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
2025-02-14 4692.00 4718.00 4733.00 4669.00 4721.00 4729.00 4745.00 4696.00 -29.00 -11.00 -12.00 -27.00
2025-02-13 4735.00 4688.00 4738.00 4685.00 4741.00 4712.00 4753.00 4708.00 -6.00 -24.00 -15.00 -23.00
2025-02-12 4725.00 4739.00 4765.00 4716.00 4738.00 4761.00 4777.00 4731.00 -13.00 -22.00 -12.00 -15.00
2025-02-11 4723.00 4711.00 4738.00 4703.00 4735.00 4729.00 4746.00 4721.00 -12.00 -18.00 -8.00 -18.00
2025-02-10 4700.00 4717.00 4740.00 4700.00 4639.00 4652.00 4671.00 4639.00 61.00 65.00 69.00 61.00
2025-02-07 4670.00 4699.00 4706.00 4664.00 4578.00 4641.00 4641.00 4578.00 92.00 58.00 65.00 86.00
2025-02-06 4655.00 4668.00 4687.00 4634.00 4589.00 4578.00 4614.00 4563.00 66.00 90.00 73.00 71.00
2025-02-05 4722.00 4662.00 4735.00 4656.00 4658.00 4597.00 4660.00 4583.00 64.00 65.00 75.00 73.00
2025-01-27 4734.00 4721.00 4755.00 4707.00 4653.00 4644.00 4680.00 4634.00 81.00 77.00 75.00 73.00
2025-01-24 4730.00 4719.00 4742.00 4705.00 4761.00 4736.00 4761.00 4721.00 -31.00 -17.00 -19.00 -16.00
2025-01-23 4756.00 4730.00 4762.00 4723.00 4772.00 4747.00 4777.00 4737.00 -16.00 -17.00 -15.00 -14.00
2025-01-22 4753.00 4755.00 4770.00 4730.00 4666.00 4678.00 4697.00 4664.00 87.00 77.00 73.00 66.00
2025-01-21 4755.00 4753.00 4786.00 4752.00 4781.00 4778.00 4810.00 4778.00 -26.00 -25.00 -24.00 -26.00
2025-01-20 4801.00 4750.00 4812.00 4735.00 4709.00 4655.00 4709.00 4632.00 92.00 95.00 103.00 103.00
2025-01-17 4831.00 4812.00 4837.00 4786.00 4726.00 4709.00 4729.00 4682.00 105.00 103.00 108.00 104.00
2025-01-16 4818.00 4831.00 4867.00 4794.00 4702.00 4726.00 4762.00 4696.00 116.00 105.00 105.00 98.00
2025-01-15 4776.00 4818.00 4833.00 4765.00 4697.00 4716.00 4737.00 4687.00 79.00 102.00 96.00 78.00
2025-01-14 4771.00 4776.00 4783.00 4742.00 4693.00 4692.00 4719.00 4652.00 78.00 84.00 64.00 90.00
2025-01-13 4760.00 4776.00 4805.00 4740.00 4773.00 4797.00 4820.00 4766.00 -13.00 -21.00 -15.00 -26.00
2025-01-10 4740.00 4733.00 4764.00 4732.00 4771.00 4761.00 4789.00 4758.00 -31.00 -28.00 -25.00 -26.00
2025-01-09 4710.00 4756.00 4768.00 4695.00 4614.00 4659.00 4666.00 4601.00 96.00 97.00 102.00 94.00
2025-01-08 4700.00 4706.00 4731.00 4690.00 4605.00 4614.00 4630.00 4595.00 95.00 92.00 101.00 95.00
2025-01-07 4710.00 4694.00 4727.00 4685.00 4640.00 4596.00 4640.00 4590.00 70.00 98.00 87.00 95.00
2025-01-06 4749.00 4710.00 4779.00 4703.00 4629.00 4619.00 4679.00 4610.00 120.00 91.00 100.00 93.00
2025-01-03 4860.00 4744.00 4862.00 4720.00 4780.00 4644.00 4780.00 4623.00 80.00 100.00 82.00 97.00
2025-01-02 4855.00 4859.00 4875.00 4822.00 4777.00 4760.00 4778.00 4725.00 78.00 99.00 97.00 97.00
2024-12-31 4822.00 4846.00 4862.00 4804.00 4683.00 4725.00 4727.00 4670.00 139.00 121.00 135.00 134.00
2024-12-30 4773.00 4822.00 4864.00 4765.00 4616.00 4687.00 4734.00 4616.00 157.00 135.00 130.00 149.00
2024-12-27 4790.00 4761.00 4801.00 4755.00 4657.00 4625.00 4666.00 4621.00 133.00 136.00 135.00 134.00
2024-12-26 4802.00 4792.00 4823.00 4784.00 4664.00 4664.00 4687.00 4653.00 138.00 128.00 136.00 131.00
2024-12-25 4780.00 4802.00 4806.00 4769.00 4677.00 4679.00 4679.00 4639.00 103.00 123.00 127.00 130.00
2024-12-24 4756.00 4779.00 4786.00 4737.00 4654.00 4658.00 4665.00 4620.00 102.00 121.00 121.00 117.00
2024-12-23 4706.00 4763.00 4768.00 4689.00 4580.00 4642.00 4650.00 4580.00 126.00 121.00 118.00 109.00
2024-12-20 4712.00 4691.00 4732.00 4683.00 4600.00 4590.00 4626.00 4584.00 112.00 101.00 106.00 99.00
2024-12-19 4797.00 4712.00 4797.00 4704.00 4674.00 4608.00 4677.00 4605.00 123.00 104.00 120.00 99.00
2024-12-18 4808.00 4778.00 4813.00 4760.00 4682.00 4669.00 4693.00 4662.00 126.00 109.00 120.00 98.00
2024-12-17 4835.00 4815.00 4839.00 4804.00 4688.00 4695.00 4717.00 4681.00 147.00 120.00 122.00 123.00
2024-12-16 4690.00 4708.00 4710.00 4667.00 4790.00 4825.00 4830.00 4775.00 -100.00 -117.00 -120.00 -108.00
2024-12-13 4724.00 4692.00 4724.00 4687.00 4790.00 4789.00 4810.00 4780.00 -66.00 -97.00 -86.00 -93.00
2024-12-12 4698.00 4709.00 4736.00 4692.00 4789.00 4795.00 4816.00 4770.00 -91.00 -86.00 -80.00 -78.00
2024-12-11 4682.00 4703.00 4703.00 4657.00 4780.00 4789.00 4792.00 4749.00 -98.00 -86.00 -89.00 -92.00
2024-12-10 4669.00 4683.00 4709.00 4664.00 4742.00 4776.00 4803.00 4742.00 -73.00 -93.00 -94.00 -78.00
2024-12-09 4660.00 4646.00 4680.00 4635.00 4796.00 4734.00 4796.00 4727.00 -136.00 -88.00 -116.00 -92.00
2024-12-06 4644.00 4682.00 4690.00 4640.00 4755.00 4774.00 4786.00 4741.00 -111.00 -92.00 -96.00 -101.00
2024-12-05 4651.00 4648.00 4673.00 4634.00 4750.00 4751.00 4771.00 4735.00 -99.00 -103.00 -98.00 -101.00
2024-12-04 4670.00 4666.00 4685.00 4654.00 4772.00 4765.00 4781.00 4754.00 -102.00 -99.00 -96.00 -100.00
2024-12-03 4696.00 4662.00 4697.00 4649.00 4789.00 4769.00 4789.00 4752.00 -93.00 -107.00 -92.00 -103.00
2024-12-02 4622.00 4696.00 4700.00 4611.00 4686.00 4789.00 4791.00 4686.00 -64.00 -93.00 -91.00 -75.00
2024-11-29 4580.00 4622.00 4628.00 4566.00 4650.00 4700.00 4710.00 4650.00 -70.00 -78.00 -82.00 -84.00
2024-11-28 4610.00 4572.00 4625.00 4570.00 4686.00 4655.00 4705.00 4653.00 -76.00 -83.00 -80.00 -83.00
2024-11-27 4587.00 4615.00 4618.00 4584.00 4677.00 4698.00 4700.00 4666.00 -90.00 -83.00 -82.00 -82.00
2024-11-26 4563.00 4594.00 4599.00 4553.00 4640.00 4677.00 4682.00 4636.00 -77.00 -83.00 -83.00 -83.00
2024-11-25 4615.00 4562.00 4630.00 4562.00 4680.00 4646.00 4707.00 4643.00 -65.00 -84.00 -77.00 -81.00
2024-11-22 4600.00 4612.00 4638.00 4576.00 4680.00 4687.00 4726.00 4656.00 -80.00 -75.00 -88.00 -80.00
2024-11-21 4622.00 4586.00 4624.00 4570.00 4709.00 4667.00 4713.00 4653.00 -87.00 -81.00 -89.00 -83.00
2024-11-20 4566.00 4622.00 4625.00 4551.00 4670.00 4709.00 4712.00 4640.00 -104.00 -87.00 -87.00 -89.00
2024-11-19 4550.00 4574.00 4575.00 4530.00 4649.00 4661.00 4663.00 4617.00 -99.00 -87.00 -88.00 -87.00
2024-11-18 4569.00 4554.00 4578.00 4532.00 4646.00 4640.00 4657.00 4620.00 -77.00 -86.00 -79.00 -88.00
2024-11-15 4565.00 4560.00 4590.00 4558.00 4643.00 4644.00 4677.00 4641.00 -78.00 -84.00 -87.00 -83.00
2024-11-14 4572.00 4556.00 4583.00 4544.00 4667.00 4641.00 4674.00 4632.00 -95.00 -85.00 -91.00 -88.00
2024-11-13 4573.00 4586.00 4595.00 4564.00 4659.00 4677.00 4687.00 4658.00 -86.00 -91.00 -92.00 -94.00
2024-11-12 4581.00 4567.00 4602.00 4562.00 4670.00 4659.00 4692.00 4654.00 -89.00 -92.00 -90.00 -92.00
2024-11-11 4650.00 4600.00 4665.00 4577.00 4753.00 4690.00 4756.00 4670.00 -103.00 -90.00 -91.00 -93.00
2024-11-08 4663.00 4667.00 4683.00 4630.00 4770.00 4758.00 4774.00 4725.00 -107.00 -91.00 -91.00 -95.00
2024-11-07 4575.00 4678.00 4680.00 4575.00 4655.00 4770.00 4770.00 4655.00 -80.00 -92.00 -90.00 -80.00
2024-11-06 4627.00 4589.00 4674.00 4570.00 4726.00 4677.00 4753.00 4657.00 -99.00 -88.00 -79.00 -87.00
2024-11-05 4628.00 4627.00 4642.00 4586.00 4720.00 4717.00 4728.00 4681.00 -92.00 -90.00 -86.00 -95.00
2024-11-04 4577.00 4616.00 4618.00 4553.00 4660.00 4704.00 4704.00 4648.00 -83.00 -88.00 -86.00 -95.00
2024-11-01 4588.00 4582.00 4626.00 4577.00 4669.00 4673.00 4706.00 4653.00 -81.00 -91.00 -80.00 -76.00
2024-10-31 4568.00 4588.00 4598.00 4544.00 4644.00 4653.00 4668.00 4621.00 -76.00 -65.00 -70.00 -77.00
2024-10-30 4549.00 4547.00 4567.00 4521.00 4605.00 4623.00 4634.00 4597.00 -56.00 -76.00 -67.00 -76.00
2024-10-29 4637.00 4530.00 4645.00 4524.00 4675.00 4595.00 4699.00 4590.00 -38.00 -65.00 -54.00 -66.00
2024-10-28 4600.00 4650.00 4650.00 4558.00 4668.00 4711.00 4713.00 4624.00 -68.00 -61.00 -63.00 -66.00
2024-10-25 4592.00 4598.00 4644.00 4584.00 4639.00 4663.00 4701.00 4639.00 -47.00 -65.00 -57.00 -55.00
2024-10-24 4585.00 4588.00 4596.00 4548.00 4635.00 4642.00 4651.00 4602.00 -50.00 -54.00 -55.00 -54.00
2024-10-23 4604.00 4592.00 4618.00 4585.00 4641.00 4640.00 4662.00 4632.00 -37.00 -48.00 -44.00 -47.00
2024-10-22 4590.00 4594.00 4621.00 4572.00 4624.00 4635.00 4657.00 4611.00 -34.00 -41.00 -36.00 -39.00
2024-10-21 4649.00 4581.00 4653.00 4562.00 4685.00 4622.00 4685.00 4601.00 -36.00 -41.00 -32.00 -39.00
2024-10-18 4631.00 4649.00 4670.00 4626.00 4649.00 4684.00 4704.00 4649.00 -18.00 -35.00 -34.00 -23.00
2024-10-17 4685.00 4624.00 4685.00 4611.00 4709.00 4652.00 4715.00 4640.00 -24.00 -28.00 -30.00 -29.00
2024-10-16 4670.00 4685.00 4714.00 4668.00 4710.00 4712.00 4740.00 4692.00 -40.00 -27.00 -26.00 -24.00
2024-10-15 4741.00 4675.00 4759.00 4658.00 4770.00 4699.00 4779.00 4688.00 -29.00 -24.00 -20.00 -30.00
2024-10-14 4785.00 4765.00 4832.00 4748.00 4779.00 4790.00 4825.00 4762.00 6.00 -25.00 7.00 -14.00
2024-10-11 4740.00 4786.00 4792.00 4717.00 4740.00 4778.00 4782.00 4720.00 0.00 8.00 10.00 -3.00
2024-10-10 4795.00 4732.00 4809.00 4718.00 4775.00 4734.00 4799.00 4706.00 20.00 -2.00 10.00 12.00
2024-10-09 4795.00 4805.00 4884.00 4750.00 4808.00 4790.00 4848.00 4740.00 -13.00 15.00 36.00 10.00
2024-10-08 4820.00 4793.00 4820.00 4742.00 4832.00 4799.00 4843.00 4755.00 -12.00 -6.00 -23.00 -13.00
2024-09-30 4520.00 4673.00 4700.00 4511.00 4527.00 4701.00 4713.00 4527.00 -7.00 -28.00 -13.00 -16.00
2024-09-27 4489.00 4513.00 4539.00 4480.00 4524.00 4545.00 4569.00 4513.00 -35.00 -32.00 -30.00 -33.00
2024-09-26 4493.00 4489.00 4518.00 4462.00 4518.00 4515.00 4554.00 4493.00 -25.00 -26.00 -36.00 -31.00
2024-09-25 4470.00 4493.00 4550.00 4451.00 4492.00 4523.00 4580.00 4489.00 -22.00 -30.00 -30.00 -38.00
2024-09-24 4365.00 4459.00 4470.00 4341.00 4402.00 4497.00 4503.00 4383.00 -37.00 -38.00 -33.00 -42.00
2024-09-23 4396.00 4365.00 4404.00 4354.00 4439.00 4398.00 4454.00 4392.00 -43.00 -33.00 -50.00 -38.00
2024-09-20 4442.00 4396.00 4445.00 4392.00 4489.00 4444.00 4490.00 4442.00 -47.00 -48.00 -45.00 -50.00
2024-09-19 4394.00 4435.00 4445.00 4358.00 4432.00 4481.00 4489.00 4404.00 -38.00 -46.00 -44.00 -46.00
2024-09-18 4450.00 4391.00 4450.00 4369.00 4459.00 4433.00 4471.00 4404.00 -9.00 -42.00 -21.00 -35.00
2024-09-13 4425.00 4428.00 4473.00 4419.00 4447.00 4451.00 4496.00 4442.00 -22.00 -23.00 -23.00 -23.00
2024-09-12 4429.00 4425.00 4444.00 4377.00 4451.00 4448.00 4468.00 4406.00 -22.00 -23.00 -24.00 -29.00
2024-09-11 4394.00 4429.00 4432.00 4292.00 4360.00 4390.00 4399.00 4254.00 34.00 39.00 33.00 38.00
2024-09-10 4492.00 4403.00 4492.00 4400.00 4438.00 4373.00 4444.00 4373.00 54.00 30.00 48.00 27.00
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