品种概览
点击品种名进入详情；点击对比按钮加入净值图；点击表头排序
下一活跃月：指主力合约之后的首个可交易远月，不一定等于自然下一月份。
月差：`主力结算价 - 主力后首个可交易远月结算价`，不是固定意义上的主力/次主力价差。
| 品种 | 类别 | 合约链条 | 主力-远月价差 | 年化贴水↓ | 1Y分位 | 信号 | 起始 | 年化收益 | 最大回撤 | 波动 | 夏普 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 乙二醇 | 化工 | EG 26-10→EG 26-11 5194.0 → 4966.0 | +228.0 | +52.7% | 95% | 强贴水 | 2018-12-10 | +25.1% 贴+4.2%|价+20.8% | -30.1% | +37.4% | +0.62 |
| 低硫燃油 | 能源 | LU 26-10→LU 26-11 4971.0 → 4775.0 | +196.0 | +47.3% | 85% | 强贴水 | 2020-06-22 | +68.5% 贴+14.3%|价+54.2% | -34.3% | +52.1% | +1.28 |
| 燃油 | 能源 | FU 26-11→FU 26-12 3738.0 → 3596.0 | +142.0 | +45.6% | 89% | 强贴水 | 2018-05-16 | +68.2% 贴+22.9%|价+45.4% | -38.8% | +53.0% | +1.25 |
| 沥青 | 能源 | BU 26-10→BU 26-11 4736.0 → 4557.0 | +179.0 | +45.4% | 87% | 强贴水 | 2018-06-04 | +59.6% 贴+11.6%|价+48.0% | -18.1% | +33.2% | +1.74 |
| 原油 | 能源 | SC 26-10→SC 26-11 618.3 → 598.0 | +20.3 | +39.4% | 99% | 强贴水 | 2018-06-04 | +29.4% 贴-2.6%|价+31.9% | -48.6% | +55.5% | +0.49 |
| 苹果 | 农业 | AP 26-10→AP 26-11 7743.0 → 7532.0 | +211.0 | +32.7% | 88% | 强贴水 | 2018-06-04 | +6.2% 贴+15.9%|价-9.8% | -19.2% | +21.3% | +0.20 |
| 甲醇 | 化工 | MA 26-10→MA 26-11 2911.0 → 2836.0 | +75.0 | +30.9% | 89% | 强贴水 | 2018-06-04 | +37.3% 贴+8.6%|价+28.7% | -27.6% | +40.8% | +0.87 |
| 焦煤 | 黑色 | JM 27-01→JM 27-02 1696.0 → 1657.0 | +39.0 | +27.6% | 98% | 强贴水 | 2018-06-04 | +9.2% 贴-28.6%|价+37.8% | -28.0% | +37.7% | +0.19 |
| 聚丙烯 | 化工 | PP 27-01→PP 27-02 8210.0 → 8046.0 | +164.0 | +24.0% | 60% | 强贴水 | 2018-06-04 | +40.4% 贴+15.8%|价+24.5% | -22.9% | +30.7% | +1.25 |
| LPG | 能源 | PG 26-10→PG 26-11 6063.0 → 5942.0 | +121.0 | +23.9% | 35% | 强贴水 | 2020-03-30 | +62.8% 贴+15.3%|价+47.5% | -33.2% | +43.1% | +1.41 |
| 苯乙烯 | 化工 | EB 26-10→EB 26-11 8913.0 → 8756.0 | +157.0 | +21.1% | 81% | 强贴水 | 2019-09-26 | +35.1% 贴+4.8%|价+30.3% | -32.6% | +34.1% | +0.97 |
| 鸡蛋 | 农业 | JD 26-10→JD 26-11 3786.0 → 3725.0 | +61.0 | +19.3% | 62% | 强贴水 | 2018-06-04 | +10.3% 贴-16.4%|价+26.8% | -14.1% | +22.8% | +0.37 |
| 塑料 | 化工 | L 27-01→L 27-02 7931.0 → 7812.0 | +119.0 | +18.0% | 87% | 强贴水 | 2018-06-04 | +20.1% 贴+7.6%|价+12.5% | -26.4% | +28.9% | +0.63 |
| 短纤 | 化工 | PF 26-10→PF 26-11 7646.0 → 7578.0 | +68.0 | +10.7% | 91% | 强贴水 | 2020-10-12 | +21.6% 贴+1.4%|价+20.2% | -21.9% | +25.8% | +0.76 |
| 中证1000 | 股指 | IM 26-09→IM 26-10 7712.6 → 7647.0 | +65.6 | +10.2% | 29% | 强贴水 | 2022-07-22 | +19.5% 贴+14.1%|价+5.3% | -20.4% | +26.7% | +0.65 |
| PTA | 化工 | TA 27-01→TA 27-02 5748.0 → 5708.0 | +40.0 | +8.4% | 70% | 强贴水 | 2018-06-04 | +30.3% 贴+6.1%|价+24.3% | -22.5% | +32.1% | +0.88 |
| 中证500 | 股指 | IC 26-09→IC 26-10 7886.6 → 7832.8 | +53.8 | +8.2% | 32% | 强贴水 | 2018-06-05 | +24.6% 贴+10.8%|价+13.8% | -17.5% | +28.3% | +0.80 |
| 上证50 | 股指 | IH 26-09→IH 26-10 2915.8 → 2897.4 | +18.4 | +7.6% | 90% | 强贴水 | 2018-06-05 | -0.3% 贴+2.3%|价-2.6% | -11.4% | +15.9% | -0.15 |
| 菜油 | 农业 | OI 26-11→OI 27-01 10370.0 → 10240.0 | +130.0 | +7.5% | 73% | 强贴水 | 2018-06-04 | +11.8% 贴+5.2%|价+6.5% | -12.0% | +16.9% | +0.58 |
| 豆粕 | 农业 | M 27-01→M 27-03 3353.0 → 3311.0 | +42.0 | +7.5% | 61% | 强贴水 | 2018-06-04 | +11.1% 贴+1.0%|价+10.1% | -11.4% | +13.6% | +0.67 |
| 沪深300 | 股指 | IF 26-09→IF 26-10 4599.8 → 4574.4 | +25.4 | +6.6% | 65% | 强贴水 | 2018-06-05 | +7.6% 贴+5.7%|价+2.0% | -10.0% | +18.6% | +0.30 |
| 黄金 | 贵金属 | AU 26-10→AU 26-11 978.2 → 973.3 | +5.0 | +6.1% | 100% | 强贴水 | 2018-06-04 | +21.5% 贴-1.9%|价+23.4% | -30.7% | +32.4% | +0.60 |
| 焦炭 | 黑色 | J 27-01→J 27-02 2208.0 → 2198.0 | +10.0 | +5.4% | 96% | 强贴水 | 2018-06-04 | +15.3% 贴-16.0%|价+31.4% | -18.1% | +30.1% | +0.44 |
| 尿素 | 化工 | UR 27-01→UR 27-02 1772.0 → 1765.0 | +7.0 | +4.7% | 54% | 贴水 | 2019-08-09 | -4.5% 贴-6.1%|价+1.6% | -19.8% | +17.6% | -0.37 |
| 铁矿石 | 黑色 | I 27-01→I 27-02 725.5 → 723.0 | +2.5 | +4.1% | 20% | 贴水 | 2018-06-04 | -2.9% 贴+8.1%|价-11.0% | -15.1% | +16.5% | -0.29 |
| 棉花 | 软商品 | CF 27-01→CF 27-03 17060.0 → 16950.0 | +110.0 | +3.9% | 99% | 贴水 | 2018-06-04 | +20.4% 贴-0.9%|价+21.3% | -6.2% | +12.5% | +1.47 |
| 铜 | 有色 | CU 26-10→CU 26-11 108680.0 → 108420.0 | +260.0 | +2.9% | 98% | 贴水 | 2018-06-04 | +38.9% 贴-0.6%|价+39.5% | -16.0% | +21.1% | +1.75 |
| 豆油 | 农业 | Y 27-01→Y 27-03 9013.0 → 8990.0 | +23.0 | +1.5% | 25% | 贴水 | 2018-06-04 | +11.5% 贴+2.6%|价+8.8% | -6.5% | +12.3% | +0.77 |
| 十年国债 | 国债 | T 26-12→T 27-03 109.3 → 109.2 | +0.1 | +0.3% | 44% | 贴水 | 2018-06-05 | +1.7% 贴+0.2%|价+1.5% | -0.8% | +1.5% | -0.21 |
| 铝 | 有色 | AL 26-10→AL 26-11 23960.0 → 23955.0 | +5.0 | +0.3% | 88% | 贴水 | 2018-06-04 | +13.9% 贴-2.6%|价+16.5% | -14.1% | +18.3% | +0.65 |
| 橡胶 | 化工 | RU 27-01→RU 27-03 18875.0 → 18875.0 | 0.0 | 0.0% | 58% | 平水 | 2018-06-04 | +19.8% 贴-6.0%|价+25.7% | -11.1% | +19.0% | +0.94 |
| 不锈钢 | 有色 | SS 26-10→SS 26-11 13965.0 → 13970.0 | -5.0 | -0.4% | 61% | 平水 | 2019-09-25 | +4.9% 贴-3.6%|价+8.4% | -11.7% | +16.9% | +0.17 |
| 镍 | 有色 | NI 26-10→NI 26-11 127500.0 → 127650.0 | -150.0 | -1.4% | 80% | 平水 | 2018-06-04 | +1.0% 贴-3.0%|价+4.1% | -19.9% | +27.3% | -0.04 |
| 热卷 | 黑色 | HC 26-10→HC 26-11 3396.0 → 3403.0 | -7.0 | -2.5% | 22% | 平水 | 2018-06-04 | +1.3% 贴-0.7%|价+2.1% | -8.6% | +9.4% | -0.07 |
| 纸浆 | 轻工 | SP 26-11→SP 26-12 4792.0 → 4802.0 | -10.0 | -2.5% | 69% | 平水 | 2018-11-27 | -13.9% 贴-8.7%|价-5.2% | -20.1% | +14.4% | -1.10 |
| 白银 | 贵金属 | AG 26-10→AG 26-11 16669.0 → 16704.0 | -35.0 | -2.5% | 7% | 平水 | 2018-06-04 | +79.1% 贴+0.7%|价+78.4% | -55.9% | +63.1% | +1.22 |
| 锌 | 有色 | ZN 26-10→ZN 26-11 26355.0 → 26425.0 | -70.0 | -3.2% | 7% | 升水 | 2018-06-04 | +19.8% 贴-1.6%|价+21.3% | -12.8% | +15.2% | +1.17 |
| 红枣 | 农业 | CJ 27-01→CJ 27-03 8125.0 → 8170.0 | -45.0 | -3.3% | 65% | 升水 | 2019-04-30 | -38.0% 贴-10.7%|价-27.3% | -36.4% | +20.3% | -1.97 |
| 白糖 | 软商品 | SR 27-01→SR 27-03 5385.0 → 5419.0 | -34.0 | -3.8% | 20% | 升水 | 2018-06-04 | -2.4% 贴+1.5%|价-3.8% | -8.7% | +9.4% | -0.47 |
| 花生 | 农业 | PK 26-11→PK 26-12 8034.0 → 8064.0 | -30.0 | -4.5% | 19% | 升水 | 2021-02-01 | -0.8% 贴-3.6%|价+2.8% | -7.2% | +9.2% | -0.30 |
| 玉米 | 农业 | C 26-11→C 27-01 2294.0 → 2315.0 | -21.0 | -5.5% | 17% | 升水 | 2018-06-04 | +5.0% 贴-0.4%|价+5.3% | -8.4% | +9.4% | +0.31 |
| 螺纹钢 | 黑色 | RB 26-10→RB 26-11 3135.0 → 3151.0 | -16.0 | -6.1% | 8% | 升水 | 2018-06-04 | -2.5% 贴-4.2%|价+1.6% | -9.4% | +10.2% | -0.45 |
| 菜粕 | 农业 | RM 26-11→RM 27-01 2337.0 → 2367.0 | -30.0 | -7.7% | 3% | 升水 | 2018-06-04 | -5.4% 贴+2.0%|价-7.5% | -16.7% | +19.6% | -0.38 |
| PVC | 化工 | V 27-01→V 27-02 4696.0 → 4732.0 | -36.0 | -9.2% | 63% | 升水 | 2018-06-04 | -13.4% 贴-11.3%|价-2.1% | -32.5% | +25.7% | -0.60 |
| 棕榈油 | 农业 | P 27-01→P 27-02 10241.0 → 10391.0 | -150.0 | -17.6% | 1% | 升水 | 2018-06-04 | +6.7% 贴-3.5%|价+10.2% | -13.2% | +18.9% | +0.25 |
| 纯碱 | 化工 | SA 27-01→SA 27-02 1055.0 → 1085.0 | -30.0 | -34.1% | 15% | 升水 | 2019-12-06 | -29.9% 贴-13.8%|价-16.2% | -36.4% | +23.1% | -1.38 |
| 生猪 | 农业 | LH 26-11→LH 27-01 12005.0 → 12695.0 | -690.0 | -34.5% | 47% | 升水 | 2021-01-08 | -44.0% 贴-35.6%|价-8.4% | -44.5% | +20.5% | -2.25 |
| 玻璃 | 建材 | FG 27-01→FG 27-02 940.0 → 982.0 | -42.0 | -53.6% | 56% | 升水 | 2018-06-04 | -38.6% 贴-21.6%|价-17.0% | -44.2% | +25.1% | -1.62 |
年化收益 >20%10-20%5-10%<0%共 48 个品种 · 夏普使用 2% 无风险利率 · 月差 = 主力结算价 - 主力后首个可交易远月结算价
研究面板
先看展期收益率位置，更接近当前交易判断；净值表现放在次一级。
口径：基于主力结算价与主力后首个可交易远月结算价差，展示近 5 年年化展期收益率走势。
从上方总览表点击“对比”后，这里显示近 1 年展期收益率走势；更长历史去详情页看
月历效应：各月平均 / 中位月涨跌幅
辅助研究模块，默认折叠。每个品种显示均值（上）和中位数（下）两行，基于全历史主力连续结算价对数月收益率（%）。
品种间相关性矩阵（滚动1年）
辅助研究模块，默认折叠。默认只显示当前表格中最值得看的少量品种，避免全量矩阵过密。