生意社基差率分布监测（2022/03/01）
网友投稿• 2022-03-02 10:35:12 •阅读82
生意社定义：基差率＝主力基差/现货价格×100%。据生意社对基差率10年以上的监测发现，较长周期内基差率符合正态分布，且具有以下的特征：
1、基差率变化有一定的趋势；
2、基差率放大到一定程度必然回归。
生意社测算了各商品期货的最新基差率，在不同周期内的分布（见以下各表）。基于正态分布理论：1σ外（表示基差率分布在平均值±1个标准差之外），投资机会较大；2σ外投资机会更大。
注：期货通订阅用户，可于交易日收盘后，查看最新的基差率分布。
2022-03-01基差率在6个月内的分布
| 商品名称 | 当日基差率 | 均值 | 分布 |
| 大豆(期) | -1.37% | -1.75% | |
| 玉米 | -6.53% | 0.51% | 1σ外 |
| 玉米淀粉 | -3.83% | 9.43% | 2σ外 |
| 苯乙烯 | -2.24% | 1.20% | 1σ外 |
| 乙二醇 | 3.06% | 1.67% | |
| 铁矿石(澳) | 22.43% | 16.60% | 1σ外 |
| 冶金焦 | -20.44% | -2.38% | 1σ外 |
| 鸡蛋 | -7.60% | 7.84% | 1σ外 |
| 炼焦煤 | -2.52% | 17.07% | 1σ外 |
| LLDPE | 0.05% | 1.05% | |
| 生猪 | -14.60% | -1.65% | |
| 豆粕 | 14.59% | 10.31% | 2σ外 |
| 棕榈油(期) | 15.96% | 10.58% | 1σ外 |
| 液化气 | 1.79% | 5.90% | |
| PP(拉丝) | -1.44% | -0.29% | |
| PVC | -1.11% | 3.35% | |
| 大豆油 | 6.96% | 7.32% | |
| 皮棉 | 8.19% | 5.57% | |
| 棉纱32S | 9.58% | 7.45% | |
| 玻璃 | 14.27% | 11.48% | |
| 甲醇(期) | -6.41% | -0.20% | |
| 菜籽油 | 3.08% | 3.23% | |
| 涤纶短纤 | 3.51% | 3.17% | |
| 小麦 | 17.09% | 9.74% | 1σ外 |
| 菜籽粕 | 0.08% | 3.86% | |
| 油菜籽(期) | 5.85% | 1.11% | 1σ外 |
| 重质纯碱 | 10.47% | 10.63% | |
| 硅铁 | -7.00% | -1.75% | |
| 锰硅 | -5.50% | 0.33% | |
| 白糖 | 0.52% | -2.31% | 1σ外 |
| PTA | 1.38% | -0.63% | 2σ外 |
| 尿素 | 7.40% | 5.12% | |
| 动力煤 | 11.67% | 24.80% | 1σ外 |
| 铜(期) | -0.09% | 0.69% | 1σ外 |
| 铝(期) | -0.40% | -0.34% | |
| 锌(期) | -0.35% | 1.76% | 1σ外 |
| 铅(期) | -0.75% | 0.07% | 1σ外 |
| 镍(期) | 2.28% | 1.50% | 1σ外 |
| 锡(期) | 0.44% | 2.70% | 1σ外 |
| 黄金 | -0.38% | -0.29% | |
| 白银 | -0.87% | -1.02% | |
| 螺纹钢 | 1.12% | 5.08% | |
| 线材 | -3.79% | 2.90% | 1σ外 |
| 热轧板卷 | 0.69% | 4.19% | 1σ外 |
| 不锈钢 | 6.15% | 5.32% | |
| 燃料油 | 43.26% | 45.09% | |
| 沥青 | 2.18% | 4.47% | |
| 天然橡胶 | -4.59% | -7.60% | 2σ外 |
| 针叶木浆 | -1.15% | 1.60% |
注：1σ外，表示基差率分布在平均值±1个标准差之外；
2σ外，表示基差率分布在平均值±2个标准差之外。
分布在1σ内的，则不予标记（即为空）。
2022-03-01基差率在1年内的分布
| 商品名称 | 当日基差率 | 均值 | 分布 |
| 大豆(期) | -1.37% | -1.99% | |
| 玉米 | -6.53% | 2.94% | 2σ外 |
| 玉米淀粉 | -3.83% | 9.65% | 2σ外 |
| 苯乙烯 | -2.24% | 2.62% | 1σ外 |
| 乙二醇 | 3.06% | 3.31% | |
| 铁矿石(澳) | 22.43% | 16.98% | |
| 冶金焦 | -20.44% | -3.81% | 1σ外 |
| 鸡蛋 | -7.60% | -0.46% | |
| 炼焦煤 | -2.52% | 6.47% | |
| LLDPE | 0.05% | 1.56% | |
| 生猪 | -14.60% | -10.16% | |
| 豆粕 | 14.59% | 5.35% | 1σ外 |
| 棕榈油(期) | 15.96% | 10.20% | 1σ外 |
| 液化气 | 1.79% | 1.72% | |
| PP(拉丝) | -1.44% | 0.43% | 1σ外 |
| PVC | -1.11% | 2.46% | |
| 大豆油 | 6.96% | 7.51% | |
| 皮棉 | 8.19% | 3.52% | 1σ外 |
| 棉纱32S | 9.58% | 7.41% | |
| 玻璃 | 14.27% | 7.52% | |
| 甲醇(期) | -6.41% | -0.98% | |
| 菜籽油 | 3.08% | 4.29% | |
| 涤纶短纤 | 3.51% | 1.68% | |
| 小麦 | 17.09% | 5.44% | 2σ外 |
| 菜籽粕 | 0.08% | 1.30% | |
| 油菜籽(期) | 5.85% | 2.19% | |
| 重质纯碱 | 10.47% | 1.33% | |
| 硅铁 | -7.00% | -3.53% | |
| 锰硅 | -5.50% | -1.59% | |
| 白糖 | 0.52% | -0.80% | |
| PTA | 1.38% | -0.53% | 1σ外 |
| 尿素 | 7.40% | 7.27% | |
| 动力煤 | 11.67% | 17.28% | |
| 铜(期) | -0.09% | 0.35% | |
| 铝(期) | -0.40% | -0.21% | |
| 锌(期) | -0.35% | 2.25% | 2σ外 |
| 铅(期) | -0.75% | 0.16% | 1σ外 |
| 镍(期) | 2.28% | 1.25% | 1σ外 |
| 锡(期) | 0.44% | 1.77% | |
| 黄金 | -0.38% | -0.31% | |
| 白银 | -0.87% | -1.15% | |
| 螺纹钢 | 1.12% | 0.52% | |
| 线材 | -3.79% | -1.54% | |
| 热轧板卷 | 0.69% | 2.84% | |
| 不锈钢 | 6.15% | 5.76% | |
| 燃料油 | 43.26% | 45.62% | |
| 沥青 | 2.18% | 4.40% | |
| 天然橡胶 | -4.59% | -6.20% | |
| 针叶木浆 | -1.15% | 1.81% |
2022-03-01基差率在3年内的分布
| 商品名称 | 当日基差率 | 均值 | 分布 |
| 大豆(期) | -1.37% | -0.74% | |
| 玉米 | -6.53% | -1.75% | |
| 玉米淀粉 | -3.83% | 7.54% | 2σ外 |
| 苯乙烯 | -2.24% | 0.67% | |
| 乙二醇 | 3.06% | 2.30% | |
| 铁矿石(澳) | 22.43% | 10.10% | 1σ外 |
| 冶金焦 | -20.44% | -7.02% | 1σ外 |
| 鸡蛋 | -7.60% | -3.33% | |
| 炼焦煤 | -2.52% | 10.03% | 1σ外 |
| LLDPE | 0.05% | 2.01% | |
| 生猪 | -14.60% | -6.87% | |
| 豆粕 | 14.59% | 4.47% | 2σ外 |
| 棕榈油(期) | 15.96% | 5.60% | 2σ外 |
| 液化气 | 1.79% | -6.16% | |
| PP(拉丝) | -1.44% | 2.91% | 1σ外 |
| PVC | -1.11% | 1.96% | |
| 大豆油 | 6.96% | 3.91% | |
| 皮棉 | 8.19% | 2.27% | 1σ外 |
| 棉纱32S | 9.58% | 5.90% | |
| 玻璃 | 14.27% | 7.37% | |
| 甲醇(期) | -6.41% | -3.37% | |
| 菜籽油 | 3.08% | 5.05% | |
| 涤纶短纤 | 3.51% | -0.27% | |
| 小麦 | 17.09% | 4.67% | 2σ外 |
| 菜籽粕 | 0.08% | -0.01% | |
| 油菜籽(期) | 5.85% | 8.73% | |
| 重质纯碱 | 10.47% | 3.37% | |
| 硅铁 | -7.00% | -1.22% | |
| 锰硅 | -5.50% | -2.04% | |
| 白糖 | 0.52% | 3.71% | |
| PTA | 1.38% | -0.05% | |
| 尿素 | 7.40% | 4.61% | |
| 动力煤 | 11.67% | 7.89% | |
| 铜(期) | -0.09% | 0.30% | |
| 铝(期) | -0.40% | 0.58% | |
| 锌(期) | -0.35% | 3.18% | 2σ外 |
| 铅(期) | -0.75% | 0.70% | 1σ外 |
| 镍(期) | 2.28% | 1.21% | |
| 锡(期) | 0.44% | 1.37% | |
| 黄金 | -0.38% | -0.54% | |
| 白银 | -0.87% | -1.07% | |
| 螺纹钢 | 1.12% | 1.91% | |
| 线材 | -3.79% | -2.21% | |
| 热轧板卷 | 0.69% | 3.98% | 1σ外 |
| 不锈钢 | 6.15% | 4.53% | |
| 燃料油 | 43.26% | 48.41% | |
| 沥青 | 2.18% | 3.94% | |
| 天然橡胶 | -4.59% | -5.37% | |
| 针叶木浆 | -1.15% | 0.13% |
2022-03-01基差率在5年内的分布
| 商品名称 | 当日基差率 | 均值 | 分布 |
| 大豆(期) | -1.37% | -0.28% | |
| 玉米 | -6.53% | -1.90% | 1σ外 |
| 玉米淀粉 | -3.83% | 8.01% | 2σ外 |
| 苯乙烯 | -2.24% | 0.67% | |
| 乙二醇 | 3.06% | 2.68% | |
| 铁矿石(澳) | 22.43% | 7.88% | 2σ外 |
| 冶金焦 | -20.44% | -4.78% | 1σ外 |
| 鸡蛋 | -7.60% | -6.95% | |
| 炼焦煤 | -2.52% | 11.53% | 1σ外 |
| LLDPE | 0.05% | 2.20% | |
| 生猪 | -14.60% | -6.87% | |
| 豆粕 | 14.59% | 4.24% | 2σ外 |
| 棕榈油(期) | 15.96% | 4.14% | 2σ外 |
| 液化气 | 1.79% | -6.16% | |
| PP(拉丝) | -1.44% | 2.31% | 1σ外 |
| PVC | -1.11% | 0.82% | |
| 大豆油 | 6.96% | 1.93% | 1σ外 |
| 皮棉 | 8.19% | 1.94% | 1σ外 |
| 棉纱32S | 9.58% | 4.68% | |
| 玻璃 | 14.27% | 6.04% | 1σ外 |
| 甲醇(期) | -6.41% | -1.96% | |
| 菜籽油 | 3.08% | 2.72% | |
| 涤纶短纤 | 3.51% | -0.27% | |
| 小麦 | 17.09% | 2.71% | 2σ外 |
| 菜籽粕 | 0.08% | 1.38% | |
| 油菜籽(期) | 5.85% | 5.17% | |
| 重质纯碱 | 10.47% | 3.37% | |
| 硅铁 | -7.00% | -0.40% | |
| 锰硅 | -5.50% | 0.00% | |
| 白糖 | 0.52% | 4.34% | |
| PTA | 1.38% | 1.04% | |
| 尿素 | 7.40% | 4.61% | |
| 动力煤 | 11.67% | 6.29% | |
| 铜(期) | -0.09% | 0.12% | |
| 铝(期) | -0.40% | -0.18% | |
| 锌(期) | -0.35% | 3.37% | 2σ外 |
| 铅(期) | -0.75% | 0.85% | 1σ外 |
| 镍(期) | 2.28% | 1.00% | |
| 锡(期) | 0.44% | 0.62% | |
| 黄金 | -0.38% | -0.68% | |
| 白银 | -0.87% | -1.34% | |
| 螺纹钢 | 1.12% | 4.09% | |
| 线材 | -3.79% | 6.81% | |
| 热轧板卷 | 0.69% | 4.79% | 1σ外 |
| 不锈钢 | 6.15% | 4.53% | |
| 燃料油 | 43.26% | 32.83% | |
| 沥青 | 2.18% | 5.44% | |
| 天然橡胶 | -4.59% | -7.22% | |
| 针叶木浆 | -1.15% | 0.65% |
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