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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 |
|---|---|---|---|---|
| JM 26-10 | -— | 1514.0 | 0 | 0.0% |
| JM 26-11 | -— | 1447.5 | 1 | +52.7% |
| JM 26-12 | -— | 1407.0 | 2 | +42.4% |
| JM 27-01 | -— | 1485.5 | 3 | +7.5% |
| JM 27-02 | -— | 1457.5 | 4 | +11.2% |
| JM 27-03 | -— | 1418.0 | 5 | +15.2% |
| JM 27-04 | -— | 1392.0 | 6 | +16.1% |
| JM 27-05 | -— | 1372.5 | 7 | +16.0% |
| JM 27-06 | -— | 1364.5 | 8 | +14.8% |
| JM 27-07 | -— | 1377.5 | 9 | +12.0% |
| JM 27-08 | -— | 1375.5 | 10 | +11.0% |
| JM 27-09 | -— | 1370.5 | 11 | +10.3% |
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 |
|---|---|---|---|---|---|
| JM 26-10 | JM 26-11 | 1514.0 | 1447.5 | 1 | +52.7% |
| JM 26-11 | JM 26-12 | 1447.5 | 1407.0 | 1 | +33.6% |
| JM 26-12 | JM 27-01 | 1407.0 | 1485.5 | 1 | -67.0% |
| JM 27-01 | JM 27-02 | 1485.5 | 1457.5 | 1 | +22.6% |
| JM 27-02 | JM 27-03 | 1457.5 | 1418.0 | 1 | +32.5% |
| JM 27-03 | JM 27-04 | 1418.0 | 1392.0 | 1 | +22.0% |
| JM 27-04 | JM 27-05 | 1392.0 | 1372.5 | 1 | +16.8% |
| JM 27-05 | JM 27-06 | 1372.5 | 1364.5 | 1 | +7.0% |
| JM 27-06 | JM 27-07 | 1364.5 | 1377.5 | 1 | -11.4% |
| JM 27-07 | JM 27-08 | 1377.5 | 1375.5 | 1 | +1.7% |
| JM 27-08 | JM 27-09 | 1375.5 | 1370.5 | 1 | +4.4% |