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
2025-07-03 1915.00 1896.90 1915.00 1850.10 1381.50 1363.90 1386.00 1352.60 533.50 533.00 529.00 497.50
2025-07-02 1900.00 1883.50 1931.40 1858.00 1370.00 1367.90 1397.00 1355.20 530.00 515.60 534.40 502.80
2025-07-01 1784.20 1904.90 1923.90 1756.20 1352.60 1383.80 1398.00 1333.70 431.60 521.10 525.90 422.50
2025-06-30 1810.00 1761.40 1816.00 1739.00 1328.10 1339.00 1355.00 1323.00 481.90 422.40 461.00 416.00
2025-06-27 1770.00 1805.00 1825.00 1766.00 1342.10 1325.90 1350.00 1320.20 427.90 479.10 475.00 445.80
2025-06-26 1720.00 1759.90 1789.60 1720.00 1307.40 1325.60 1340.60 1282.20 412.60 434.30 449.00 437.80
2025-06-25 1780.00 1740.20 1781.00 1708.80 1288.00 1292.80 1313.70 1271.80 492.00 447.40 467.30 437.00
2025-06-24 1825.00 1772.00 1850.00 1746.40 1349.80 1304.60 1361.20 1292.10 475.20 467.40 488.80 454.30
2025-06-23 1950.00 1875.00 1987.20 1836.70 1400.00 1370.00 1408.80 1351.10 550.00 505.00 578.40 485.60
2025-06-20 2000.00 1890.00 2035.00 1886.00 1405.00 1360.00 1412.10 1355.00 595.00 530.00 622.90 531.00
2025-06-19 2070.00 2022.20 2075.00 2005.00 1418.00 1406.10 1424.30 1393.50 652.00 616.10 650.70 611.50
2025-06-18 2080.00 2092.00 2150.00 2071.00 1440.10 1427.90 1455.70 1421.60 639.90 664.10 694.30 649.40
2025-06-17 2060.00 2038.00 2066.70 1990.00 1427.00 1416.10 1429.80 1388.90 633.00 621.90 636.90 601.10
2025-06-16 2085.00 2030.00 2119.00 2010.00 1465.00 1414.70 1474.80 1406.00 620.00 615.30 644.20 604.00
2025-06-13 2050.00 2068.00 2206.80 2017.50 1405.00 1445.60 1517.50 1405.00 645.00 622.40 689.30 612.50
2025-06-12 1998.00 1984.70 2050.00 1970.00 1370.00 1380.50 1435.90 1361.00 628.00 604.20 614.10 609.00
2025-06-11 2031.00 2001.50 2057.20 1980.00 1362.00 1371.10 1393.60 1352.20 669.00 630.40 663.60 627.80
2025-06-10 2010.00 2042.10 2089.00 1999.10 1340.00 1351.90 1375.00 1325.00 670.00 690.20 714.00 674.10
2025-06-09 2055.00 2065.60 2110.00 2018.20 1330.00 1343.70 1362.80 1322.00 725.00 721.90 747.20 696.20
2025-06-06 2194.00 2062.50 2195.00 2051.00 1377.70 1330.00 1385.00 1327.00 816.30 732.50 810.00 724.00
2025-06-05 2189.00 2146.30 2201.90 2116.00 1375.00 1356.00 1393.10 1331.00 814.00 790.30 808.80 785.00
2025-06-04 2100.20 2199.10 2228.00 2073.80 1327.00 1383.00 1396.90 1327.00 773.20 816.10 831.10 746.80
2025-06-03 2104.00 2100.20 2129.00 1988.00 1368.00 1339.00 1369.30 1301.00 736.00 761.20 759.70 687.00
2025-05-30 2130.00 2075.30 2145.00 2022.00 1381.00 1346.40 1404.70 1343.10 749.00 728.90 740.30 678.90
2025-05-29 2000.00 2131.00 2189.00 1970.50 1385.00 1392.40 1433.50 1362.00 615.00 738.60 755.50 608.50
2025-05-28 2065.00 1949.50 2082.00 1926.30 1800.00 1773.00 1832.00 1751.00 265.00 176.50 250.00 175.30
2025-05-27 2085.00 2048.40 2091.10 1987.00 1815.00 1782.00 1830.00 1756.20 270.00 266.40 261.10 230.80
2025-05-26 2208.00 2085.00 2224.20 2050.10 1870.00 1841.50 1930.00 1795.00 338.00 243.50 294.20 255.10
2025-05-23 2251.00 2224.90 2256.00 2171.20 1800.00 1851.00 1878.90 1783.30 451.00 373.90 377.10 387.90
2025-05-22 2121.00 2206.00 2248.00 2080.10 1680.00 1768.00 1800.00 1680.00 441.00 438.00 448.00 400.10
2025-05-21 2269.80 2121.10 2329.40 2107.10 1730.00 1677.20 1799.00 1670.20 539.80 443.90 530.40 436.90
2025-05-20 2340.00 2263.10 2378.00 2230.60 1720.00 1725.90 1758.00 1690.00 620.00 537.20 620.00 540.60
2025-05-19 2195.00 2387.90 2419.70 2190.00 1610.00 1772.20 1779.00 1588.00 585.00 615.70 640.70 602.00
2025-05-16 1800.00 1685.00 1810.00 1640.00 2366.00 2280.00 2374.00 2190.00 -566.00 -595.00 -564.00 -550.00
2025-05-15 1900.00 1787.30 1900.00 1710.20 2283.00 2359.30 2390.00 2222.00 -383.00 -572.00 -490.00 -511.80
2025-05-14 1502.00 1726.00 1726.00 1502.00 2000.00 2186.10 2186.10 1950.20 -498.00 -460.10 -460.10 -448.20
2025-05-13 1497.00 1465.20 1548.00 1430.00 1876.00 1896.00 1937.30 1832.00 -379.00 -430.80 -389.30 -402.00
2025-05-12 1333.30 1466.20 1466.20 1301.00 1648.00 1794.00 1794.00 1591.90 -314.70 -327.80 -327.80 -290.90
2025-05-09 1305.00 1249.80 1310.00 1233.10 1588.00 1528.80 1597.00 1506.70 -283.00 -279.00 -287.00 -273.60
2025-05-08 1260.00 1283.00 1299.00 1220.00 1536.00 1556.40 1560.00 1482.00 -276.00 -273.40 -261.00 -262.00
2025-05-07 1325.00 1288.20 1382.50 1282.00 1560.00 1559.60 1700.00 1531.90 -235.00 -271.40 -317.50 -249.90
2025-05-06 1311.00 1299.50 1342.40 1280.00 1505.00 1509.90 1537.00 1475.00 -194.00 -210.40 -194.60 -195.00
2025-04-30 1290.00 1324.30 1332.40 1270.10 1475.00 1505.70 1512.00 1450.00 -185.00 -181.40 -179.60 -179.90
2025-04-29 1300.00 1275.60 1323.90 1247.80 1480.00 1470.50 1526.80 1438.00 -180.00 -194.90 -202.90 -190.20
2025-04-28 1377.40 1385.00 1410.00 1363.00 1613.00 1570.80 1644.00 1554.00 -235.60 -185.80 -234.00 -191.00
2025-04-25 1351.00 1365.10 1418.00 1343.00 1577.00 1613.00 1640.00 1563.00 -226.00 -247.90 -222.00 -220.00
2025-04-24 1494.90 1358.40 1498.90 1333.50 1700.00 1577.00 1700.00 1522.00 -205.10 -218.60 -201.10 -188.50
2025-04-23 1493.50 1509.10 1530.00 1470.70 1666.00 1706.00 1730.00 1662.80 -172.50 -196.90 -200.00 -192.10
2025-04-22 1545.00 1456.80 1551.00 1449.00 1701.10 1625.00 1735.00 1620.00 -156.10 -168.20 -184.00 -171.00
2025-04-21 1545.00 1522.00 1580.50 1467.60 1671.50 1712.80 1750.00 1667.90 -126.50 -190.80 -169.50 -200.30
2025-04-18 1577.00 1533.00 1595.00 1520.00 1650.00 1653.80 1707.20 1639.60 -73.00 -120.80 -112.20 -119.60
2025-04-17 1526.00 1555.20 1596.00 1501.00 1640.00 1646.00 1696.00 1604.00 -114.00 -90.80 -100.00 -103.00
2025-04-16 1600.10 1540.60 1635.00 1520.00 1680.00 1626.50 1718.90 1602.00 -79.90 -85.90 -83.90 -82.00
2025-04-15 1680.00 1600.10 1697.00 1600.00 1702.00 1695.00 1744.00 1676.00 -22.00 -94.90 -47.00 -76.00
2025-04-14 1742.00 1697.00 1787.90 1680.00 1780.00 1708.00 1780.00 1703.40 -38.00 -11.00 7.90 -23.40
2025-04-11 1850.00 1810.30 1850.00 1722.00 1790.00 1796.90 1828.00 1644.90 60.00 13.40 22.00 77.10
2025-04-10 1911.20 1886.00 1911.20 1780.00 1907.00 1825.00 1907.20 1755.00 4.20 61.00 4.00 25.00
2025-04-09 1700.00 1704.70 1745.00 1535.00 1640.00 1703.20 1747.00 1558.20 60.00 1.50 -2.00 -23.20
2025-04-08 1899.00 1767.00 1943.70 1705.00 1940.00 1768.00 2012.00 1716.00 -41.00 -1.00 -68.30 -11.00
2025-04-07 1968.90 1885.00 2032.90 1851.00 2000.00 1980.10 2100.00 1950.00 -31.10 -95.10 -67.10 -99.00
2025-04-03 2030.00 2176.20 2188.00 2001.00 2203.00 2329.70 2330.60 2146.00 -173.00 -153.50 -142.60 -145.00
2025-04-02 2190.00 2148.00 2191.50 2103.70 2305.40 2327.00 2349.90 2290.20 -115.40 -179.00 -158.40 -186.50
2025-04-01 2190.00 2230.00 2280.00 2179.00 2341.00 2382.00 2402.80 2320.00 -151.00 -152.00 -122.80 -141.00
2025-03-31 2300.00 2183.70 2318.00 2170.00 2420.00 2318.00 2420.10 2314.70 -120.00 -134.30 -102.10 -144.70
2025-03-28 2200.00 2288.00 2295.00 2180.00 2347.10 2392.10 2428.00 2336.30 -147.10 -104.10 -133.00 -156.30
2025-03-27 2178.80 2160.20 2195.00 2124.00 2329.90 2324.60 2355.20 2302.00 -151.10 -164.40 -160.20 -178.00
2025-03-26 2166.00 2144.90 2199.00 2093.10 2290.50 2329.90 2376.00 2290.50 -124.50 -185.00 -177.00 -197.40
2025-03-25 2060.00 2146.80 2213.00 2013.00 2228.00 2301.30 2336.80 2206.00 -168.00 -154.50 -123.80 -193.00
2025-03-24 2100.00 2072.00 2108.00 2038.00 2208.10 2236.00 2260.00 2158.00 -108.10 -164.00 -152.00 -120.00
2025-03-21 2085.00 2078.90 2140.00 2010.00 2180.00 2207.90 2227.00 2160.00 -95.00 -129.00 -87.00 -150.00
2025-03-20 2030.00 2038.00 2079.00 1976.00 2200.20 2157.00 2233.30 2128.00 -170.20 -119.00 -154.30 -152.00
2025-03-19 2234.10 2056.00 2297.80 2032.00 2300.00 2199.00 2374.00 2130.00 -65.90 -143.00 -76.20 -98.00
2025-03-18 2210.00 2228.00 2289.00 2172.20 2260.10 2293.50 2339.00 2246.00 -50.10 -65.50 -50.00 -73.80
2025-03-17 2280.00 2204.10 2333.20 2156.00 2280.00 2253.50 2333.40 2200.40 0.00 -49.40 -0.20 -44.40
2025-03-14 2120.00 2154.10 2194.70 2080.00 2151.90 2191.00 2249.40 2130.00 -31.90 -36.90 -54.70 -50.00
2025-03-13 2276.00 2122.10 2298.00 2088.00 2272.00 2167.80 2310.00 2101.30 4.00 -45.70 -12.00 -13.30
2025-03-12 2385.00 2272.00 2438.80 2245.40 2429.00 2276.70 2429.00 2254.90 -44.00 -4.70 9.80 -9.50
2025-03-11 2250.00 2335.80 2386.00 2204.00 2263.70 2336.00 2380.00 2230.10 -13.70 -0.20 6.00 -26.10
2025-03-10 2320.00 2265.50 2335.00 2200.00 2270.00 2257.70 2345.60 2205.60 50.00 7.80 -10.60 -5.60
2025-03-07 2338.00 2330.00 2395.00 2263.00 2350.00 2339.90 2376.70 2268.00 -12.00 -9.90 18.30 -5.00
2025-03-06 2150.00 2336.00 2357.00 2103.00 2220.00 2326.00 2393.80 2154.00 -70.00 10.00 -36.80 -51.00
2025-03-05 2020.00 2098.90 2102.10 1964.00 2065.00 2126.00 2148.00 2036.20 -45.00 -27.10 -45.90 -72.20
2025-03-04 2300.00 2020.00 2326.60 2020.00 1748.00 1673.00 1755.00 1669.00 552.00 347.00 571.60 351.00
2025-03-03 1796.00 1764.10 1870.00 1750.40 2260.00 2346.00 2416.00 2260.00 -464.00 -581.90 -546.00 -509.60
2025-02-28 1776.90 1774.10 1794.00 1745.00 2280.00 2250.00 2298.00 2208.30 -503.10 -475.90 -504.00 -463.30
2025-02-27 1750.00 1800.50 1810.00 1727.00 2244.90 2294.90 2310.00 2180.00 -494.90 -494.40 -500.00 -453.00
2025-02-26 1838.00 1790.00 1928.00 1752.00 2230.00 2275.00 2383.00 2188.20 -392.00 -485.00 -455.00 -436.20
2025-02-25 1810.00 1862.00 1917.80 1782.00 2137.00 2242.10 2280.00 2088.00 -327.00 -380.10 -362.20 -306.00
2025-02-24 1971.00 1823.70 1980.60 1805.00 2322.00 2167.00 2334.80 2115.00 -351.00 -343.30 -354.20 -310.00
2025-02-21 2034.90 1991.60 2076.00 1980.00 2368.00 2304.60 2398.00 2282.00 -333.10 -313.00 -322.00 -302.00
2025-02-20 2050.00 2064.00 2088.80 1964.00 2300.00 2372.20 2410.00 2233.00 -250.00 -308.20 -321.20 -269.00
2025-02-19 2010.00 2084.40 2199.00 2005.50 2372.00 2308.30 2508.00 2302.00 -362.00 -223.90 -309.00 -296.50
2025-02-18 1981.00 2029.90 2073.00 1962.00 2251.00 2379.40 2384.00 2211.50 -270.00 -349.50 -311.00 -249.50
2025-02-17 2100.00 2010.80 2164.00 1945.30 2429.90 2291.30 2461.40 2250.00 -329.90 -280.50 -297.40 -304.70
2025-02-14 1900.00 2088.10 2088.10 1878.00 2240.00 2493.50 2526.90 2234.50 -340.00 -405.40 -438.80 -356.50
2025-02-13 1821.00 1870.30 1901.80 1702.00 1560.00 1592.00 1655.00 1461.10 261.00 278.30 246.80 240.90
2025-02-12 1868.00 1819.30 1940.00 1741.40 2222.10 2228.10 2250.90 2112.00 -354.10 -408.80 -310.90 -370.60
2025-02-11 1865.00 1851.20 1888.80 1768.10 2226.90 2186.00 2273.00 2110.00 -361.90 -334.80 -384.20 -341.90
2025-02-10 1627.00 1826.00 1878.00 1626.00 1900.00 2153.90 2153.90 1871.80 -273.00 -327.90 -275.90 -245.80
2025-02-07 1462.20 1659.60 1659.60 1460.00 1688.00 1864.10 1864.10 1667.00 -225.80 -204.50 -204.50 -207.00
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