乙二醇期货跨期套利数据回测

本页面展示乙二醇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

关于乙二醇期货跨期套利的详细数据分析,请查看文章:。

乙二醇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
暂无数据

乙二醇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
暂无数据

乙二醇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
2025-12-08 3722.00 3713.00 3732.00 3687.00 3837.00 3824.00 3839.00 3802.00 -115.00 -111.00 -107.00 -115.00
2025-12-05 3820.00 3723.00 3826.00 3721.00 3911.00 3832.00 3921.00 3829.00 -91.00 -109.00 -95.00 -108.00
2025-12-04 3836.00 3826.00 3838.00 3806.00 3940.00 3920.00 3943.00 3909.00 -104.00 -94.00 -105.00 -103.00
2025-12-03 3870.00 3822.00 3871.00 3806.00 3975.00 3926.00 3980.00 3913.00 -105.00 -104.00 -109.00 -107.00
2025-12-02 3880.00 3877.00 3907.00 3853.00 3970.00 3982.00 4007.00 3966.00 -90.00 -105.00 -100.00 -113.00
2025-12-01 3885.00 3882.00 3922.00 3865.00 3984.00 3980.00 4013.00 3962.00 -99.00 -98.00 -91.00 -97.00
2025-11-28 3873.00 3885.00 3900.00 3850.00 3948.00 3978.00 3988.00 3933.00 -75.00 -93.00 -88.00 -83.00
2025-11-27 3896.00 3873.00 3911.00 3863.00 3964.00 3946.00 3982.00 3941.00 -68.00 -73.00 -71.00 -78.00
2025-11-26 3873.00 3896.00 3903.00 3858.00 3950.00 3969.00 3977.00 3949.00 -77.00 -73.00 -74.00 -91.00
2025-11-25 3895.00 3873.00 3926.00 3867.00 3938.00 3961.00 3999.00 3938.00 -43.00 -88.00 -73.00 -71.00
2025-11-24 3814.00 3884.00 3908.00 3791.00 3906.00 3962.00 3977.00 3889.00 -92.00 -78.00 -69.00 -98.00
2025-11-21 3833.00 3808.00 3839.00 3802.00 3938.00 3901.00 3940.00 3897.00 -105.00 -93.00 -101.00 -95.00
2025-11-20 3890.00 3822.00 3891.00 3821.00 3992.00 3926.00 3992.00 3926.00 -102.00 -104.00 -101.00 -105.00
2025-11-19 3910.00 3903.00 3920.00 3867.00 4016.00 4000.00 4016.00 3966.00 -106.00 -97.00 -96.00 -99.00
2025-11-18 3938.00 3907.00 3954.00 3889.00 4046.00 3997.00 4046.00 3979.00 -108.00 -90.00 -92.00 -90.00
2025-11-17 3920.00 3938.00 3961.00 3912.00 4035.00 4023.00 4047.00 4002.00 -115.00 -85.00 -86.00 -90.00
2025-11-14 3903.00 3922.00 3946.00 3896.00 3996.00 4013.00 4035.00 3985.00 -93.00 -91.00 -89.00 -89.00
2025-11-13 3894.00 3892.00 3910.00 3853.00 3963.00 3978.00 3996.00 3944.00 -69.00 -86.00 -86.00 -91.00
2025-11-12 3880.00 3891.00 3916.00 3869.00 3975.00 3979.00 3998.00 3958.00 -95.00 -88.00 -82.00 -89.00
2025-11-11 3954.00 3875.00 3955.00 3869.00 4017.00 3966.00 4030.00 3959.00 -63.00 -91.00 -75.00 -90.00
2025-11-10 3946.00 3953.00 3958.00 3908.00 4016.00 4027.00 4030.00 3988.00 -70.00 -74.00 -72.00 -80.00
2025-11-07 3925.00 3942.00 3975.00 3906.00 4010.00 4019.00 4054.00 3986.00 -85.00 -77.00 -79.00 -80.00
2025-11-06 3910.00 3924.00 3929.00 3865.00 4000.00 4004.00 4012.00 3955.00 -90.00 -80.00 -83.00 -90.00
2025-11-05 3880.00 3914.00 3928.00 3874.00 3969.00 4005.00 4018.00 3961.00 -89.00 -91.00 -90.00 -87.00
2025-11-04 3955.00 3901.00 3964.00 3893.00 3931.00 3880.00 3935.00 3868.00 24.00 21.00 29.00 25.00
2025-11-03 4020.00 3970.00 4047.00 3960.00 3997.00 3940.00 4016.00 3935.00 23.00 30.00 31.00 25.00
2025-10-31 4025.00 4018.00 4041.00 4011.00 4105.00 4090.00 4119.00 4086.00 -80.00 -72.00 -78.00 -75.00
2025-10-30 4106.00 4032.00 4109.00 4030.00 4170.00 4115.00 4186.00 4113.00 -64.00 -83.00 -77.00 -83.00
2025-10-29 4058.00 4100.00 4105.00 4052.00 4046.00 4042.00 4059.00 4032.00 12.00 58.00 46.00 20.00
2025-10-28 4110.00 4069.00 4115.00 4066.00 4063.00 4045.00 4063.00 4037.00 47.00 24.00 52.00 29.00
2025-10-27 4091.00 4109.00 4138.00 4064.00 4039.00 4061.00 4078.00 4034.00 52.00 48.00 60.00 30.00
2025-10-24 4118.00 4077.00 4118.00 4072.00 4074.00 4049.00 4074.00 4043.00 44.00 28.00 44.00 29.00
2025-10-23 4060.00 4095.00 4119.00 4052.00 4048.00 4051.00 4065.00 4035.00 12.00 44.00 54.00 17.00
2025-10-22 4015.00 4051.00 4068.00 3993.00 4006.00 4036.00 4050.00 3985.00 9.00 15.00 18.00 8.00
2025-10-21 4003.00 4004.00 4034.00 3971.00 4010.00 3993.00 4020.00 3977.00 -7.00 11.00 14.00 -6.00
2025-10-20 4012.00 4003.00 4060.00 4001.00 4022.00 4010.00 4067.00 3999.00 -10.00 -7.00 -7.00 2.00
2025-10-17 4088.00 4003.00 4089.00 3995.00 4103.00 4019.00 4103.00 4006.00 -15.00 -16.00 -14.00 -11.00
2025-10-16 4057.00 4089.00 4097.00 4007.00 4094.00 4102.00 4110.00 4019.00 -37.00 -13.00 -13.00 -12.00
2025-10-15 4037.00 4057.00 4073.00 4022.00 4060.00 4076.00 4090.00 4044.00 -23.00 -19.00 -17.00 -22.00
2025-10-14 4111.00 4061.00 4111.00 4042.00 4113.00 4083.00 4128.00 4063.00 -2.00 -22.00 -17.00 -21.00
2025-10-13 4106.00 4111.00 4132.00 4068.00 4107.00 4128.00 4148.00 4093.00 -1.00 -17.00 -16.00 -25.00
2025-10-10 4165.00 4100.00 4182.00 4092.00 4156.00 4127.00 4184.00 4118.00 9.00 -27.00 -2.00 -26.00
2025-10-09 4200.00 4158.00 4200.00 4110.00 4190.00 4170.00 4191.00 4130.00 10.00 -12.00 9.00 -20.00
2025-09-30 4233.00 4207.00 4233.00 4181.00 4211.00 4204.00 4219.00 4180.00 22.00 3.00 14.00 1.00
2025-09-29 4215.00 4224.00 4245.00 4209.00 4224.00 4217.00 4236.00 4202.00 -9.00 7.00 9.00 7.00
2025-09-26 4254.00 4213.00 4254.00 4212.00 4239.00 4209.00 4245.00 4206.00 15.00 4.00 9.00 6.00
2025-09-25 4255.00 4246.00 4259.00 4238.00 4112.00 4238.00 4250.00 4112.00 143.00 8.00 9.00 126.00
2025-09-24 4220.00 4234.00 4251.00 4204.00 4225.00 4225.00 4241.00 4194.00 -5.00 9.00 10.00 10.00
2025-09-23 4231.00 4212.00 4235.00 4188.00 4219.00 4198.00 4221.00 4178.00 12.00 14.00 14.00 10.00
2025-09-22 4260.00 4240.00 4269.00 4233.00 4234.00 4224.00 4252.00 4217.00 26.00 16.00 17.00 16.00
2025-09-19 4276.00 4257.00 4276.00 4244.00 4281.00 4249.00 4281.00 4233.00 -5.00 8.00 -5.00 11.00
2025-09-18 4290.00 4268.00 4301.00 4258.00 4333.00 4297.00 4333.00 4295.00 -43.00 -29.00 -32.00 -37.00
2025-09-17 4283.00 4297.00 4308.00 4275.00 4309.00 4333.00 4333.00 4298.00 -26.00 -36.00 -25.00 -23.00
2025-09-16 4292.00 4272.00 4320.00 4272.00 4310.00 4300.00 4335.00 4299.00 -18.00 -28.00 -15.00 -27.00
2025-09-15 4285.00 4288.00 4293.00 4256.00 4322.00 4314.00 4332.00 4297.00 -37.00 -26.00 -39.00 -41.00
2025-09-12 4299.00 4272.00 4299.00 4265.00 4283.00 4267.00 4286.00 4262.00 16.00 5.00 13.00 3.00
2025-09-11 4320.00 4302.00 4324.00 4291.00 4350.00 4315.00 4350.00 4307.00 -30.00 -13.00 -26.00 -16.00
2025-09-10 4321.00 4319.00 4334.00 4308.00 4353.00 4341.00 4357.00 4334.00 -32.00 -22.00 -23.00 -26.00
2025-09-09 4342.00 4322.00 4345.00 4295.00 4361.00 4331.00 4364.00 4303.00 -19.00 -9.00 -19.00 -8.00
2025-09-08 4358.00 4349.00 4361.00 4326.00 4387.00 4386.00 4393.00 4368.00 -29.00 -37.00 -32.00 -42.00
2025-09-05 4357.00 4355.00 4379.00 4331.00 4343.00 4380.00 4390.00 4343.00 14.00 -25.00 -11.00 -12.00
2025-09-04 4329.00 4357.00 4372.00 4322.00 4319.00 4358.00 4365.00 4316.00 10.00 -1.00 7.00 6.00
2025-09-03 4345.00 4331.00 4369.00 4323.00 4321.00 4322.00 4370.00 4314.00 24.00 9.00 -1.00 9.00
2025-09-02 4425.00 4339.00 4435.00 4334.00 4408.00 4338.00 4416.00 4333.00 17.00 1.00 19.00 1.00
2025-09-01 4461.00 4427.00 4468.00 4413.00 4430.00 4392.00 4430.00 4383.00 31.00 35.00 38.00 30.00
2025-08-29 4467.00 4466.00 4484.00 4459.00 4424.00 4429.00 4443.00 4419.00 43.00 37.00 41.00 40.00
2025-08-28 4478.00 4465.00 4485.00 4437.00 4444.00 4424.00 4455.00 4405.00 34.00 41.00 30.00 32.00
2025-08-27 4485.00 4481.00 4514.00 4471.00 4411.00 4435.00 4465.00 4411.00 74.00 46.00 49.00 60.00
2025-08-26 4510.00 4490.00 4521.00 4486.00 4440.00 4440.00 4470.00 4436.00 70.00 50.00 51.00 50.00
2025-08-25 4474.00 4509.00 4520.00 4470.00 4428.00 4450.00 4460.00 4420.00 46.00 59.00 60.00 50.00
2025-08-22 4488.00 4474.00 4502.00 4457.00 4405.00 4420.00 4447.00 4405.00 83.00 54.00 55.00 52.00
2025-08-21 4470.00 4473.00 4493.00 4451.00 4428.00 4419.00 4440.00 4402.00 42.00 54.00 53.00 49.00
2025-08-20 4418.00 4477.00 4536.00 4385.00 4370.00 4427.00 4485.00 4353.00 48.00 50.00 51.00 32.00
2025-08-19 4355.00 4384.00 4388.00 4340.00 4404.00 4424.00 4427.00 4381.00 -49.00 -40.00 -39.00 -41.00
2025-08-18 4383.00 4346.00 4383.00 4340.00 4408.00 4392.00 4421.00 4374.00 -25.00 -46.00 -38.00 -34.00
2025-08-15 4382.00 4369.00 4385.00 4364.00 4415.00 4412.00 4436.00 4407.00 -33.00 -43.00 -51.00 -43.00
2025-08-14 4406.00 4367.00 4415.00 4358.00 4450.00 4414.00 4459.00 4406.00 -44.00 -47.00 -44.00 -48.00
2025-08-13 4418.00 4406.00 4434.00 4403.00 4484.00 4456.00 4484.00 4453.00 -66.00 -50.00 -50.00 -50.00
2025-08-12 4412.00 4432.00 4444.00 4407.00 4462.00 4478.00 4490.00 4450.00 -50.00 -46.00 -46.00 -43.00
2025-08-11 4393.00 4414.00 4421.00 4382.00 4429.00 4457.00 4461.00 4419.00 -36.00 -43.00 -40.00 -37.00
2025-08-08 4404.00 4384.00 4405.00 4373.00 4421.00 4422.00 4437.00 4411.00 -17.00 -38.00 -32.00 -38.00
2025-08-07 4430.00 4396.00 4441.00 4385.00 4440.00 4430.00 4466.00 4407.00 -10.00 -34.00 -25.00 -22.00
2025-08-06 4417.00 4414.00 4428.00 4395.00 4411.00 4435.00 4450.00 4411.00 6.00 -21.00 -22.00 -16.00
2025-08-05 4380.00 4399.00 4407.00 4362.00 4405.00 4426.00 4438.00 4389.00 -25.00 -27.00 -31.00 -27.00
2025-08-04 4402.00 4389.00 4402.00 4361.00 4438.00 4417.00 4440.00 4400.00 -36.00 -28.00 -38.00 -39.00
2025-08-01 4411.00 4405.00 4425.00 4388.00 4441.00 4439.00 4454.00 4420.00 -30.00 -34.00 -29.00 -32.00
2025-07-31 4440.00 4414.00 4468.00 4406.00 4480.00 4441.00 4491.00 4435.00 -40.00 -27.00 -23.00 -29.00
2025-07-30 4467.00 4450.00 4490.00 4436.00 4500.00 4478.00 4514.00 4462.00 -33.00 -28.00 -24.00 -26.00
2025-07-29 4423.00 4467.00 4476.00 4423.00 4480.00 4492.00 4505.00 4458.00 -57.00 -25.00 -29.00 -35.00
2025-07-28 4545.00 4436.00 4545.00 4423.00 4536.00 4464.00 4540.00 4435.00 9.00 -28.00 5.00 -12.00
2025-07-25 4487.00 4545.00 4580.00 4487.00 4506.00 4543.00 4562.00 4500.00 -19.00 2.00 18.00 -13.00
2025-07-24 4440.00 4485.00 4505.00 4432.00 4436.00 4488.00 4506.00 4433.00 4.00 -3.00 -1.00 -1.00
2025-07-23 4459.00 4436.00 4474.00 4406.00 4456.00 4436.00 4480.00 4413.00 3.00 0.00 -6.00 -7.00
2025-07-22 4417.00 4447.00 4463.00 4399.00 4406.00 4453.00 4466.00 4396.00 11.00 -6.00 -3.00 3.00
2025-07-21 4390.00 4410.00 4427.00 4380.00 4362.00 4407.00 4421.00 4362.00 28.00 3.00 6.00 18.00
2025-07-18 4381.00 4376.00 4399.00 4352.00 4360.00 4360.00 4382.00 4345.00 21.00 16.00 17.00 7.00
2025-07-17 4351.00 4372.00 4393.00 4344.00 4322.00 4355.00 4370.00 4322.00 29.00 17.00 23.00 22.00
2025-07-16 4329.00 4351.00 4364.00 4297.00 4344.00 4349.00 4363.00 4316.00 -15.00 2.00 1.00 -19.00
2025-07-15 4365.00 4322.00 4365.00 4316.00 4377.00 4336.00 4378.00 4330.00 -12.00 -14.00 -13.00 -14.00
2025-07-14 4305.00 4357.00 4360.00 4303.00 4340.00 4369.00 4377.00 4330.00 -35.00 -12.00 -17.00 -27.00
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