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_20240618_151424
CFFEX.IM2404 0.007979 - - - - - - - - - 5225.330 20240419 0 139
CFFEX.IM2405 0.007979 - - - - - - - - 6039.525 5225.330 20240517 0 139
CFFEX.IM2406 0.007979 0.010862 -0.002884 0.000894 0.000223 0.05407 -0.017724 5230.0 5173.8 5992.6 5225.330 20240621 4 139
CFFEX.IM2409 0.007979 0.011578 -0.003599 -0.023526 -0.000351 -0.084974 - 5102.4 5044.0 - 5225.330 20240920 67 139
CFFEX.IM2412 0.007979 - - - - - - - - - 5225.330 20241220 127 139
CFFEX.IC2404 0.004519 - - - - - - - - - 5230.661 20240419 0 139
CFFEX.IC2405 0.004519 - - - - - - - - - 5230.661 20240517 0 139
CFFEX.IC2406 0.004519 0.005463 -0.000944 -0.000776 -0.000194 -0.046971 - 5226.6 5198.2 - 5230.661 20240621 4 139
CFFEX.IC2409 0.004519 0.005378 -0.000858 -0.013547 -0.000202 -0.048932 - 5159.8 5132.2 - 5230.661 20240920 67 139
CFFEX.IC2412 0.004519 - - - - - - - - - 5230.661 20241220 127 139
CFFEX.IF2404 0.002582 - - - - - - - - - 3545.328 20240419 0 139
CFFEX.IF2405 0.002582 - - - - - - - - - 3545.328 20240517 0 139
CFFEX.IF2406 0.002582 0.002721 -0.00014 -0.002293 -0.000573 -0.138702 - 3537.2 3527.6 - 3545.328 20240621 4 139
CFFEX.IF2409 0.002582 0.00281 -0.000228 -0.013519 -0.000202 -0.048829 - 3497.4 3487.6 - 3545.328 20240920 67 139
CFFEX.IF2412 0.002582 - - - - - - - - - 3545.328 20241220 127 139
CFFEX.IH2404 -0.000355 - - - - - - - - - 2415.484 20240419 0 139
CFFEX.IH2405 -0.000355 - - - - - - - - - 2415.484 20240517 0 139
CFFEX.IH2406 -0.000355 0.0 -0.000355 -0.002767 -0.000692 -0.167412 - 2408.8 2408.8 - 2415.484 20240621 4 139
CFFEX.IH2409 -0.000355 -0.000168 -0.000187 -0.016263 -0.000243 -0.058742 - 2376.2 2376.6 - 2415.484 20240920 67 139
CFFEX.IH2412 -0.000355 - - - - - - - - - 2415.484 20241220 127 139