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
2024-04-16 4480.00 4400.00 4480.00 4398.00 4540.00 4490.00 4548.00 4488.00 -60.00 -90.00 -68.00 -90.00
2024-04-15 4431.00 4463.00 4480.00 4422.00 4520.00 4540.00 4556.00 4503.00 -89.00 -77.00 -76.00 -81.00
2024-04-12 4420.00 4428.00 4463.00 4408.00 4500.00 4503.00 4532.00 4486.00 -80.00 -75.00 -69.00 -78.00
2024-04-11 4460.00 4421.00 4460.00 4420.00 4518.00 4500.00 4527.00 4493.00 -58.00 -79.00 -67.00 -73.00
2024-04-10 4436.00 4445.00 4469.00 4408.00 4500.00 4518.00 4534.00 4482.00 -64.00 -73.00 -65.00 -74.00
2024-04-09 4452.00 4435.00 4486.00 4413.00 4528.00 4506.00 4555.00 4492.00 -76.00 -71.00 -69.00 -79.00
2024-04-08 4488.00 4438.00 4489.00 4424.00 4574.00 4519.00 4576.00 4506.00 -86.00 -81.00 -87.00 -82.00
2024-04-03 4480.00 4493.00 4504.00 4453.00 4563.00 4574.00 4579.00 4540.00 -83.00 -81.00 -75.00 -87.00
2024-04-02 4500.00 4480.00 4525.00 4475.00 4568.00 4563.00 4590.00 4550.00 -68.00 -83.00 -65.00 -75.00
2024-04-01 4452.00 4500.00 4510.00 4443.00 4535.00 4568.00 4572.00 4523.00 -83.00 -68.00 -62.00 -80.00
2024-03-29 4510.00 4460.00 4510.00 4455.00 4570.00 4542.00 4574.00 4538.00 -60.00 -82.00 -64.00 -83.00
2024-03-28 4471.00 4496.00 4508.00 4451.00 4526.00 4562.00 4576.00 4520.00 -55.00 -66.00 -68.00 -69.00
2024-03-27 4480.00 4472.00 4516.00 4456.00 4525.00 4524.00 4572.00 4516.00 -45.00 -52.00 -56.00 -60.00
2024-03-26 4503.00 4469.00 4510.00 4466.00 4564.00 4530.00 4571.00 4530.00 -61.00 -61.00 -61.00 -64.00
2024-03-25 4503.00 4503.00 4530.00 4476.00 4580.00 4561.00 4599.00 4550.00 -77.00 -58.00 -69.00 -74.00
2024-03-22 4493.00 4490.00 4517.00 4470.00 4564.00 4572.00 4595.00 4560.00 -71.00 -82.00 -78.00 -90.00
2024-03-21 4500.00 4493.00 4526.00 4477.00 4600.00 4574.00 4612.00 4570.00 -100.00 -81.00 -86.00 -93.00
2024-03-20 4524.00 4522.00 4548.00 4513.00 4624.00 4610.00 4625.00 4591.00 -100.00 -88.00 -77.00 -78.00
2024-03-19 4518.00 4534.00 4545.00 4506.00 4592.00 4612.00 4629.00 4589.00 -74.00 -78.00 -84.00 -83.00
2024-03-18 4620.00 4512.00 4625.00 4483.00 4678.00 4592.00 4680.00 4568.00 -58.00 -80.00 -55.00 -85.00
2024-03-15 4593.00 4624.00 4644.00 4580.00 4654.00 4679.00 4690.00 4628.00 -61.00 -55.00 -46.00 -48.00
2024-03-14 4593.00 4589.00 4603.00 4555.00 4630.00 4644.00 4653.00 4593.00 -37.00 -55.00 -50.00 -38.00
2024-03-13 4635.00 4581.00 4639.00 4574.00 4650.00 4618.00 4664.00 4609.00 -15.00 -37.00 -25.00 -35.00
2024-03-12 4616.00 4637.00 4648.00 4596.00 4666.00 4660.00 4674.00 4629.00 -50.00 -23.00 -26.00 -33.00
2024-03-11 4595.00 4615.00 4625.00 4567.00 4623.00 4643.00 4655.00 4595.00 -28.00 -28.00 -30.00 -28.00
2024-03-08 4575.00 4596.00 4606.00 4561.00 4599.00 4633.00 4643.00 4586.00 -24.00 -37.00 -37.00 -25.00
2024-03-07 4580.00 4575.00 4595.00 4560.00 4580.00 4599.00 4615.00 4577.00 0.00 -24.00 -20.00 -17.00
2024-03-06 4548.00 4578.00 4598.00 4541.00 4563.00 4593.00 4607.00 4563.00 -15.00 -15.00 -9.00 -22.00
2024-03-05 4576.00 4538.00 4576.00 4531.00 4563.00 4563.00 4604.00 4559.00 13.00 -25.00 -28.00 -28.00
2024-03-04 4625.00 4574.00 4632.00 4557.00 4592.00 4593.00 4604.00 4550.00 33.00 -19.00 28.00 7.00
2024-03-01 4603.00 4622.00 4631.00 4566.00 4564.00 4582.00 4594.00 4544.00 39.00 40.00 37.00 22.00
2024-02-29 4610.00 4603.00 4628.00 4588.00 4559.00 4564.00 4578.00 4546.00 51.00 39.00 50.00 42.00
2024-02-28 4663.00 4614.00 4695.00 4606.00 4600.00 4565.00 4627.00 4557.00 63.00 49.00 68.00 49.00
2024-02-27 4643.00 4663.00 4671.00 4628.00 4579.00 4594.00 4605.00 4565.00 64.00 69.00 66.00 63.00
2024-02-26 4645.00 4643.00 4685.00 4626.00 4587.00 4581.00 4624.00 4565.00 58.00 62.00 61.00 61.00
2024-02-23 4684.00 4654.00 4720.00 4634.00 4602.00 4597.00 4643.00 4579.00 82.00 57.00 77.00 55.00
2024-02-22 4570.00 4682.00 4686.00 4570.00 4529.00 4616.00 4618.00 4529.00 41.00 66.00 68.00 41.00
2024-02-21 4623.00 4572.00 4647.00 4562.00 4572.00 4536.00 4593.00 4526.00 51.00 36.00 54.00 36.00
2024-02-20 4696.00 4634.00 4728.00 4619.00 4630.00 4575.00 4651.00 4556.00 66.00 59.00 77.00 63.00
2024-02-19 4708.00 4684.00 4736.00 4661.00 4644.00 4617.00 4667.00 4603.00 64.00 67.00 69.00 58.00
2024-02-08 4654.00 4652.00 4686.00 4614.00 4595.00 4594.00 4633.00 4566.00 59.00 58.00 53.00 48.00
2024-02-07 4606.00 4645.00 4668.00 4606.00 4560.00 4595.00 4611.00 4558.00 46.00 50.00 57.00 48.00
2024-02-06 4648.00 4605.00 4648.00 4567.00 4591.00 4559.00 4591.00 4517.00 57.00 46.00 57.00 50.00
2024-02-05 4607.00 4656.00 4674.00 4606.00 4556.00 4594.00 4606.00 4550.00 51.00 62.00 68.00 56.00
2024-02-02 4700.00 4607.00 4713.00 4602.00 4630.00 4547.00 4645.00 4547.00 70.00 60.00 68.00 55.00
2024-02-01 4756.00 4703.00 4789.00 4694.00 4681.00 4636.00 4694.00 4631.00 75.00 67.00 95.00 63.00
2024-01-31 4714.00 4768.00 4780.00 4666.00 4630.00 4681.00 4693.00 4602.00 84.00 87.00 87.00 64.00
2024-01-30 4705.00 4724.00 4742.00 4685.00 4650.00 4656.00 4673.00 4625.00 55.00 68.00 69.00 60.00
2024-01-29 4672.00 4712.00 4785.00 4653.00 4625.00 4654.00 4706.00 4601.00 47.00 58.00 79.00 52.00
2024-01-26 4700.00 4706.00 4805.00 4680.00 4599.00 4645.00 4708.00 4596.00 101.00 61.00 97.00 84.00
2024-01-25 4720.00 4690.00 4734.00 4686.00 4640.00 4602.00 4640.00 4596.00 80.00 88.00 94.00 90.00
2024-01-24 4657.00 4722.00 4722.00 4643.00 4586.00 4637.00 4637.00 4573.00 71.00 85.00 85.00 70.00
2024-01-23 4588.00 4654.00 4670.00 4583.00 4541.00 4586.00 4597.00 4525.00 47.00 68.00 73.00 58.00
2024-01-22 4585.00 4588.00 4649.00 4556.00 4574.00 4533.00 4586.00 4502.00 11.00 55.00 63.00 54.00
2024-01-19 4670.00 4590.00 4692.00 4580.00 4570.00 4545.00 4588.00 4534.00 100.00 45.00 104.00 46.00
2024-01-18 4672.00 4679.00 4750.00 4631.00 4567.00 4566.00 4619.00 4537.00 105.00 113.00 131.00 94.00
2024-01-17 4645.00 4651.00 4674.00 4612.00 4560.00 4569.00 4589.00 4545.00 85.00 82.00 85.00 67.00
2024-01-16 4622.00 4645.00 4677.00 4610.00 4552.00 4558.00 4593.00 4541.00 70.00 87.00 84.00 69.00
2024-01-15 4560.00 4630.00 4648.00 4536.00 4549.00 4559.00 4602.00 4534.00 11.00 71.00 46.00 2.00
2024-01-12 4554.00 4548.00 4569.00 4510.00 4543.00 4543.00 4566.00 4507.00 11.00 5.00 3.00 3.00
2024-01-11 4485.00 4531.00 4550.00 4471.00 4477.00 4530.00 4546.00 4477.00 8.00 1.00 4.00 -6.00
2024-01-10 4613.00 4459.00 4666.00 4456.00 4596.00 4485.00 4634.00 4480.00 17.00 -26.00 32.00 -24.00
2024-01-09 4650.00 4572.00 4682.00 4560.00 4613.00 4524.00 4637.00 4514.00 37.00 48.00 45.00 46.00
2024-01-08 4685.00 4661.00 4775.00 4626.00 4616.00 4613.00 4720.00 4579.00 69.00 48.00 55.00 47.00
2024-01-05 4560.00 4682.00 4720.00 4516.00 4491.00 4619.00 4670.00 4457.00 69.00 63.00 50.00 59.00
2024-01-04 4581.00 4552.00 4616.00 4525.00 4480.00 4450.00 4512.00 4422.00 101.00 102.00 104.00 103.00
2024-01-03 4575.00 4581.00 4645.00 4553.00 4491.00 4473.00 4547.00 4452.00 84.00 108.00 98.00 101.00
2024-01-02 4435.00 4579.00 4584.00 4435.00 4323.00 4477.00 4484.00 4320.00 112.00 102.00 100.00 115.00
2023-12-29 4480.00 4428.00 4495.00 4406.00 4363.00 4310.00 4380.00 4290.00 117.00 118.00 115.00 116.00
2023-12-28 4515.00 4484.00 4531.00 4453.00 4414.00 4368.00 4421.00 4342.00 101.00 116.00 110.00 111.00
2023-12-27 4511.00 4519.00 4546.00 4468.00 4416.00 4412.00 4446.00 4370.00 95.00 107.00 100.00 98.00
2023-12-26 4550.00 4518.00 4552.00 4504.00 4438.00 4421.00 4456.00 4411.00 112.00 97.00 96.00 93.00
2023-12-25 4555.00 4536.00 4590.00 4480.00 4412.00 4394.00 4452.00 4342.00 143.00 142.00 138.00 138.00
2023-12-22 4514.00 4551.00 4680.00 4489.00 4377.00 4414.00 4544.00 4352.00 137.00 137.00 136.00 137.00
2023-12-21 4489.00 4525.00 4545.00 4463.00 4443.00 4390.00 4443.00 4325.00 46.00 135.00 102.00 138.00
2023-12-20 4351.00 4485.00 4525.00 4348.00 4210.00 4344.00 4380.00 4204.00 141.00 141.00 145.00 144.00
2023-12-19 4325.00 4348.00 4350.00 4308.00 4206.00 4208.00 4210.00 4172.00 119.00 140.00 140.00 136.00
2023-12-18 4145.00 4194.00 4197.00 4126.00 4302.00 4335.00 4341.00 4266.00 -157.00 -141.00 -144.00 -140.00
2023-12-15 4107.00 4156.00 4167.00 4107.00 4267.00 4301.00 4310.00 4256.00 -160.00 -145.00 -143.00 -149.00
2023-12-14 4112.00 4120.00 4149.00 4106.00 4238.00 4259.00 4280.00 4236.00 -126.00 -139.00 -131.00 -130.00
2023-12-13 4143.00 4099.00 4145.00 4076.00 4287.00 4230.00 4287.00 4211.00 -144.00 -131.00 -142.00 -135.00
2023-12-12 4099.00 4150.00 4152.00 4089.00 4240.00 4292.00 4293.00 4221.00 -141.00 -142.00 -141.00 -132.00
2023-12-11 4099.00 4109.00 4124.00 4063.00 4228.00 4242.00 4258.00 4195.00 -129.00 -133.00 -134.00 -132.00
2023-12-08 4085.00 4094.00 4119.00 4060.00 4212.00 4229.00 4253.00 4191.00 -127.00 -135.00 -134.00 -131.00
2023-12-07 4093.00 4078.00 4095.00 4044.00 4222.00 4210.00 4225.00 4173.00 -129.00 -132.00 -130.00 -129.00
2023-12-06 4032.00 4093.00 4096.00 4025.00 4150.00 4225.00 4228.00 4150.00 -118.00 -132.00 -132.00 -125.00
2023-12-05 4064.00 4027.00 4079.00 4023.00 4190.00 4158.00 4210.00 4151.00 -126.00 -131.00 -131.00 -128.00
2023-12-04 4101.00 4064.00 4114.00 4051.00 4236.00 4192.00 4247.00 4184.00 -135.00 -128.00 -133.00 -133.00
2023-12-01 4132.00 4109.00 4148.00 4075.00 4271.00 4244.00 4274.00 4205.00 -139.00 -135.00 -126.00 -130.00
2023-11-30 4096.00 4141.00 4144.00 4083.00 4230.00 4267.00 4270.00 4215.00 -134.00 -126.00 -126.00 -132.00
2023-11-29 4067.00 4091.00 4106.00 4055.00 4202.00 4221.00 4232.00 4187.00 -135.00 -130.00 -126.00 -132.00
2023-11-28 4053.00 4067.00 4087.00 4041.00 4187.00 4198.00 4213.00 4177.00 -134.00 -131.00 -126.00 -136.00
2023-11-27 4093.00 4059.00 4098.00 4055.00 4216.00 4194.00 4226.00 4192.00 -123.00 -135.00 -128.00 -137.00
2023-11-24 4092.00 4089.00 4095.00 4072.00 4201.00 4218.00 4226.00 4201.00 -109.00 -129.00 -131.00 -129.00
2023-11-23 4075.00 4081.00 4095.00 4051.00 4208.00 4206.00 4224.00 4188.00 -133.00 -125.00 -129.00 -137.00
2023-11-22 4118.00 4086.00 4121.00 4074.00 4257.00 4221.00 4259.00 4210.00 -139.00 -135.00 -138.00 -136.00
2023-11-21 4213.00 4101.00 4235.00 4095.00 4351.00 4238.00 4370.00 4233.00 -138.00 -137.00 -135.00 -138.00
2023-11-20 4233.00 4213.00 4251.00 4203.00 4366.00 4348.00 4384.00 4337.00 -133.00 -135.00 -133.00 -134.00
2023-11-17 4258.00 4228.00 4267.00 4211.00 4391.00 4359.00 4396.00 4340.00 -133.00 -131.00 -129.00 -129.00
2023-11-16 4248.00 4258.00 4260.00 4223.00 4367.00 4387.00 4387.00 4357.00 -119.00 -129.00 -127.00 -134.00
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