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:
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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。
关于欧线集运期货跨期套利的详细数据分析,请查看文章:。
| 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 |
| 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 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-07 | 762.50 | 718.90 | 762.50 | 718.00 | 788.00 | 753.10 | 788.00 | 753.00 | -25.50 | -34.20 | -25.50 | -35.00 |
| 2023-11-06 | 770.00 | 763.40 | 775.40 | 755.00 | 791.00 | 788.20 | 794.50 | 778.30 | -21.00 | -24.80 | -19.10 | -23.30 |
| 2023-11-03 | 762.40 | 768.10 | 771.60 | 756.50 | 772.30 | 789.00 | 790.90 | 772.30 | -9.90 | -20.90 | -19.30 | -15.80 |
| 2023-11-02 | 780.00 | 756.40 | 784.90 | 748.00 | 798.30 | 772.30 | 799.80 | 766.00 | -18.30 | -15.90 | -14.90 | -18.00 |
| 2023-11-01 | 776.00 | 782.80 | 795.00 | 774.20 | 795.40 | 799.20 | 807.70 | 788.80 | -19.40 | -16.40 | -12.70 | -14.60 |
| 2023-10-31 | 778.00 | 780.90 | 789.60 | 766.20 | 815.00 | 795.40 | 815.00 | 785.10 | -37.00 | -14.50 | -25.40 | -18.90 |
| 2023-10-30 | 780.00 | 794.00 | 801.00 | 777.00 | 796.40 | 817.30 | 824.30 | 796.40 | -16.40 | -23.30 | -23.30 | -19.40 |
| 2023-10-27 | 755.00 | 762.10 | 769.00 | 744.50 | 786.00 | 786.00 | 792.60 | 775.00 | -31.00 | -23.90 | -23.60 | -30.50 |
| 2023-10-26 | 752.00 | 758.80 | 763.00 | 741.10 | 772.10 | 784.10 | 787.00 | 767.30 | -20.10 | -25.30 | -24.00 | -26.20 |
| 2023-10-25 | 772.80 | 746.10 | 781.70 | 738.90 | 800.00 | 767.70 | 806.00 | 762.00 | -27.20 | -21.60 | -24.30 | -23.10 |
| 2023-10-24 | 755.00 | 770.40 | 776.80 | 744.10 | 786.60 | 798.00 | 808.10 | 775.60 | -31.60 | -27.60 | -31.30 | -31.50 |
| 2023-10-23 | 738.80 | 757.80 | 769.40 | 730.10 | 770.70 | 786.60 | 799.40 | 764.00 | -31.90 | -28.80 | -30.00 | -33.90 |
| 2023-10-20 | 760.00 | 736.40 | 773.90 | 712.00 | 785.00 | 765.60 | 798.30 | 747.20 | -25.00 | -29.20 | -24.40 | -35.20 |
| 2023-10-19 | 727.40 | 756.90 | 759.70 | 720.00 | 745.00 | 780.40 | 783.00 | 733.20 | -17.60 | -23.50 | -23.30 | -13.20 |
| 2023-10-18 | 725.00 | 732.70 | 744.00 | 714.00 | 738.10 | 743.70 | 764.50 | 729.50 | -13.10 | -11.00 | -20.50 | -15.50 |
| 2023-10-17 | 777.50 | 723.60 | 778.00 | 723.60 | 803.30 | 747.80 | 803.30 | 747.80 | -25.80 | -24.20 | -25.30 | -24.20 |
| 2023-10-16 | 788.00 | 781.70 | 823.00 | 781.60 | 825.00 | 804.00 | 848.80 | 803.50 | -37.00 | -22.30 | -25.80 | -21.90 |
| 2023-10-13 | 781.00 | 781.80 | 799.90 | 770.20 | 829.20 | 814.50 | 844.30 | 803.50 | -48.20 | -32.70 | -44.40 | -33.30 |
| 2023-10-12 | 741.00 | 786.50 | 800.50 | 727.40 | 781.10 | 829.10 | 845.60 | 764.00 | -40.10 | -42.60 | -45.10 | -36.60 |
| 2023-10-11 | 734.00 | 744.00 | 755.10 | 728.00 | 752.00 | 780.90 | 788.20 | 752.00 | -18.00 | -36.90 | -33.10 | -24.00 |
| 2023-10-10 | 739.30 | 727.20 | 753.00 | 716.30 | 764.20 | 752.80 | 776.20 | 744.80 | -24.90 | -25.60 | -23.20 | -28.50 |
| 2023-10-09 | 711.00 | 737.00 | 744.10 | 689.00 | 727.30 | 768.80 | 778.60 | 716.00 | -16.30 | -31.80 | -34.50 | -27.00 |
| 2023-09-28 | 759.60 | 716.90 | 768.00 | 706.70 | 799.80 | 748.20 | 807.60 | 735.00 | -40.20 | -31.30 | -39.60 | -28.30 |
| 2023-09-27 | 774.40 | 753.40 | 781.30 | 730.30 | 818.10 | 792.00 | 831.40 | 773.40 | -43.70 | -38.60 | -50.10 | -43.10 |
| 2023-09-26 | 824.00 | 773.70 | 830.00 | 773.60 | 890.00 | 829.80 | 893.30 | 829.80 | -66.00 | -56.10 | -63.30 | -56.20 |
| 2023-09-25 | 876.30 | 834.10 | 884.40 | 831.60 | 929.20 | 895.80 | 940.60 | 895.30 | -52.90 | -61.70 | -56.20 | -63.70 |
| 2023-09-22 | 890.00 | 877.80 | 890.00 | 870.00 | 938.50 | 933.30 | 938.50 | 922.20 | -48.50 | -55.50 | -48.50 | -52.20 |
| 2023-09-21 | 906.00 | 882.00 | 911.30 | 878.20 | 948.60 | 929.90 | 961.20 | 929.90 | -42.60 | -47.90 | -49.90 | -51.70 |
| 2023-09-20 | 898.00 | 908.70 | 916.00 | 894.00 | 954.50 | 957.40 | 964.10 | 947.60 | -56.50 | -48.70 | -48.10 | -53.60 |
| 2023-09-19 | 900.00 | 894.90 | 908.10 | 886.00 | 954.20 | 947.40 | 961.80 | 941.60 | -54.20 | -52.50 | -53.70 | -55.60 |
| 2023-09-18 | 884.80 | 897.70 | 914.50 | 880.00 | 941.90 | 954.50 | 968.50 | 936.70 | -57.10 | -56.80 | -54.00 | -56.70 |
| 2023-09-15 | 878.00 | 884.50 | 889.80 | 871.50 | 935.30 | 940.10 | 949.30 | 931.60 | -57.30 | -55.60 | -59.50 | -60.10 |
| 2023-09-14 | 878.00 | 870.50 | 890.60 | 866.00 | 947.00 | 931.90 | 953.40 | 931.00 | -69.00 | -61.40 | -62.80 | -65.00 |
| 2023-09-13 | 910.00 | 876.40 | 918.80 | 868.60 | 974.80 | 943.40 | 982.10 | 939.50 | -64.80 | -67.00 | -63.30 | -70.90 |
| 2023-09-12 | 909.00 | 905.30 | 921.80 | 898.00 | 973.80 | 972.60 | 986.40 | 968.30 | -64.80 | -67.30 | -64.60 | -70.30 |
| 2023-09-11 | 892.90 | 905.30 | 918.60 | 888.80 | 969.80 | 973.80 | 989.00 | 958.00 | -76.90 | -68.50 | -70.40 | -69.20 |
| 2023-09-08 | 915.00 | 891.00 | 934.70 | 890.40 | 990.10 | 960.40 | 1002.70 | 960.40 | -75.10 | -69.40 | -68.00 | -70.00 |
| 2023-09-07 | 930.00 | 920.10 | 961.00 | 910.00 | 990.00 | 992.00 | 1020.80 | 980.70 | -60.00 | -71.90 | -59.80 | -70.70 |
| 2023-09-06 | 972.00 | 928.60 | 980.40 | 918.00 | 1029.60 | 996.50 | 1029.60 | 981.30 | -57.60 | -67.90 | -49.20 | -63.30 |
| 2023-09-05 | 878.00 | 969.00 | 971.10 | 877.20 | 931.00 | 1017.80 | 1036.40 | 931.00 | -53.00 | -48.80 | -65.30 | -53.80 |
| 2023-09-04 | 895.00 | 877.80 | 900.00 | 872.80 | 962.00 | 938.70 | 962.00 | 932.70 | -67.00 | -60.90 | -62.00 | -59.90 |
| 2023-09-01 | 866.50 | 883.70 | 895.80 | 857.30 | 935.00 | 947.40 | 962.20 | 930.90 | -68.50 | -63.70 | -66.40 | -73.60 |
| 2023-08-31 | 865.00 | 857.30 | 872.00 | 842.30 | 950.00 | 935.60 | 955.90 | 923.90 | -85.00 | -78.30 | -83.90 | -81.60 |
| 2023-08-30 | 861.10 | 864.00 | 875.00 | 855.70 | 935.80 | 940.00 | 949.10 | 930.00 | -74.70 | -76.00 | -74.10 | -74.30 |
| 2023-08-29 | 848.10 | 855.70 | 867.80 | 831.20 | 897.80 | 932.00 | 944.70 | 897.80 | -49.70 | -76.30 | -76.90 | -66.60 |
| 2023-08-28 | 872.10 | 847.90 | 890.00 | 826.20 | 1036.20 | 983.00 | 1036.20 | 951.80 | -164.10 | -135.10 | -146.20 | -125.60 |
| 2023-08-25 | 880.00 | 861.50 | 888.00 | 852.00 | 1020.00 | 1006.40 | 1029.60 | 964.30 | -140.00 | -144.90 | -141.60 | -112.30 |
| 2023-08-24 | 905.00 | 874.80 | 920.70 | 866.00 | 1098.00 | 1016.00 | 1105.00 | 990.60 | -193.00 | -141.20 | -184.30 | -124.60 |
| 2023-08-23 | 895.00 | 901.60 | 930.70 | 894.40 | 976.90 | 994.30 | 1023.00 | 930.00 | -81.90 | -92.70 | -92.30 | -35.60 |
| 2023-08-22 | 895.40 | 895.10 | 957.00 | 885.00 | 954.90 | 974.00 | 1046.50 | 940.00 | -59.50 | -78.90 | -89.50 | -55.00 |
| 2023-08-21 | 918.00 | 903.20 | 950.00 | 894.10 | 957.00 | 958.80 | 982.60 | 924.40 | -39.00 | -55.60 | -32.60 | -30.30 |
| 2023-08-18 | 770.00 | 916.30 | 932.90 | 770.00 | 846.40 | 936.00 | 936.00 | 800.00 | -76.40 | -19.70 | -3.10 | -30.00 |