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_20240619_151450
CFFEX.IM2404 -0.012227 - - - - - - - - - 5163.343 20240419 0 140
CFFEX.IM2405 -0.012227 - - - - - - - - 6039.525 5163.343 20240517 0 140
CFFEX.IM2406 -0.012227 -0.01434 0.002114 -0.001616 -0.000539 -0.130342 -0.015351 5155.0 5230.0 5992.6 5163.343 20240621 3 140
CFFEX.IM2409 -0.012227 -0.014856 0.002629 -0.026483 -0.000401 -0.097106 - 5026.6 5102.4 - 5163.343 20240920 66 140
CFFEX.IM2412 -0.012227 - - - - - - - - - 5163.343 20241220 126 140
CFFEX.IC2404 -0.011635 - - - - - - - - - 5170.030 20240419 0 140
CFFEX.IC2405 -0.011635 - - - - - - - - - 5170.030 20240517 0 140
CFFEX.IC2406 -0.011635 -0.010982 -0.000653 -0.000161 -0.000054 -0.01295 - 5169.2 5226.6 - 5170.030 20240621 3 140
CFFEX.IC2409 -0.011635 -0.010659 -0.000976 -0.012617 -0.000191 -0.046262 - 5104.8 5159.8 - 5170.030 20240920 66 140
CFFEX.IC2412 -0.011635 - - - - - - - - - 5170.030 20241220 126 140
CFFEX.IF2404 -0.004502 - - - - - - - - - 3529.627 20240419 0 140
CFFEX.IF2405 -0.004502 - - - - - - - - - 3529.627 20240517 0 140
CFFEX.IF2406 -0.004502 -0.002714 -0.001788 -0.000574 -0.000191 -0.046325 - 3527.6 3537.2 - 3529.627 20240621 3 140
CFFEX.IF2409 -0.004502 -0.002916 -0.001586 -0.01202 -0.000182 -0.044074 - 3487.2 3497.4 - 3529.627 20240920 66 140
CFFEX.IF2412 -0.004502 - - - - - - - - - 3529.627 20241220 126 140
CFFEX.IH2404 -0.000525 - - - - - - - - - 2414.159 20240419 0 140
CFFEX.IH2405 -0.000525 - - - - - - - - - 2414.159 20240517 0 140
CFFEX.IH2406 -0.000525 0.002408 -0.002933 0.000183 0.000061 0.014736 - 2414.6 2408.8 - 2414.159 20240621 3 140
CFFEX.IH2409 -0.000525 0.00101 -0.001535 -0.014729 -0.000223 -0.054008 - 2378.6 2376.2 - 2414.159 20240920 66 140
CFFEX.IH2412 -0.000525 - - - - - - - - - 2414.159 20241220 126 140