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
2025-02-06 1358.00 1473.00 1507.00 1350.00 1480.00 1667.00 1709.00 1480.00 -122.00 -194.00 -202.00 -130.00
2025-02-05 1449.00 1373.60 1451.00 1361.10 1509.00 1499.00 1536.90 1430.60 -60.00 -125.40 -85.90 -69.50
2025-01-27 1433.10 1520.00 1544.00 1433.10 1130.00 1172.10 1203.70 1120.00 303.10 347.90 340.30 313.10
2025-01-24 1456.20 1431.80 1475.80 1417.00 1168.90 1127.30 1199.90 1125.00 287.30 304.50 275.90 292.00
2025-01-23 1495.00 1447.80 1520.00 1403.40 1465.00 1478.60 1518.00 1425.20 30.00 -30.80 2.00 -21.80
2025-01-22 1373.30 1484.10 1490.50 1362.00 1286.90 1465.00 1474.80 1286.90 86.40 19.10 15.70 75.10
2025-01-21 1265.00 1373.30 1375.00 1251.70 1237.00 1304.80 1328.00 1231.60 28.00 68.50 47.00 20.10
2025-01-20 1228.00 1249.20 1286.80 1203.00 1952.40 1972.00 1979.00 1937.10 -724.40 -722.80 -692.20 -734.10
2025-01-17 1241.00 1228.30 1288.00 1184.10 1252.30 1265.00 1315.90 1211.00 -11.30 -36.70 -27.90 -26.90
2025-01-16 1210.00 1240.20 1253.20 1163.00 1982.20 2006.70 2024.00 1966.20 -772.20 -766.50 -770.80 -803.20
2025-01-15 1274.50 1230.80 1312.70 1227.00 2022.00 2017.40 2044.00 2008.10 -747.50 -786.60 -731.30 -781.10
2025-01-14 2000.00 2045.00 2082.00 1994.00 1341.00 1289.50 1360.00 1288.00 659.00 755.50 722.00 706.00
2025-01-13 1966.90 2020.90 2055.00 1947.00 1367.80 1367.10 1422.00 1351.00 599.10 653.80 633.00 596.00
2025-01-10 2011.90 1997.00 2048.00 1982.60 1435.00 1390.00 1474.70 1390.00 576.90 607.00 573.30 592.60
2025-01-09 1970.60 2056.00 2099.00 1918.00 1380.00 1466.80 1479.00 1348.70 590.60 589.20 620.00 569.30
2025-01-08 2041.00 1980.00 2059.60 1943.50 1475.00 1395.10 1494.00 1390.40 566.00 584.90 565.60 553.10
2025-01-07 2013.90 2026.10 2070.00 1975.00 1424.00 1453.70 1483.00 1424.00 589.90 572.40 587.00 551.00
2025-01-06 2109.00 2032.50 2129.20 2007.60 1500.00 1441.00 1520.00 1427.30 609.00 591.50 609.20 580.30
2025-01-03 2218.00 2131.00 2224.40 2050.00 1608.00 1497.10 1632.00 1493.20 610.00 633.90 592.40 556.80
2025-01-02 2269.00 2224.70 2332.90 2188.00 1658.00 1670.20 1722.00 1631.80 611.00 554.50 610.90 556.20
2024-12-31 2248.70 2257.00 2275.00 2208.00 1620.10 1653.60 1658.00 1610.10 628.60 603.40 617.00 597.90
2024-12-30 2388.00 2237.50 2388.00 2225.80 1661.00 1613.50 1668.00 1601.20 727.00 624.00 720.00 624.60
2024-12-27 2373.00 2389.80 2417.60 2342.00 1620.00 1653.00 1679.00 1611.00 753.00 736.80 738.60 731.00
2024-12-26 2440.00 2373.00 2488.00 2360.30 1648.00 1628.20 1695.00 1607.00 792.00 744.80 793.00 753.30
2024-12-25 2418.00 2437.90 2478.00 2390.00 1620.00 1630.80 1657.00 1596.70 798.00 807.10 821.00 793.30
2024-12-24 2579.90 2439.20 2588.00 2410.00 1675.00 1617.70 1710.00 1595.00 904.90 821.50 878.00 815.00
2024-12-23 2558.00 2584.20 2610.00 2530.10 1650.00 1680.00 1699.00 1626.00 908.00 904.20 911.00 904.10
2024-12-20 2510.00 2538.00 2562.80 2460.00 1588.00 1614.00 1648.00 1545.00 922.00 924.00 914.80 915.00
2024-12-19 2600.00 2528.50 2695.00 2502.00 1650.00 1574.00 1708.00 1568.20 950.00 954.50 987.00 933.80
2024-12-18 2585.20 2663.00 2676.00 2507.00 1605.00 1681.60 1688.00 1542.00 980.20 981.40 988.00 965.00
2024-12-17 2650.00 2580.10 2650.10 2566.00 1648.00 1628.20 1684.70 1605.00 1002.00 951.90 965.40 961.00
2024-12-16 2569.90 2629.00 2657.40 2471.40 1592.00 1652.00 1670.00 1478.10 977.90 977.00 987.40 993.30
2024-12-13 2501.00 2587.50 2609.00 2467.00 1572.00 1617.00 1640.00 1546.00 929.00 970.50 969.00 921.00
2024-12-12 2429.00 2460.00 2478.00 2369.00 1560.90 1550.80 1589.00 1530.00 868.10 909.20 889.00 839.00
2024-12-11 2570.00 2447.70 2586.00 2406.00 1726.10 1565.30 1739.00 1538.00 843.90 882.40 847.00 868.00
2024-12-10 2580.00 2535.00 2616.10 2460.00 1711.00 1711.00 1768.20 1691.60 869.00 824.00 847.90 768.40
2024-12-09 2635.00 2505.00 2730.00 2505.00 1800.00 1665.40 1830.00 1664.00 835.00 839.60 900.00 841.00
2024-12-06 2610.00 2642.50 2665.00 2563.00 1796.90 1795.00 1840.00 1780.00 813.10 847.50 825.00 783.00
2024-12-05 2643.60 2660.00 2717.00 2575.00 1833.00 1825.00 1855.00 1771.60 810.60 835.00 862.00 803.40
2024-12-04 2670.00 2649.00 2680.00 2558.00 1879.70 1833.50 1885.00 1789.60 790.30 815.50 795.00 768.40
2024-12-03 2805.00 2710.00 2847.80 2668.80 1901.70 1876.00 1948.00 1836.10 903.30 834.00 899.80 832.70
2024-12-02 2602.00 2810.00 2828.00 2601.00 1788.00 1905.60 1914.00 1788.00 814.00 904.40 914.00 813.00
2024-11-29 2600.00 2546.00 2680.00 2505.00 1777.00 1766.00 1810.00 1740.10 823.00 780.00 870.00 764.90
2024-11-28 2700.00 2627.00 2765.60 2624.90 1775.00 1766.70 1828.00 1760.00 925.00 860.30 937.60 864.90
2024-11-27 2650.00 2736.00 2941.00 2494.20 1702.00 1804.20 1870.00 1598.40 948.00 931.80 1071.00 895.80
2024-11-26 2701.00 2690.00 2819.00 2622.00 1821.00 1766.00 1833.00 1683.70 880.00 924.00 986.00 938.30
2024-11-25 3220.00 2722.10 3220.00 2722.10 2000.00 1821.00 2029.00 1786.80 1220.00 901.10 1191.00 935.30
2024-11-22 3308.00 3224.10 3337.00 3187.80 2058.00 2012.80 2080.00 2001.00 1250.00 1211.30 1257.00 1186.80
2024-11-21 3330.10 3293.90 3360.00 3130.00 2032.20 2041.10 2085.00 1940.00 1297.90 1252.80 1275.00 1190.00
2024-11-20 3350.00 3329.00 3398.00 3258.00 1949.00 2012.10 2050.00 1949.00 1401.00 1316.90 1348.00 1309.00
2024-11-19 3258.00 3287.30 3318.00 3168.00 1940.00 1930.50 1972.00 1870.80 1318.00 1356.80 1346.00 1297.20
2024-11-18 3250.00 3240.00 3337.90 3201.00 1955.10 1924.00 1989.90 1856.00 1294.90 1316.00 1348.00 1345.00
2024-11-15 3182.00 3290.00 3293.00 3102.00 1850.00 1951.20 2014.40 1850.00 1332.00 1338.80 1278.60 1252.00
2024-11-14 3268.00 3095.00 3268.00 3051.30 1850.00 1841.10 1918.00 1760.50 1418.00 1253.90 1350.00 1290.80
2024-11-13 3166.30 3180.00 3235.00 3075.00 1762.90 1823.20 1845.00 1718.00 1403.40 1356.80 1390.00 1357.00
2024-11-12 3244.00 3159.90 3308.40 2972.10 1696.00 1759.40 1786.80 1556.00 1548.00 1400.50 1521.60 1416.10
2024-11-11 3299.00 3244.00 3426.00 2961.20 1860.00 1667.60 1900.00 1614.60 1439.00 1576.40 1526.00 1346.60
2024-11-08 3322.00 3320.60 3471.80 3250.00 1949.00 1855.10 2058.00 1800.00 1373.00 1465.50 1413.80 1450.00
2024-11-07 3033.00 3270.90 3296.00 3030.00 1857.00 1953.00 2006.00 1857.00 1176.00 1317.90 1290.00 1173.00
2024-11-06 3022.50 3014.10 3090.00 2929.00 2010.00 1913.60 2057.60 1870.00 1012.50 1100.50 1032.40 1059.00
2024-11-05 2830.00 3071.00 3145.80 2802.60 1821.70 2027.10 2096.60 1821.70 1008.30 1043.90 1049.20 980.90
2024-11-04 2820.00 2794.10 2939.90 2744.30 3166.10 3068.90 3180.00 3021.40 -346.10 -274.80 -240.10 -277.10
2024-11-01 3238.00 3152.10 3258.00 3133.00 2830.00 2799.70 2990.00 2770.10 408.00 352.40 268.00 362.90
2024-10-31 3078.10 3227.40 3237.80 3078.10 2581.00 2791.00 2808.80 2581.00 497.10 436.40 429.00 497.10
2024-10-30 2969.90 3133.00 3139.00 2938.00 2430.80 2626.00 2630.00 2420.00 539.10 507.00 509.00 518.00
2024-10-29 2900.00 2999.00 3088.00 2890.00 2420.00 2443.10 2499.40 2350.00 480.00 555.90 588.60 540.00
2024-10-28 3247.00 3199.80 3350.00 3172.00 1760.00 1764.00 1822.00 1730.00 1487.00 1435.80 1528.00 1442.00
2024-10-25 3206.80 3200.90 3295.00 3124.10 2618.00 2625.00 2726.00 2575.00 588.80 575.90 569.00 549.10
2024-10-24 2971.20 3213.30 3322.00 2932.00 2480.00 2647.40 2800.00 2446.30 491.20 565.90 522.00 485.70
2024-10-23 3050.00 2979.80 3105.00 2856.00 1635.10 1692.00 1694.00 1591.50 1414.90 1287.80 1411.00 1264.50
2024-10-22 3150.00 3015.50 3203.20 3011.00 2555.00 2412.20 2662.00 2325.00 595.00 603.30 541.20 686.00
2024-10-21 2870.00 3197.70 3222.00 2850.00 2440.00 2614.80 2678.90 2421.00 430.00 582.90 543.10 429.00
2024-10-18 2750.00 2900.70 2905.00 2683.00 1653.00 1719.00 1749.80 1625.00 1097.00 1181.70 1155.20 1058.00
2024-10-17 2836.00 2735.90 2918.00 2655.00 1655.90 1652.00 1750.00 1588.00 1180.10 1083.90 1168.00 1067.00
2024-10-16 2769.00 2836.00 2924.80 2741.00 1619.50 1658.00 1690.00 1583.00 1149.50 1178.00 1234.80 1158.00
2024-10-15 2660.00 2768.80 2798.00 2550.00 1500.00 1619.50 1642.00 1490.00 1160.00 1149.30 1156.00 1060.00
2024-10-14 2560.00 2660.00 2894.50 2505.00 1740.00 1530.00 1800.00 1518.00 820.00 1130.00 1094.50 987.00
2024-10-11 2492.90 2494.30 2494.30 2345.00 1650.00 1756.30 1756.30 1578.00 842.90 738.00 738.00 767.00
2024-10-10 1940.00 2191.10 2191.10 1938.00 1406.20 1587.00 1595.00 1406.20 533.80 604.10 596.10 531.80
2024-10-09 1850.00 1926.00 1975.00 1816.00 1370.20 1409.10 1453.30 1316.40 479.80 516.90 521.70 499.60
2024-10-08 2250.00 1900.00 2270.00 1825.80 1698.90 1401.60 1799.00 1401.60 551.10 498.40 471.00 424.20
2024-09-30 2396.80 2540.40 2540.40 2235.50 1688.00 1902.30 1902.30 1608.00 708.80 638.10 638.10 627.50
2024-09-27 2066.00 2141.20 2215.00 2050.20 1588.00 1590.00 1642.00 1532.40 478.00 551.20 573.00 517.80
2024-09-26 1979.00 2025.40 2069.00 1928.00 1436.00 1550.00 1590.00 1436.00 543.00 475.40 479.00 492.00
2024-09-25 2050.00 1985.10 2230.00 1951.80 1540.00 1470.00 1693.00 1432.30 510.00 515.10 537.00 519.50
2024-09-24 1791.60 2014.30 2075.30 1782.10 1331.90 1511.90 1511.90 1322.00 459.70 502.40 563.40 460.10
2024-09-23 1694.90 1800.70 1879.90 1693.60 1209.00 1339.60 1380.00 1182.00 485.90 461.10 499.90 511.60
2024-09-20 1702.90 1691.60 1749.30 1681.00 1220.00 1193.90 1235.00 1186.90 482.90 497.70 514.30 494.10
2024-09-19 1735.00 1739.00 1788.00 1651.00 1177.70 1200.00 1223.60 1154.40 557.30 539.00 564.40 496.60
2024-09-18 1702.00 1692.00 1750.00 1666.60 1214.90 1180.20 1255.00 1180.20 487.10 511.80 495.00 486.40
2024-09-13 1810.00 1790.00 1862.70 1750.00 1505.00 1515.60 1557.70 1458.90 305.00 274.40 305.00 291.10
2024-09-12 1915.00 1820.20 1916.00 1770.30 1568.00 1499.80 1568.00 1455.00 347.00 320.40 348.00 315.30
2024-09-11 1688.80 1916.70 1950.00 1609.40 1118.00 1246.00 1264.10 1096.00 570.80 670.70 685.90 513.40
2024-09-10 1593.90 1714.90 1803.00 1590.30 1124.00 1127.30 1179.70 1105.00 469.90 587.60 623.30 485.30
2024-09-09 1713.80 1607.50 1713.80 1576.00 1100.00 1121.80 1140.00 1076.00 613.80 485.70 573.80 500.00
2024-09-06 1850.00 1735.00 1858.00 1680.60 1125.10 1111.00 1148.00 1066.00 724.90 624.00 710.00 614.60
2024-09-05 2010.00 1850.00 2055.00 1722.10 1222.40 1121.90 1252.00 1081.30 787.60 728.10 803.00 640.80
2024-09-04 2110.00 2010.00 2117.90 2001.60 1326.00 1220.00 1349.00 1213.00 784.00 790.00 768.90 788.60
2024-09-03 2098.00 2134.90 2222.00 2066.00 1320.00 1351.00 1384.80 1302.50 778.00 783.90 837.20 763.50
2024-09-02 2218.30 2076.70 2249.90 2075.30 1347.00 1303.00 1385.90 1303.00 871.30 773.70 864.00 772.30
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