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_20240620_151452
CFFEX.IM2404 -0.019648 - - - - - - - - - 5058.612 20240419 0 141
CFFEX.IM2405 -0.019648 - - - - - - - - 6039.525 5058.612 20240517 0 141
CFFEX.IM2406 -0.019648 -0.017653 -0.001995 0.001065 0.000533 0.128879 -0.017303 5064.0 5155.0 5992.6 5058.612 20240621 2 141
CFFEX.IM2409 -0.019648 -0.020212 0.000565 -0.026413 -0.000406 -0.098337 - 4925.0 5026.6 - 5058.612 20240920 65 141
CFFEX.IM2412 -0.019648 - - - - - - - - - 5058.612 20241220 125 141
CFFEX.IC2404 -0.013943 - - - - - - - - - 5096.749 20240419 0 141
CFFEX.IC2405 -0.013943 - - - - - - - - - 5096.749 20240517 0 141
CFFEX.IC2406 -0.013943 -0.015128 0.001185 -0.001128 -0.000564 -0.136485 - 5091.0 5169.2 - 5096.749 20240621 2 141
CFFEX.IC2409 -0.013943 -0.015045 0.001101 -0.013489 -0.000208 -0.05022 - 5028.0 5104.8 - 5096.749 20240920 65 141
CFFEX.IC2412 -0.013943 - - - - - - - - - 5096.749 20241220 125 141
CFFEX.IF2404 -0.007017 - - - - - - - - - 3503.987 20240419 0 141
CFFEX.IF2405 -0.007017 - - - - - - - - - 3503.987 20240517 0 141
CFFEX.IF2406 -0.007017 -0.006407 -0.000611 0.000289 0.000145 0.034981 - 3505.0 3527.6 - 3503.987 20240621 2 141
CFFEX.IF2409 -0.007017 -0.006194 -0.000823 -0.010955 -0.000169 -0.040787 - 3465.6 3487.2 - 3503.987 20240920 65 141
CFFEX.IF2412 -0.007017 - - - - - - - - - 3503.987 20241220 125 141
CFFEX.IH2404 -0.002141 - - - - - - - - - 2408.805 20240419 0 141
CFFEX.IH2405 -0.002141 - - - - - - - - - 2408.805 20240517 0 141
CFFEX.IH2406 -0.002141 -0.002236 0.000096 0.000164 0.000082 0.019842 - 2409.2 2414.6 - 2408.805 20240621 2 141
CFFEX.IH2409 -0.002141 -0.002691 0.00055 -0.015196 -0.000234 -0.056577 - 2372.2 2378.6 - 2408.805 20240920 65 141
CFFEX.IH2412 -0.002141 - - - - - - - - - 2408.805 20241220 125 141