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
2024-09-09 4501.00 4476.00 4522.00 4446.00 4490.00 4445.00 4490.00 4411.00 11.00 31.00 32.00 35.00
2024-09-06 4548.00 4501.00 4567.00 4484.00 4508.00 4484.00 4540.00 4467.00 40.00 17.00 27.00 17.00
2024-09-05 4570.00 4538.00 4580.00 4525.00 4536.00 4513.00 4556.00 4507.00 34.00 25.00 24.00 18.00
2024-09-04 4691.00 4571.00 4696.00 4556.00 4666.00 4536.00 4679.00 4532.00 25.00 35.00 17.00 24.00
2024-09-03 4734.00 4697.00 4747.00 4678.00 4707.00 4675.00 4730.00 4669.00 27.00 22.00 17.00 9.00
2024-09-02 4782.00 4734.00 4789.00 4718.00 4755.00 4735.00 4776.00 4726.00 27.00 -1.00 13.00 -8.00
2024-08-30 4770.00 4790.00 4796.00 4758.00 4752.00 4786.00 4786.00 4721.00 18.00 4.00 10.00 37.00
2024-08-29 4750.00 4768.00 4794.00 4742.00 4700.00 4736.00 4758.00 4696.00 50.00 32.00 36.00 46.00
2024-08-28 4752.00 4759.00 4767.00 4727.00 4680.00 4705.00 4708.00 4667.00 72.00 54.00 59.00 60.00
2024-08-27 4730.00 4758.00 4778.00 4720.00 4670.00 4695.00 4710.00 4650.00 60.00 63.00 68.00 70.00
2024-08-26 4654.00 4715.00 4720.00 4640.00 4581.00 4645.00 4652.00 4573.00 73.00 70.00 68.00 67.00
2024-08-23 4663.00 4649.00 4684.00 4639.00 4608.00 4580.00 4610.00 4573.00 55.00 69.00 74.00 66.00
2024-08-22 4690.00 4662.00 4697.00 4655.00 4612.00 4594.00 4625.00 4586.00 78.00 68.00 72.00 69.00
2024-08-21 4657.00 4683.00 4690.00 4645.00 4598.00 4612.00 4616.00 4577.00 59.00 71.00 74.00 68.00
2024-08-20 4594.00 4663.00 4670.00 4591.00 4533.00 4588.00 4598.00 4533.00 61.00 75.00 72.00 58.00
2024-08-19 4568.00 4599.00 4636.00 4547.00 4515.00 4541.00 4573.00 4507.00 53.00 58.00 63.00 40.00
2024-08-16 4507.00 4522.00 4563.00 4507.00 4565.00 4576.00 4612.00 4553.00 -58.00 -54.00 -49.00 -46.00
2024-08-15 4514.00 4522.00 4530.00 4486.00 4551.00 4558.00 4569.00 4523.00 -37.00 -36.00 -39.00 -37.00
2024-08-14 4546.00 4513.00 4563.00 4498.00 4572.00 4551.00 4610.00 4535.00 -26.00 -38.00 -47.00 -37.00
2024-08-13 4547.00 4537.00 4569.00 4530.00 4600.00 4583.00 4619.00 4574.00 -53.00 -46.00 -50.00 -44.00
2024-08-12 4549.00 4547.00 4558.00 4516.00 4647.00 4596.00 4647.00 4562.00 -98.00 -49.00 -89.00 -46.00
2024-08-09 4515.00 4549.00 4556.00 4502.00 4577.00 4589.00 4597.00 4556.00 -62.00 -40.00 -41.00 -54.00
2024-08-08 4560.00 4528.00 4574.00 4523.00 4606.00 4573.00 4614.00 4564.00 -46.00 -45.00 -40.00 -41.00
2024-08-07 4560.00 4555.00 4581.00 4545.00 4598.00 4593.00 4621.00 4581.00 -38.00 -38.00 -40.00 -36.00
2024-08-06 4571.00 4567.00 4612.00 4560.00 4606.00 4600.00 4651.00 4595.00 -35.00 -33.00 -39.00 -35.00
2024-08-05 4645.00 4583.00 4646.00 4576.00 4677.00 4628.00 4686.00 4622.00 -32.00 -45.00 -40.00 -46.00
2024-08-02 4685.00 4662.00 4696.00 4639.00 4720.00 4704.00 4721.00 4676.00 -35.00 -42.00 -25.00 -37.00
2024-08-01 4669.00 4698.00 4730.00 4652.00 4666.00 4723.00 4736.00 4663.00 3.00 -25.00 -6.00 -11.00
2024-07-31 4580.00 4654.00 4658.00 4565.00 4596.00 4663.00 4668.00 4572.00 -16.00 -9.00 -10.00 -7.00
2024-07-30 4637.00 4585.00 4670.00 4583.00 4667.00 4597.00 4678.00 4597.00 -30.00 -12.00 -8.00 -14.00
2024-07-29 4625.00 4637.00 4647.00 4597.00 4650.00 4671.00 4675.00 4628.00 -25.00 -34.00 -28.00 -31.00
2024-07-26 4592.00 4632.00 4644.00 4586.00 4609.00 4653.00 4663.00 4607.00 -17.00 -21.00 -19.00 -21.00
2024-07-25 4616.00 4595.00 4626.00 4592.00 4626.00 4619.00 4640.00 4611.00 -10.00 -24.00 -14.00 -19.00
2024-07-24 4626.00 4604.00 4630.00 4578.00 4629.00 4619.00 4633.00 4594.00 -3.00 -15.00 -3.00 -16.00
2024-07-23 4643.00 4634.00 4660.00 4629.00 4645.00 4634.00 4655.00 4628.00 -2.00 0.00 5.00 1.00
2024-07-22 4654.00 4660.00 4678.00 4627.00 4652.00 4650.00 4668.00 4637.00 2.00 10.00 10.00 -10.00
2024-07-19 4668.00 4646.00 4688.00 4646.00 4652.00 4652.00 4675.00 4646.00 16.00 -6.00 13.00 0.00
2024-07-18 4637.00 4653.00 4664.00 4630.00 4631.00 4655.00 4663.00 4623.00 6.00 -2.00 1.00 7.00
2024-07-17 4676.00 4641.00 4715.00 4640.00 4657.00 4631.00 4678.00 4630.00 19.00 10.00 37.00 10.00
2024-07-16 4755.00 4677.00 4755.00 4667.00 4689.00 4662.00 4700.00 4641.00 66.00 15.00 55.00 26.00
2024-07-15 4771.00 4739.00 4786.00 4729.00 4693.00 4694.00 4718.00 4679.00 78.00 45.00 68.00 50.00
2024-07-12 4805.00 4767.00 4838.00 4752.00 4710.00 4691.00 4744.00 4685.00 95.00 76.00 94.00 67.00
2024-07-11 4723.00 4802.00 4805.00 4722.00 4677.00 4719.00 4720.00 4667.00 46.00 83.00 85.00 55.00
2024-07-10 4728.00 4723.00 4738.00 4689.00 4679.00 4670.00 4684.00 4643.00 49.00 53.00 54.00 46.00
2024-07-09 4712.00 4728.00 4745.00 4688.00 4652.00 4684.00 4695.00 4640.00 60.00 44.00 50.00 48.00
2024-07-08 4718.00 4712.00 4775.00 4707.00 4680.00 4653.00 4726.00 4653.00 38.00 59.00 49.00 54.00
2024-07-05 4699.00 4693.00 4714.00 4683.00 4700.00 4665.00 4700.00 4660.00 -1.00 28.00 14.00 23.00
2024-07-04 4722.00 4699.00 4737.00 4693.00 4715.00 4688.00 4717.00 4683.00 7.00 11.00 20.00 10.00
2024-07-03 4706.00 4728.00 4730.00 4687.00 4690.00 4718.00 4720.00 4670.00 16.00 10.00 10.00 17.00
2024-07-02 4695.00 4700.00 4708.00 4679.00 4646.00 4685.00 4686.00 4646.00 49.00 15.00 22.00 33.00
2024-07-01 4650.00 4695.00 4695.00 4635.00 4665.00 4668.00 4703.00 4658.00 -15.00 27.00 -8.00 -23.00
2024-06-28 4638.00 4640.00 4664.00 4617.00 4660.00 4666.00 4684.00 4647.00 -22.00 -26.00 -20.00 -30.00
2024-06-27 4580.00 4627.00 4632.00 4566.00 4623.00 4650.00 4654.00 4615.00 -43.00 -23.00 -22.00 -49.00
2024-06-26 4588.00 4577.00 4593.00 4566.00 4627.00 4624.00 4634.00 4608.00 -39.00 -47.00 -41.00 -42.00
2024-06-25 4551.00 4594.00 4595.00 4543.00 4600.00 4626.00 4627.00 4589.00 -49.00 -32.00 -32.00 -46.00
2024-06-24 4520.00 4551.00 4564.00 4501.00 4572.00 4599.00 4609.00 4559.00 -52.00 -48.00 -45.00 -58.00
2024-06-21 4510.00 4527.00 4539.00 4505.00 4569.00 4578.00 4587.00 4560.00 -59.00 -51.00 -48.00 -55.00
2024-06-20 4482.00 4502.00 4507.00 4478.00 4547.00 4566.00 4570.00 4547.00 -65.00 -64.00 -63.00 -69.00
2024-06-19 4467.00 4474.00 4494.00 4456.00 4525.00 4542.00 4562.00 4525.00 -58.00 -68.00 -68.00 -69.00
2024-06-18 4470.00 4461.00 4488.00 4458.00 4542.00 4533.00 4551.00 4528.00 -72.00 -72.00 -63.00 -70.00
2024-06-17 4489.00 4474.00 4508.00 4470.00 4567.00 4538.00 4571.00 4535.00 -78.00 -64.00 -63.00 -65.00
2024-06-14 4546.00 4489.00 4547.00 4483.00 4597.00 4557.00 4607.00 4549.00 -51.00 -68.00 -60.00 -66.00
2024-06-13 4575.00 4533.00 4582.00 4528.00 4632.00 4599.00 4639.00 4594.00 -57.00 -66.00 -57.00 -66.00
2024-06-12 4543.00 4567.00 4568.00 4508.00 4601.00 4620.00 4623.00 4555.00 -58.00 -53.00 -55.00 -47.00
2024-06-11 4560.00 4552.00 4588.00 4538.00 4613.00 4615.00 4642.00 4594.00 -53.00 -63.00 -54.00 -56.00
2024-06-07 4548.00 4557.00 4578.00 4532.00 4605.00 4607.00 4625.00 4584.00 -57.00 -50.00 -47.00 -52.00
2024-06-06 4539.00 4554.00 4564.00 4534.00 4579.00 4601.00 4611.00 4579.00 -40.00 -47.00 -47.00 -45.00
2024-06-05 4577.00 4526.00 4584.00 4526.00 4648.00 4574.00 4648.00 4574.00 -71.00 -48.00 -64.00 -48.00
2024-06-04 4594.00 4596.00 4631.00 4577.00 4652.00 4645.00 4678.00 4626.00 -58.00 -49.00 -47.00 -49.00
2024-06-03 4640.00 4604.00 4656.00 4585.00 4695.00 4650.00 4695.00 4632.00 -55.00 -46.00 -39.00 -47.00
2024-05-31 4604.00 4635.00 4640.00 4571.00 4650.00 4684.00 4686.00 4627.00 -46.00 -49.00 -46.00 -56.00
2024-05-30 4610.00 4594.00 4648.00 4575.00 4637.00 4654.00 4702.00 4633.00 -27.00 -60.00 -54.00 -58.00
2024-05-29 4580.00 4597.00 4598.00 4535.00 4623.00 4645.00 4646.00 4588.00 -43.00 -48.00 -48.00 -53.00
2024-05-28 4573.00 4566.00 4603.00 4554.00 4626.00 4618.00 4648.00 4606.00 -53.00 -52.00 -45.00 -52.00
2024-05-27 4560.00 4567.00 4597.00 4537.00 4603.00 4622.00 4657.00 4603.00 -43.00 -55.00 -60.00 -66.00
2024-05-24 4520.00 4559.00 4571.00 4507.00 4574.00 4618.00 4631.00 4567.00 -54.00 -59.00 -60.00 -60.00
2024-05-23 4505.00 4504.00 4544.00 4491.00 4576.00 4563.00 4603.00 4548.00 -71.00 -59.00 -59.00 -57.00
2024-05-22 4529.00 4520.00 4541.00 4503.00 4572.00 4577.00 4588.00 4556.00 -43.00 -57.00 -47.00 -53.00
2024-05-21 4552.00 4526.00 4560.00 4516.00 4580.00 4575.00 4598.00 4564.00 -28.00 -49.00 -38.00 -48.00
2024-05-20 4530.00 4552.00 4589.00 4516.00 4567.00 4590.00 4608.00 4508.00 -37.00 -38.00 -19.00 8.00
2024-05-17 4454.00 4518.00 4528.00 4454.00 4505.00 4559.00 4571.00 4505.00 -51.00 -41.00 -43.00 -51.00
2024-05-16 4470.00 4452.00 4475.00 4448.00 4503.00 4508.00 4521.00 4499.00 -33.00 -56.00 -46.00 -51.00
2024-05-15 4460.00 4454.00 4483.00 4445.00 4496.00 4507.00 4528.00 4496.00 -36.00 -53.00 -45.00 -51.00
2024-05-14 4424.00 4460.00 4468.00 4413.00 4492.00 4501.00 4530.00 4461.00 -68.00 -41.00 -62.00 -48.00
2024-05-13 4395.00 4409.00 4416.00 4365.00 4467.00 4487.00 4493.00 4449.00 -72.00 -78.00 -77.00 -84.00
2024-05-10 4407.00 4383.00 4407.00 4356.00 4480.00 4468.00 4483.00 4444.00 -73.00 -85.00 -76.00 -88.00
2024-05-09 4430.00 4400.00 4452.00 4393.00 4517.00 4480.00 4528.00 4470.00 -87.00 -80.00 -76.00 -77.00
2024-05-08 4475.00 4435.00 4484.00 4432.00 4550.00 4512.00 4556.00 4508.00 -75.00 -77.00 -72.00 -76.00
2024-05-07 4470.00 4485.00 4504.00 4456.00 4550.00 4554.00 4574.00 4510.00 -80.00 -69.00 -70.00 -54.00
2024-05-06 4441.00 4471.00 4488.00 4421.00 4312.00 4327.00 4327.00 4182.00 129.00 144.00 161.00 239.00
2024-04-30 4455.00 4462.00 4469.00 4437.00 4320.00 4312.00 4332.00 4297.00 135.00 150.00 137.00 140.00
2024-04-29 4454.00 4460.00 4468.00 4434.00 4335.00 4321.00 4335.00 4310.00 119.00 139.00 133.00 124.00
2024-04-26 4448.00 4454.00 4460.00 4415.00 4303.00 4325.00 4334.00 4300.00 145.00 129.00 126.00 115.00
2024-04-25 4444.00 4439.00 4465.00 4421.00 4345.00 4323.00 4352.00 4309.00 99.00 116.00 113.00 112.00
2024-04-24 4500.00 4444.00 4506.00 4426.00 4395.00 4332.00 4412.00 4321.00 105.00 112.00 94.00 105.00
2024-04-23 4550.00 4506.00 4563.00 4505.00 4446.00 4403.00 4452.00 4403.00 104.00 103.00 111.00 102.00
2024-04-22 4528.00 4554.00 4573.00 4523.00 4435.00 4446.00 4456.00 4426.00 93.00 108.00 117.00 97.00
2024-04-19 4533.00 4545.00 4602.00 4513.00 4430.00 4440.00 4490.00 4428.00 103.00 105.00 112.00 85.00
2024-04-18 4418.00 4446.00 4462.00 4414.00 4508.00 4536.00 4555.00 4503.00 -90.00 -90.00 -93.00 -89.00
2024-04-17 4396.00 4421.00 4448.00 4385.00 4500.00 4509.00 4535.00 4471.00 -104.00 -88.00 -87.00 -86.00
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