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_20240614_151445
CFFEX.IM2404 -0.000173 - - - - - - - - - 5179.341 20240419 0 137
CFFEX.IM2405 -0.000173 - - - - - - - - 6039.525 5179.341 20240517 0 137
CFFEX.IM2406 -0.000173 0.005905 -0.006077 -0.000104 -0.000017 -0.004213 -0.016705 5178.8 5148.4 5992.6 5179.341 20240621 6 137
CFFEX.IM2409 -0.000173 0.007227 -0.007399 -0.025861 -0.000375 -0.0907 - 5045.4 5009.2 - 5179.341 20240920 69 137
CFFEX.IM2412 -0.000173 - - - - - - - - - 5179.341 20241220 129 137
CFFEX.IC2404 0.005430 - - - - - - - - - 5222.798 20240419 0 137
CFFEX.IC2405 0.005430 - - - - - - - - - 5222.798 20240517 0 137
CFFEX.IC2406 0.005430 0.005324 0.000106 -0.002144 -0.000357 -0.086477 - 5211.6 5184.0 - 5222.798 20240621 6 137
CFFEX.IC2409 0.005430 0.006377 -0.000947 -0.015011 -0.000218 -0.052646 - 5144.4 5111.8 - 5222.798 20240920 69 137
CFFEX.IC2412 0.005430 - - - - - - - - - 5222.798 20241220 129 137
CFFEX.IF2404 0.004307 - - - - - - - - - 3541.316 20240419 0 137
CFFEX.IF2405 0.004307 - - - - - - - - - 3541.316 20240517 0 137
CFFEX.IF2406 0.004307 0.004549 -0.000242 -0.002179 -0.000363 -0.08788 - 3533.6 3517.6 - 3541.316 20240621 6 137
CFFEX.IF2409 0.004307 0.004022 0.000284 -0.013135 -0.00019 -0.046068 - 3494.8 3480.8 - 3541.316 20240920 69 137
CFFEX.IF2412 0.004307 - - - - - - - - - 3541.316 20241220 129 137
CFFEX.IH2404 0.006085 - - - - - - - - - 2426.752 20240419 0 137
CFFEX.IH2405 0.006085 - - - - - - - - - 2426.752 20240517 0 137
CFFEX.IH2406 0.006085 0.005903 0.000182 -0.002947 -0.000491 -0.118868 - 2419.6 2405.4 - 2426.752 20240621 6 137
CFFEX.IH2409 0.006085 0.005733 0.000352 -0.016875 -0.000245 -0.059186 - 2385.8 2372.2 - 2426.752 20240920 69 137
CFFEX.IH2412 0.006085 - - - - - - - - - 2426.752 20241220 129 137