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_20240611_151411
CFFEX.IM2404 0.008892 - - - - - - - - - 5199.410 20240419 0 134
CFFEX.IM2405 0.008892 - - - - - - - - 6039.525 5199.410 20240517 0 134
CFFEX.IM2406 0.008892 0.011535 -0.002643 -0.004887 -0.000543 -0.131408 -0.01262 5174.0 5115.0 5992.6 5199.410 20240621 9 134
CFFEX.IM2409 0.008892 0.010571 -0.001679 -0.029159 -0.000405 -0.098007 - 5047.8 4995.0 - 5199.410 20240920 72 134
CFFEX.IM2412 0.008892 - - - - - - - - - 5199.410 20241220 132 134
CFFEX.IC2404 0.002544 - - - - - - - - - 5222.231 20240419 0 134
CFFEX.IC2405 0.002544 - - - - - - - - - 5222.231 20240517 0 134
CFFEX.IC2406 0.002544 0.003978 -0.001434 -0.004525 -0.000503 -0.121674 - 5198.6 5178.0 - 5222.231 20240621 9 134
CFFEX.IC2409 0.002544 0.003047 -0.000503 -0.016704 -0.000232 -0.056143 - 5135.0 5119.4 - 5222.231 20240920 72 134
CFFEX.IC2412 0.002544 - - - - - - - - - 5222.231 20241220 132 134
CFFEX.IF2404 -0.007840 - - - - - - - - - 3546.094 20240419 0 134
CFFEX.IF2405 -0.007840 - - - - - - - - - 3546.094 20240517 0 134
CFFEX.IF2406 -0.007840 -0.006238 -0.001602 -0.002677 -0.000297 -0.07199 - 3536.6 3558.8 - 3546.094 20240621 9 134
CFFEX.IF2409 -0.007840 -0.006017 -0.001823 -0.012435 -0.000173 -0.041794 - 3502.0 3523.2 - 3546.094 20240920 72 134
CFFEX.IF2412 -0.007840 - - - - - - - - - 3546.094 20241220 132 134
CFFEX.IH2404 -0.012611 - - - - - - - - - 2426.268 20240419 0 134
CFFEX.IH2405 -0.012611 - - - - - - - - - 2426.268 20240517 0 134
CFFEX.IH2406 -0.012611 -0.012008 -0.000603 -0.002996 -0.000333 -0.080547 - 2419.0 2448.4 - 2426.268 20240621 9 134
CFFEX.IH2409 -0.012611 -0.011685 -0.000926 -0.016926 -0.000235 -0.056892 - 2385.2 2413.4 - 2426.268 20240920 72 134
CFFEX.IH2412 -0.012611 - - - - - - - - - 2426.268 20241220 132 134