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_20240613_151506
CFFEX.IM2404 -0.006919 - - - - - - - - - 5180.367 20240419 0 136
CFFEX.IM2405 -0.006919 - - - - - - - - 6039.525 5180.367 20240517 0 136
CFFEX.IM2406 -0.006919 -0.006215 -0.000704 -0.006171 -0.000882 -0.213333 -0.011464 5148.4 5180.6 5992.6 5180.367 20240621 7 136
CFFEX.IM2409 -0.006919 -0.008236 0.001317 -0.033041 -0.000472 -0.114229 - 5009.2 5050.8 - 5180.367 20240920 70 136
CFFEX.IM2412 -0.006919 - - - - - - - - - 5180.367 20241220 130 136
CFFEX.IC2404 -0.007125 - - - - - - - - - 5195.670 20240419 0 136
CFFEX.IC2405 -0.007125 - - - - - - - - - 5195.670 20240517 0 136
CFFEX.IC2406 -0.007125 -0.00499 -0.002134 -0.002246 -0.000321 -0.077651 - 5184.0 5210.0 - 5195.670 20240621 7 136
CFFEX.IC2409 -0.007125 -0.00626 -0.000865 -0.016142 -0.000231 -0.055806 - 5111.8 5144.0 - 5195.670 20240920 70 136
CFFEX.IC2412 -0.007125 - - - - - - - - - 5195.670 20241220 130 136
CFFEX.IF2404 -0.004793 - - - - - - - - - 3527.136 20240419 0 136
CFFEX.IF2405 -0.004793 - - - - - - - - - 3527.136 20240517 0 136
CFFEX.IF2406 -0.004793 -0.003851 -0.000941 -0.002704 -0.000386 -0.093468 - 3517.6 3531.2 - 3527.136 20240621 7 136
CFFEX.IF2409 -0.004793 -0.004348 -0.000445 -0.013137 -0.000188 -0.045416 - 3480.8 3496.0 - 3527.136 20240920 70 136
CFFEX.IF2412 -0.004793 - - - - - - - - - 3527.136 20241220 130 136
CFFEX.IH2404 -0.004550 - - - - - - - - - 2412.579 20240419 0 136
CFFEX.IH2405 -0.004550 - - - - - - - - - 2412.579 20240517 0 136
CFFEX.IH2406 -0.004550 -0.004058 -0.000493 -0.002976 -0.000425 -0.102873 - 2405.4 2415.2 - 2412.579 20240621 7 136
CFFEX.IH2409 -0.004550 -0.004365 -0.000185 -0.016737 -0.000239 -0.057862 - 2372.2 2382.6 - 2412.579 20240920 70 136
CFFEX.IH2412 -0.004550 - - - - - - - - - 2412.579 20241220 130 136