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
2019-09-27 4981.00 4970.00 4998.00 4915.00 4673.00 4691.00 4703.00 4650.00 308.00 279.00 295.00 265.00
2019-09-26 5170.00 4982.00 5189.00 4918.00 4845.00 4693.00 4850.00 4634.00 325.00 289.00 339.00 284.00
2019-09-25 5080.00 5173.00 5180.00 5065.00 4787.00 4850.00 4850.00 4770.00 293.00 323.00 330.00 295.00
2019-09-24 5072.00 5080.00 5118.00 5029.00 4758.00 4793.00 4809.00 4744.00 314.00 287.00 309.00 285.00
2019-09-23 5004.00 5072.00 5090.00 4980.00 4710.00 4775.00 4785.00 4710.00 294.00 297.00 305.00 270.00
2019-09-20 5115.00 5009.00 5128.00 4995.00 4781.00 4737.00 4800.00 4713.00 334.00 272.00 328.00 282.00
2019-09-19 5020.00 5062.00 5117.00 5000.00 4764.00 4753.00 4788.00 4733.00 256.00 309.00 329.00 267.00
2019-09-18 5330.00 5083.00 5335.00 5022.00 4910.00 4792.00 4945.00 4736.00 420.00 291.00 390.00 286.00
2019-09-17 5150.00 5322.00 5365.00 5122.00 4900.00 4925.00 4998.00 4810.00 250.00 397.00 367.00 312.00
2019-09-16 4992.00 4993.00 4993.00 4860.00 4813.00 4833.00 4833.00 4706.00 179.00 160.00 160.00 154.00
2019-09-12 4775.00 4754.00 4790.00 4724.00 4632.00 4607.00 4632.00 4578.00 143.00 147.00 158.00 146.00
2019-09-11 4748.00 4780.00 4785.00 4698.00 4584.00 4620.00 4622.00 4550.00 164.00 160.00 163.00 148.00
2019-09-10 4776.00 4746.00 4810.00 4721.00 4601.00 4575.00 4620.00 4564.00 175.00 171.00 190.00 157.00
2019-09-09 4677.00 4767.00 4769.00 4671.00 4550.00 4593.00 4593.00 4540.00 127.00 174.00 176.00 131.00
2019-09-06 4637.00 4677.00 4735.00 4636.00 4541.00 4546.00 4585.00 4528.00 96.00 131.00 150.00 108.00
2019-09-05 4598.00 4637.00 4700.00 4582.00 4522.00 4535.00 4585.00 4510.00 76.00 102.00 115.00 72.00
2019-09-04 4580.00 4587.00 4594.00 4544.00 4530.00 4518.00 4531.00 4485.00 50.00 69.00 63.00 59.00
2019-09-03 4623.00 4582.00 4629.00 4567.00 4548.00 4530.00 4553.00 4522.00 75.00 52.00 76.00 45.00
2019-09-02 4576.00 4620.00 4624.00 4569.00 4530.00 4550.00 4553.00 4510.00 46.00 70.00 71.00 59.00
2019-08-30 4594.00 4576.00 4630.00 4564.00 4535.00 4519.00 4549.00 4507.00 59.00 57.00 81.00 57.00
2019-08-29 4618.00 4583.00 4658.00 4577.00 4565.00 4523.00 4577.00 4504.00 53.00 60.00 81.00 73.00
2019-08-28 4576.00 4615.00 4625.00 4530.00 4554.00 4554.00 4568.00 4487.00 22.00 61.00 57.00 43.00
2019-08-27 4626.00 4574.00 4639.00 4560.00 4590.00 4554.00 4602.00 4536.00 36.00 20.00 37.00 24.00
2019-08-26 4535.00 4622.00 4633.00 4520.00 4502.00 4590.00 4600.00 4502.00 33.00 32.00 33.00 18.00
2019-08-23 4548.00 4545.00 4575.00 4505.00 4530.00 4525.00 4544.00 4489.00 18.00 20.00 31.00 16.00
2019-08-22 4577.00 4551.00 4600.00 4526.00 4564.00 4527.00 4567.00 4510.00 13.00 24.00 33.00 16.00
2019-08-21 4562.00 4568.00 4579.00 4489.00 4545.00 4540.00 4550.00 4463.00 17.00 28.00 29.00 26.00
2019-08-20 4556.00 4564.00 4576.00 4532.00 4519.00 4536.00 4550.00 4507.00 37.00 28.00 26.00 25.00
2019-08-19 4560.00 4553.00 4594.00 4528.00 4545.00 4522.00 4556.00 4506.00 15.00 31.00 38.00 22.00
2019-08-16 4508.00 4558.00 4582.00 4494.00 4485.00 4535.00 4548.00 4466.00 23.00 23.00 34.00 28.00
2019-08-15 4450.00 4513.00 4513.00 4429.00 4432.00 4482.00 4485.00 4415.00 18.00 31.00 28.00 14.00
2019-08-14 4455.00 4455.00 4545.00 4431.00 4449.00 4441.00 4510.00 4420.00 6.00 14.00 35.00 11.00
2019-08-13 4470.00 4457.00 4486.00 4444.00 4446.00 4449.00 4458.00 4421.00 24.00 8.00 28.00 23.00
2019-08-12 4442.00 4466.00 4498.00 4425.00 4456.00 4445.00 4494.00 4419.00 -14.00 21.00 4.00 6.00
2019-08-09 4375.00 4440.00 4440.00 4312.00 4390.00 4449.00 4449.00 4365.00 -15.00 -9.00 -9.00 -53.00
2019-08-08 4330.00 4396.00 4398.00 4328.00 4348.00 4373.00 4377.00 4318.00 -18.00 23.00 21.00 10.00
2019-08-07 4332.00 4343.00 4357.00 4311.00 4352.00 4353.00 4364.00 4325.00 -20.00 -10.00 -7.00 -14.00
2019-08-06 4279.00 4331.00 4362.00 4275.00 4303.00 4359.00 4366.00 4290.00 -24.00 -28.00 -4.00 -15.00
2019-08-05 4415.00 4287.00 4455.00 4243.00 4389.00 4303.00 4405.00 4275.00 26.00 -16.00 50.00 -32.00
2019-08-02 4445.00 4409.00 4461.00 4340.00 4410.00 4387.00 4418.00 4338.00 35.00 22.00 43.00 2.00
2019-08-01 4501.00 4445.00 4516.00 4430.00 4421.00 4410.00 4439.00 4401.00 80.00 35.00 77.00 29.00
2019-07-31 4529.00 4495.00 4566.00 4485.00 4401.00 4423.00 4434.00 4401.00 128.00 72.00 132.00 84.00
2019-07-30 4567.00 4523.00 4711.00 4502.00 4470.00 4401.00 4532.00 4374.00 97.00 122.00 179.00 128.00
2019-07-29 4471.00 4561.00 4584.00 4471.00 4430.00 4461.00 4490.00 4428.00 41.00 100.00 94.00 43.00
2019-07-26 4455.00 4464.00 4488.00 4405.00 4430.00 4424.00 4442.00 4400.00 25.00 40.00 46.00 5.00
2019-07-25 4433.00 4445.00 4483.00 4427.00 4420.00 4425.00 4436.00 4402.00 13.00 20.00 47.00 25.00
2019-07-24 4389.00 4429.00 4449.00 4370.00 4370.00 4407.00 4419.00 4360.00 19.00 22.00 30.00 10.00
2019-07-23 4495.00 4393.00 4544.00 4393.00 4443.00 4380.00 4454.00 4380.00 52.00 13.00 90.00 13.00
2019-07-22 4488.00 4486.00 4573.00 4422.00 4464.00 4435.00 4505.00 4390.00 24.00 51.00 68.00 32.00
2019-07-19 4370.00 4497.00 4544.00 4350.00 4380.00 4465.00 4500.00 4351.00 -10.00 32.00 44.00 -1.00
2019-07-18 4369.00 4370.00 4393.00 4319.00 4375.00 4386.00 4395.00 4348.00 -6.00 -16.00 -2.00 -29.00
2019-07-17 4289.00 4360.00 4376.00 4280.00 4335.00 4372.00 4385.00 4320.00 -46.00 -12.00 -9.00 -40.00
2019-07-16 4308.00 4278.00 4316.00 4245.00 4370.00 4326.00 4389.00 4312.00 -62.00 -48.00 -73.00 -67.00
2019-07-15 4272.00 4296.00 4322.00 4263.00 4360.00 4373.00 4400.00 4355.00 -88.00 -77.00 -78.00 -92.00
2019-07-12 4290.00 4274.00 4293.00 4241.00 4380.00 4366.00 4385.00 4340.00 -90.00 -92.00 -92.00 -99.00
2019-07-11 4265.00 4281.00 4309.00 4213.00 4372.00 4376.00 4403.00 4326.00 -107.00 -95.00 -94.00 -113.00
2019-07-10 4230.00 4265.00 4278.00 4150.00 4340.00 4378.00 4387.00 4285.00 -110.00 -113.00 -109.00 -135.00
2019-07-09 4435.00 4242.00 4448.00 4242.00 4521.00 4334.00 4554.00 4332.00 -86.00 -92.00 -106.00 -90.00
2019-07-08 4486.00 4435.00 4507.00 4420.00 4576.00 4534.00 4593.00 4521.00 -90.00 -99.00 -86.00 -101.00
2019-07-05 4480.00 4488.00 4516.00 4455.00 4593.00 4577.00 4600.00 4544.00 -113.00 -89.00 -84.00 -89.00
2019-07-04 4435.00 4477.00 4485.00 4397.00 4520.00 4567.00 4573.00 4500.00 -85.00 -90.00 -88.00 -103.00
2019-07-03 4490.00 4437.00 4498.00 4389.00 4582.00 4530.00 4592.00 4490.00 -92.00 -93.00 -94.00 -101.00
2019-07-02 4450.00 4502.00 4525.00 4404.00 4540.00 4592.00 4610.00 4501.00 -90.00 -90.00 -85.00 -97.00
2019-07-01 4413.00 4442.00 4465.00 4380.00 4500.00 4539.00 4558.00 4479.00 -87.00 -97.00 -93.00 -99.00
2019-06-28 4494.00 4408.00 4518.00 4384.00 4590.00 4500.00 4602.00 4476.00 -96.00 -92.00 -84.00 -92.00
2019-06-27 4535.00 4491.00 4578.00 4477.00 4625.00 4579.00 4655.00 4563.00 -90.00 -88.00 -77.00 -86.00
2019-06-26 4537.00 4542.00 4555.00 4474.00 4624.00 4624.00 4632.00 4552.00 -87.00 -82.00 -77.00 -78.00
2019-06-25 4566.00 4531.00 4594.00 4513.00 4648.00 4610.00 4670.00 4592.00 -82.00 -79.00 -76.00 -79.00
2019-06-24 4448.00 4567.00 4578.00 4447.00 4506.00 4650.00 4663.00 4506.00 -58.00 -83.00 -85.00 -59.00
2019-06-21 4500.00 4437.00 4515.00 4423.00 4600.00 4542.00 4619.00 4526.00 -100.00 -105.00 -104.00 -103.00
2019-06-20 4460.00 4487.00 4492.00 4451.00 4583.00 4592.00 4595.00 4563.00 -123.00 -105.00 -103.00 -112.00
2019-06-19 4429.00 4459.00 4505.00 4417.00 4534.00 4570.00 4606.00 4528.00 -105.00 -111.00 -101.00 -111.00
2019-06-18 4379.00 4417.00 4442.00 4366.00 4504.00 4530.00 4553.00 4490.00 -125.00 -113.00 -111.00 -124.00
2019-06-17 4360.00 4370.00 4391.00 4352.00 4493.00 4493.00 4510.00 4475.00 -133.00 -123.00 -119.00 -123.00
2019-06-14 4410.00 4370.00 4423.00 4331.00 4528.00 4491.00 4532.00 4453.00 -118.00 -121.00 -109.00 -122.00
2019-06-13 4374.00 4403.00 4415.00 4361.00 4477.00 4515.00 4532.00 4477.00 -103.00 -112.00 -117.00 -116.00
2019-06-12 4408.00 4384.00 4432.00 4362.00 4547.00 4496.00 4552.00 4486.00 -139.00 -112.00 -120.00 -124.00
2019-06-11 4388.00 4408.00 4423.00 4370.00 4501.00 4529.00 4542.00 4496.00 -113.00 -121.00 -119.00 -126.00
2019-06-10 4413.00 4387.00 4420.00 4367.00 4503.00 4512.00 4540.00 4479.00 -90.00 -125.00 -120.00 -112.00
2019-06-06 4329.00 4369.00 4382.00 4314.00 4456.00 4488.00 4501.00 4439.00 -127.00 -119.00 -119.00 -125.00
2019-06-05 4450.00 4343.00 4460.00 4330.00 4575.00 4467.00 4580.00 4456.00 -125.00 -124.00 -120.00 -126.00
2019-06-04 4428.00 4445.00 4487.00 4405.00 4540.00 4565.00 4600.00 4520.00 -112.00 -120.00 -113.00 -115.00
2019-06-03 4492.00 4415.00 4500.00 4380.00 4338.00 4292.00 4338.00 4130.00 154.00 123.00 162.00 250.00
2019-05-31 4485.00 4492.00 4529.00 4466.00 4348.00 4328.00 4370.00 4320.00 137.00 164.00 159.00 146.00
2019-05-30 4473.00 4485.00 4503.00 4455.00 4338.00 4339.00 4355.00 4293.00 135.00 146.00 148.00 162.00
2019-05-29 4459.00 4489.00 4519.00 4458.00 4316.00 4341.00 4369.00 4316.00 143.00 148.00 150.00 142.00
2019-05-28 4517.00 4458.00 4524.00 4427.00 4354.00 4307.00 4379.00 4278.00 163.00 151.00 145.00 149.00
2019-05-27 4529.00 4503.00 4563.00 4491.00 4389.00 4361.00 4409.00 4328.00 140.00 142.00 154.00 163.00
2019-05-24 4397.00 4524.00 4527.00 4395.00 4259.00 4370.00 4380.00 4250.00 138.00 154.00 147.00 145.00
2019-05-23 4410.00 4403.00 4427.00 4373.00 4240.00 4257.00 4279.00 4228.00 170.00 146.00 148.00 145.00
2019-05-22 4445.00 4407.00 4466.00 4356.00 4290.00 4255.00 4310.00 4213.00 155.00 152.00 156.00 143.00
2019-05-21 4416.00 4447.00 4465.00 4406.00 4259.00 4297.00 4308.00 4258.00 157.00 150.00 157.00 148.00
2019-05-20 4406.00 4420.00 4472.00 4394.00 4251.00 4267.00 4318.00 4241.00 155.00 153.00 154.00 153.00
2019-05-17 4492.00 4404.00 4500.00 4394.00 4325.00 4248.00 4345.00 4245.00 167.00 156.00 155.00 149.00
2019-05-16 4450.00 4483.00 4517.00 4430.00 4307.00 4332.00 4358.00 4280.00 143.00 151.00 159.00 150.00
2019-05-15 4450.00 4455.00 4492.00 4438.00 4326.00 4303.00 4340.00 4287.00 124.00 152.00 152.00 151.00
2019-05-14 4571.00 4437.00 4612.00 4408.00 4434.00 4283.00 4466.00 4275.00 137.00 154.00 146.00 133.00
2019-05-13 4713.00 4582.00 4718.00 4580.00 4578.00 4434.00 4578.00 4431.00 135.00 148.00 140.00 149.00
2019-05-10 4706.00 4718.00 4761.00 4698.00 4566.00 4582.00 4614.00 4566.00 140.00 136.00 147.00 132.00
2019-05-09 4734.00 4702.00 4739.00 4691.00 4601.00 4570.00 4606.00 4565.00 133.00 132.00 133.00 126.00
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