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_20240626_151502
CFFEX.IM2405 0.028483 - - - - - - - - - 4985.684 20240517 0 145
CFFEX.IM2406 0.028483 0.0 0.028483 0.014786 inf inf -0.021909 5059.4 5059.4 6039.525 4985.684 20240621 0 145
CFFEX.IM2407 0.028483 0.029635 -0.001153 -0.006275 -0.000349 -0.084361 -0.010947 4954.4 4811.8 5992.6 4985.684 20240719 18 145
CFFEX.IM2409 0.028483 0.031267 -0.002784 -0.02224 -0.000365 -0.088233 - 4874.8 4727.0 - 4985.684 20240920 61 145
CFFEX.IM2412 0.028483 - - - - - - - - - 4985.684 20241220 121 145
CFFEX.IC2405 0.014791 - - - - - - - - - 5021.829 20240517 0 145
CFFEX.IC2406 0.014791 0.0 0.014791 0.01692 inf inf - 5106.8 5106.8 - 5021.829 20240621 0 145
CFFEX.IC2407 0.014791 0.013568 0.001223 -0.006298 -0.00035 -0.084677 - 4990.2 4923.4 - 5021.829 20240719 18 145
CFFEX.IC2409 0.014791 0.012979 0.001812 -0.014662 -0.00024 -0.058166 - 4948.2 4884.8 - 5021.829 20240920 61 145
CFFEX.IC2412 0.014791 - - - - - - - - - 5021.829 20241220 121 145
CFFEX.IF2405 0.006841 - - - - - - - - - 3481.559 20240517 0 145
CFFEX.IF2406 0.006841 - - - - - - - 3492.8 - 3481.559 20240621 0 145
CFFEX.IF2407 0.006841 0.00566 0.001182 -0.009869 -0.000548 -0.132681 - 3447.2 3427.8 - 3481.559 20240719 18 145
CFFEX.IF2409 0.006841 0.00574 0.001102 -0.013545 -0.000222 -0.053737 - 3434.4 3414.8 - 3481.559 20240920 61 145
CFFEX.IF2412 0.006841 - - - - - - - - - 3481.559 20241220 121 145
CFFEX.IH2405 0.002032 - - - - - - - - - 2399.080 20240517 0 145
CFFEX.IH2406 0.002032 - - - - - - - 2397.8 - 2399.080 20240621 0 145
CFFEX.IH2407 0.002032 0.003051 -0.00102 -0.013455 -0.000748 -0.180897 - 2366.8 2359.6 - 2399.080 20240719 18 145
CFFEX.IH2409 0.002032 0.002801 -0.000769 -0.014956 -0.000245 -0.059333 - 2363.2 2356.6 - 2399.080 20240920 61 145
CFFEX.IH2412 0.002032 - - - - - - - - - 2399.080 20241220 121 145