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
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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
2021-05-27 4949.00 4871.00 4976.00 4855.00 4999.00 4868.00 4999.00 4860.00 -50.00 3.00 -23.00 -5.00
2021-05-26 4849.00 5013.00 5021.00 4831.00 4840.00 5005.00 5035.00 4836.00 9.00 8.00 -14.00 -5.00
2021-05-25 4840.00 4849.00 4916.00 4805.00 4885.00 4830.00 4926.00 4826.00 -45.00 19.00 -10.00 -21.00
2021-05-24 4947.00 4840.00 4950.00 4820.00 4952.00 4852.00 4954.00 4831.00 -5.00 -12.00 -4.00 -11.00
2021-05-21 4900.00 4902.00 4966.00 4855.00 4902.00 4904.00 4969.00 4856.00 -2.00 -2.00 -3.00 -1.00
2021-05-20 4850.00 4897.00 4920.00 4730.00 4868.00 4898.00 4945.00 4761.00 -18.00 -1.00 -25.00 -31.00
2021-05-19 4930.00 4886.00 4945.00 4817.00 4988.00 4910.00 4988.00 4852.00 -58.00 -24.00 -43.00 -35.00
2021-05-18 4878.00 4930.00 4995.00 4860.00 4882.00 4963.00 5023.00 4882.00 -4.00 -33.00 -28.00 -22.00
2021-05-17 4930.00 4892.00 4973.00 4877.00 4933.00 4915.00 5002.00 4908.00 -3.00 -23.00 -29.00 -31.00
2021-05-14 5040.00 4911.00 5053.00 4854.00 5093.00 4933.00 5093.00 4884.00 -53.00 -22.00 -40.00 -30.00
2021-05-13 5225.00 5047.00 5284.00 4954.00 5225.00 5080.00 5316.00 4984.00 0.00 -33.00 -32.00 -30.00
2021-05-12 4930.00 5225.00 5243.00 4915.00 4976.00 5249.00 5269.00 4950.00 -46.00 -24.00 -26.00 -35.00
2021-05-11 5000.00 4957.00 5040.00 4882.00 5000.00 5003.00 5076.00 4920.00 0.00 -46.00 -36.00 -38.00
2021-05-10 4914.00 5008.00 5024.00 4866.00 4926.00 5045.00 5055.00 4894.00 -12.00 -37.00 -31.00 -28.00
2021-05-07 4771.00 4926.00 4928.00 4771.00 4840.00 4956.00 4956.00 4794.00 -69.00 -30.00 -28.00 -23.00
2021-05-06 4722.00 4795.00 4816.00 4706.00 4736.00 4820.00 4842.00 4733.00 -14.00 -25.00 -26.00 -27.00
2021-04-30 4705.00 4692.00 4772.00 4649.00 4779.00 4743.00 4795.00 4674.00 -74.00 -51.00 -23.00 -25.00
2021-04-29 4693.00 4687.00 4728.00 4674.00 4707.00 4715.00 4743.00 4686.00 -14.00 -28.00 -15.00 -12.00
2021-04-28 4618.00 4685.00 4685.00 4586.00 4639.00 4688.00 4697.00 4605.00 -21.00 -3.00 -12.00 -19.00
2021-04-27 4567.00 4628.00 4677.00 4550.00 4701.00 4753.00 4800.00 4701.00 -134.00 -125.00 -123.00 -151.00
2021-04-26 4610.00 4575.00 4660.00 4526.00 4767.00 4739.00 4809.00 4693.00 -157.00 -164.00 -149.00 -167.00
2021-04-23 4630.00 4635.00 4644.00 4574.00 4826.00 4792.00 4826.00 4758.00 -196.00 -157.00 -182.00 -184.00
2021-04-22 4568.00 4622.00 4662.00 4550.00 4770.00 4789.00 4838.00 4746.00 -202.00 -167.00 -176.00 -196.00
2021-04-21 4682.00 4597.00 4700.00 4568.00 4977.00 4802.00 4977.00 4801.00 -295.00 -205.00 -277.00 -233.00
2021-04-20 4784.00 4692.00 4809.00 4664.00 5055.00 4941.00 5055.00 4922.00 -271.00 -249.00 -246.00 -258.00
2021-04-19 4842.00 4789.00 4895.00 4723.00 5104.00 5009.00 5120.00 4972.00 -262.00 -220.00 -225.00 -249.00
2021-04-16 4850.00 4842.00 4890.00 4792.00 5098.00 5077.00 5130.00 5050.00 -248.00 -235.00 -240.00 -258.00
2021-04-15 4970.00 5083.00 5096.00 4970.00 4748.00 4850.00 4857.00 4723.00 222.00 233.00 239.00 247.00
2021-04-14 4965.00 5004.00 5044.00 4926.00 4698.00 4726.00 4748.00 4652.00 267.00 278.00 296.00 274.00
2021-04-13 4960.00 4946.00 4965.00 4872.00 4688.00 4689.00 4728.00 4623.00 272.00 257.00 237.00 249.00
2021-04-12 4971.00 4926.00 4992.00 4856.00 4778.00 4677.00 4799.00 4655.00 193.00 249.00 193.00 201.00
2021-04-09 5086.00 4971.00 5113.00 4963.00 4886.00 4778.00 4911.00 4765.00 200.00 193.00 202.00 198.00
2021-04-08 5197.00 5086.00 5233.00 5058.00 4963.00 4886.00 5026.00 4868.00 234.00 200.00 207.00 190.00
2021-04-07 5195.00 5197.00 5254.00 5162.00 4970.00 4968.00 5042.00 4930.00 225.00 229.00 212.00 232.00
2021-04-06 5087.00 5191.00 5250.00 5074.00 4903.00 4959.00 5002.00 4880.00 184.00 232.00 248.00 194.00
2021-04-02 5022.00 5136.00 5145.00 4985.00 4880.00 4953.00 4997.00 4825.00 142.00 183.00 148.00 160.00
2021-04-01 4990.00 5022.00 5038.00 4934.00 4789.00 4860.00 4863.00 4764.00 201.00 162.00 175.00 170.00
2021-03-31 5057.00 4990.00 5196.00 4964.00 4830.00 4799.00 4916.00 4751.00 227.00 191.00 280.00 213.00
2021-03-30 4998.00 5074.00 5096.00 4968.00 4750.00 4841.00 4856.00 4750.00 248.00 233.00 240.00 218.00
2021-03-29 4980.00 4951.00 5143.00 4929.00 4803.00 4730.00 4910.00 4726.00 177.00 221.00 233.00 203.00
2021-03-26 5011.00 4986.00 5062.00 4909.00 4816.00 4801.00 4838.00 4729.00 195.00 185.00 224.00 180.00
2021-03-25 5120.00 5031.00 5192.00 5020.00 4910.00 4826.00 4933.00 4818.00 210.00 205.00 259.00 202.00
2021-03-24 4949.00 5116.00 5145.00 4945.00 4760.00 4872.00 4900.00 4720.00 189.00 244.00 245.00 225.00
2021-03-23 5022.00 5006.00 5079.00 4952.00 4808.00 4810.00 4850.00 4775.00 214.00 196.00 229.00 177.00
2021-03-22 4901.00 5035.00 5082.00 4870.00 4870.00 4829.00 4870.00 4745.00 31.00 206.00 212.00 125.00
2021-03-19 5041.00 4917.00 5158.00 4852.00 4994.00 4779.00 4994.00 4702.00 47.00 138.00 164.00 150.00
2021-03-18 5156.00 5076.00 5158.00 5050.00 4840.00 4875.00 4882.00 4827.00 316.00 201.00 276.00 223.00
2021-03-17 5240.00 5165.00 5300.00 5121.00 4870.00 4885.00 4937.00 4853.00 370.00 280.00 363.00 268.00
2021-03-16 5250.00 5240.00 5304.00 5200.00 4876.00 4884.00 4943.00 4792.00 374.00 356.00 361.00 408.00
2021-03-15 5250.00 5270.00 5420.00 5223.00 4962.00 4886.00 5033.00 4839.00 288.00 384.00 387.00 384.00
2021-03-12 5300.00 5247.00 5375.00 5160.00 4930.00 4947.00 5048.00 4888.00 370.00 300.00 327.00 272.00
2021-03-11 5480.00 5276.00 5493.00 5216.00 4980.00 4930.00 5109.00 4894.00 500.00 346.00 384.00 322.00
2021-03-10 5556.00 5423.00 5588.00 5355.00 5068.00 5038.00 5129.00 5015.00 488.00 385.00 459.00 340.00
2021-03-09 5928.00 5506.00 5948.00 5486.00 5250.00 5058.00 5250.00 5049.00 678.00 448.00 698.00 437.00
2021-03-08 5832.00 5970.00 6108.00 5827.00 5178.00 5260.00 5350.00 5138.00 654.00 710.00 758.00 689.00
2021-03-05 5712.00 5824.00 5950.00 5615.00 4950.00 5141.00 5232.00 4912.00 762.00 683.00 718.00 703.00
2021-03-04 5728.00 5730.00 5826.00 5656.00 5060.00 4972.00 5116.00 4967.00 668.00 758.00 710.00 689.00
2021-03-03 5718.00 5687.00 5844.00 5576.00 5038.00 5032.00 5145.00 4939.00 680.00 655.00 699.00 637.00
2021-03-02 6030.00 5648.00 6030.00 5648.00 5298.00 4985.00 5298.00 4976.00 732.00 663.00 732.00 672.00
2021-03-01 5916.00 6032.00 6280.00 5847.00 5280.00 5305.00 5510.00 5160.00 636.00 727.00 770.00 687.00
2021-02-26 5914.00 5976.00 6060.00 5723.00 5200.00 5296.00 5316.00 5030.00 714.00 680.00 744.00 693.00
2021-02-25 5572.00 5914.00 5967.00 5557.00 4951.00 5209.00 5314.00 4934.00 621.00 705.00 653.00 623.00
2021-02-24 5400.00 5517.00 5593.00 5336.00 4838.00 4925.00 4952.00 4758.00 562.00 592.00 641.00 578.00
2021-02-23 5506.00 5416.00 5730.00 5362.00 4949.00 4851.00 5007.00 4807.00 557.00 565.00 723.00 555.00
2021-02-22 5060.00 5497.00 5497.00 5016.00 4688.00 4926.00 5013.00 4656.00 372.00 571.00 484.00 360.00
2021-02-19 5000.00 5060.00 5134.00 4963.00 4710.00 4678.00 4731.00 4603.00 290.00 382.00 403.00 360.00
2021-02-18 4986.00 4986.00 4986.00 4783.00 4650.00 4715.00 4750.00 4600.00 336.00 271.00 236.00 183.00
2021-02-10 4618.00 4560.00 4627.00 4550.00 4511.00 4470.00 4528.00 4459.00 107.00 90.00 99.00 91.00
2021-02-09 4705.00 4624.00 4714.00 4613.00 4585.00 4527.00 4586.00 4516.00 120.00 97.00 128.00 97.00
2021-02-08 4658.00 4705.00 4796.00 4624.00 4537.00 4580.00 4664.00 4522.00 121.00 125.00 132.00 102.00
2021-02-05 4705.00 4646.00 4736.00 4600.00 4605.00 4533.00 4639.00 4495.00 100.00 113.00 97.00 105.00
2021-02-04 4730.00 4709.00 4744.00 4654.00 4620.00 4606.00 4630.00 4562.00 110.00 103.00 114.00 92.00
2021-02-03 4780.00 4711.00 4800.00 4660.00 4645.00 4602.00 4670.00 4551.00 135.00 109.00 130.00 109.00
2021-02-02 4650.00 4761.00 4805.00 4648.00 4559.00 4644.00 4677.00 4559.00 91.00 117.00 128.00 89.00
2021-02-01 4690.00 4648.00 4737.00 4634.00 4560.00 4550.00 4597.00 4535.00 130.00 98.00 140.00 99.00
2021-01-29 4490.00 4659.00 4673.00 4490.00 4655.00 4844.00 4856.00 4643.00 -165.00 -185.00 -183.00 -153.00
2021-01-28 4420.00 4487.00 4497.00 4410.00 4526.00 4622.00 4631.00 4526.00 -106.00 -135.00 -134.00 -116.00
2021-01-27 4325.00 4433.00 4444.00 4323.00 4426.00 4540.00 4566.00 4412.00 -101.00 -107.00 -122.00 -89.00
2021-01-26 4369.00 4310.00 4369.00 4306.00 4417.00 4407.00 4456.00 4392.00 -48.00 -97.00 -87.00 -86.00
2021-01-25 4280.00 4369.00 4391.00 4256.00 4358.00 4441.00 4453.00 4285.00 -78.00 -72.00 -62.00 -29.00
2021-01-22 4450.00 4293.00 4458.00 4290.00 4532.00 4364.00 4532.00 4358.00 -82.00 -71.00 -74.00 -68.00
2021-01-21 4486.00 4442.00 4499.00 4420.00 4575.00 4509.00 4611.00 4488.00 -89.00 -67.00 -112.00 -68.00
2021-01-20 4445.00 4480.00 4511.00 4412.00 4547.00 4575.00 4624.00 4497.00 -102.00 -95.00 -113.00 -85.00
2021-01-19 4458.00 4429.00 4495.00 4400.00 4474.00 4537.00 4569.00 4474.00 -16.00 -108.00 -74.00 -74.00
2021-01-18 4432.00 4448.00 4456.00 4355.00 4433.00 4498.00 4538.00 4391.00 -1.00 -50.00 -82.00 -36.00
2021-01-15 4402.00 4434.00 4450.00 4373.00 4398.00 4452.00 4472.00 4377.00 4.00 -18.00 -22.00 -4.00
2021-01-14 4542.00 4402.00 4567.00 4400.00 4593.00 4386.00 4640.00 4382.00 -51.00 16.00 -73.00 18.00
2021-01-13 4560.00 4542.00 4579.00 4505.00 4563.00 4592.00 4626.00 4542.00 -3.00 -50.00 -47.00 -37.00
2021-01-12 4425.00 4541.00 4543.00 4392.00 4414.00 4563.00 4571.00 4379.00 11.00 -22.00 -28.00 13.00
2021-01-11 4438.00 4429.00 4476.00 4322.00 4385.00 4417.00 4453.00 4292.00 53.00 12.00 23.00 30.00
2021-01-08 4442.00 4416.00 4494.00 4372.00 4401.00 4370.00 4446.00 4328.00 41.00 46.00 48.00 44.00
2021-01-07 4449.00 4438.00 4510.00 4408.00 4394.00 4400.00 4451.00 4361.00 55.00 38.00 59.00 47.00
2021-01-06 4436.00 4450.00 4491.00 4405.00 4418.00 4395.00 4441.00 4366.00 18.00 55.00 50.00 39.00
2021-01-05 4485.00 4421.00 4524.00 4396.00 4421.00 4375.00 4489.00 4356.00 64.00 46.00 35.00 40.00
2021-01-04 4400.00 4503.00 4506.00 4356.00 4380.00 4447.00 4455.00 4294.00 20.00 56.00 51.00 62.00
2020-12-31 4243.00 4398.00 4408.00 4235.00 4142.00 4321.00 4328.00 4133.00 101.00 77.00 80.00 102.00
2020-12-30 4208.00 4237.00 4244.00 4165.00 4112.00 4130.00 4138.00 4057.00 96.00 107.00 106.00 108.00
2020-12-29 4283.00 4187.00 4299.00 4163.00 4182.00 4069.00 4190.00 4056.00 101.00 118.00 109.00 107.00
2020-12-28 4345.00 4281.00 4425.00 4240.00 4244.00 4163.00 4303.00 4143.00 101.00 118.00 122.00 97.00
2020-12-25 4228.00 4345.00 4350.00 4204.00 4118.00 4243.00 4245.00 4081.00 110.00 102.00 105.00 123.00
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