表1期货商品标准基差率

商品

均值

标准差

下限

上限

备注

铜

0.63%

0.92%

-0.29%

1.55%

天然橡胶

-4.47%

3.42%

-7.90%

-1.05%

黄金

-0.47%

0.99%

-1.45%

0.52%

白银

-1.51%

1.22%

-2.73%

-0.29%

铝

-0.08%

1.22%

-1.30%

1.14%

铅

-0.52%

1.07%

-1.59%

0.54%

锌

3.43%

1.06%

2.37%

4.50%

玉米

-3.44%

2.16%

-5.60%

-1.28%

豆一

-2.40%

2.44%

-4.84%

0.04%

豆粕

18.19%

2.81%

15.37%

21.00%

硬麦

1.82%

3.99%

-2.16%

5.81%

白糖

7.78%

2.09%

5.69%

9.87%

棉花

-1.51%

3.52%

-5.03%

2.02%

焦炭

-20.15%

5.89%

-26.04%

-14.27%

甲醇

-1.19%

6.89%

-8.08%

5.71%

聚乙烯

4.32%

2.54%

1.78%

6.86%

聚氯乙烯

-2.79%

2.84%

-5.63%

0.05%

PTA

-0.46%

1.87%

-2.34%

1.41%

豆油

2.10%

1.64%

0.45%

3.74%

棕榈油

-2.17%

3.60%

-5.76%

1.43%

菜籽油

13.75%

6.21%

7.54%

19.96%

燃料油

3.12%

3.97%

-0.84%

7.09%

螺纹钢

-5.70%

2.11%

-7.81%

-3.58%

线材

-6.23%

2.37%

-8.60%

-3.87%

早籼稻

2.07%

3.17%

-1.11%

5.24%

玻璃

0.54%

7.36%

-6.82%

7.90%

石油沥青

5.45%

1.38%

4.06%

6.83%

始于

2013-10-10

菜籽粕

23.03%

4.68%

18.35%

27.71%

始于

2013-8-01

油菜籽

0.75%

1.43%

-0.68%

2.19%

始于

2013-8-07

动力煤

-0.78%

5.01%

-5.79%

4.23%

始于

2013-9-27

粳稻

-5.18%

0.53%

-5.70%

-4.65%

始于

2013-11-18