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
2019-05-08 4697.00 4734.00 4737.00 4697.00 4570.00 4605.00 4609.00 4566.00 127.00 129.00 128.00 131.00
2019-05-07 4593.00 4578.00 4600.00 4551.00 4692.00 4712.00 4725.00 4692.00 -99.00 -134.00 -125.00 -141.00
2019-05-06 4568.00 4587.00 4621.00 4506.00 4691.00 4696.00 4726.00 4666.00 -123.00 -109.00 -105.00 -160.00
2019-04-30 4646.00 4617.00 4654.00 4612.00 4749.00 4721.00 4758.00 4716.00 -103.00 -104.00 -104.00 -104.00
2019-04-29 4542.00 4644.00 4653.00 4539.00 4650.00 4739.00 4748.00 4650.00 -108.00 -95.00 -95.00 -111.00
2019-04-26 4664.00 4549.00 4664.00 4520.00 4740.00 4665.00 4756.00 4655.00 -76.00 -116.00 -92.00 -135.00
2019-04-25 4682.00 4627.00 4693.00 4622.00 4802.00 4743.00 4816.00 4740.00 -120.00 -116.00 -123.00 -118.00
2019-04-24 4723.00 4679.00 4728.00 4665.00 4836.00 4794.00 4840.00 4778.00 -113.00 -115.00 -112.00 -113.00
2019-04-23 4736.00 4733.00 4752.00 4714.00 4853.00 4844.00 4867.00 4832.00 -117.00 -111.00 -115.00 -118.00
2019-04-22 4733.00 4736.00 4797.00 4718.00 4838.00 4846.00 4898.00 4833.00 -105.00 -110.00 -101.00 -115.00
2019-04-19 4715.00 4730.00 4745.00 4710.00 4839.00 4835.00 4850.00 4819.00 -124.00 -105.00 -105.00 -109.00
2019-04-18 4700.00 4707.00 4737.00 4658.00 4844.00 4829.00 4873.00 4795.00 -144.00 -122.00 -136.00 -137.00
2019-04-17 4707.00 4704.00 4738.00 4695.00 4867.00 4847.00 4877.00 4836.00 -160.00 -143.00 -139.00 -141.00
2019-04-16 4765.00 4707.00 4774.00 4677.00 4901.00 4853.00 4918.00 4830.00 -136.00 -146.00 -144.00 -153.00
2019-04-15 4850.00 4772.00 4855.00 4742.00 4974.00 4908.00 4978.00 4892.00 -124.00 -136.00 -123.00 -150.00
2019-04-12 4816.00 4828.00 4836.00 4763.00 4935.00 4958.00 4965.00 4900.00 -119.00 -130.00 -129.00 -137.00
2019-04-11 4871.00 4827.00 4879.00 4805.00 4991.00 4959.00 5002.00 4948.00 -120.00 -132.00 -123.00 -143.00
2019-04-10 4870.00 4871.00 4905.00 4855.00 4990.00 4994.00 5020.00 4987.00 -120.00 -123.00 -115.00 -132.00
2019-04-09 4856.00 4873.00 4910.00 4852.00 4981.00 5000.00 5032.00 4974.00 -125.00 -127.00 -122.00 -122.00
2019-04-08 4950.00 4857.00 4968.00 4841.00 5050.00 4978.00 5085.00 4968.00 -100.00 -121.00 -117.00 -127.00
2019-04-04 4841.00 4898.00 4916.00 4761.00 4960.00 4988.00 4998.00 4862.00 -119.00 -90.00 -82.00 -101.00
2019-04-03 4830.00 4853.00 4876.00 4829.00 4928.00 4952.00 4968.00 4924.00 -98.00 -99.00 -92.00 -95.00
2019-04-02 4875.00 4843.00 4900.00 4828.00 4962.00 4941.00 4994.00 4931.00 -87.00 -98.00 -94.00 -103.00
2019-04-01 4863.00 4875.00 4889.00 4813.00 4946.00 4959.00 4972.00 4904.00 -83.00 -84.00 -83.00 -91.00
2019-03-29 4812.00 4842.00 4909.00 4812.00 4918.00 4931.00 4987.00 4916.00 -106.00 -89.00 -78.00 -104.00
2019-03-28 4954.00 4814.00 4980.00 4810.00 5050.00 4918.00 5059.00 4916.00 -96.00 -104.00 -79.00 -106.00
2019-03-27 5050.00 4983.00 5076.00 4976.00 5140.00 5073.00 5160.00 5068.00 -90.00 -90.00 -84.00 -92.00
2019-03-26 5125.00 5063.00 5130.00 5061.00 5201.00 5154.00 5213.00 5151.00 -76.00 -91.00 -83.00 -90.00
2019-03-25 5100.00 5113.00 5125.00 5057.00 5199.00 5192.00 5204.00 5127.00 -99.00 -79.00 -79.00 -70.00
2019-03-22 5153.00 5126.00 5163.00 5111.00 5251.00 5226.00 5260.00 5210.00 -98.00 -100.00 -97.00 -99.00
2019-03-21 5164.00 5157.00 5176.00 5147.00 5240.00 5253.00 5274.00 5237.00 -76.00 -96.00 -98.00 -90.00
2019-03-20 5110.00 5147.00 5148.00 5089.00 5202.00 5231.00 5234.00 5186.00 -92.00 -84.00 -86.00 -97.00
2019-03-19 5143.00 5107.00 5145.00 5093.00 5230.00 5200.00 5236.00 5181.00 -87.00 -93.00 -91.00 -88.00
2019-03-18 5120.00 5127.00 5156.00 5115.00 5200.00 5212.00 5248.00 5187.00 -80.00 -85.00 -92.00 -72.00
2019-03-15 5189.00 5137.00 5202.00 5112.00 5292.00 5223.00 5292.00 5201.00 -103.00 -86.00 -90.00 -89.00
2019-03-14 5257.00 5221.00 5270.00 5216.00 5347.00 5308.00 5350.00 5302.00 -90.00 -87.00 -80.00 -86.00
2019-03-13 5266.00 5241.00 5287.00 5226.00 5346.00 5329.00 5363.00 5308.00 -80.00 -88.00 -76.00 -82.00
2019-03-12 5276.00 5270.00 5301.00 5253.00 5360.00 5351.00 5376.00 5322.00 -84.00 -81.00 -75.00 -69.00
2019-03-11 5330.00 5267.00 5330.00 5242.00 5370.00 5340.00 5385.00 5320.00 -40.00 -73.00 -55.00 -78.00
2019-03-08 5281.00 5298.00 5320.00 5254.00 5300.00 5361.00 5379.00 5296.00 -19.00 -63.00 -59.00 -42.00
2019-03-07 5412.00 5336.00 5428.00 5303.00 5456.00 5390.00 5469.00 5360.00 -44.00 -54.00 -41.00 -57.00
2019-03-06 5325.00 5432.00 5438.00 5312.00 5380.00 5480.00 5483.00 5373.00 -55.00 -48.00 -45.00 -61.00
2019-03-05 5320.00 5333.00 5350.00 5304.00 5410.00 5391.00 5417.00 5372.00 -90.00 -58.00 -67.00 -68.00
2019-03-04 5285.00 5351.00 5421.00 5265.00 5342.00 5422.00 5479.00 5336.00 -57.00 -71.00 -58.00 -71.00
2019-03-01 5195.00 5290.00 5298.00 5186.00 5271.00 5356.00 5368.00 5266.00 -76.00 -66.00 -70.00 -80.00
2019-02-28 5170.00 5175.00 5216.00 5154.00 5250.00 5262.00 5287.00 5233.00 -80.00 -87.00 -71.00 -79.00
2019-02-27 5170.00 5153.00 5183.00 5145.00 5242.00 5233.00 5261.00 5229.00 -72.00 -80.00 -78.00 -84.00
2019-02-26 5098.00 5158.00 5168.00 5084.00 5190.00 5237.00 5243.00 5167.00 -92.00 -79.00 -75.00 -83.00
2019-02-25 5157.00 5135.00 5187.00 5120.00 5270.00 5202.00 5270.00 5200.00 -113.00 -67.00 -83.00 -80.00
2019-02-22 5123.00 5142.00 5169.00 5116.00 5200.00 5220.00 5235.00 5185.00 -77.00 -78.00 -66.00 -69.00
2019-02-21 5104.00 5123.00 5148.00 5084.00 5168.00 5195.00 5208.00 5156.00 -64.00 -72.00 -60.00 -72.00
2019-02-20 5069.00 5054.00 5082.00 5044.00 5135.00 5125.00 5148.00 5113.00 -66.00 -71.00 -66.00 -69.00
2019-02-19 5046.00 5064.00 5074.00 5007.00 5104.00 5132.00 5134.00 5083.00 -58.00 -68.00 -60.00 -76.00
2019-02-18 5170.00 5039.00 5184.00 5032.00 5220.00 5101.00 5240.00 5100.00 -50.00 -62.00 -56.00 -68.00
2019-02-15 5159.00 5131.00 5180.00 5092.00 5190.00 5193.00 5233.00 5158.00 -31.00 -62.00 -53.00 -66.00
2019-02-14 5173.00 5170.00 5195.00 5135.00 5216.00 5233.00 5266.00 5209.00 -43.00 -63.00 -71.00 -74.00
2019-02-13 5200.00 5162.00 5225.00 5151.00 5275.00 5235.00 5275.00 5202.00 -75.00 -73.00 -50.00 -51.00
2019-02-12 5245.00 5234.00 5274.00 5228.00 5295.00 5284.00 5318.00 5275.00 -50.00 -50.00 -44.00 -47.00
2019-02-11 5295.00 5223.00 5299.00 5216.00 5320.00 5272.00 5324.00 5260.00 -25.00 -49.00 -25.00 -44.00
2019-02-01 5290.00 5322.00 5330.00 5265.00 5320.00 5345.00 5357.00 5301.00 -30.00 -23.00 -27.00 -36.00
2019-01-31 5230.00 5279.00 5289.00 5229.00 5280.00 5308.00 5320.00 5254.00 -50.00 -29.00 -31.00 -25.00
2019-01-30 5181.00 5207.00 5239.00 5171.00 5216.00 5238.00 5271.00 5210.00 -35.00 -31.00 -32.00 -39.00
2019-01-29 5150.00 5157.00 5198.00 5136.00 5179.00 5204.00 5248.00 5172.00 -29.00 -47.00 -50.00 -36.00
2019-01-28 5254.00 5180.00 5264.00 5175.00 5300.00 5226.00 5311.00 5221.00 -46.00 -46.00 -47.00 -46.00
2019-01-25 5275.00 5234.00 5323.00 5232.00 5318.00 5288.00 5380.00 5288.00 -43.00 -54.00 -57.00 -56.00
2019-01-24 5239.00 5245.00 5273.00 5206.00 5260.00 5293.00 5315.00 5250.00 -21.00 -48.00 -42.00 -44.00
2019-01-23 5240.00 5254.00 5280.00 5222.00 5275.00 5282.00 5300.00 5248.00 -35.00 -28.00 -20.00 -26.00
2019-01-22 5273.00 5277.00 5457.00 5260.00 5320.00 5303.00 5470.00 5268.00 -47.00 -26.00 -13.00 -8.00
2019-01-21 5219.00 5273.00 5323.00 5188.00 5228.00 5309.00 5341.00 5196.00 -9.00 -36.00 -18.00 -8.00
2019-01-18 5139.00 5156.00 5176.00 5117.00 5130.00 5172.00 5179.00 5116.00 9.00 -16.00 -3.00 1.00
2019-01-17 5210.00 5159.00 5225.00 5155.00 5180.00 5134.00 5186.00 5133.00 30.00 25.00 39.00 22.00
2019-01-16 5225.00 5226.00 5243.00 5193.00 5200.00 5184.00 5230.00 5157.00 25.00 42.00 13.00 36.00
2019-01-15 5141.00 5221.00 5236.00 5129.00 5096.00 5193.00 5202.00 5088.00 45.00 28.00 34.00 41.00
2019-01-14 5125.00 5143.00 5177.00 5096.00 5085.00 5103.00 5124.00 5072.00 40.00 40.00 53.00 24.00
2019-01-11 5080.00 5117.00 5135.00 5067.00 5088.00 5075.00 5105.00 5054.00 -8.00 42.00 30.00 13.00
2019-01-10 5162.00 5092.00 5168.00 5087.00 5155.00 5090.00 5180.00 5086.00 7.00 2.00 -12.00 1.00
2019-01-09 5136.00 5122.00 5187.00 5111.00 5088.00 5115.00 5182.00 5080.00 48.00 7.00 5.00 31.00
2019-01-08 5140.00 5080.00 5168.00 5066.00 5123.00 5048.00 5123.00 5040.00 17.00 32.00 45.00 26.00
2019-01-07 5167.00 5133.00 5200.00 5125.00 5140.00 5101.00 5147.00 5088.00 27.00 32.00 53.00 37.00
2019-01-04 5150.00 5152.00 5181.00 5094.00 5089.00 5101.00 5124.00 5045.00 61.00 51.00 57.00 49.00
2019-01-03 5093.00 5127.00 5152.00 5068.00 5026.00 5068.00 5092.00 5006.00 67.00 59.00 60.00 62.00
2019-01-02 5105.00 5051.00 5134.00 5046.00 5044.00 4984.00 5046.00 4984.00 61.00 67.00 88.00 62.00
2018-12-28 5141.00 5134.00 5166.00 5088.00 5035.00 5044.00 5081.00 5000.00 106.00 90.00 85.00 88.00
2018-12-27 5301.00 5135.00 5377.00 5135.00 5210.00 5046.00 5233.00 5046.00 91.00 89.00 144.00 89.00
2018-12-26 5200.00 5152.00 5229.00 5128.00 5130.00 5044.00 5148.00 5020.00 70.00 108.00 81.00 108.00
2018-12-25 5200.00 5174.00 5231.00 5128.00 5230.00 5109.00 5230.00 5070.00 -30.00 65.00 1.00 58.00
2018-12-24 5380.00 5332.00 5385.00 5306.00 5327.00 5276.00 5327.00 5251.00 53.00 56.00 58.00 55.00
2018-12-21 5561.00 5418.00 5576.00 5320.00 5505.00 5363.00 5515.00 5270.00 56.00 55.00 61.00 50.00
2018-12-20 5628.00 5576.00 5635.00 5564.00 5573.00 5518.00 5573.00 5515.00 55.00 58.00 62.00 49.00
2018-12-19 5579.00 5620.00 5635.00 5551.00 5540.00 5565.00 5570.00 5500.00 39.00 55.00 65.00 51.00
2018-12-18 5588.00 5627.00 5628.00 5570.00 5516.00 5567.00 5572.00 5516.00 72.00 60.00 56.00 54.00
2018-12-17 5592.00 5618.00 5637.00 5566.00 5581.00 5569.00 5581.00 5527.00 11.00 49.00 56.00 39.00
2018-12-14 5647.00 5606.00 5666.00 5583.00 5580.00 5561.00 5600.00 5528.00 67.00 45.00 66.00 55.00
2018-12-13 5519.00 5591.00 5646.00 5475.00 5468.00 5527.00 5575.00 5424.00 51.00 64.00 71.00 51.00
2018-12-12 5580.00 5544.00 5598.00 5513.00 5515.00 5486.00 5533.00 5449.00 65.00 58.00 65.00 64.00
2018-12-11 5618.00 5541.00 5680.00 5497.00 5556.00 5478.00 5589.00 5438.00 62.00 63.00 91.00 59.00
2018-12-10 5600.00 5674.00 5781.00 5550.00 5600.00 5598.00 5701.00 5520.00 0.00 76.00 80.00 30.00
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