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
2024-04-08 1906.30 1952.60 2014.20 1868.00 1797.90 1796.90 1840.00 1675.90 108.40 155.70 174.20 192.10
2024-04-03 2050.00 2047.10 2098.70 2002.00 1816.00 1879.00 1937.00 1816.00 234.00 168.10 161.70 186.00
2024-04-02 1901.00 2042.50 2049.90 1901.00 1658.00 1814.70 1816.00 1658.00 243.00 227.80 233.90 243.00
2024-04-01 1848.80 1875.30 1913.00 1826.00 2110.00 2119.80 2149.00 2100.00 -261.20 -244.50 -236.00 -274.00
2024-03-29 1805.00 1833.60 1859.00 1765.50 1607.90 1594.10 1636.30 1563.00 197.10 239.50 222.70 202.50
2024-03-28 1846.80 1815.00 1878.50 1781.00 2076.80 2080.00 2096.00 2050.00 -230.00 -265.00 -217.50 -269.00
2024-03-27 1810.00 1846.80 1860.00 1730.00 2058.80 2098.50 2099.00 2031.00 -248.80 -251.70 -239.00 -301.00
2024-03-26 1872.90 1786.90 1896.00 1750.00 2028.00 2051.50 2076.00 2001.00 -155.10 -264.60 -180.00 -251.00
2024-03-25 1830.30 1922.90 1952.00 1816.00 2045.00 2094.00 2108.00 2022.40 -214.70 -171.10 -156.00 -206.40
2024-03-22 2084.90 2010.10 2122.60 1991.50 1828.00 1789.40 1894.60 1756.10 256.90 220.70 228.00 235.40
2024-03-21 1935.00 2096.30 2141.50 1913.00 1610.00 1827.40 1827.40 1588.50 325.00 268.90 314.10 324.50
2024-03-20 1925.00 1910.90 1950.00 1880.00 1615.30 1586.70 1615.30 1540.00 309.70 324.20 334.70 340.00
2024-03-19 1908.00 1918.00 1939.40 1861.00 1588.60 1568.20 1610.00 1540.00 319.40 349.80 329.40 321.00
2024-03-18 1791.80 1826.10 1859.30 1778.20 1510.60 1533.00 1570.00 1482.10 281.20 293.10 289.30 296.10
2024-03-15 1799.00 1797.20 1820.00 1696.00 1456.00 1481.00 1486.00 1411.00 343.00 316.20 334.00 285.00
2024-03-14 1830.00 1776.00 1855.00 1760.20 1475.00 1456.00 1500.00 1455.00 355.00 320.00 355.00 305.20
2024-03-13 1790.00 1794.90 1830.00 1760.00 1443.00 1455.00 1485.60 1443.00 347.00 339.90 344.40 317.00
2024-03-12 1755.00 1803.50 1813.00 1755.00 1469.30 1478.60 1495.00 1442.00 285.70 324.90 318.00 313.00
2024-03-11 1829.50 1815.00 1899.00 1806.20 1480.00 1484.90 1557.40 1480.00 349.50 330.10 341.60 326.20
2024-03-08 1808.00 1824.00 1840.60 1802.00 1480.00 1490.00 1520.00 1480.00 328.00 334.00 320.60 322.00
2024-03-07 1802.00 1794.30 1866.10 1781.40 1498.00 1486.00 1528.70 1469.90 304.00 308.30 337.40 311.50
2024-03-06 1731.00 1781.60 1818.50 1731.00 1448.00 1470.00 1504.90 1423.40 283.00 311.60 313.60 307.60
2024-03-05 1850.00 1802.50 1891.20 1795.00 1525.30 1475.00 1560.00 1463.60 324.70 327.50 331.20 331.40
2024-03-04 1802.00 1831.00 1857.00 1731.80 1480.00 1531.50 1559.20 1440.00 322.00 299.50 297.80 291.80
2024-03-01 1800.00 1780.00 1855.40 1758.00 1498.00 1474.00 1527.80 1410.80 302.00 306.00 327.60 347.20
2024-02-29 1931.30 1904.00 1938.00 1890.00 1585.10 1569.50 1616.00 1561.20 346.20 334.50 322.00 328.80
2024-02-28 1886.00 1931.70 1945.00 1886.00 1545.00 1585.10 1585.10 1520.80 341.00 346.60 359.90 365.20
2024-02-27 1949.90 1878.00 1949.90 1862.00 1666.00 1550.50 1689.00 1526.70 283.90 327.50 260.90 335.30
2024-02-26 2002.00 1965.50 2020.00 1940.00 1718.50 1678.20 1724.20 1666.00 283.50 287.30 295.80 274.00
2024-02-23 2049.90 2045.00 2100.00 2024.00 1715.00 1735.90 1768.80 1690.40 334.90 309.10 331.20 333.60
2024-02-22 2049.90 2054.70 2077.60 2000.00 1719.80 1709.80 1725.00 1685.10 330.10 344.90 352.60 314.90
2024-02-21 2030.00 2054.10 2129.90 1983.00 1686.90 1701.00 1758.00 1656.10 343.10 353.10 371.90 326.90
2024-02-20 2149.90 2045.10 2170.00 2030.00 1750.00 1686.90 1750.00 1668.70 399.90 358.20 420.00 361.30
2024-02-19 2150.00 2189.90 2220.00 2120.00 1800.00 1754.00 1800.00 1720.00 350.00 435.90 420.00 400.00
2024-02-08 2064.00 2107.80 2160.00 2040.00 1699.90 1715.00 1769.00 1668.10 364.10 392.80 391.00 371.90
2024-02-07 1846.00 2063.00 2138.60 1830.60 1570.00 1718.10 1822.80 1555.40 276.00 344.90 315.80 275.20
2024-02-06 1780.00 1808.70 1810.90 1755.20 1556.00 1550.00 1560.00 1504.20 224.00 258.70 250.90 251.00
2024-02-05 1750.00 1769.60 1830.00 1719.30 1480.10 1526.40 1571.80 1465.60 269.90 243.20 258.20 253.70
2024-02-02 1808.00 1701.50 1860.00 1651.60 1599.90 1450.70 1615.90 1400.00 208.10 250.80 244.10 251.60
2024-02-01 1900.00 1910.20 1925.00 1881.00 1656.70 1657.90 1679.40 1634.00 243.30 252.30 245.60 247.00
2024-01-31 1950.00 1924.90 1972.00 1859.60 1685.10 1655.00 1718.00 1616.20 264.90 269.90 254.00 243.40
2024-01-30 1900.00 1939.60 1987.00 1850.00 1600.00 1685.00 1719.00 1600.00 300.00 254.60 268.00 250.00
2024-01-29 1974.00 1908.00 1998.00 1883.00 1651.10 1658.00 1728.50 1637.00 322.90 250.00 269.50 246.00
2024-01-26 1998.80 1973.60 2063.80 1950.00 1716.60 1718.20 1769.00 1688.80 282.20 255.40 294.80 261.20
2024-01-25 1978.80 1980.50 2030.00 1948.80 1743.00 1718.60 1758.80 1688.00 235.80 261.90 271.20 260.80
2024-01-24 2000.00 1978.70 2076.50 1957.70 1776.00 1711.60 1789.90 1700.80 224.00 267.10 286.60 256.90
2024-01-23 1991.10 2025.10 2099.00 1892.00 1792.10 1764.90 1831.00 1684.00 199.00 260.20 268.00 208.00
2024-01-22 1820.00 1982.20 1988.00 1755.00 1600.00 1765.00 1769.40 1536.00 220.00 217.20 218.60 219.00
2024-01-19 1985.60 1867.60 1999.00 1850.70 1700.10 1615.90 1710.00 1572.60 285.50 251.70 289.00 278.10
2024-01-18 1950.00 1965.20 1999.00 1888.00 1701.10 1695.00 1750.00 1618.00 248.90 270.20 249.00 270.00
2024-01-17 2015.00 1926.80 2145.00 1900.00 1802.00 1679.80 1930.00 1657.70 213.00 247.00 215.00 242.30
2024-01-16 2269.80 2039.60 2269.80 2020.00 2000.00 1840.10 2038.70 1820.00 269.80 199.50 231.10 200.00
2024-01-15 2300.00 2068.30 2341.30 2056.00 2027.90 1871.80 2100.00 1863.50 272.10 196.50 241.30 192.50
2024-01-12 2006.70 2157.10 2173.50 1900.30 1950.00 1959.00 2044.90 1761.00 56.70 198.10 128.60 139.30
2024-01-11 1848.00 1809.00 1899.00 1754.00 1732.00 1682.00 1794.00 1655.00 116.00 127.00 105.00 99.00
2024-01-10 1512.00 1773.70 1895.00 1506.00 1400.10 1674.00 1763.80 1400.00 111.90 99.70 131.20 106.00
2024-01-09 1900.00 1773.40 1900.00 1773.40 1720.00 1650.30 1730.00 1650.30 180.00 123.10 170.00 123.10
2024-01-08 2335.40 2177.50 2430.00 2129.00 2250.00 2000.00 2298.00 1971.00 85.40 177.50 132.00 158.00
2024-01-05 2379.00 2275.50 2380.00 2187.80 2250.00 2180.70 2260.00 2071.00 129.00 94.80 120.00 116.80
2024-01-04 2549.80 2446.40 2650.00 2110.30 2300.00 2306.10 2386.90 1930.00 249.80 140.30 263.10 180.30
2024-01-03 2345.00 2353.90 2353.90 2216.60 2005.20 2005.20 2005.20 1966.00 339.80 348.70 348.70 250.60
2024-01-02 1850.00 1924.80 1924.80 1850.00 1596.00 1641.30 1641.30 1596.00 254.00 283.50 283.50 254.00
2023-12-29 1671.20 1643.00 1700.00 1510.00 1368.00 1434.20 1440.00 1288.00 303.20 208.80 260.00 222.00
2023-12-28 1660.00 1719.40 1849.00 1570.00 1400.00 1430.20 1493.00 1325.80 260.00 289.20 356.00 244.20
2023-12-27 1587.70 1744.90 1744.90 1552.00 1333.00 1450.10 1473.40 1286.10 254.70 294.80 271.50 265.90
2023-12-26 1330.00 1498.70 1498.70 1314.30 1115.00 1271.60 1271.60 1101.00 215.00 227.10 227.10 213.30
2023-12-25 1348.50 1330.00 1416.00 1163.80 1170.00 1115.10 1200.00 1034.30 178.50 214.90 216.00 129.50
2023-12-22 1278.40 1391.20 1391.20 1262.80 1147.70 1285.40 1285.40 1135.00 130.70 105.80 105.80 127.80
2023-12-21 1166.90 1236.80 1236.80 1150.30 1109.70 1158.00 1178.00 1100.10 57.20 78.80 58.80 50.20
2023-12-20 1110.00 1168.40 1168.40 1075.00 1116.50 1111.50 1159.80 1056.30 -6.50 56.90 8.60 18.70
2023-12-19 1088.00 1092.90 1095.10 1030.00 1114.80 1133.10 1171.40 1069.00 -26.80 -40.20 -76.30 -39.00
2023-12-18 979.70 979.70 979.70 953.00 1044.00 1060.80 1060.80 1012.10 -64.30 -81.10 -81.10 -59.10
2023-12-15 890.00 899.20 899.90 878.00 973.60 969.70 975.40 953.30 -83.60 -70.50 -75.50 -75.30
2023-12-14 903.00 886.00 931.30 883.00 975.10 964.00 997.90 962.00 -72.10 -78.00 -66.60 -79.00
2023-12-13 900.10 893.00 905.00 872.20 980.20 974.80 980.50 935.00 -80.10 -81.80 -75.50 -62.80
2023-12-12 917.00 909.90 923.00 888.20 993.00 986.40 1007.20 964.40 -76.00 -76.50 -84.20 -76.20
2023-12-11 904.20 900.40 914.70 880.20 1000.00 987.30 1012.90 955.00 -95.80 -86.90 -98.20 -74.80
2023-12-08 875.70 894.00 898.00 859.40 985.00 992.80 1013.00 965.10 -109.30 -98.80 -115.00 -105.70
2023-12-07 806.00 870.10 876.00 801.10 930.00 984.00 984.50 920.10 -124.00 -113.90 -108.50 -119.00
2023-12-06 799.00 810.40 815.00 782.00 880.20 932.10 967.00 880.20 -81.20 -121.70 -152.00 -98.20
2023-12-05 819.00 796.00 838.00 751.90 917.00 899.40 937.00 835.20 -98.00 -103.40 -99.00 -83.30
2023-12-04 826.90 824.40 858.00 808.00 909.80 925.90 958.80 901.00 -82.90 -101.50 -100.80 -93.00
2023-12-01 828.00 818.50 852.40 805.00 884.50 900.10 923.00 880.00 -56.50 -81.60 -70.60 -75.00
2023-11-30 794.50 829.00 843.00 786.40 832.00 886.30 898.90 821.30 -37.50 -57.30 -55.90 -34.90
2023-11-29 795.00 790.30 808.10 775.50 824.70 825.30 837.60 807.30 -29.70 -35.00 -29.50 -31.80
2023-11-28 764.00 786.20 796.00 757.50 794.40 818.50 827.60 787.00 -30.40 -32.30 -31.60 -29.50
2023-11-27 770.00 767.00 778.80 756.70 794.00 794.40 807.50 784.90 -24.00 -27.40 -28.70 -28.20
2023-11-24 736.00 758.90 770.00 735.00 761.20 788.60 796.70 760.10 -25.20 -29.70 -26.70 -25.10
2023-11-23 736.30 733.60 739.40 720.00 760.00 758.00 763.30 743.30 -23.70 -24.40 -23.90 -23.30
2023-11-22 736.00 738.30 742.80 726.00 756.70 763.50 767.30 751.50 -20.70 -25.20 -24.50 -25.50
2023-11-21 750.40 734.00 764.30 730.10 775.00 757.50 789.30 753.30 -24.60 -23.50 -25.00 -23.20
2023-11-20 770.00 758.90 780.80 758.50 793.80 781.50 810.00 781.50 -23.80 -22.60 -29.20 -23.00
2023-11-17 772.00 761.90 773.00 745.30 802.00 788.00 802.00 774.40 -30.00 -26.10 -29.00 -29.10
2023-11-16 764.00 776.10 778.00 760.80 793.50 801.10 803.30 789.50 -29.50 -25.00 -25.30 -28.70
2023-11-15 765.00 767.00 774.60 757.80 800.00 794.80 801.00 788.10 -35.00 -27.80 -26.40 -30.30
2023-11-14 762.00 759.80 798.80 756.10 780.00 787.10 828.90 780.00 -18.00 -27.30 -30.10 -23.90
2023-11-13 742.00 737.30 744.80 722.80 763.00 765.50 770.00 748.20 -21.00 -28.20 -25.20 -25.40
2023-11-10 724.00 737.90 748.60 723.60 745.00 763.70 772.00 745.00 -21.00 -25.80 -23.40 -21.40
2023-11-09 726.00 719.40 734.50 713.30 755.00 747.50 765.00 741.00 -29.00 -28.10 -30.50 -27.70
2023-11-08 712.00 727.90 735.40 706.00 748.00 759.20 763.40 743.00 -36.00 -31.30 -28.00 -37.00
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