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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 |
|---|---|---|---|---|
| ZN 26-11 | -— | 25425.0 | 0 | 0.0% |
| ZN 26-12 | -— | 25395.0 | 1 | +1.4% |
| ZN 27-01 | -— | 25400.0 | 2 | +0.6% |
| ZN 27-02 | -— | 25360.0 | 3 | +1.0% |
| ZN 27-03 | -— | 25345.0 | 4 | +0.9% |
| ZN 27-04 | -— | 25320.0 | 5 | +1.0% |
| ZN 27-05 | -— | 25295.0 | 6 | +1.0% |
| ZN 27-06 | -— | 25290.0 | 7 | +0.9% |
| ZN 27-07 | -— | 25140.0 | 8 | +1.7% |
| ZN 27-08 | -— | 25180.0 | 9 | +1.3% |
| ZN 27-09 | -— | 25120.0 | 10 | +1.4% |
| ZN 27-10 | -— | 25255.0 | 11 | +0.7% |
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 |
|---|---|---|---|---|---|
| ZN 26-11 | ZN 26-12 | 25425.0 | 25395.0 | 1 | +1.4% |
| ZN 26-12 | ZN 27-01 | 25395.0 | 25400.0 | 1 | -0.2% |
| ZN 27-01 | ZN 27-02 | 25400.0 | 25360.0 | 1 | +1.9% |
| ZN 27-02 | ZN 27-03 | 25360.0 | 25345.0 | 1 | +0.7% |
| ZN 27-03 | ZN 27-04 | 25345.0 | 25320.0 | 1 | +1.2% |
| ZN 27-04 | ZN 27-05 | 25320.0 | 25295.0 | 1 | +1.2% |
| ZN 27-05 | ZN 27-06 | 25295.0 | 25290.0 | 1 | +0.2% |
| ZN 27-06 | ZN 27-07 | 25290.0 | 25140.0 | 1 | +7.1% |
| ZN 27-07 | ZN 27-08 | 25140.0 | 25180.0 | 1 | -1.9% |
| ZN 27-08 | ZN 27-09 | 25180.0 | 25120.0 | 1 | +2.9% |
| ZN 27-09 | ZN 27-10 | 25120.0 | 25255.0 | 1 | -6.4% |