404 -0.000109 - - - - - - - - - 2467.922 20240419 0 132
CFFEX.IH2405 -0.000109 - - - - - - - - - 2467.922 20240517 0 132
CFFEX.IH2406 -0.000109 0.000488 -0.000597 -0.002643 -0.00024 -0.05814 - 2461.4 2460.2 - 2467.922 20240621 11 132
CFFEX.IH2409 -0.000109 0.0 -0.000109 -0.01723 -0.000233 -0.056346 - 2425.4 2425.4 - 2467.922 20240920 74 132
CFFEX.IH2412 -0.000109 - - - - - - - - - 2467.922 20241220 134 132