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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 乙二醇 | 化工 | EG 26-10→EG 26-11 5077.0 → 4825.0 | +252.0 | +59.6% | 98% | 强贴水 | 2018-12-10 | +17.2% 贴+4.2%|价+13.0% | -30.1% | +37.0% | +0.41 |
| 燃油 | 能源 | FU 26-11→FU 26-12 3687.0 → 3509.0 | +178.0 | +57.9% | 94% | 强贴水 | 2018-05-14 | +61.8% 贴+22.9%|价+38.9% | -38.8% | +52.6% | +1.14 |
| 沥青 | 能源 | BU 26-10→BU 26-11 4556.0 → 4350.0 | +206.0 | +54.3% | 96% | 强贴水 | 2018-05-31 | +50.6% 贴+11.6%|价+38.9% | -18.1% | +32.9% | +1.48 |
| 低硫燃油 | 能源 | LU 26-10→LU 26-11 4728.0 → 4566.0 | +162.0 | +41.1% | 79% | 强贴水 | 2020-06-22 | +59.9% 贴+14.3%|价+45.6% | -34.3% | +51.8% | +1.12 |
| 焦煤 | 黑色 | JM 27-01→JM 27-02 1592.0 → 1548.0 | +44.0 | +33.2% | 99% | 强贴水 | 2018-05-31 | +1.0% 贴-28.6%|价+29.6% | -28.0% | +37.3% | -0.03 |
| 甲醇 | 化工 | MA 26-10→MA 26-11 2797.0 → 2722.0 | +75.0 | +32.2% | 92% | 强贴水 | 2018-05-31 | +26.8% 贴+8.6%|价+18.2% | -27.6% | +40.5% | +0.61 |
| 苹果 | 农业 | AP 26-10→AP 26-11 7438.0 → 7264.0 | +174.0 | +28.1% | 70% | 强贴水 | 2018-05-31 | +3.6% 贴+15.9%|价-12.3% | -19.2% | +20.9% | +0.08 |
| 聚丙烯 | 化工 | PP 27-01→PP 27-02 7860.0 → 7691.0 | +169.0 | +25.8% | 62% | 强贴水 | 2018-05-31 | +30.4% 贴+15.8%|价+14.5% | -22.9% | +30.4% | +0.94 |
| LPG | 能源 | PG 26-10→PG 26-11 5772.0 → 5649.0 | +123.0 | +25.6% | 46% | 强贴水 | 2020-03-30 | +51.1% 贴+15.3%|价+35.9% | -33.2% | +42.5% | +1.15 |
| 苯乙烯 | 化工 | EB 26-10→EB 26-11 8578.0 → 8413.0 | +165.0 | +23.1% | 93% | 强贴水 | 2019-09-26 | +24.5% 贴+4.8%|价+19.7% | -32.6% | +33.6% | +0.67 |
| 原油 | 能源 | SC 26-10→SC 26-11 573.7 → 562.8 | +10.9 | +22.8% | 92% | 强贴水 | 2018-05-31 | +18.3% 贴-2.6%|价+20.9% | -48.6% | +55.0% | +0.30 |
| 塑料 | 化工 | L 27-01→L 27-02 7609.0 → 7498.0 | +111.0 | +17.5% | 87% | 强贴水 | 2018-05-31 | +11.0% 贴+7.6%|价+3.4% | -26.4% | +28.4% | +0.32 |
| 鸡蛋 | 农业 | JD 26-10→JD 26-11 3761.0 → 3712.0 | +49.0 | +15.6% | 61% | 强贴水 | 2018-05-31 | +8.4% 贴-16.4%|价+24.9% | -14.1% | +22.9% | +0.28 |
| 焦炭 | 黑色 | J 27-01→J 27-02 2115.5 → 2092.0 | +23.5 | +13.3% | 100% | 强贴水 | 2018-05-31 | +7.8% 贴-16.0%|价+23.8% | -18.1% | +29.8% | +0.19 |
| 短纤 | 化工 | PF 26-10→PF 26-11 7444.0 → 7362.0 | +82.0 | +13.2% | 97% | 强贴水 | 2020-10-12 | +14.5% 贴+1.4%|价+13.1% | -21.9% | +25.6% | +0.49 |
| 菜油 | 农业 | OI 26-11→OI 27-01 10314.0 → 10134.0 | +180.0 | +10.5% | 80% | 强贴水 | 2018-05-31 | +10.1% 贴+5.2%|价+4.9% | -12.0% | +16.9% | +0.48 |
| 中证1000 | 股指 | IM 26-09→IM 26-10 7668.8 → 7609.4 | +59.4 | +9.3% | 17% | 强贴水 | 2022-07-22 | +20.4% 贴+14.1%|价+6.2% | -20.4% | +26.7% | +0.69 |
| 中证500 | 股指 | IC 26-09→IC 26-10 7879.2 → 7820.8 | +58.4 | +8.9% | 46% | 强贴水 | 2018-06-01 | +27.7% 贴+10.8%|价+17.0% | -17.5% | +28.3% | +0.91 |
| 沪深300 | 股指 | IF 26-09→IF 26-10 4600.8 → 4571.8 | +29.0 | +7.6% | 86% | 强贴水 | 2018-06-01 | +10.8% 贴+5.7%|价+5.2% | -10.0% | +18.7% | +0.47 |
| 豆粕 | 农业 | M 27-01→M 27-03 3324.0 → 3283.0 | +41.0 | +7.4% | 57% | 强贴水 | 2018-05-31 | +11.7% 贴+1.0%|价+10.7% | -11.4% | +13.6% | +0.71 |
| PTA | 化工 | TA 27-01→TA 27-02 5528.0 → 5498.0 | +30.0 | +6.5% | 67% | 强贴水 | 2018-05-31 | +21.9% 贴+6.1%|价+15.8% | -22.5% | +31.8% | +0.62 |
| 尿素 | 化工 | UR 27-01→UR 27-02 1749.0 → 1740.0 | +9.0 | +6.2% | 57% | 强贴水 | 2019-08-09 | -5.4% 贴-6.1%|价+0.7% | -19.8% | +17.6% | -0.42 |
| 上证50 | 股指 | IH 26-09→IH 26-10 2910.8 → 2896.6 | +14.2 | +5.9% | 82% | 强贴水 | 2018-06-01 | +1.7% 贴+2.3%|价-0.6% | -11.4% | +15.9% | -0.02 |
| 铁矿石 | 黑色 | I 27-01→I 27-02 716.5 → 714.0 | +2.5 | +4.2% | 19% | 贴水 | 2018-05-31 | -2.8% 贴+8.1%|价-10.9% | -15.1% | +16.6% | -0.29 |
| 棉花 | 软商品 | CF 27-01→CF 27-03 17020.0 → 16925.0 | +95.0 | +3.3% | 97% | 贴水 | 2018-05-31 | +21.1% 贴-0.9%|价+22.0% | -7.2% | +12.5% | +1.53 |
| 豆油 | 农业 | Y 27-01→Y 27-03 8818.0 → 8779.0 | +39.0 | +2.7% | 43% | 贴水 | 2018-05-31 | +8.2% 贴+2.6%|价+5.6% | -6.5% | +12.2% | +0.51 |
| 铜 | 有色 | CU 26-10→CU 26-11 108390.0 → 108220.0 | +170.0 | +1.9% | 94% | 贴水 | 2018-05-31 | +38.2% 贴-0.6%|价+38.8% | -16.0% | +21.1% | +1.71 |
| 不锈钢 | 有色 | SS 26-10→SS 26-11 14090.0 → 14080.0 | +10.0 | +0.9% | 75% | 贴水 | 2019-09-25 | +5.5% 贴-3.6%|价+9.1% | -10.9% | +16.8% | +0.21 |
| 铝 | 有色 | AL 26-10→AL 26-11 23835.0 → 23820.0 | +15.0 | +0.8% | 93% | 贴水 | 2018-05-31 | +12.3% 贴-2.6%|价+14.8% | -14.1% | +18.3% | +0.56 |
| 十年国债 | 国债 | T 26-12→T 27-03 109.3 → 109.2 | +0.1 | +0.3% | 44% | 贴水 | 2018-06-01 | +1.4% 贴+0.2%|价+1.2% | -0.8% | +1.6% | -0.38 |
| 橡胶 | 化工 | RU 27-01→RU 27-03 18660.0 → 18675.0 | -15.0 | -0.5% | 45% | 平水 | 2018-05-31 | +19.4% 贴-6.0%|价+25.4% | -11.1% | +19.0% | +0.92 |
| 热卷 | 黑色 | HC 26-10→HC 26-11 3339.0 → 3342.0 | -3.0 | -1.1% | 58% | 平水 | 2018-05-31 | -0.6% 贴-0.5%|价-0.1% | -8.6% | +9.4% | -0.27 |
| 黄金 | 贵金属 | AU 26-10→AU 26-11 998.5 → 999.8 | -1.3 | -1.6% | 51% | 平水 | 2018-05-31 | +26.6% 贴-1.9%|价+28.5% | -30.7% | +32.2% | +0.77 |
| 白银 | 贵金属 | AG 26-10→AG 26-11 16690.0 → 16712.0 | -22.0 | -1.6% | 17% | 平水 | 2018-05-31 | +85.8% 贴+0.7%|价+85.1% | -55.9% | +62.7% | +1.34 |
| 锌 | 有色 | ZN 26-10→ZN 26-11 26465.0 → 26505.0 | -40.0 | -1.8% | 61% | 平水 | 2018-05-31 | +16.2% 贴-1.6%|价+17.7% | -12.8% | +15.1% | +0.94 |
| 红枣 | 农业 | CJ 27-01→CJ 27-03 8060.0 → 8085.0 | -25.0 | -1.9% | 75% | 平水 | 2019-04-30 | -37.3% 贴-10.7%|价-26.6% | -36.9% | +20.3% | -1.94 |
| 镍 | 有色 | NI 26-10→NI 26-11 128800.0 → 129070.0 | -270.0 | -2.5% | 43% | 平水 | 2018-05-31 | +2.4% 贴-3.0%|价+5.4% | -19.9% | +27.3% | +0.01 |
| 花生 | 农业 | PK 26-11→PK 26-12 7998.0 → 8018.0 | -20.0 | -3.0% | 23% | 升水 | 2021-02-01 | -1.5% 贴-3.6%|价+2.1% | -7.2% | +9.1% | -0.39 |
| 白糖 | 软商品 | SR 27-01→SR 27-03 5365.0 → 5398.0 | -33.0 | -3.7% | 22% | 升水 | 2018-05-31 | -3.5% 贴+1.5%|价-4.9% | -8.7% | +9.3% | -0.58 |
| 纸浆 | 轻工 | SP 26-11→SP 26-12 4806.0 → 4824.0 | -18.0 | -4.5% | 42% | 升水 | 2018-11-27 | -12.8% 贴-8.7%|价-4.0% | -20.1% | +14.4% | -1.02 |
| 玉米 | 农业 | C 26-11→C 27-01 2284.0 → 2305.0 | -21.0 | -5.5% | 17% | 升水 | 2018-05-31 | +5.7% 贴-0.4%|价+6.1% | -8.4% | +9.4% | +0.40 |
| 菜粕 | 农业 | RM 26-11→RM 27-01 2335.0 → 2357.0 | -22.0 | -5.7% | 4% | 升水 | 2018-05-31 | -3.9% 贴+2.0%|价-5.9% | -16.7% | +19.7% | -0.30 |
| 螺纹钢 | 黑色 | RB 26-10→RB 26-11 3080.0 → 3098.0 | -18.0 | -7.0% | 4% | 升水 | 2018-05-31 | -5.0% 贴-4.2%|价-0.8% | -9.4% | +10.2% | -0.69 |
| PVC | 化工 | V 27-01→V 27-02 4463.0 → 4500.0 | -37.0 | -9.9% | 44% | 升水 | 2018-05-31 | -20.2% 贴-11.3%|价-8.8% | -32.5% | +25.1% | -0.88 |
| 棕榈油 | 农业 | P 27-01→P 27-02 10060.0 → 10202.0 | -142.0 | -16.9% | 0% | 升水 | 2018-05-31 | +1.9% 贴-3.5%|价+5.4% | -13.2% | +18.8% | 0.00 |
| 纯碱 | 化工 | SA 27-01→SA 27-02 1016.0 → 1043.0 | -27.0 | -31.9% | 19% | 升水 | 2019-12-06 | -34.0% 贴-13.8%|价-20.2% | -36.4% | +22.7% | -1.58 |
| 生猪 | 农业 | LH 26-11→LH 27-01 11870.0 → 12515.0 | -645.0 | -32.6% | 48% | 升水 | 2021-01-08 | -45.3% 贴-35.6%|价-9.7% | -44.5% | +20.4% | -2.32 |
| 玻璃 | 建材 | FG 27-01→FG 27-02 906.0 → 947.0 | -41.0 | -54.3% | 52% | 升水 | 2018-05-31 | -40.5% 贴-21.6%|价-18.8% | -44.2% | +25.0% | -1.70 |
年化收益 >20%10-20%5-10%<0%共 48 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。