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_20240621_151421
CFFEX.IM2404 0.000317 - - - - - - - - - 5057.740 20240419 0 142
CFFEX.IM2405 0.000317 - - - - - - - - 6039.525 5057.740 20240517 0 142
CFFEX.IM2406 0.000317 -0.000908 0.001225 0.000328 0.000328 0.079427 -0.016678 5059.4 5064.0 5992.6 5057.740 20240621 1 142
CFFEX.IM2409 0.000317 -0.001178 0.001494 -0.027392 -0.000428 -0.103575 - 4919.2 4925.0 - 5057.740 20240920 64 142
CFFEX.IM2412 0.000317 - - - - - - - - - 5057.740 20241220 124 142
CFFEX.IC2404 0.002372 - - - - - - - - - 5106.651 20240419 0 142
CFFEX.IC2405 0.002372 - - - - - - - - - 5106.651 20240517 0 142
CFFEX.IC2406 0.002372 0.003104 -0.000731 0.000029 0.000029 0.007061 - 5106.8 5091.0 - 5106.651 20240621 1 142
CFFEX.IC2409 0.002372 0.000318 0.002054 -0.015088 -0.000236 -0.057053 - 5029.6 5028.0 - 5106.651 20240920 64 142
CFFEX.IC2412 0.002372 - - - - - - - - - 5106.651 20241220 124 142
CFFEX.IF2404 0.000178 - - - - - - - - - 3503.906 20240419 0 142
CFFEX.IF2405 0.000178 - - - - - - - - - 3503.906 20240517 0 142
CFFEX.IF2406 0.000178 -0.005421 0.005599 -0.00511 -0.00511 -1.236692 - 3486.0 3505.0 - 3503.906 20240621 1 142
CFFEX.IF2409 0.000178 -0.00277 0.002948 -0.013672 -0.000214 -0.051698 - 3456.0 3465.6 - 3503.906 20240920 64 142
CFFEX.IF2412 0.000178 - - - - - - - - - 3503.906 20241220 124 142
CFFEX.IH2404 -0.001144 - - - - - - - - - 2405.582 20240419 0 142
CFFEX.IH2405 -0.001144 - - - - - - - - - 2405.582 20240517 0 142
CFFEX.IH2406 -0.001144 -0.004732 0.003588 -0.003235 -0.003235 -0.782864 - 2397.8 2409.2 - 2405.582 20240621 1 142
CFFEX.IH2409 -0.001144 -0.002276 0.001132 -0.016122 -0.000252 -0.06096 - 2366.8 2372.2 - 2405.582 20240920 64 142
CFFEX.IH2412 -0.001144 - - - - - - - - - 2405.582 20241220 124 142