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本社首页 > 商品标准基差率表
2013年国内商品期货标准基差率 |
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http://www.gigifushi.com 2014年01月08日 16:30 来源：生意社 |
生意社定义，标准基差率指周期内基差率 均值加减一个标准差（x±1.0S）所对应的区间。据生意社统计，2013年期货商品标准基差率如下表：
商品 |
均值 |
标准差 |
下限 |
上限 |
备注 |
0.63% |
0.92% |
-0.29% |
1.55% |
|
|
-4.47% |
3.42% |
-7.90% |
-1.05% |
|
|
-0.47% |
0.99% |
-1.45% |
0.52% |
|
|
-1.51% |
1.22% |
-2.73% |
-0.29% |
|
|
-0.08% |
1.22% |
-1.30% |
1.14% |
|
|
-0.52% |
1.07% |
-1.59% |
0.54% |
|
|
3.43% |
1.06% |
2.37% |
4.50% |
|
|
-3.44% |
2.16% |
-5.60% |
-1.28% |
|
|
-2.40% |
2.44% |
-4.84% |
0.04% |
|
|
18.19% |
2.81% |
15.37% |
21.00% |
|
|
1.82% |
3.99% |
-2.16% |
5.81% |
|
|
7.78% |
2.09% |
5.69% |
9.87% |
|
|
-1.51% |
3.52% |
-5.03% |
2.02% |
|
|
-20.15% |
5.89% |
-26.04% |
-14.27% |
|
|
-1.19% |
6.89% |
-8.08% |
5.71% |
|
|
4.32% |
2.54% |
1.78% |
6.86% |
|
|
-2.79% |
2.84% |
-5.63% |
0.05% |
|
|
-0.46% |
1.87% |
-2.34% |
1.41% |
|
|
2.10% |
1.64% |
0.45% |
3.74% |
|
|
-2.17% |
3.60% |
-5.76% |
1.43% |
|
|
13.75% |
6.21% |
7.54% |
19.96% |
|
|
3.12% |
3.97% |
-0.84% |
7.09% |
|
|
-5.70% |
2.11% |
-7.81% |
-3.58% |
|
|
-6.23% |
2.37% |
-8.60% |
-3.87% |
|
|
2.07% |
3.17% |
-1.11% |
5.24% |
|
|
0.54% |
7.36% |
-6.82% |
7.90% |
|
|
5.45% |
1.38% |
4.06% |
6.83% |
始于2013-10-10 |
|
23.03% |
4.68% |
18.35% |
27.71% |
始于2013-8-01 |
|
0.75% |
1.43% |
-0.68% |
2.19% |
始于2013-8-07 |
|
-0.78% |
5.01% |
-5.79% |
4.23% |
始于2013-9-27 |
|
-5.18% |
0.53% |
-5.70% |
-4.65% |
始于2013-11-18 |
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