欧线集运期货跨期套利数据回测

本页面展示欧线集运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

关于欧线集运期货跨期套利的详细数据分析,请查看文章:。

欧线集运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 -4.03 -772.20 816.30 -16.94 -786.60 816.10 -5.44 -770.80 831.10 -17.23 -803.20 785.00
2024 627.55 -641.00 2449.40 621.78 -635.10 2540.70 625.99 -559.00 2419.00 615.49 -603.60 2485.70
2023 -31.24 -193.00 303.20 -30.71 -144.90 294.80 -31.61 -184.30 356.00 -30.11 -125.60 265.90

欧线集运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
2025-11 115.93 -193.50 431.00 97.56 -235.00 426.50 112.80 -218.40 446.30 87.69 -235.00 429.50
2025-10 187.69 -572.00 551.20 186.52 -568.10 449.90 197.79 -576.50 532.00 188.74 -463.20 441.70
2025-09 -473.72 -635.80 -302.20 -491.30 -641.30 -349.50 -490.32 -642.80 -350.10 -468.65 -622.00 -302.80
2025-08 -335.24 -421.90 -254.10 -339.61 -420.90 -255.40 -338.35 -427.10 -253.40 -330.64 -409.90 -261.80
2025-07 66.90 -626.00 643.00 63.49 -699.20 648.60 80.13 -640.70 665.60 49.92 -666.40 622.80
2025-06 622.80 412.60 816.30 608.61 422.40 816.10 640.31 449.00 831.10 591.79 416.00 785.00
2025-05 91.85 -566.00 749.00 60.14 -595.00 738.60 85.58 -564.00 755.50 59.62 -550.00 678.90
2025-04 -104.81 -235.60 60.00 -118.70 -247.90 61.00 -117.31 -234.00 22.00 -116.22 -220.00 77.10
2025-03 -60.70 -464.00 552.00 -83.51 -581.90 347.00 -62.67 -546.00 571.60 -90.42 -509.60 351.00
2025-02 -282.71 -503.10 261.00 -298.68 -494.40 278.30 -299.52 -504.00 246.80 -270.59 -463.30 240.90
2025-01 216.16 -772.20 659.00 218.85 -786.60 755.50 220.67 -770.80 722.00 199.69 -803.20 706.00
2024-12 855.45 628.60 1002.00 849.67 603.40 981.40 866.81 617.00 988.00 828.42 597.90 993.30
2024-11 1101.42 -346.10 1548.00 1084.90 -274.80 1576.40 1119.48 -240.10 1526.00 1054.21 -277.10 1450.00
2024-10 796.52 430.00 1487.00 812.84 436.40 1435.80 820.90 429.00 1528.00 775.78 424.20 1442.00
2024-09 577.11 305.00 871.30 564.75 274.40 790.00 599.12 305.00 864.00 541.61 291.10 788.60
2024-08 380.10 -641.00 1381.10 377.34 -635.10 1516.00 396.00 -559.00 1527.90 363.13 -603.60 1369.10
2024-07 1314.52 421.00 2449.40 1295.07 323.90 2540.70 1274.98 383.20 2419.00 1330.76 336.00 2485.70
2024-06 1016.28 836.00 1215.00 1003.12 826.70 1247.20 947.38 744.00 1155.30 1046.54 856.00 1221.90
2024-05 556.84 -26.00 1019.00 544.07 -67.50 1037.30 530.34 -139.50 1013.00 527.29 -48.00 1063.80
2024-04 86.50 -261.20 250.10 85.46 -244.50 234.30 84.12 -236.00 233.90 95.46 -274.00 243.00
2024-03 208.79 -248.80 355.00 202.94 -265.00 349.80 216.52 -239.00 355.00 197.62 -301.00 347.20
2024-02 306.53 208.10 399.90 322.65 243.20 435.90 322.66 244.10 420.00 312.69 247.00 400.00
2024-01 220.94 56.70 339.80 217.90 94.80 348.70 229.01 105.00 348.70 207.06 99.00 278.10
2023-12 16.30 -124.00 303.20 16.21 -121.70 294.80 14.31 -152.00 356.00 11.01 -119.00 265.90
2023-11 -25.15 -37.50 -9.90 -27.69 -57.30 -15.90 -26.56 -55.90 -12.70 -26.12 -37.00 -14.60
2023-10 -27.13 -48.20 -13.10 -26.16 -42.60 -11.00 -28.32 -45.10 -20.50 -26.05 -36.60 -13.20
2023-09 -58.78 -76.90 -40.20 -57.58 -71.90 -31.30 -57.74 -70.40 -39.60 -59.40 -73.60 -28.30
2023-08 -96.33 -193.00 -39.00 -89.87 -144.90 -19.70 -92.45 -184.30 -3.10 -73.59 -125.60 -30.00

欧线集运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 1395.50 1471.90 1487.80 1385.10 1049.20 1072.20 1092.00 1049.20 346.30 399.70 395.80 335.90
2025-11-27 1400.00 1387.70 1402.00 1360.50 1048.90 1054.60 1064.50 1033.00 351.10 333.10 337.50 327.50
2025-11-26 1419.00 1387.40 1429.60 1373.00 1612.50 1622.40 1648.00 1608.00 -193.50 -235.00 -218.40 -235.00
2025-11-25 1590.00 1453.50 1592.30 1438.00 1159.00 1126.40 1167.80 1121.70 431.00 327.10 424.50 316.30
2025-11-24 1562.00 1568.60 1594.80 1558.00 1138.50 1142.10 1148.50 1128.50 423.50 426.50 446.30 429.50
2025-11-21 1599.20 1556.10 1620.90 1550.00 1770.00 1773.90 1775.10 1758.10 -170.80 -217.80 -154.20 -208.10
2025-11-20 1624.40 1631.00 1648.00 1567.00 1756.00 1775.70 1785.10 1745.60 -131.60 -144.70 -137.10 -178.60
2025-11-19 1681.70 1640.10 1682.00 1626.00 1750.00 1763.30 1778.70 1750.00 -68.30 -123.20 -96.70 -124.00
2025-11-18 1700.00 1678.10 1717.50 1658.10 1787.90 1769.50 1789.00 1755.00 -87.90 -91.40 -71.50 -96.90
2025-11-17 1720.00 1726.00 1764.60 1685.00 1800.00 1792.30 1819.80 1781.30 -80.00 -66.30 -55.20 -96.30
2025-11-14 1600.00 1605.00 1637.90 1598.00 1764.40 1790.00 1798.30 1758.30 -164.40 -185.00 -160.40 -160.30
2025-11-13 1616.00 1632.00 1660.00 1589.10 1749.90 1782.30 1788.90 1720.00 -133.90 -150.30 -128.90 -130.90
2025-11-12 1750.00 1749.40 1786.00 1717.80 1675.00 1636.60 1727.00 1600.00 75.00 112.80 59.00 117.80
2025-11-11 1810.10 1746.10 1849.90 1742.00 1621.00 1690.50 1798.00 1621.00 189.10 55.60 51.90 121.00
2025-11-10 1802.00 1778.20 1820.00 1751.00 1599.90 1604.90 1608.50 1574.10 202.10 173.30 211.50 176.90
2025-11-07 1806.00 1812.00 1834.10 1780.00 1584.20 1592.00 1607.10 1573.00 221.80 220.00 227.00 207.00
2025-11-06 1899.00 1848.20 1900.00 1732.60 1622.00 1601.00 1634.60 1570.70 277.00 247.20 265.40 161.90
2025-11-05 1918.00 1946.00 1960.00 1885.00 1602.10 1652.00 1658.80 1600.10 315.90 294.00 301.20 284.90
2025-11-04 1839.00 1909.90 1910.00 1820.20 1571.70 1593.70 1614.20 1570.90 267.30 316.20 295.80 249.30
2025-11-03 1822.00 1851.70 1867.40 1812.40 1573.10 1592.20 1605.00 1556.50 248.90 259.50 262.40 255.90
2025-10-31 1851.00 1804.00 1950.00 1801.10 1577.00 1553.60 1632.90 1542.30 274.00 250.40 317.10 258.80
2025-10-30 1871.00 1843.80 1880.00 1830.00 1596.00 1583.00 1612.00 1567.60 275.00 260.80 268.00 262.40
2025-10-29 1810.00 1871.00 1888.50 1795.00 1588.00 1606.00 1629.60 1568.00 222.00 265.00 258.90 227.00
2025-10-28 1770.00 1788.30 1812.00 1749.00 1562.50 1548.70 1579.00 1526.00 207.50 239.60 233.00 223.00
2025-10-27 1860.00 1775.00 1878.00 1765.00 1620.00 1571.60 1640.00 1561.50 240.00 203.40 238.00 203.50
2025-10-24 1798.00 1831.00 1852.10 1795.00 1590.00 1601.00 1620.00 1581.90 208.00 230.00 232.10 213.10
2025-10-23 1768.00 1793.10 1795.00 1754.00 1565.90 1582.00 1587.50 1555.00 202.10 211.10 207.50 199.00
2025-10-22 1765.90 1788.30 1798.00 1743.50 1563.00 1582.90 1585.40 1535.70 202.90 205.40 212.60 207.80
2025-10-21 1700.00 1769.30 1778.00 1700.00 1518.00 1568.00 1574.10 1518.00 182.00 201.30 203.90 182.00
2025-10-20 1672.00 1682.00 1713.00 1658.00 1571.60 1522.00 1571.60 1497.20 100.40 160.00 141.40 160.80
2025-10-17 1658.10 1654.70 1698.60 1618.10 1430.00 1472.00 1484.50 1430.00 228.10 182.70 214.10 188.10
2025-10-16 1690.10 1651.10 1694.90 1635.00 1452.50 1429.20 1460.00 1408.00 237.60 221.90 234.90 227.00
2025-10-15 1690.00 1708.60 1749.90 1677.20 1482.00 1463.40 1517.60 1441.00 208.00 245.20 232.30 236.20
2025-10-14 1558.00 1674.10 1712.00 1558.00 1360.00 1464.40 1497.20 1340.60 198.00 209.70 214.80 217.40
2025-10-13 1526.00 1562.50 1591.70 1521.00 1300.00 1359.90 1393.40 1297.00 226.00 202.60 198.30 224.00
2025-10-10 1670.00 1571.00 1670.00 1555.00 1118.80 1121.10 1138.00 1113.30 551.20 449.90 532.00 441.70
2025-10-09 1100.00 1119.90 1135.00 1086.80 1672.00 1688.00 1711.50 1550.00 -572.00 -568.10 -576.50 -463.20
2025-09-30 1112.20 1110.60 1142.30 1095.00 1748.00 1731.90 1774.00 1690.30 -635.80 -621.30 -631.70 -595.30
2025-09-29 1141.00 1115.00 1154.50 1102.60 1763.00 1756.30 1775.30 1706.00 -622.00 -641.30 -620.80 -603.40
2025-09-26 1176.00 1139.00 1183.20 1128.00 1790.00 1777.00 1826.00 1750.00 -614.00 -638.00 -642.80 -622.00
2025-09-25 1161.00 1173.00 1180.00 1136.50 1740.10 1783.10 1793.90 1700.40 -579.10 -610.10 -613.90 -563.90
2025-09-24 1101.60 1114.40 1159.80 1088.00 1628.80 1696.50 1723.80 1613.40 -527.20 -582.10 -564.00 -525.40
2025-09-23 1101.00 1100.00 1112.70 1063.20 1640.00 1623.40 1670.00 1600.00 -539.00 -523.40 -557.30 -536.80
2025-09-22 1067.00 1093.70 1133.00 1067.00 1651.10 1653.90 1698.60 1628.70 -584.10 -560.20 -565.60 -561.70
2025-09-19 1105.00 1050.50 1106.00 1046.00 1666.10 1630.00 1666.10 1603.70 -561.10 -579.50 -560.10 -557.70
2025-09-18 1110.00 1105.90 1129.90 1103.40 1680.00 1645.30 1687.60 1640.50 -570.00 -539.40 -557.70 -537.10
2025-09-17 1150.00 1109.70 1173.90 1100.50 1664.00 1672.00 1717.30 1615.00 -514.00 -562.30 -543.40 -514.50
2025-09-16 1178.00 1169.70 1217.40 1165.80 1675.10 1673.80 1758.00 1667.00 -497.10 -504.10 -540.60 -501.20
2025-09-15 1150.00 1163.10 1180.00 1150.00 1605.00 1656.20 1662.60 1600.30 -455.00 -493.10 -482.60 -450.30
2025-09-12 1205.60 1157.60 1209.00 1156.10 1601.00 1610.20 1613.60 1576.90 -395.40 -452.60 -404.60 -420.80
2025-09-11 1250.00 1203.80 1255.00 1202.00 1654.00 1609.10 1664.90 1606.00 -404.00 -405.30 -409.90 -404.00
2025-09-10 1270.00 1267.40 1285.40 1257.40 1664.90 1674.00 1698.00 1658.00 -394.90 -406.60 -412.60 -400.60
2025-09-09 1280.00 1268.70 1294.80 1253.00 1649.00 1682.90 1700.00 1624.00 -369.00 -414.20 -405.20 -371.00
2025-09-08 1305.00 1283.00 1307.10 1268.50 1690.00 1662.00 1694.00 1652.00 -385.00 -379.00 -386.90 -383.50
2025-09-05 1300.00 1315.30 1332.00 1293.20 1670.00 1715.60 1720.00 1660.00 -370.00 -400.30 -388.00 -366.80
2025-09-04 1324.40 1300.70 1345.00 1285.50 1695.00 1676.00 1718.20 1651.00 -370.60 -375.30 -373.20 -365.50
2025-09-03 1319.40 1323.00 1340.50 1305.00 1701.00 1701.20 1727.50 1683.20 -381.60 -378.20 -387.00 -378.20
2025-09-02 1290.20 1340.70 1421.00 1290.10 1640.90 1733.50 1810.00 1638.00 -350.70 -392.80 -389.00 -347.90
2025-09-01 1267.80 1291.40 1309.90 1267.20 1570.00 1640.90 1660.00 1570.00 -302.20 -349.50 -350.10 -302.80
2025-08-29 1290.00 1261.00 1299.90 1251.00 1580.20 1562.70 1585.60 1548.20 -290.20 -301.70 -285.70 -297.20
2025-08-28 1315.00 1285.00 1319.20 1276.00 1613.00 1571.00 1614.20 1562.60 -298.00 -286.00 -295.00 -286.60
2025-08-27 1327.80 1316.00 1341.00 1315.60 1654.10 1620.50 1654.10 1617.00 -326.30 -304.50 -313.10 -301.40
2025-08-26 1345.00 1318.90 1348.60 1313.00 1686.70 1643.90 1690.90 1632.80 -341.70 -325.00 -342.30 -319.80
2025-08-25 1323.00 1358.00 1379.40 1322.30 1680.00 1696.70 1711.60 1656.30 -357.00 -338.70 -332.20 -334.00
2025-08-22 1326.00 1309.00 1347.00 1303.00 1719.00 1661.20 1726.00 1650.00 -393.00 -352.20 -379.00 -347.00
2025-08-21 1354.00 1325.00 1367.80 1312.00 1775.90 1721.40 1794.90 1702.30 -421.90 -396.40 -427.10 -390.30
2025-08-20 1367.00 1355.00 1378.50 1340.00 1780.00 1775.90 1786.00 1749.90 -413.00 -420.90 -407.50 -409.90
2025-08-19 1388.50 1370.30 1394.10 1350.50 1780.00 1775.00 1798.00 1749.00 -391.50 -404.70 -403.90 -398.50
2025-08-18 1370.80 1373.10 1402.60 1353.20 1743.00 1789.70 1800.00 1743.00 -372.20 -416.60 -397.40 -389.80
2025-08-15 1350.40 1373.60 1388.00 1342.00 1709.80 1763.00 1775.00 1709.80 -359.40 -389.40 -387.00 -367.80
2025-08-14 1346.90 1359.50 1370.00 1338.00 1705.20 1723.30 1758.30 1694.80 -358.30 -363.80 -388.30 -356.80
2025-08-13 1404.20 1333.10 1413.00 1326.70 1728.10 1700.10 1734.90 1668.00 -323.90 -367.00 -321.90 -341.30
2025-08-12 1411.00 1417.60 1434.80 1391.00 1749.90 1742.00 1751.70 1688.60 -338.90 -324.40 -316.90 -297.60
2025-08-11 1430.10 1408.80 1474.00 1408.00 1746.00 1750.00 1807.80 1742.60 -315.90 -341.20 -333.80 -334.60
2025-08-08 1405.00 1436.00 1487.70 1400.90 1750.00 1760.00 1796.90 1740.00 -345.00 -324.00 -309.20 -339.10
2025-08-07 1412.00 1420.40 1432.00 1401.50 1746.00 1763.20 1778.00 1731.00 -334.00 -342.80 -346.00 -329.50
2025-08-06 1403.80 1420.10 1466.80 1382.00 1681.30 1751.40 1799.00 1672.30 -277.50 -331.30 -332.20 -290.30
2025-08-05 1400.00 1413.00 1434.90 1388.80 1665.00 1690.50 1700.30 1665.00 -265.00 -277.50 -265.40 -276.20
2025-08-04 1415.90 1421.80 1432.00 1376.00 1670.00 1677.20 1700.00 1650.00 -254.10 -255.40 -268.00 -274.00
2025-08-01 1420.80 1424.00 1459.50 1401.40 1684.10 1692.40 1712.90 1663.20 -263.30 -268.40 -253.40 -261.80
2025-07-31 1450.00 1425.10 1455.00 1401.00 1720.00 1692.30 1730.20 1675.40 -270.00 -267.20 -275.20 -274.40
2025-07-30 1470.00 1468.70 1552.90 1445.00 1749.00 1738.00 1801.60 1718.60 -279.00 -269.30 -248.70 -273.60
2025-07-29 1486.00 1460.00 1501.70 1454.00 1760.00 1735.00 1760.00 1706.30 -274.00 -275.00 -258.30 -252.30
2025-07-28 1503.00 1502.80 1522.00 1405.00 1687.50 1737.80 1772.00 1639.50 -184.50 -235.00 -250.00 -234.50
2025-07-25 1570.00 1527.50 1585.00 1501.00 1767.00 1720.20 1780.00 1700.00 -197.00 -192.70 -195.00 -199.00
2025-07-24 1520.00 1583.90 1608.00 1520.00 1714.70 1779.90 1808.90 1701.00 -194.70 -196.00 -200.90 -181.00
2025-07-23 1556.90 1537.00 1588.00 1472.40 1721.60 1701.80 1741.70 1650.00 -164.70 -164.80 -153.70 -177.60
2025-07-22 1610.00 1548.00 1629.50 1526.00 1750.10 1708.70 1776.00 1688.00 -140.10 -160.70 -146.50 -162.00
2025-07-21 1660.00 1592.70 1698.20 1588.00 2266.00 2291.90 2338.90 2254.40 -606.00 -699.20 -640.70 -666.40
2025-07-18 1602.00 1613.00 1670.00 1585.00 1770.00 1791.00 1836.70 1770.00 -168.00 -178.00 -166.70 -185.00
2025-07-17 1609.00 1581.30 1624.80 1550.10 2153.00 2164.50 2164.50 2125.90 -544.00 -583.20 -539.70 -575.80
2025-07-16 1660.00 1598.10 1719.00 1586.00 2128.00 2153.00 2186.60 2110.10 -468.00 -554.90 -467.60 -524.10
2025-07-15 1454.00 1655.60 1689.90 1452.00 2080.00 2126.00 2158.00 2048.00 -626.00 -470.40 -468.10 -596.00
2025-07-14 2032.00 2027.20 2059.80 1999.90 1389.00 1440.70 1462.10 1383.00 643.00 586.50 597.70 616.90
2025-07-11 2028.00 2030.60 2049.90 1985.00 1387.00 1382.00 1403.60 1372.00 641.00 648.60 646.30 613.00
2025-07-10 2030.00 2022.50 2078.00 2011.00 1400.00 1401.10 1412.40 1388.20 630.00 621.40 665.60 622.80
2025-07-09 2015.20 2012.50 2030.00 1961.10 1385.00 1390.00 1395.80 1368.80 630.20 622.50 634.20 592.30
2025-07-08 1900.00 2006.20 2038.00 1900.00 1358.00 1394.70 1414.00 1356.00 542.00 611.50 624.00 544.00
2025-07-07 1860.00 1888.50 1896.00 1845.10 1313.00 1350.00 1353.00 1313.00 547.00 538.50 543.00 532.10
2025-07-04 1889.00 1849.90 1946.00 1832.00 1362.60 1341.90 1392.00 1326.00 526.40 508.00 554.00 506.00
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