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_20240617_151459
CFFEX.IM2404 0.000583 - - - - - - - - - 5183.670 20240419 0 138
CFFEX.IM2405 0.000583 - - - - - - - - 6039.525 5183.670 20240517 0 138
CFFEX.IM2406 0.000583 -0.000965 0.001548 -0.001904 -0.000381 -0.092156 -0.015162 5173.8 5178.8 5992.6 5183.670 20240621 5 138
CFFEX.IM2409 0.000583 -0.000277 0.00086 -0.026944 -0.000396 -0.09589 - 5044.0 5045.4 - 5183.670 20240920 68 138
CFFEX.IM2412 0.000583 - - - - - - - - - 5183.670 20241220 128 138
CFFEX.IC2404 -0.001018 - - - - - - - - - 5207.785 20240419 0 138
CFFEX.IC2405 -0.001018 - - - - - - - - - 5207.785 20240517 0 138
CFFEX.IC2406 -0.001018 -0.002571 0.001553 -0.001841 -0.000368 -0.089081 - 5198.2 5211.6 - 5207.785 20240621 5 138
CFFEX.IC2409 -0.001018 -0.002372 0.001353 -0.014514 -0.000213 -0.051652 - 5132.2 5144.4 - 5207.785 20240920 68 138
CFFEX.IC2412 -0.001018 - - - - - - - - - 5207.785 20241220 128 138
CFFEX.IF2404 -0.001437 - - - - - - - - - 3536.443 20240419 0 138
CFFEX.IF2405 -0.001437 - - - - - - - - - 3536.443 20240517 0 138
CFFEX.IF2406 -0.001437 -0.001698 0.000261 -0.002501 -0.0005 -0.121026 - 3527.6 3533.6 - 3536.443 20240621 5 138
CFFEX.IF2409 -0.001437 -0.00206 0.000623 -0.013811 -0.000203 -0.049152 - 3487.6 3494.8 - 3536.443 20240920 68 138
CFFEX.IF2412 -0.001437 - - - - - - - - - 3536.443 20241220 128 138
CFFEX.IH2404 -0.004030 - - - - - - - - - 2416.729 20240419 0 138
CFFEX.IH2405 -0.004030 - - - - - - - - - 2416.729 20240517 0 138
CFFEX.IH2406 -0.004030 -0.004464 0.000433 -0.003281 -0.000656 -0.158795 - 2408.8 2419.6 - 2416.729 20240621 5 138
CFFEX.IH2409 -0.004030 -0.003856 -0.000174 -0.016605 -0.000244 -0.059093 - 2376.6 2385.8 - 2416.729 20240920 68 138
CFFEX.IH2412 -0.004030 - - - - - - - - - 2416.729 20241220 128 138