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
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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
2020-07-29 3715.00 3733.00 3746.00 3689.00 3900.00 3903.00 3919.00 3861.00 -185.00 -170.00 -173.00 -172.00
2020-07-28 3741.00 3712.00 3760.00 3693.00 3903.00 3886.00 3933.00 3863.00 -162.00 -174.00 -173.00 -170.00
2020-07-27 3709.00 3729.00 3746.00 3698.00 3919.00 3902.00 3919.00 3879.00 -210.00 -173.00 -173.00 -181.00
2020-07-24 3658.00 3710.00 3744.00 3631.00 3712.00 3756.00 3793.00 3685.00 -54.00 -46.00 -49.00 -54.00
2020-07-23 3626.00 3664.00 3675.00 3585.00 3685.00 3731.00 3732.00 3638.00 -59.00 -67.00 -57.00 -53.00
2020-07-22 3620.00 3641.00 3661.00 3609.00 3669.00 3709.00 3715.00 3656.00 -49.00 -68.00 -54.00 -47.00
2020-07-21 3577.00 3598.00 3615.00 3572.00 3628.00 3666.00 3666.00 3611.00 -51.00 -68.00 -51.00 -39.00
2020-07-20 3573.00 3577.00 3630.00 3560.00 3602.00 3619.00 3682.00 3602.00 -29.00 -42.00 -52.00 -42.00
2020-07-17 3577.00 3558.00 3614.00 3530.00 3639.00 3609.00 3663.00 3579.00 -62.00 -51.00 -49.00 -49.00
2020-07-16 3590.00 3575.00 3592.00 3563.00 3636.00 3639.00 3640.00 3613.00 -46.00 -64.00 -48.00 -50.00
2020-07-15 3535.00 3584.00 3600.00 3530.00 3530.00 3645.00 3654.00 3530.00 5.00 -61.00 -54.00 0.00
2020-07-14 3528.00 3544.00 3550.00 3467.00 3581.00 3540.00 3599.00 3516.00 -53.00 4.00 -49.00 -49.00
2020-07-13 3484.00 3530.00 3530.00 3484.00 3545.00 3569.00 3582.00 3545.00 -61.00 -39.00 -52.00 -61.00
2020-07-10 3569.00 3479.00 3575.00 3463.00 3624.00 3514.00 3624.00 3510.00 -55.00 -35.00 -49.00 -47.00
2020-07-09 3568.00 3573.00 3586.00 3537.00 3774.00 3765.00 3777.00 3730.00 -206.00 -192.00 -191.00 -193.00
2020-07-08 3548.00 3567.00 3593.00 3544.00 3750.00 3759.00 3780.00 3741.00 -202.00 -192.00 -187.00 -197.00
2020-07-07 3628.00 3548.00 3633.00 3524.00 3801.00 3743.00 3820.00 3717.00 -173.00 -195.00 -187.00 -193.00
2020-07-06 3616.00 3630.00 3657.00 3586.00 3810.00 3819.00 3843.00 3775.00 -194.00 -189.00 -186.00 -189.00
2020-07-03 3614.00 3615.00 3642.00 3603.00 3802.00 3805.00 3826.00 3792.00 -188.00 -190.00 -184.00 -189.00
2020-07-02 3597.00 3614.00 3624.00 3541.00 3781.00 3797.00 3808.00 3732.00 -184.00 -183.00 -184.00 -191.00
2020-07-01 3590.00 3600.00 3618.00 3570.00 3563.00 3585.00 3585.00 3520.00 27.00 15.00 33.00 50.00
2020-06-30 3603.00 3605.00 3626.00 3602.00 3577.00 3558.00 3582.00 3527.00 26.00 47.00 44.00 75.00
2020-06-29 3633.00 3595.00 3660.00 3583.00 3810.00 3781.00 3849.00 3771.00 -177.00 -186.00 -189.00 -188.00
2020-06-24 3711.00 3673.00 3715.00 3665.00 3893.00 3863.00 3898.00 3850.00 -182.00 -190.00 -183.00 -185.00
2020-06-23 3699.00 3704.00 3721.00 3681.00 3886.00 3883.00 3902.00 3864.00 -187.00 -179.00 -181.00 -183.00
2020-06-22 3735.00 3699.00 3737.00 3683.00 3921.00 3882.00 3921.00 3865.00 -186.00 -183.00 -184.00 -182.00
2020-06-19 3685.00 3729.00 3750.00 3657.00 3865.00 3905.00 3923.00 3842.00 -180.00 -176.00 -173.00 -185.00
2020-06-18 3646.00 3675.00 3680.00 3625.00 3825.00 3861.00 3862.00 3810.00 -179.00 -186.00 -182.00 -185.00
2020-06-17 3680.00 3642.00 3683.00 3616.00 3855.00 3827.00 3861.00 3800.00 -175.00 -185.00 -178.00 -184.00
2020-06-16 3607.00 3662.00 3677.00 3586.00 3800.00 3835.00 3862.00 3729.00 -193.00 -173.00 -185.00 -143.00
2020-06-15 3650.00 3610.00 3685.00 3590.00 3853.00 3800.00 3871.00 3782.00 -203.00 -190.00 -186.00 -192.00
2020-06-12 3660.00 3644.00 3679.00 3555.00 3616.00 3580.00 3627.00 3511.00 44.00 64.00 52.00 44.00
2020-06-11 3740.00 3684.00 3740.00 3670.00 3654.00 3633.00 3689.00 3616.00 86.00 51.00 51.00 54.00
2020-06-10 3700.00 3725.00 3745.00 3698.00 3755.00 3768.00 3798.00 3749.00 -55.00 -43.00 -53.00 -51.00
2020-06-09 3756.00 3709.00 3772.00 3695.00 3806.00 3755.00 3812.00 3740.00 -50.00 -46.00 -40.00 -45.00
2020-06-08 3770.00 3772.00 3800.00 3738.00 3808.00 3825.00 3847.00 3774.00 -38.00 -53.00 -47.00 -36.00
2020-06-05 3768.00 3738.00 3787.00 3727.00 3824.00 3758.00 3834.00 3758.00 -56.00 -20.00 -47.00 -31.00
2020-06-04 3800.00 3767.00 3810.00 3755.00 3839.00 3819.00 3857.00 3801.00 -39.00 -52.00 -47.00 -46.00
2020-06-03 3777.00 3818.00 3847.00 3754.00 3831.00 3884.00 3891.00 3804.00 -54.00 -66.00 -44.00 -50.00
2020-06-02 3775.00 3766.00 3806.00 3751.00 3818.00 3819.00 3851.00 3797.00 -43.00 -53.00 -45.00 -46.00
2020-06-01 3705.00 3793.00 3796.00 3705.00 3855.00 3937.00 3940.00 3855.00 -150.00 -144.00 -144.00 -150.00
2020-05-29 3754.00 3717.00 3765.00 3700.00 3899.00 3865.00 3911.00 3849.00 -145.00 -148.00 -146.00 -149.00
2020-05-28 3735.00 3746.00 3749.00 3667.00 3883.00 3893.00 3898.00 3819.00 -148.00 -147.00 -149.00 -152.00
2020-05-27 3734.00 3744.00 3787.00 3707.00 3887.00 3889.00 3932.00 3856.00 -153.00 -145.00 -145.00 -149.00
2020-05-26 3720.00 3734.00 3764.00 3713.00 3877.00 3885.00 3910.00 3863.00 -157.00 -151.00 -146.00 -150.00
2020-05-25 3730.00 3734.00 3767.00 3703.00 3642.00 3646.00 3669.00 3604.00 88.00 88.00 98.00 99.00
2020-05-22 3809.00 3704.00 3820.00 3684.00 3946.00 3855.00 3968.00 3834.00 -137.00 -151.00 -148.00 -150.00
2020-05-21 3755.00 3799.00 3838.00 3749.00 3657.00 3802.00 3802.00 3645.00 98.00 -3.00 36.00 104.00
2020-05-20 3703.00 3746.00 3793.00 3703.00 3660.00 3687.00 3695.00 3618.00 43.00 59.00 98.00 85.00
2020-05-19 3707.00 3699.00 3778.00 3671.00 3606.00 3649.00 3670.00 3579.00 101.00 50.00 108.00 92.00
2020-05-18 3718.00 3694.00 3754.00 3666.00 3898.00 3839.00 3899.00 3756.00 -180.00 -145.00 -145.00 -90.00
2020-05-15 3680.00 3731.00 3747.00 3645.00 3795.00 3880.00 3892.00 3784.00 -115.00 -149.00 -145.00 -139.00
2020-05-14 3620.00 3677.00 3680.00 3583.00 3800.00 3822.00 3825.00 3734.00 -180.00 -145.00 -145.00 -151.00
2020-05-13 3600.00 3605.00 3645.00 3538.00 3747.00 3760.00 3788.00 3689.00 -147.00 -155.00 -143.00 -151.00
2020-05-12 3607.00 3594.00 3627.00 3562.00 3757.00 3739.00 3777.00 3718.00 -150.00 -145.00 -150.00 -156.00
2020-05-11 3661.00 3610.00 3683.00 3586.00 3811.00 3754.00 3828.00 3736.00 -150.00 -144.00 -145.00 -150.00
2020-05-08 3736.00 3665.00 3737.00 3632.00 3884.00 3811.00 3884.00 3779.00 -148.00 -146.00 -147.00 -147.00
2020-05-07 3664.00 3690.00 3740.00 3660.00 3811.00 3835.00 3882.00 3806.00 -147.00 -145.00 -142.00 -146.00
2020-05-06 3780.00 3697.00 3784.00 3665.00 3620.00 3486.00 3622.00 3486.00 160.00 211.00 162.00 179.00
2020-04-30 3688.00 3665.00 3698.00 3582.00 3440.00 3476.00 3518.00 3414.00 248.00 189.00 180.00 168.00
2020-04-29 3536.00 3601.00 3626.00 3535.00 3396.00 3435.00 3450.00 3373.00 140.00 166.00 176.00 162.00
2020-04-28 3434.00 3500.00 3500.00 3407.00 3202.00 3339.00 3341.00 3202.00 232.00 161.00 159.00 205.00
2020-04-27 3402.00 3454.00 3494.00 3373.00 3200.00 3289.00 3320.00 3200.00 202.00 165.00 174.00 173.00
2020-04-24 3542.00 3407.00 3566.00 3389.00 3350.00 3237.00 3384.00 3214.00 192.00 170.00 182.00 175.00
2020-04-23 3367.00 3519.00 3574.00 3366.00 3198.00 3345.00 3396.00 3198.00 169.00 174.00 178.00 168.00
2020-04-22 3399.00 3295.00 3449.00 3268.00 3146.00 3123.00 3262.00 3098.00 253.00 172.00 187.00 170.00
2020-04-21 3666.00 3512.00 3717.00 3440.00 3455.00 3328.00 3520.00 3264.00 211.00 184.00 197.00 176.00
2020-04-20 3630.00 3712.00 3727.00 3604.00 3420.00 3520.00 3531.00 3418.00 210.00 192.00 196.00 186.00
2020-04-17 3577.00 3640.00 3700.00 3574.00 3400.00 3455.00 3510.00 3399.00 177.00 185.00 190.00 175.00
2020-04-16 3528.00 3553.00 3591.00 3506.00 3365.00 3375.00 3412.00 3335.00 163.00 178.00 179.00 171.00
2020-04-15 3527.00 3556.00 3618.00 3505.00 3325.00 3380.00 3442.00 3325.00 202.00 176.00 176.00 180.00
2020-04-14 3503.00 3577.00 3593.00 3488.00 3350.00 3401.00 3416.00 3325.00 153.00 176.00 177.00 163.00
2020-04-13 3500.00 3339.00 3577.00 3330.00 3670.00 3504.00 3751.00 3498.00 -170.00 -165.00 -174.00 -168.00
2020-04-10 3335.00 3451.00 3471.00 3307.00 3517.00 3637.00 3654.00 3485.00 -182.00 -186.00 -183.00 -178.00
2020-04-09 3405.00 3430.00 3448.00 3374.00 3577.00 3605.00 3627.00 3556.00 -172.00 -175.00 -179.00 -182.00
2020-04-08 3340.00 3369.00 3420.00 3265.00 3500.00 3541.00 3594.00 3459.00 -160.00 -172.00 -174.00 -194.00
2020-04-07 3490.00 3373.00 3490.00 3343.00 3628.00 3560.00 3638.00 3520.00 -138.00 -187.00 -148.00 -177.00
2020-04-03 3350.00 3337.00 3362.00 3227.00 3529.00 3524.00 3544.00 3412.00 -179.00 -187.00 -182.00 -185.00
2020-04-02 3110.00 3358.00 3365.00 3103.00 3310.00 3539.00 3548.00 3303.00 -200.00 -181.00 -183.00 -200.00
2020-04-01 3104.00 3113.00 3130.00 3038.00 3290.00 3308.00 3319.00 3238.00 -186.00 -195.00 -189.00 -200.00
2020-03-31 2976.00 3121.00 3185.00 2950.00 3160.00 3311.00 3374.00 3151.00 -184.00 -190.00 -189.00 -201.00
2020-03-30 3060.00 2935.00 3092.00 2926.00 3300.00 3142.00 3300.00 3131.00 -240.00 -207.00 -208.00 -205.00
2020-03-27 3267.00 3162.00 3295.00 3116.00 3480.00 3362.00 3488.00 3326.00 -213.00 -200.00 -193.00 -210.00
2020-03-26 3292.00 3280.00 3371.00 3245.00 3514.00 3477.00 3560.00 3438.00 -222.00 -197.00 -189.00 -193.00
2020-03-25 3360.00 3312.00 3407.00 3281.00 3531.00 3502.00 3580.00 3471.00 -171.00 -190.00 -173.00 -190.00
2020-03-24 3550.00 3362.00 3550.00 3206.00 3678.00 3541.00 3708.00 3395.00 -128.00 -179.00 -158.00 -189.00
2020-03-23 3552.00 3474.00 3552.00 3461.00 3700.00 3641.00 3709.00 3612.00 -148.00 -167.00 -157.00 -151.00
2020-03-20 3714.00 3666.00 3720.00 3604.00 3851.00 3822.00 3868.00 3760.00 -137.00 -156.00 -148.00 -156.00
2020-03-19 3637.00 3591.00 3680.00 3591.00 3763.00 3739.00 3822.00 3721.00 -126.00 -148.00 -142.00 -130.00
2020-03-18 3792.00 3700.00 3848.00 3693.00 3912.00 3840.00 3984.00 3831.00 -120.00 -140.00 -136.00 -138.00
2020-03-17 3888.00 3838.00 3906.00 3775.00 4030.00 3984.00 4063.00 3931.00 -142.00 -146.00 -157.00 -156.00
2020-03-16 3976.00 3895.00 3990.00 3894.00 4100.00 4050.00 4138.00 4050.00 -124.00 -155.00 -148.00 -156.00
2020-03-13 3962.00 4001.00 4019.00 3925.00 4100.00 4158.00 4170.00 4073.00 -138.00 -157.00 -151.00 -148.00
2020-03-12 4015.00 4000.00 4049.00 3905.00 4195.00 4140.00 4195.00 4060.00 -180.00 -140.00 -146.00 -155.00
2020-03-11 4134.00 4054.00 4149.00 4035.00 4280.00 4201.00 4286.00 4191.00 -146.00 -147.00 -137.00 -156.00
2020-03-10 3760.00 4122.00 4160.00 3760.00 4200.00 4263.00 4294.00 3972.00 -440.00 -141.00 -134.00 -212.00
2020-03-09 4069.00 4069.00 4069.00 4069.00 4091.00 4091.00 4091.00 4091.00 -22.00 -22.00 -22.00 -22.00
2020-03-06 4312.00 4286.00 4319.00 4254.00 4460.00 4425.00 4460.00 4404.00 -148.00 -139.00 -141.00 -150.00
2020-03-05 4366.00 4340.00 4371.00 4327.00 4470.00 4467.00 4489.00 4456.00 -104.00 -127.00 -118.00 -129.00
2020-03-04 4380.00 4354.00 4409.00 4338.00 4478.00 4469.00 4509.00 4456.00 -98.00 -115.00 -100.00 -118.00
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