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_20240625_151457
CFFEX.IM2404 -0.008509 - - - - - - - - - 4846.186 20240419 0 144
CFFEX.IM2405 -0.008509 - - - - - - - - 6039.525 4846.186 20240517 0 144
CFFEX.IM2406 -0.008509 - - - - - - - 5059.4 5992.6 4846.186 20240621 0 144
CFFEX.IM2409 -0.008509 -0.005428 -0.003081 -0.024594 -0.000397 -0.095995 - 4727.0 4752.8 - 4846.186 20240920 62 144
CFFEX.IM2412 -0.008509 - - - - - - - - - 4846.186 20241220 122 144
CFFEX.IC2404 -0.009172 - - - - - - - - - 4947.116 20240419 0 144
CFFEX.IC2405 -0.009172 - - - - - - - - - 4947.116 20240517 0 144
CFFEX.IC2406 -0.009172 0.0 -0.009172 0.032278 inf inf - 5106.8 5106.8 - 4947.116 20240621 0 144
CFFEX.IC2409 -0.009172 -0.009289 0.000117 -0.012596 -0.000203 -0.049167 - 4884.8 4930.6 - 4947.116 20240920 62 144
CFFEX.IC2412 -0.009172 - - - - - - - - - 4947.116 20241220 122 144
CFFEX.IF2404 -0.005632 - - - - - - - - - 3457.229 20240419 0 144
CFFEX.IF2405 -0.005632 - - - - - - - - - 3457.229 20240517 0 144
CFFEX.IF2406 -0.005632 - - - - - - - 3492.8 - 3457.229 20240621 0 144
CFFEX.IF2409 -0.005632 -0.007556 0.001924 -0.012273 -0.000198 -0.047903 - 3414.8 3440.8 - 3457.229 20240920 62 144
CFFEX.IF2412 -0.005632 - - - - - - - - - 3457.229 20241220 122 144
CFFEX.IH2404 -0.004023 - - - - - - - - - 2394.414 20240419 0 144
CFFEX.IH2405 -0.004023 - - - - - - - - - 2394.414 20240517 0 144
CFFEX.IH2406 -0.004023 0.0 -0.004023 0.001414 inf inf - 2397.8 2397.8 - 2394.414 20240621 0 144
CFFEX.IH2409 -0.004023 -0.00515 0.001128 -0.015793 -0.000255 -0.061642 - 2356.6 2368.8 - 2394.414 20240920 62 144
CFFEX.IH2412 -0.004023 - - - - - - - - - 2394.414 20241220 122 144