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
2024-08-30 2400.00 2250.10 2458.70 2250.00 1437.80 1384.70 1470.00 1370.00 962.20 865.40 988.70 880.00
2024-08-29 2350.00 2433.10 2475.90 2320.00 1421.80 1473.30 1496.50 1370.20 928.20 959.80 979.40 949.80
2024-08-28 2560.00 2420.00 2565.00 2420.00 1435.80 1419.00 1468.00 1388.00 1124.20 1001.00 1097.00 1032.00
2024-08-27 2699.00 2575.00 2699.00 2520.00 1505.00 1433.00 1505.00 1408.00 1194.00 1142.00 1194.00 1112.00
2024-08-26 2656.20 2744.40 2785.90 2643.00 1530.00 1509.40 1598.00 1457.20 1126.20 1235.00 1187.90 1185.80
2024-08-23 2700.00 2643.00 2750.00 2605.00 1476.00 1490.10 1538.80 1431.10 1224.00 1152.90 1211.20 1173.90
2024-08-22 2660.00 2729.20 2797.00 2611.00 1465.00 1488.80 1593.50 1418.10 1195.00 1240.40 1203.50 1192.90
2024-08-21 2580.00 2649.00 2668.00 2480.00 1410.00 1458.90 1469.50 1324.00 1170.00 1190.10 1198.50 1156.00
2024-08-20 2500.00 2582.00 2618.00 2415.20 1443.00 1385.20 1443.00 1310.20 1057.00 1196.80 1175.00 1105.00
2024-08-19 2688.00 2526.00 2750.00 2435.00 3070.00 3100.00 3198.70 3038.00 -382.00 -574.00 -448.70 -603.00
2024-08-16 2677.00 2677.00 2800.00 2662.00 3000.00 3038.00 3130.00 3000.00 -323.00 -361.00 -330.00 -338.00
2024-08-15 2650.00 2663.70 2715.00 2568.00 3000.00 3043.20 3114.30 3000.00 -350.00 -379.50 -399.30 -432.00
2024-08-14 2700.00 2727.20 2785.00 2630.00 3102.00 3081.80 3168.00 3026.00 -402.00 -354.60 -383.00 -396.00
2024-08-13 2888.00 2818.10 3029.20 2767.00 3320.10 3253.00 3368.90 3171.00 -432.10 -434.90 -339.70 -404.00
2024-08-12 2789.00 2832.00 2849.80 2740.30 3230.00 3271.00 3331.50 3168.00 -441.00 -439.00 -481.70 -427.70
2024-08-09 2739.00 2749.50 2859.00 2624.80 3380.00 3216.00 3418.00 3113.40 -641.00 -466.50 -559.00 -488.60
2024-08-08 3022.50 2754.90 3099.80 2733.00 3546.00 3390.00 3579.00 3336.60 -523.50 -635.10 -479.20 -603.60
2024-08-07 3322.30 3206.70 3328.00 3188.00 3639.90 3665.00 3741.20 3590.00 -317.60 -458.30 -413.20 -402.00
2024-08-06 3615.00 3626.70 3678.00 3553.10 3385.00 3288.00 3422.30 3203.30 230.00 338.70 255.70 349.80
2024-08-05 3601.00 3584.70 3709.00 3506.70 3360.00 3318.00 3498.00 3250.00 241.00 266.70 211.00 256.70
2024-08-02 3489.00 3653.00 3677.90 3460.00 2107.90 2137.00 2150.00 2090.90 1381.10 1516.00 1527.90 1369.10
2024-08-01 3505.30 3515.00 3575.00 3394.00 3163.80 3215.40 3259.00 3073.30 341.50 299.60 316.00 320.70
2024-07-31 3610.00 3505.30 3810.00 3470.00 2050.00 2100.00 2258.00 1956.00 1560.00 1405.30 1552.00 1514.00
2024-07-30 3871.00 3663.00 3900.00 3588.00 3450.00 3339.10 3516.80 3252.00 421.00 323.90 383.20 336.00
2024-07-29 3760.00 3926.00 4074.00 3670.00 3150.00 3493.10 3493.10 3120.00 610.00 432.90 580.90 550.00
2024-07-26 3732.10 3655.10 3800.00 3501.00 1765.30 1783.00 1843.00 1720.90 1966.80 1872.10 1957.00 1780.10
2024-07-25 3618.40 3722.30 3820.00 3465.00 2900.00 3035.00 3132.00 2785.00 718.40 687.30 688.00 680.00
2024-07-24 3400.00 3618.40 3630.00 3305.00 1709.90 1745.90 1769.90 1662.00 1690.10 1872.50 1860.10 1643.00
2024-07-23 3514.00 3374.90 3656.00 3233.00 2866.30 2749.10 2975.00 2640.00 647.70 625.80 681.00 593.00
2024-07-22 3699.00 3381.90 3796.00 3350.70 2910.00 2784.40 2995.40 2723.40 789.00 597.50 800.60 627.30
2024-07-19 3800.00 3675.00 3845.00 3610.00 1922.00 1799.90 1998.00 1793.00 1878.00 1875.10 1847.00 1817.00
2024-07-18 4200.00 3894.50 4220.00 3853.10 1900.00 1943.80 2018.80 1862.00 2300.00 1950.70 2201.20 1991.10
2024-07-17 4388.80 4245.50 4499.00 4210.00 3368.00 3414.10 3581.60 3130.00 1020.80 831.40 917.40 1080.00
2024-07-16 5800.00 5793.00 5800.00 5641.50 4351.00 4388.80 4418.00 4050.00 1449.00 1404.20 1382.00 1591.50
2024-07-15 5587.00 5600.00 5664.30 5460.00 4106.00 4075.80 4238.40 3890.20 1481.00 1524.20 1425.90 1569.80
2024-07-12 5515.00 5499.90 5550.00 5350.00 3990.00 3874.80 4030.00 3570.00 1525.00 1625.10 1520.00 1780.00
2024-07-11 5728.00 5488.00 5743.80 5322.00 4410.00 3870.00 4440.00 3765.00 1318.00 1618.00 1303.80 1557.00
2024-07-10 5700.00 5745.30 5799.00 5671.60 4400.00 4435.00 4618.80 4355.00 1300.00 1310.30 1180.20 1316.60
2024-07-09 5475.00 5604.80 5618.00 5470.00 4100.00 4260.10 4347.20 4071.00 1375.00 1344.70 1270.80 1399.00
2024-07-08 5597.90 5430.00 5598.00 5375.00 3148.50 2889.30 3179.00 2889.30 2449.40 2540.70 2419.00 2485.70
2024-07-05 5675.10 5700.90 5772.30 5500.00 3588.00 3280.00 3784.00 3045.00 2087.10 2420.90 1988.30 2455.00
2024-07-04 5588.00 5788.80 5811.00 5541.00 4714.90 4986.40 4995.00 4685.20 873.10 802.40 816.00 855.80
2024-07-03 5555.00 5632.20 5650.00 5528.00 4580.00 4815.00 4854.90 4560.00 975.00 817.20 795.10 968.00
2024-07-02 5458.80 5575.00 5579.10 5388.00 4513.30 4610.00 4619.00 4419.00 945.50 965.00 960.10 969.00
2024-07-01 5320.00 5322.00 5385.00 5217.30 4466.00 4382.70 4590.00 4168.80 854.00 939.30 795.00 1048.50
2024-06-28 5215.00 5226.00 5293.00 5160.00 4225.00 4399.30 4428.00 4220.00 990.00 826.70 865.00 940.00
2024-06-27 5100.00 5197.90 5215.00 5033.00 4100.00 4229.90 4252.00 4001.00 1000.00 968.00 963.00 1032.00
2024-06-26 5230.00 5149.20 5275.00 5058.60 4230.00 4121.00 4276.40 4009.80 1000.00 1028.20 998.60 1048.80
2024-06-25 5300.00 5294.90 5338.20 5225.00 4275.00 4230.00 4336.00 4173.10 1025.00 1064.90 1002.20 1051.90
2024-06-24 5288.00 5399.00 5422.50 5235.00 4110.00 4375.00 4439.90 4110.00 1178.00 1024.00 982.60 1125.00
2024-06-21 5276.00 5289.80 5298.00 5111.00 4144.00 4188.30 4236.60 4010.00 1132.00 1101.50 1061.40 1101.00
2024-06-20 4950.00 5297.90 5300.30 4940.00 3735.00 4140.00 4145.00 3723.00 1215.00 1157.90 1155.30 1217.00
2024-06-19 5022.90 4917.40 5059.00 4887.90 3935.90 3670.20 3988.80 3666.00 1087.00 1247.20 1070.20 1221.90
2024-06-18 4930.10 5028.00 5028.00 4868.00 3880.00 3970.00 3999.00 3852.00 1050.10 1058.00 1029.00 1016.00
2024-06-17 4750.10 4834.00 4845.00 4620.00 3800.00 3825.00 3898.00 3562.80 950.10 1009.00 947.00 1057.20
2024-06-14 4690.00 4744.80 4750.00 4631.00 3700.00 3840.40 3878.70 3665.00 990.00 904.40 871.30 966.00
2024-06-13 4671.00 4650.90 4680.00 4462.00 3593.90 3660.00 3745.00 3380.00 1077.10 990.90 935.00 1082.00
2024-06-12 4434.10 4570.30 4579.00 4333.00 3388.00 3568.00 3586.00 3215.00 1046.10 1002.30 993.00 1118.00
2024-06-11 4720.00 4419.50 4798.90 4200.00 3870.00 3320.60 4009.60 3250.80 850.00 1098.90 789.30 949.20
2024-06-07 4546.00 4728.20 4739.00 4546.00 3710.00 3900.00 3995.00 3690.00 836.00 828.20 744.00 856.00
2024-06-06 4496.00 4592.00 4628.00 4489.00 3640.00 3762.10 3818.10 3593.50 856.00 829.90 809.90 895.50
2024-06-05 4600.00 4480.00 4600.00 4380.00 3723.00 3573.90 3774.90 3400.10 877.00 906.10 825.10 979.90
2024-06-04 4248.00 4614.90 4635.00 4177.00 3190.00 3674.40 3674.40 3030.10 1058.00 940.50 960.60 1146.90
2024-06-03 4280.00 4188.60 4391.20 4100.00 3188.00 3116.00 3393.40 3020.00 1092.00 1072.60 997.80 1080.00
2024-05-31 4138.00 4297.50 4301.00 4075.80 3119.00 3288.00 3288.00 3012.00 1019.00 1009.50 1013.00 1063.80
2024-05-30 4240.00 4138.00 4314.00 4095.00 3310.00 3100.70 3346.00 3070.60 930.00 1037.30 968.00 1024.40
2024-05-29 4190.00 4260.00 4297.00 4110.00 3356.30 3298.00 3370.00 3188.00 833.70 962.00 927.00 922.00
2024-05-28 4330.00 4193.40 4444.00 4165.00 3488.00 3356.30 3554.10 3332.00 842.00 837.10 889.90 833.00
2024-05-27 4280.00 4313.10 4329.00 4205.00 3460.00 3485.00 3600.00 3410.00 820.00 828.10 729.00 795.00
2024-05-24 4183.00 4229.30 4244.50 4101.00 3389.80 3452.50 3490.00 3362.10 793.20 776.80 754.50 738.90
2024-05-23 4120.00 4128.00 4183.00 3956.00 3361.00 3389.80 3462.00 3233.00 759.00 738.20 721.00 723.00
2024-05-22 4300.00 4145.00 4317.10 4081.30 3510.00 3420.20 3624.00 3361.00 790.00 724.80 693.10 720.30
2024-05-21 4200.00 4288.90 4362.00 4071.90 3390.00 3530.80 3633.00 3268.80 810.00 758.10 729.00 803.10
2024-05-20 4070.00 4191.50 4194.90 3870.00 3230.00 3363.20 3372.00 3020.00 840.00 828.30 822.90 850.00
2024-05-17 4100.00 4003.50 4110.00 3834.00 3118.30 3190.20 3274.00 3000.00 981.70 813.30 836.00 834.00
2024-05-16 4260.10 3931.00 4321.90 3900.00 3960.00 3833.00 4168.00 3832.00 300.10 98.00 153.90 68.00
2024-05-15 3860.00 4033.50 4038.00 3668.00 3750.00 3866.10 3888.00 3620.00 110.00 167.40 150.00 48.00
2024-05-14 4000.00 3728.20 4020.00 3630.00 3994.90 3795.70 4159.50 3678.00 5.10 -67.50 -139.50 -48.00
2024-05-13 3560.00 4008.90 4034.30 3560.00 3586.00 3932.60 3932.60 3570.00 -26.00 76.30 101.70 -10.00
2024-05-10 3500.00 3576.00 3620.00 3389.00 3250.00 3499.80 3545.70 3230.00 250.00 76.20 74.30 159.00
2024-05-09 3165.60 3486.20 3509.90 3165.60 2900.00 3162.60 3170.00 2890.00 265.60 323.60 339.90 275.60
2024-05-08 3120.00 3195.00 3196.50 3055.80 2825.00 2864.90 2866.00 2790.00 295.00 330.10 330.50 265.80
2024-05-07 3103.20 3098.90 3149.00 3012.00 2820.00 2800.00 2894.40 2743.00 283.20 298.90 254.60 269.00
2024-05-06 2985.10 3100.90 3104.00 2914.00 2749.90 2836.00 2846.00 2703.10 235.20 264.90 258.00 210.90
2024-04-30 2870.10 2982.60 2989.00 2811.20 2620.00 2781.10 2781.10 2580.00 250.10 201.50 207.90 231.20
2024-04-29 2981.40 2784.30 2998.50 2622.00 2948.00 2550.00 2948.00 2450.00 33.40 234.30 50.50 172.00
2024-04-26 2838.00 2981.40 2999.00 2766.00 2975.00 2948.00 2976.00 2760.00 -137.00 33.40 23.00 6.00
2024-04-25 2750.00 2815.00 2871.70 2681.10 2950.00 2940.00 2977.00 2830.00 -200.00 -125.00 -105.30 -148.90
2024-04-24 2565.10 2681.60 2692.00 2532.00 2579.00 2813.30 2819.00 2579.00 -13.90 -131.70 -127.00 -47.00
2024-04-23 2639.40 2557.00 2649.20 2500.00 2540.00 2568.10 2600.00 2490.20 99.40 -11.10 49.20 9.80
2024-04-22 2629.90 2573.10 2704.00 2512.00 2555.00 2527.00 2615.00 2455.00 74.90 46.10 89.00 57.00
2024-04-19 2440.00 2629.20 2740.00 2420.10 2352.00 2550.50 2638.00 2330.10 88.00 78.70 102.00 90.00
2024-04-18 2319.90 2433.00 2436.00 2297.70 2200.00 2347.90 2349.00 2200.00 119.90 85.10 87.00 97.70
2024-04-17 2285.00 2337.10 2345.00 2215.00 2185.00 2218.10 2219.00 2088.00 100.00 119.00 126.00 127.00
2024-04-16 2294.10 2276.20 2345.20 2233.00 2135.00 2164.90 2210.30 2091.30 159.10 111.30 134.90 141.70
2024-04-15 2230.00 2287.00 2288.00 2155.00 2005.00 2128.00 2128.00 1961.00 225.00 159.00 160.00 194.00
2024-04-12 2125.00 2192.00 2192.80 2062.00 1924.40 2010.00 2015.00 1883.20 200.60 182.00 177.80 178.80
2024-04-11 2100.00 2054.80 2125.00 2038.20 1950.00 1892.30 2008.90 1885.40 150.00 162.50 116.10 152.80
2024-04-10 2050.00 2081.00 2108.00 2030.20 1950.00 1963.00 1980.40 1885.00 100.00 118.00 127.60 145.20
2024-04-09 1961.20 1970.90 2009.90 1955.00 1805.00 1832.00 1880.00 1800.10 156.20 138.90 129.90 154.90
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