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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 鸡蛋 | 农业 | JD 26-08→JD 26-09 4706.0 → 4469.0 | +237.0 | +60.4% | 79% | 强贴水 | +1.3% 贴-22.9%|价+24.2% | -23.7% | +22.1% | -0.03 | |
| 沥青 | 能源 | BU 26-09→BU 26-10 3840.0 → 3668.0 | +172.0 | +53.8% | 100% | 强贴水 | +23.3% 贴+12.7%|价+10.6% | -18.1% | +31.8% | +0.67 | |
| 聚丙烯 | 化工 | PP 26-09→PP 26-10 7668.0 → 7432.0 | +236.0 | +36.9% | 94% | 强贴水 | +21.7% 贴+11.7%|价+10.0% | -22.8% | +28.5% | +0.69 | |
| 低硫燃油 | 能源 | LU 26-09→LU 26-10 4315.0 → 4193.0 | +122.0 | +33.9% | 83% | 强贴水 | +34.6% 贴+15.8%|价+18.7% | -34.3% | +49.3% | +0.66 | |
| LPG | 能源 | PG 26-08→PG 26-09 4894.0 → 4771.0 | +123.0 | +30.2% | 65% | 强贴水 | +32.7% 贴+4.3%|价+28.4% | -33.2% | +38.9% | +0.79 | |
| 菜粕 | 农业 | RM 26-09→RM 26-11 2320.0 → 2210.0 | +110.0 | +28.4% | 91% | 强贴水 | -13.0% 贴+17.7%|价-30.6% | -18.9% | +19.5% | -0.77 | |
| 苹果 | 农业 | AP 26-10→AP 26-11 7589.0 → 7451.0 | +138.0 | +21.8% | 49% | 强贴水 | +10.9% 贴+22.9%|价-12.0% | -19.0% | +20.7% | +0.43 | |
| 尿素 | 化工 | UR 26-09→UR 26-10 1737.0 → 1712.0 | +25.0 | +17.3% | 85% | 强贴水 | -6.8% 贴+5.0%|价-11.8% | -17.4% | +18.2% | -0.48 | |
| 塑料 | 化工 | L 26-09→L 26-10 7274.0 → 7181.0 | +93.0 | +15.3% | 96% | 强贴水 | +8.3% 贴+3.0%|价+5.3% | -26.4% | +27.1% | +0.23 | |
| 燃油 | 能源 | FU 26-09→FU 26-10 3231.0 → 3192.0 | +39.0 | +14.5% | 74% | 强贴水 | +29.6% 贴+13.1%|价+16.6% | -38.8% | +49.5% | +0.56 | |
| 乙二醇 | 化工 | EG 26-09→EG 26-10 4317.0 → 4268.0 | +49.0 | +13.6% | 91% | 强贴水 | +3.3% 贴+0.2%|价+3.1% | -30.1% | +34.5% | +0.04 | |
| 中证1000 | 股指 | IM 26-09→IM 26-12 7688.2 → 7466.2 | +222.0 | +11.6% | 61% | 强贴水 | +42.1% 贴+11.3%|价+30.8% | -13.1% | +23.7% | +1.69 | |
| 苯乙烯 | 化工 | EB 26-08→EB 26-09 7943.0 → 7871.0 | +72.0 | +10.9% | 69% | 强贴水 | +17.7% 贴+4.7%|价+13.0% | -32.6% | +31.8% | +0.50 | |
| PTA | 化工 | TA 26-09→TA 26-10 5626.0 → 5576.0 | +50.0 | +10.7% | 74% | 强贴水 | +26.7% 贴+3.6%|价+23.1% | -22.5% | +30.5% | +0.81 | |
| 玉米 | 农业 | C 26-09→C 26-11 2314.0 → 2278.0 | +36.0 | +9.3% | 86% | 强贴水 | +2.5% 贴+0.5%|价+1.9% | -6.9% | +9.3% | +0.05 | |
| 中证500 | 股指 | IC 26-09→IC 26-12 8033.0 → 7852.0 | +181.0 | +9.0% | 51% | 强贴水 | +53.3% 贴+8.7%|价+44.7% | -14.1% | +25.8% | +1.99 | |
| 沪深300 | 股指 | IF 26-09→IF 26-12 4629.2 → 4549.2 | +80.0 | +6.9% | 79% | 强贴水 | +24.8% 贴+4.6%|价+20.2% | -7.5% | +17.9% | +1.28 | |
| 铁矿石 | 黑色 | I 26-09→I 26-10 753.5 → 749.5 | +4.0 | +6.4% | 36% | 强贴水 | +5.8% 贴+7.8%|价-2.0% | -10.9% | +16.8% | +0.23 | |
| 甲醇 | 化工 | MA 26-09→MA 26-10 2533.0 → 2524.0 | +9.0 | +4.3% | 65% | 贴水 | +13.6% 贴+2.2%|价+11.4% | -27.6% | +38.9% | +0.30 | |
| 不锈钢 | 有色 | SS 26-08→SS 26-09 14310.0 → 14275.0 | +35.0 | +2.9% | 87% | 贴水 | +10.1% 贴-3.1%|价+13.3% | -9.7% | +16.1% | +0.50 | |
| 螺纹钢 | 黑色 | RB 26-10→RB 26-11 3074.0 → 3068.0 | +6.0 | +2.3% | 96% | 贴水 | -5.8% 贴-3.1%|价-2.7% | -12.8% | +12.5% | -0.62 | |
| 短纤 | 化工 | PF 26-09→PF 26-10 7104.0 → 7096.0 | +8.0 | +1.4% | 54% | 贴水 | +15.0% 贴+0.6%|价+14.4% | -21.9% | +24.4% | +0.53 | |
| 黄金 | 贵金属 | AU 26-08→AU 26-09 892.2 → 891.5 | +0.7 | +0.9% | 97% | 贴水 | +11.6% 贴-1.6%|价+13.1% | -30.7% | +31.4% | +0.30 | |
| 菜油 | 农业 | OI 26-09→OI 26-11 9910.0 → 9896.0 | +14.0 | +0.8% | 39% | 贴水 | +10.1% 贴+4.3%|价+5.8% | -12.0% | +16.4% | +0.49 | |
| 热卷 | 黑色 | HC 26-10→HC 26-11 3280.0 → 3278.0 | +2.0 | +0.7% | 88% | 贴水 | +0.5% 贴-1.2%|价+1.7% | -8.7% | +11.6% | -0.13 | |
| 十年国债 | 国债 | T 26-09→T 26-12 109.2 → 109.0 | +0.2 | +0.6% | 71% | 贴水 | +0.8% 贴+0.4%|价+0.3% | -1.2% | +1.7% | -0.74 | |
| 铜 | 有色 | CU 26-08→CU 26-09 103290.0 → 103280.0 | +10.0 | +0.1% | 73% | 贴水 | +33.6% 贴-0.6%|价+34.2% | -16.0% | +21.0% | +1.50 | |
| 橡胶 | 化工 | RU 26-09→RU 26-10 16935.0 → 16935.0 | 0.0 | 0.0% | 55% | 平水 | +11.6% 贴+0.1%|价+11.4% | -11.3% | +18.8% | +0.51 | |
| 白银 | 贵金属 | AG 26-08→AG 26-09 14425.0 → 14428.0 | -3.0 | -0.2% | 61% | 平水 | +58.3% 贴+1.1%|价+57.2% | -54.9% | +61.3% | +0.92 | |
| 花生 | 农业 | PK 26-10→PK 26-11 8404.0 → 8412.0 | -8.0 | -1.1% | 36% | 平水 | +0.1% 贴+3.2%|价-3.1% | -6.2% | +9.0% | -0.21 | |
| 铝 | 有色 | AL 26-08→AL 26-09 23000.0 → 23030.0 | -30.0 | -1.6% | 60% | 平水 | +12.3% 贴-1.6%|价+13.9% | -14.0% | +18.1% | +0.57 | |
| 豆油 | 农业 | Y 26-09→Y 26-11 8574.0 → 8600.0 | -26.0 | -1.8% | 0% | 平水 | +11.5% 贴+2.9%|价+8.5% | -7.9% | +12.1% | +0.78 | |
| 锌 | 有色 | ZN 26-08→ZN 26-09 24800.0 → 24840.0 | -40.0 | -1.9% | 46% | 平水 | +10.5% 贴-1.6%|价+12.1% | -12.8% | +14.9% | +0.57 | |
| 镍 | 有色 | NI 26-09→NI 26-10 128700.0 → 128950.0 | -250.0 | -2.3% | 40% | 平水 | +3.6% 贴-2.2%|价+5.8% | -19.9% | +26.5% | +0.06 | |
| 纸浆 | 轻工 | SP 26-09→SP 26-10 4850.0 → 4860.0 | -10.0 | -2.5% | 64% | 平水 | -16.7% 贴-3.1%|价-13.7% | -23.8% | +14.2% | -1.32 | |
| 白糖 | 软商品 | SR 26-09→SR 26-11 5265.0 → 5301.0 | -36.0 | -4.1% | 13% | 升水 | -7.7% 贴+0.4%|价-8.1% | -10.4% | +8.5% | -1.15 | |
| 豆粕 | 农业 | M 26-09→M 26-11 3053.0 → 3083.0 | -30.0 | -5.9% | 12% | 升水 | +2.8% 贴+5.0%|价-2.1% | -11.4% | +13.3% | +0.06 | |
| 棕榈油 | 农业 | P 26-09→P 26-10 9263.0 → 9337.0 | -74.0 | -9.6% | 5% | 升水 | +5.8% 贴-0.8%|价+6.6% | -13.8% | +19.0% | +0.20 | |
| 棉花 | 软商品 | CF 26-09→CF 26-11 16125.0 → 16400.0 | -275.0 | -10.2% | 3% | 升水 | +13.9% 贴-1.5%|价+15.4% | -8.7% | +12.0% | +1.00 | |
| PVC | 化工 | V 26-09→V 26-10 4538.0 → 4583.0 | -45.0 | -11.9% | 4% | 升水 | -18.8% 贴-8.7%|价-10.2% | -31.8% | +24.7% | -0.84 | |
| 焦煤 | 黑色 | JM 26-09→JM 26-10 1245.0 → 1258.0 | -13.0 | -12.5% | 85% | 升水 | +2.9% 贴-19.5%|价+22.4% | -31.4% | +43.6% | +0.02 | |
| 焦炭 | 黑色 | J 26-09→J 26-10 1866.0 → 1890.0 | -24.0 | -15.4% | 50% | 升水 | +2.3% 贴-14.2%|价+16.4% | -20.1% | +33.0% | +0.01 | |
| 原油 | 能源 | SC 26-08→SC 26-09 471.1 → 477.3 | -6.2 | -15.8% | 0% | 升水 | -3.6% 贴+1.9%|价-5.5% | -48.6% | +51.7% | -0.11 | |
| 纯碱 | 化工 | SA 26-09→SA 26-10 1077.0 → 1098.0 | -21.0 | -23.4% | 61% | 升水 | -27.2% 贴-22.0%|价-5.3% | -36.5% | +27.2% | -1.07 | |
| 红枣 | 农业 | CJ 26-09→CJ 26-12 8165.0 → 8830.0 | -665.0 | -32.6% | 1% | 升水 | -25.4% 贴-9.2%|价-16.2% | -34.1% | +20.4% | -1.34 | |
| 生猪 | 农业 | LH 26-09→LH 26-11 12110.0 → 12790.0 | -680.0 | -33.7% | 40% | 升水 | -41.6% 贴-25.0%|价-16.6% | -43.4% | +20.1% | -2.17 | |
| 玻璃 | 建材 | FG 26-09→FG 26-10 958.0 → 996.0 | -38.0 | -47.6% | 92% | 升水 | -39.9% 贴-45.7%|价+5.8% | -50.3% | +31.4% | -1.33 |
年化收益 >20%10-20%5-10%<0%共 47 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。