最近月合约
PF 26-09
当前共有 12 个可用合约
最近月结算价
7752.0 元/吨
M1 settle
M1-M2 年化
+16.4%
1年分位 94.2%
最远月 vs M1
+5.8%
PF 27-08 · 1年分位 80.8%
最陡段
M1-M2
PF 26-09 -> PF 26-10 · +16.4%
结构状态
近端陡峭
基于最新期限结构
模块 A:相对最近月连线
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。
最新截面图
历史贴水:相对最近月
正在加载历史序列...
明细表
| 合约 | 月份 | 最新结算价 | 距最近月 | 相对最近月年化 |
|---|---|---|---|---|
| PF 26-09 | -— | 7752.0 | 0 | 0.0% |
| PF 26-10 | -— | 7646.0 | 1 | +16.4% |
| PF 26-11 | -— | 7578.0 | 2 | +13.5% |
| PF 26-12 | -— | 7480.0 | 3 | +14.0% |
| PF 27-01 | -— | 7462.0 | 4 | +11.2% |
| PF 27-02 | -— | 7402.0 | 5 | +10.8% |
| PF 27-03 | -— | 7344.0 | 6 | +10.5% |
| PF 27-04 | -— | 7410.0 | 7 | +7.6% |
| PF 27-05 | -— | 7334.0 | 8 | +8.1% |
| PF 27-06 | -— | 7350.0 | 9 | +6.9% |
| PF 27-07 | -— | 7378.0 | 10 | +5.8% |
| PF 27-08 | -— | 7338.0 | 11 | +5.8% |
模块 B:相邻月链式比较
相邻合约之间的对比,格式为 M1-M2、M2-M3、M3-M4...
最新截面图
历史贴水:相邻月差
正在加载历史序列...
热力图:相邻月差
正在加载历史序列...
明细表
| 左合约 | 右合约 | 左结算价 | 右结算价 | 月份间隔 | 相邻月年化 |
|---|---|---|---|---|---|
| PF 26-09 | PF 26-10 | 7752.0 | 7646.0 | 1 | +16.4% |
| PF 26-10 | PF 26-11 | 7646.0 | 7578.0 | 1 | +10.7% |
| PF 26-11 | PF 26-12 | 7578.0 | 7480.0 | 1 | +15.5% |
| PF 26-12 | PF 27-01 | 7480.0 | 7462.0 | 1 | +2.9% |
| PF 27-01 | PF 27-02 | 7462.0 | 7402.0 | 1 | +9.6% |
| PF 27-02 | PF 27-03 | 7402.0 | 7344.0 | 1 | +9.4% |
| PF 27-03 | PF 27-04 | 7344.0 | 7410.0 | 1 | -10.8% |
| PF 27-04 | PF 27-05 | 7410.0 | 7334.0 | 1 | +12.3% |
| PF 27-05 | PF 27-06 | 7334.0 | 7350.0 | 1 | -2.6% |
| PF 27-06 | PF 27-07 | 7350.0 | 7378.0 | 1 | -4.6% |
| PF 27-07 | PF 27-08 | 7378.0 | 7338.0 | 1 | +6.5% |