胶合板期货跨期套利数据回测

本页面展示胶合板期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

如果您对期货套利以及其它低风险投资感兴趣,可以关注我们的公众号:财有你我 ,加群交流。

风险提示

注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。

数据分析

关于胶合板期货跨期套利的详细数据分析,请查看文章:。

胶合板期货跨期套利年度差价数据

年份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
2025 -1.06 -37.35 57.55 -1.68 -40.20 57.55 -1.36 -39.15 57.55 -1.20 -40.70 57.55
2024 18.64 -80.70 67.45 18.10 -77.15 61.35 22.97 -58.80 67.45 16.03 -81.50 60.75
2022 -61.55 -61.55 -61.55 20.55 20.55 20.55 -61.55 -61.55 -61.55 20.55 20.55 20.55
2021 112.75 95.10 130.40 110.12 91.95 128.30 112.02 95.75 128.30 98.00 65.65 130.35
2020 26.21 -5.30 135.95 27.85 -1.00 94.60 31.47 11.85 116.10 22.82 -5.30 114.45
2019 -10.30 -11.45 -9.15 -7.15 -9.15 -5.15 -7.15 -9.15 -5.15 -10.30 -11.45 -9.15
2018 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

胶合板期货跨期套利月度差价数据

月份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
2025-11 0.38 -0.25 1.35 0.32 -0.70 1.40 0.36 -0.15 0.85 0.27 -0.25 1.05
2025-10 1.08 -0.60 13.00 0.26 -1.05 3.35 0.45 -0.75 4.05 1.33 -0.80 11.70
2025-09 4.34 -0.45 6.75 4.16 -3.05 6.55 4.11 -3.05 5.45 4.45 -0.05 6.50
2025-08 -0.08 -3.45 7.40 -0.69 -3.25 4.05 -0.13 -2.55 3.40 -0.09 -2.65 6.10
2025-07 1.13 -3.75 9.80 1.33 -3.15 8.25 1.29 -2.60 7.50 1.42 -2.65 9.25
2025-06 -7.85 -37.35 34.50 -8.07 -32.90 20.25 -8.04 -33.20 24.00 -7.84 -33.05 28.50
2025-05 -22.89 -36.75 31.75 -24.13 -40.20 24.25 -22.45 -39.15 33.05 -25.20 -40.70 24.25
2025-04 -12.00 -12.00 -12.00 -16.15 -16.15 -16.15 -16.15 -16.15 -16.15 -12.60 -12.60 -12.60
2025-03 19.15 19.15 19.15 17.45 17.45 17.45 21.90 21.90 21.90 14.00 14.00 14.00
2025-02 -4.80 -5.60 -4.00 -21.83 -33.20 -10.45 -16.92 -29.50 -4.35 -7.22 -10.45 -4.00
2025-01 57.55 57.55 57.55 57.55 57.55 57.55 57.55 57.55 57.55 57.55 57.55 57.55
2024-12 6.86 -39.90 41.35 7.21 -55.95 43.85 7.04 -47.95 44.30 7.56 -40.60 45.20
2024-11 62.72 58.00 67.45 59.68 58.00 61.35 62.72 58.00 67.45 59.38 58.00 60.75
2024-10 58.20 58.20 58.20 55.40 55.40 55.40 60.25 60.25 60.25 49.15 49.15 49.15
2024-09 15.60 15.60 15.60 15.50 15.50 15.50 21.65 21.65 21.65 14.20 14.20 14.20
2024-08 18.83 16.20 21.25 21.22 16.20 26.70 22.66 16.20 30.50 18.36 16.20 20.00
2024-07 31.44 21.90 43.05 30.97 20.45 42.50 33.37 21.65 44.80 29.50 21.60 42.25
2024-06 27.89 2.00 46.50 26.82 8.20 45.90 32.39 18.75 47.75 24.49 7.55 40.90
2024-05 -10.49 -80.70 49.25 -11.68 -77.15 37.10 0.17 -58.80 52.55 -15.40 -81.50 25.80
2022-03 -61.55 -61.55 -61.55 20.55 20.55 20.55 -61.55 -61.55 -61.55 20.55 20.55 20.55
2021-04 112.75 95.10 130.40 110.12 91.95 128.30 112.02 95.75 128.30 98.00 65.65 130.35
2020-10 65.32 -5.30 135.95 46.80 -1.00 94.60 63.97 11.85 116.10 54.58 -5.30 114.45
2020-07 35.90 35.90 35.90 35.80 35.80 35.80 36.20 36.20 36.20 19.65 19.65 19.65
2020-04 20.35 5.45 38.75 23.85 11.85 44.90 25.96 11.85 44.90 18.89 1.60 43.10
2020-03 14.50 7.00 22.00 26.92 17.35 36.50 26.92 17.35 36.50 14.25 7.00 21.50
2019-09 -11.45 -11.45 -11.45 -5.15 -5.15 -5.15 -5.15 -5.15 -5.15 -11.45 -11.45 -11.45
2019-03 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15 -9.15
2018-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

胶合板期货跨期套利价差逐日数据

日期 主连开盘价 主连收盘价 主连最高价 主连最低价 次主连开盘价 次主连收盘价 次主连最高价 次主连最低价 开盘价差值 收盘价差值 最高价差值 最低价差值
2025-11-28 146.45 147.20 147.20 146.45 145.85 145.80 146.35 145.70 0.60 1.40 0.85 0.75
2025-11-27 146.10 146.00 146.95 146.00 145.80 146.70 146.70 145.75 0.30 -0.70 0.25 0.25
2025-11-26 146.15 145.65 147.00 145.65 145.85 146.10 146.50 145.70 0.30 -0.45 0.50 -0.05
2025-11-25 146.95 146.95 147.00 146.60 145.60 145.95 146.65 145.60 1.35 1.00 0.35 1.00
2025-11-24 147.00 147.00 147.10 145.55 145.70 146.20 146.45 145.70 1.30 0.80 0.65 -0.15
2025-11-21 146.80 147.00 147.00 146.60 146.10 146.30 146.35 145.55 0.70 0.70 0.65 1.05
2025-11-20 147.10 147.20 147.20 146.25 146.15 146.05 146.35 145.50 0.95 1.15 0.85 0.75
2025-11-19 146.60 147.15 147.15 146.25 146.60 146.45 146.70 146.10 0.00 0.70 0.45 0.15
2025-11-18 146.90 146.75 146.90 146.75 146.85 146.85 146.85 146.85 0.05 -0.10 0.05 -0.10
2025-11-17 146.90 146.50 147.00 146.50 146.70 146.75 147.10 146.70 0.20 -0.25 -0.10 -0.20
2025-11-14 147.45 146.65 147.60 146.65 147.35 146.85 147.35 146.85 0.10 -0.20 0.25 -0.20
2025-11-13 146.65 146.95 147.35 146.55 146.85 146.70 147.00 146.40 -0.20 0.25 0.35 0.15
2025-11-11 147.15 147.15 147.15 147.15 146.75 146.35 146.85 146.35 0.40 0.80 0.30 0.80
2025-11-06 146.75 146.80 147.00 146.75 146.85 146.40 147.15 146.40 -0.10 0.40 -0.15 0.35
2025-11-05 147.15 146.75 147.15 146.75 146.75 146.90 147.00 146.75 0.40 -0.15 0.15 0.00
2025-11-04 146.45 146.70 147.30 146.45 146.70 147.00 147.00 146.70 -0.25 -0.30 0.30 -0.25
2025-10-30 147.05 146.80 147.05 146.80 147.00 147.00 147.00 146.55 0.05 -0.20 0.05 0.25
2025-10-29 146.75 146.85 146.85 146.75 146.75 146.85 146.85 146.70 0.00 0.00 0.00 0.05
2025-10-28 146.45 146.80 147.60 146.45 147.05 147.05 147.05 147.05 -0.60 -0.25 0.55 -0.60
2025-10-24 147.00 146.85 147.00 146.70 146.75 146.85 146.85 146.75 0.25 0.00 0.15 -0.05
2025-10-23 147.15 146.90 147.15 146.90 146.75 146.75 146.75 146.75 0.40 0.15 0.40 0.15
2025-10-22 146.70 146.65 147.25 146.65 146.85 147.05 147.10 146.70 -0.15 -0.40 0.15 -0.05
2025-10-20 147.10 146.05 147.20 146.05 146.50 146.70 146.80 146.50 0.60 -0.65 0.40 -0.45
2025-10-16 147.35 147.35 147.35 147.35 146.80 147.00 147.15 146.60 0.55 0.35 0.20 0.75
2025-10-15 146.80 147.00 147.40 146.05 147.25 147.10 147.30 146.85 -0.45 -0.10 0.10 -0.80
2025-10-14 146.75 146.75 147.35 146.75 146.70 147.80 147.80 146.60 0.05 -1.05 -0.45 0.15
2025-10-13 147.20 147.35 147.35 145.25 146.30 144.00 146.30 139.05 0.90 3.35 1.05 6.20
2025-10-10 148.00 146.70 148.00 146.70 135.00 143.80 143.95 135.00 13.00 2.90 4.05 11.70
2025-10-09 146.80 148.00 148.00 146.80 147.30 148.75 148.75 146.80 -0.50 -0.75 -0.75 0.00
2025-09-30 146.85 146.90 147.40 146.50 141.95 141.85 141.95 141.85 4.90 5.05 5.45 4.65
2025-09-29 146.40 147.30 147.35 146.40 141.05 142.00 142.05 141.05 5.35 5.30 5.30 5.35
2025-09-26 147.00 147.05 147.05 147.00 141.90 140.50 142.25 140.50 5.10 6.55 4.80 6.50
2025-09-25 147.00 146.85 147.15 146.70 141.90 143.80 143.80 141.90 5.10 3.05 3.35 4.80
2025-09-24 146.80 146.80 146.80 146.80 141.85 141.95 142.30 141.85 4.95 4.85 4.50 4.95
2025-09-23 146.65 146.80 146.80 146.45 147.10 149.85 149.85 146.50 -0.45 -3.05 -3.05 -0.05
2025-09-22 146.05 146.85 146.85 146.05 142.05 142.05 142.05 142.05 4.00 4.80 4.80 4.00
2025-09-18 146.85 146.15 147.15 146.15 142.15 141.95 142.55 141.70 4.70 4.20 4.60 4.45
2025-09-17 146.95 146.75 147.15 146.75 142.35 142.30 142.35 142.30 4.60 4.45 4.80 4.45
2025-09-16 147.30 147.35 147.35 147.30 142.00 142.55 142.55 142.00 5.30 4.80 4.80 5.30
2025-09-15 146.50 146.65 146.70 146.50 141.85 142.50 142.60 141.65 4.65 4.15 4.10 4.85
2025-09-12 146.60 146.30 147.30 146.30 142.20 142.00 142.20 141.45 4.40 4.30 5.10 4.85
2025-09-11 147.05 146.40 147.35 146.40 141.50 142.15 142.35 141.50 5.55 4.25 5.00 4.90
2025-09-09 146.50 147.50 147.90 146.05 142.00 142.60 142.60 142.00 4.50 4.90 5.30 4.05
2025-09-08 147.20 146.95 147.20 146.45 140.45 142.05 142.05 140.45 6.75 4.90 5.15 6.00
2025-09-05 145.90 146.60 147.35 145.30 141.35 141.05 142.45 140.60 4.55 5.55 4.90 4.70
2025-09-04 146.40 146.20 146.85 145.65 143.35 142.00 143.45 140.95 3.05 4.20 3.40 4.70
2025-09-03 146.95 146.95 147.95 146.85 143.70 142.75 144.65 142.75 3.25 4.20 3.30 4.10
2025-09-02 146.65 147.45 147.90 146.65 144.15 143.65 144.90 143.15 2.50 3.80 3.00 3.50
2025-09-01 147.95 147.05 147.95 145.90 144.00 144.05 144.30 143.00 3.95 3.00 3.65 2.90
2025-08-29 146.65 147.25 148.00 146.65 144.70 143.20 145.55 143.20 1.95 4.05 2.45 3.45
2025-08-28 146.35 146.85 148.40 146.35 143.80 145.00 145.00 143.25 2.55 1.85 3.40 3.10
2025-08-27 147.50 147.25 147.95 147.10 144.50 143.75 145.25 143.25 3.00 3.50 2.70 3.85
2025-08-26 144.60 144.60 145.50 144.50 147.35 147.35 148.05 146.80 -2.75 -2.75 -2.55 -2.30
2025-08-25 145.75 144.25 146.75 143.75 148.05 147.40 148.05 145.30 -2.30 -3.15 -1.30 -1.55
2025-08-22 146.50 146.60 148.25 145.35 147.10 147.80 147.90 146.90 -0.60 -1.20 0.35 -1.55
2025-08-21 145.65 146.35 146.60 145.30 147.75 147.05 148.05 146.00 -2.10 -0.70 -1.45 -0.70
2025-08-20 144.60 145.70 146.75 144.60 147.25 147.30 147.75 144.45 -2.65 -1.60 -1.00 0.15
2025-08-19 144.95 144.75 145.90 144.25 147.50 147.45 148.05 146.90 -2.55 -2.70 -2.15 -2.65
2025-08-18 147.00 144.85 148.25 144.55 148.35 148.10 148.80 146.80 -1.35 -3.25 -0.55 -2.25
2025-08-15 145.70 146.60 147.45 145.70 149.15 149.00 149.20 147.90 -3.45 -2.40 -1.75 -2.20
2025-08-14 146.65 145.75 147.85 145.75 147.85 148.45 149.35 147.85 -1.20 -2.70 -1.50 -2.10
2025-08-13 146.50 146.65 148.25 145.85 148.55 148.00 149.75 147.80 -2.05 -1.35 -1.50 -1.95
2025-08-12 147.10 146.45 148.75 146.25 148.85 148.30 149.60 147.50 -1.75 -1.85 -0.85 -1.25
2025-08-11 147.15 146.85 147.65 144.70 147.00 148.20 148.80 146.00 0.15 -1.35 -1.15 -1.30
2025-08-08 149.15 147.25 149.15 147.25 149.45 147.85 149.50 147.85 -0.30 -0.60 -0.35 -0.60
2025-08-07 151.55 148.80 151.55 148.50 149.05 150.20 151.65 148.70 2.50 -1.40 -0.10 -0.20
2025-08-06 150.30 150.05 150.80 149.20 150.15 149.60 150.80 149.20 0.15 0.45 0.00 0.00
2025-08-05 150.45 150.35 151.80 150.15 148.60 149.75 150.50 148.60 1.85 0.60 1.30 1.55
2025-08-04 149.60 150.70 152.00 148.40 147.85 150.50 150.80 147.85 1.75 0.20 1.20 0.55
2025-08-01 147.90 148.80 149.85 146.60 140.50 146.85 147.70 140.50 7.40 1.95 2.15 6.10
2025-07-31 148.80 148.30 149.80 147.80 139.00 140.35 142.30 138.55 9.80 7.95 7.50 9.25
2025-07-30 151.50 148.50 152.60 147.50 148.45 140.25 148.65 140.25 3.05 8.25 3.95 7.25
2025-07-29 153.10 151.80 153.10 151.30 148.15 147.45 148.85 146.50 4.95 4.35 4.25 4.80
2025-07-28 154.50 152.80 154.60 151.60 152.35 148.60 153.80 148.15 2.15 4.20 0.80 3.45
2025-07-25 152.80 154.40 155.70 152.30 153.20 153.50 155.45 152.10 -0.40 0.90 0.25 0.20
2025-07-24 151.00 153.00 153.90 150.90 149.70 154.20 154.25 149.20 1.30 -1.20 -0.35 1.70
2025-07-23 153.95 151.40 155.55 150.90 156.20 149.85 158.00 149.85 -2.25 1.55 -2.45 1.05
2025-07-22 153.70 154.35 154.90 152.45 155.80 157.50 157.50 154.55 -2.10 -3.15 -2.60 -2.10
2025-07-21 151.40 154.25 155.40 151.40 151.35 156.40 157.80 151.35 0.05 -2.15 -2.40 0.05
2025-07-18 148.95 151.00 153.00 148.95 150.45 151.85 153.85 150.45 -1.50 -0.85 -0.85 -1.50
2025-07-17 143.55 149.70 150.50 143.55 143.55 150.95 151.00 143.55 0.00 -1.25 -0.50 0.00
2025-07-16 143.70 143.75 150.60 143.50 144.00 144.50 146.50 142.15 -0.30 -0.75 4.10 1.35
2025-07-15 144.80 144.55 147.10 143.85 148.55 143.80 148.65 143.80 -3.75 0.75 -1.55 0.05
2025-07-14 150.80 145.50 151.00 145.45 150.70 148.10 150.70 148.10 0.10 -2.60 0.30 -2.65
2025-07-11 153.50 151.05 154.00 150.80 151.85 150.95 152.70 150.95 1.65 0.10 1.30 -0.15
2025-07-09 158.10 155.35 158.50 155.35 153.65 153.30 153.65 153.30 4.45 2.05 4.85 2.05
2025-07-08 157.50 158.00 159.00 156.70 153.40 153.90 154.75 153.40 4.10 4.10 4.25 3.30
2025-07-07 154.60 157.55 158.35 154.60 153.30 153.40 154.30 153.05 1.30 4.15 4.05 1.55
2025-07-04 154.85 154.55 156.70 154.00 154.00 152.95 154.05 152.80 0.85 1.60 2.65 1.20
2025-07-03 154.25 154.70 155.15 153.45 153.05 153.60 153.90 152.90 1.20 1.10 1.25 0.55
2025-07-02 153.35 153.60 153.90 152.40 153.25 152.70 154.00 152.50 0.10 0.90 -0.10 -0.10
2025-07-01 152.90 152.85 153.75 152.40 152.75 153.50 154.00 152.50 0.15 -0.65 -0.25 -0.10
2025-06-30 153.00 152.90 153.50 152.00 153.00 153.00 154.50 153.00 0.00 -0.10 -1.00 -1.00
2025-06-27 152.00 152.20 152.30 151.30 152.55 153.05 153.05 151.75 -0.55 -0.85 -0.75 -0.45
2025-06-26 152.00 152.70 152.75 151.30 151.90 153.00 153.55 151.90 0.10 -0.30 -0.80 -0.60
2025-06-25 151.35 151.80 152.30 150.20 154.00 152.55 154.15 152.05 -2.65 -0.75 -1.85 -1.85
2025-06-24 151.85 151.15 152.30 150.80 154.35 153.05 155.10 153.05 -2.50 -1.90 -2.80 -2.25
2025-06-23 152.65 152.45 152.75 151.80 155.60 154.90 156.05 154.90 -2.95 -2.45 -3.30 -3.10
2025-06-20 152.35 152.35 153.45 151.80 156.35 155.95 157.35 155.95 -4.00 -3.60 -3.90 -4.15
2025-06-19 152.30 152.35 153.30 151.25 157.55 156.60 158.20 156.55 -5.25 -4.25 -4.90 -5.30
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