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_20240607_151441
CFFEX.IM2404 0.005005 - - - - - - - - - 5156.550 20240419 0 133
CFFEX.IM2405 0.005005 - - - - - - - - 6039.525 5156.550 20240517 0 133
CFFEX.IM2406 0.005005 0.002587 0.002418 -0.008058 -0.000806 -0.194997 -0.009788 5115.0 5101.8 5992.6 5156.550 20240621 10 133
CFFEX.IM2409 0.005005 0.003254 0.001751 -0.031329 -0.000429 -0.103858 - 4995.0 4978.8 - 5156.550 20240920 73 133
CFFEX.IM2412 0.005005 - - - - - - - - - 5156.550 20241220 133 133
CFFEX.IC2404 -0.003283 - - - - - - - - - 5211.634 20240419 0 133
CFFEX.IC2405 -0.003283 - - - - - - - - - 5211.634 20240517 0 133
CFFEX.IC2406 -0.003283 -0.005799 0.002516 -0.006454 -0.000645 -0.156178 - 5178.0 5208.2 - 5211.634 20240621 10 133
CFFEX.IC2409 -0.003283 -0.00598 0.002697 -0.017698 -0.000242 -0.058669 - 5119.4 5150.2 - 5211.634 20240920 73 133
CFFEX.IC2412 -0.003283 - - - - - - - - - 5211.634 20241220 133 133
CFFEX.IF2404 -0.004523 - - - - - - - - - 3575.996 20240419 0 133
CFFEX.IF2405 -0.004523 - - - - - - - - - 3575.996 20240517 0 133
CFFEX.IF2406 -0.004523 -0.007142 0.002619 -0.004809 -0.000481 -0.116371 - 3558.8 3584.4 - 3575.996 20240621 10 133
CFFEX.IF2409 -0.004523 -0.007549 0.003026 -0.014764 -0.000202 -0.048944 - 3523.2 3550.0 - 3575.996 20240920 73 133
CFFEX.IF2412 -0.004523 - - - - - - - - - 3575.996 20241220 133 133
CFFEX.IH2404 -0.003864 - - - - - - - - - 2458.350 20240419 0 133
CFFEX.IH2405 -0.003864 - - - - - - - - - 2458.350 20240517 0 133
CFFEX.IH2406 -0.003864 -0.005282 0.001417 -0.004047 -0.000405 -0.097948 - 2448.4 2461.4 - 2458.350 20240621 10 133
CFFEX.IH2409 -0.003864 -0.004948 0.001083 -0.018285 -0.00025 -0.060615 - 2413.4 2425.4 - 2458.350 20240920 73 133
CFFEX.IH2412 -0.003864 - - - - - - - - - 2458.350 20241220 133 133