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定义：基差率＝主力基差/现货价格×100%。据对基差率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。
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。
2022-02-08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) | -3.51% | -1.54% | |
| 玉米 | -4.12% | 2.11% | 1σ外 |
| 玉米淀粉 | 3.14% | 10.75% | 2σ外 |
| 苯乙烯 | 0.60% | 1.64% | |
| 乙二醇 | -3.74% | 2.24% | 1σ外 |
| 铁矿石(澳) | 15.31% | 17.52% | |
| 冶金焦 | -9.97% | 0.44% | |
| 鸡蛋 | -1.38% | 10.66% | 2σ外 |
| 炼焦煤 | 9.46% | 17.89% | |
| LLDPE | -3.37% | 1.07% | 1σ外 |
| 生猪 | -6.12% | -2.77% | |
| 豆粕 | 8.56% | 9.32% | |
| 棕榈油(期) | 8.40% | 9.92% | |
| 液化气 | 13.09% | 4.82% | |
| PP(拉丝) | -1.77% | -0.20% | |
| PVC | -6.66% | 3.47% | 1σ外 |
| 大豆油 | 4.65% | 7.08% | 1σ外 |
| 皮棉 | 4.51% | 4.90% | |
| 棉纱32S | 5.39% | 6.66% | |
| 玻璃 | -12.72% | 12.26% | 2σ外 |
| 甲醇(期) | -7.07% | -0.75% | |
| 菜籽油 | 3.69% | 2.81% | |
| 涤纶短纤 | -2.92% | 2.96% | 1σ外 |
| 小麦 | 15.64% | 8.01% | 1σ外 |
| 菜籽粕 | -3.27% | 4.83% | 1σ外 |
| 油菜籽(期) | 5.25% | 0.34% | 1σ外 |
| 重质纯碱 | -10.22% | 9.66% | 1σ外 |
| 硅铁 | -8.62% | -1.64% | |
| 锰硅 | -3.27% | 0.12% | |
| 白糖 | -0.23% | -2.84% | 1σ外 |
| PTA | -0.74% | -0.60% | |
| 尿素 | -1.96% | 6.16% | 1σ外 |
| 动力煤 | 25.93% | 25.02% | |
| 铜(期) | 0.26% | 0.74% | |
| 铝(期) | 0.42% | -0.36% | 1σ外 |
| 锌(期) | 0.20% | 2.17% | 2σ外 |
| 铅(期) | 0.42% | 0.14% | |
| 镍(期) | 1.86% | 1.44% | |
| 锡(期) | 0.64% | 2.86% | 1σ外 |
| 黄金 | -0.35% | -0.28% | |
| 白银 | 0.03% | -1.07% | 1σ外 |
| 螺纹钢 | -2.45% | 4.53% | 1σ外 |
| 线材 | -6.43% | 2.45% | 1σ外 |
| 热轧板卷 | -0.70% | 4.29% | 1σ外 |
| 不锈钢 | 1.65% | 5.79% | 1σ外 |
| 燃料油 | 40.33% | 45.53% | 1σ外 |
| 沥青 | -3.44% | 5.46% | 1σ外 |
| 天然橡胶 | -7.49% | -8.20% | |
| 针叶木浆 | -2.87% | 2.01% | 1σ外 |
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）。
2022-02-08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) | -3.51% | -2.18% | |
| 玉米 | -4.12% | 3.38% | 2σ外 |
| 玉米淀粉 | 3.14% | 10.33% | 2σ外 |
| 苯乙烯 | 0.60% | 2.76% | |
| 乙二醇 | -3.74% | 3.34% | 1σ外 |
| 铁矿石(澳) | 15.31% | 16.41% | |
| 冶金焦 | -9.97% | -2.43% | |
| 鸡蛋 | -1.38% | -0.53% | |
| 炼焦煤 | 9.46% | 6.70% | |
| LLDPE | -3.37% | 1.50% | 1σ外 |
| 生猪 | -6.12% | -9.60% | |
| 豆粕 | 8.56% | 5.08% | |
| 棕榈油(期) | 8.40% | 9.90% | |
| 液化气 | 13.09% | 1.65% | 1σ外 |
| PP(拉丝) | -1.77% | 0.44% | 1σ外 |
| PVC | -6.66% | 2.50% | 1σ外 |
| 大豆油 | 4.65% | 7.62% | 1σ外 |
| 皮棉 | 4.51% | 3.18% | |
| 棉纱32S | 5.39% | 7.32% | |
| 玻璃 | -12.72% | 7.36% | 2σ外 |
| 甲醇(期) | -7.07% | -0.92% | |
| 菜籽油 | 3.69% | 4.32% | |
| 涤纶短纤 | -2.92% | 1.25% | 1σ外 |
| 小麦 | 15.64% | 4.61% | 2σ外 |
| 菜籽粕 | -3.27% | 1.39% | |
| 油菜籽(期) | 5.25% | 2.13% | |
| 重质纯碱 | -10.22% | 1.38% | |
| 硅铁 | -8.62% | -3.80% | |
| 锰硅 | -3.27% | -1.71% | |
| 白糖 | -0.23% | -0.79% | |
| PTA | -0.74% | -0.66% | |
| 尿素 | -1.96% | 7.31% | 1σ外 |
| 动力煤 | 25.93% | 16.57% | |
| 铜(期) | 0.26% | 0.36% | |
| 铝(期) | 0.42% | -0.22% | |
| 锌(期) | 0.20% | 2.41% | 2σ外 |
| 铅(期) | 0.42% | 0.21% | |
| 镍(期) | 1.86% | 1.20% | |
| 锡(期) | 0.64% | 1.78% | |
| 黄金 | -0.35% | -0.32% | |
| 白银 | 0.03% | -1.19% | 1σ外 |
| 螺纹钢 | -2.45% | 0.40% | |
| 线材 | -6.43% | -1.80% | |
| 热轧板卷 | -0.70% | 2.83% | 1σ外 |
| 不锈钢 | 1.65% | 5.91% | 1σ外 |
| 燃料油 | 40.33% | 45.72% | 1σ外 |
| 沥青 | -3.44% | 4.10% | 1σ外 |
| 天然橡胶 | -7.49% | -6.17% | |
| 针叶木浆 | -2.87% | 1.85% | 1σ外 |
2022-02-08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) | -3.51% | -0.65% | |
| 玉米 | -4.12% | -1.69% | |
| 玉米淀粉 | 3.14% | 7.75% | 1σ外 |
| 苯乙烯 | 0.60% | 0.73% | |
| 乙二醇 | -3.74% | 2.31% | 1σ外 |
| 铁矿石(澳) | 15.31% | 9.81% | |
| 冶金焦 | -9.97% | -6.69% | |
| 鸡蛋 | -1.38% | -3.38% | |
| 炼焦煤 | 9.46% | 10.44% | |
| LLDPE | -3.37% | 2.04% | 2σ外 |
| 生猪 | -6.12% | -6.58% | |
| 豆粕 | 8.56% | 4.33% | |
| 棕榈油(期) | 8.40% | 5.32% | |
| 液化气 | 13.09% | -6.43% | 1σ外 |
| PP(拉丝) | -1.77% | 2.95% | 1σ外 |
| PVC | -6.66% | 1.94% | 2σ外 |
| 大豆油 | 4.65% | 3.76% | |
| 皮棉 | 4.51% | 2.17% | |
| 棉纱32S | 5.39% | 5.73% | |
| 玻璃 | -12.72% | 7.42% | 2σ外 |
| 甲醇(期) | -7.07% | -3.46% | |
| 菜籽油 | 3.69% | 4.89% | |
| 涤纶短纤 | -2.92% | -0.46% | |
| 小麦 | 15.64% | 4.52% | 2σ外 |
| 菜籽粕 | -3.27% | 0.10% | |
| 油菜籽(期) | 5.25% | 8.55% | |
| 重质纯碱 | -10.22% | 3.61% | 1σ外 |
| 硅铁 | -8.62% | -1.17% | 1σ外 |
| 锰硅 | -3.27% | -2.00% | |
| 白糖 | -0.23% | 3.79% | |
| PTA | -0.74% | -0.02% | |
| 尿素 | -1.96% | 4.56% | 1σ外 |
| 动力煤 | 25.93% | 7.51% | 1σ外 |
| 铜(期) | 0.26% | 0.29% | |
| 铝(期) | 0.42% | 0.57% | |
| 锌(期) | 0.20% | 3.24% | 2σ外 |
| 铅(期) | 0.42% | 0.71% | |
| 镍(期) | 1.86% | 1.19% | |
| 锡(期) | 0.64% | 1.33% | |
| 黄金 | -0.35% | -0.54% | |
| 白银 | 0.03% | -1.07% | 1σ外 |
| 螺纹钢 | -2.45% | 1.92% | |
| 线材 | -6.43% | -2.16% | |
| 热轧板卷 | -0.70% | 4.02% | 1σ外 |
| 不锈钢 | 1.65% | 4.57% | |
| 燃料油 | 40.33% | 48.33% | 1σ外 |
| 沥青 | -3.44% | 4.08% | |
| 天然橡胶 | -7.49% | -5.35% | |
| 针叶木浆 | -2.87% | 0.23% |
2022-02-08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) | -3.51% | -0.42% | |
| 玉米 | -4.12% | -1.89% | |
| 玉米淀粉 | 3.14% | 8.11% | 1σ外 |
| 苯乙烯 | 0.60% | 0.73% | |
| 乙二醇 | -3.74% | 2.70% | 1σ外 |
| 铁矿石(澳) | 15.31% | 7.64% | 1σ外 |
| 冶金焦 | -9.97% | -4.40% | |
| 鸡蛋 | -1.38% | -7.32% | |
| 炼焦煤 | 9.46% | 11.59% | |
| LLDPE | -3.37% | 2.19% | 2σ外 |
| 生猪 | -6.12% | -6.58% | |
| 豆粕 | 8.56% | 4.20% | 1σ外 |
| 棕榈油(期) | 8.40% | 4.04% | |
| 液化气 | 13.09% | -6.43% | 1σ外 |
| PP(拉丝) | -1.77% | 2.30% | 1σ外 |
| PVC | -6.66% | 0.81% | 1σ外 |
| 大豆油 | 4.65% | 1.91% | |
| 皮棉 | 4.51% | 1.88% | |
| 棉纱32S | 5.39% | 4.64% | |
| 玻璃 | -12.72% | 5.86% | 2σ外 |
| 甲醇(期) | -7.07% | -1.92% | |
| 菜籽油 | 3.69% | 2.70% | |
| 涤纶短纤 | -2.92% | -0.46% | |
| 小麦 | 15.64% | 2.51% | 2σ外 |
| 菜籽粕 | -3.27% | 1.42% | 1σ外 |
| 油菜籽(期) | 5.25% | 5.15% | |
| 重质纯碱 | -10.22% | 3.61% | 1σ外 |
| 硅铁 | -8.62% | -0.40% | 1σ外 |
| 锰硅 | -3.27% | 0.04% | |
| 白糖 | -0.23% | 4.34% | 1σ外 |
| PTA | -0.74% | 1.02% | |
| 尿素 | -1.96% | 4.56% | 1σ外 |
| 动力煤 | 25.93% | 6.11% | 2σ外 |
| 铜(期) | 0.26% | 0.11% | |
| 铝(期) | 0.42% | -0.21% | |
| 锌(期) | 0.20% | 3.39% | 2σ外 |
| 铅(期) | 0.42% | 0.86% | |
| 镍(期) | 1.86% | 0.97% | |
| 锡(期) | 0.64% | 0.61% | |
| 黄金 | -0.35% | -0.69% | |
| 白银 | 0.03% | -1.36% | 1σ外 |
| 螺纹钢 | -2.45% | 4.10% | 1σ外 |
| 线材 | -6.43% | 7.32% | |
| 热轧板卷 | -0.70% | 4.82% | 1σ外 |
| 不锈钢 | 1.65% | 4.57% | |
| 燃料油 | 40.33% | 31.95% | |
| 沥青 | -3.44% | 5.36% | |
| 天然橡胶 | -7.49% | -7.22% | |
| 针叶木浆 | -2.87% | 0.68% |
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