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_20240624_151421
CFFEX.IM2404 -0.033040 - - - - - - - - - 4888.305 20240419 0 143
CFFEX.IM2405 -0.033040 - - - - - - - - 6039.525 4888.305 20240517 0 143
CFFEX.IM2406 -0.033040 - - - - - - - 5059.4 5992.6 4888.305 20240621 0 143
CFFEX.IM2409 -0.033040 -0.033827 0.000787 -0.02772 -0.00044 -0.106481 - 4752.8 4919.2 - 4888.305 20240920 63 143
CFFEX.IM2412 -0.033040 - - - - - - - - - 4888.305 20241220 123 143
CFFEX.IC2404 -0.021799 - - - - - - - - - 4991.101 20240419 0 143
CFFEX.IC2405 -0.021799 - - - - - - - - - 4991.101 20240517 0 143
CFFEX.IC2406 -0.021799 - - - - - - - 5106.8 - 4991.101 20240621 0 143
CFFEX.IC2409 -0.021799 -0.019683 -0.002116 -0.012122 -0.000192 -0.046563 - 4930.6 5029.6 - 4991.101 20240920 63 143
CFFEX.IC2412 -0.021799 - - - - - - - - - 4991.101 20241220 123 143
CFFEX.IF2404 -0.005596 - - - - - - - - - 3476.060 20240419 0 143
CFFEX.IF2405 -0.005596 - - - - - - - - - 3476.060 20240517 0 143
CFFEX.IF2406 -0.005596 0.001951 -0.007546 0.004816 inf inf - 3492.8 3486.0 - 3476.060 20240621 0 143
CFFEX.IF2409 -0.005596 -0.004398 -0.001197 -0.010144 -0.000161 -0.038965 - 3440.8 3456.0 - 3476.060 20240920 63 143
CFFEX.IF2412 -0.005596 - - - - - - - - - 3476.060 20241220 123 143
CFFEX.IH2404 0.001844 - - - - - - - - - 2403.380 20240419 0 143
CFFEX.IH2405 0.001844 - - - - - - - - - 2403.380 20240517 0 143
CFFEX.IH2406 0.001844 - - - - - - - 2397.8 - 2403.380 20240621 0 143
CFFEX.IH2409 0.001844 0.000845 0.000999 -0.014388 -0.000228 -0.055268 - 2368.8 2366.8 - 2403.380 20240920 63 143
CFFEX.IH2412 0.001844 - - - - - - - - - 2403.380 20241220 123 143