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所有远月合约与 M1 的对比,格式为 M2 vs M1、M3 vs M1、M4 vs M1... 其中 M1 按交割月排序取最近月,不等于主力合约。
| 合约 | 月份 | 最新结算价 | 距最近月 | 相对最近月年化 |
|---|---|---|---|---|
| FU 26-11 | -— | 5450.0 | 0 | 0.0% |
| FU 26-12 | -— | 5050.0 | 1 | +88.1% |
| FU 27-01 | -— | 4770.0 | 2 | +74.9% |
| FU 27-02 | -— | 4577.0 | 3 | +64.1% |
| FU 27-03 | -— | 4397.0 | 4 | +58.0% |
| FU 27-04 | -— | 4233.0 | 5 | +53.6% |
| FU 27-05 | -— | 4101.0 | 6 | +49.5% |
| FU 27-06 | -— | 4029.0 | 7 | +44.7% |
| FU 27-07 | -— | 3964.0 | 8 | +40.9% |
| FU 27-08 | -— | 3897.0 | 9 | +38.0% |
| FU 27-09 | -— | 3840.0 | 10 | +35.4% |
| FU 27-10 | -— | 3793.0 | 11 | +33.2% |
相邻合约之间的对比,格式为 M1-M2、M2-M3、M3-M4...
| 左合约 | 右合约 | 左结算价 | 右结算价 | 月份间隔 | 相邻月年化 |
|---|---|---|---|---|---|
| FU 26-11 | FU 26-12 | 5450.0 | 5050.0 | 1 | +88.1% |
| FU 26-12 | FU 27-01 | 5050.0 | 4770.0 | 1 | +66.5% |
| FU 27-01 | FU 27-02 | 4770.0 | 4577.0 | 1 | +48.6% |
| FU 27-02 | FU 27-03 | 4577.0 | 4397.0 | 1 | +47.2% |
| FU 27-03 | FU 27-04 | 4397.0 | 4233.0 | 1 | +44.8% |
| FU 27-04 | FU 27-05 | 4233.0 | 4101.0 | 1 | +37.4% |
| FU 27-05 | FU 27-06 | 4101.0 | 4029.0 | 1 | +21.1% |
| FU 27-06 | FU 27-07 | 4029.0 | 3964.0 | 1 | +19.4% |
| FU 27-07 | FU 27-08 | 3964.0 | 3897.0 | 1 | +20.3% |
| FU 27-08 | FU 27-09 | 3897.0 | 3840.0 | 1 | +17.6% |
| FU 27-09 | FU 27-10 | 3840.0 | 3793.0 | 1 | +14.7% |