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
2023-11-15 4170.00 4236.00 4245.00 4167.00 4312.00 4371.00 4375.00 4308.00 -142.00 -135.00 -130.00 -141.00
2023-11-14 4160.00 4177.00 4179.00 4141.00 4287.00 4313.00 4316.00 4278.00 -127.00 -136.00 -137.00 -137.00
2023-11-13 4208.00 4147.00 4215.00 4133.00 4237.00 4174.00 4240.00 4162.00 -29.00 -27.00 -25.00 -29.00
2023-11-10 4200.00 4210.00 4238.00 4185.00 4233.00 4236.00 4263.00 4212.00 -33.00 -26.00 -25.00 -27.00
2023-11-09 4212.00 4206.00 4226.00 4171.00 4338.00 4339.00 4359.00 4306.00 -126.00 -133.00 -133.00 -135.00
2023-11-08 4183.00 4212.00 4215.00 4152.00 4141.00 4161.00 4165.00 4104.00 42.00 51.00 50.00 48.00
2023-11-07 4168.00 4189.00 4219.00 4165.00 4108.00 4142.00 4167.00 4108.00 60.00 47.00 52.00 57.00
2023-11-06 4156.00 4159.00 4164.00 4120.00 4105.00 4106.00 4114.00 4069.00 51.00 53.00 50.00 51.00
2023-11-03 4080.00 4148.00 4155.00 4075.00 4041.00 4102.00 4106.00 4030.00 39.00 46.00 49.00 45.00
2023-11-02 4128.00 4081.00 4135.00 4072.00 4083.00 4039.00 4088.00 4025.00 45.00 42.00 47.00 47.00
2023-11-01 4124.00 4117.00 4138.00 4101.00 4042.00 4069.00 4091.00 4042.00 82.00 48.00 47.00 59.00
2023-10-31 4158.00 4116.00 4166.00 4078.00 4108.00 4071.00 4121.00 4032.00 50.00 45.00 45.00 46.00
2023-10-30 4164.00 4154.00 4172.00 4136.00 4110.00 4110.00 4127.00 4093.00 54.00 44.00 45.00 43.00
2023-10-27 4113.00 4159.00 4168.00 4095.00 4066.00 4115.00 4123.00 4051.00 47.00 44.00 45.00 44.00
2023-10-26 4128.00 4125.00 4136.00 4080.00 4090.00 4079.00 4100.00 4037.00 38.00 46.00 36.00 43.00
2023-10-25 4098.00 4126.00 4134.00 4088.00 4060.00 4082.00 4088.00 4046.00 38.00 44.00 46.00 42.00
2023-10-24 4082.00 4097.00 4105.00 4067.00 4043.00 4053.00 4060.00 4023.00 39.00 44.00 45.00 44.00
2023-10-23 4065.00 4078.00 4080.00 4006.00 4035.00 4035.00 4035.00 3965.00 30.00 43.00 45.00 41.00
2023-10-20 4085.00 4076.00 4120.00 4067.00 4040.00 4030.00 4078.00 4023.00 45.00 46.00 42.00 44.00
2023-10-19 4075.00 4079.00 4094.00 4037.00 4038.00 4035.00 4051.00 3997.00 37.00 44.00 43.00 40.00
2023-10-18 4098.00 4075.00 4115.00 4064.00 4051.00 4033.00 4076.00 4024.00 47.00 42.00 39.00 40.00
2023-10-17 4123.00 4085.00 4129.00 4074.00 4074.00 4046.00 4090.00 4034.00 49.00 39.00 39.00 40.00
2023-10-16 4126.00 4115.00 4127.00 4090.00 4185.00 4140.00 4185.00 4116.00 -59.00 -25.00 -58.00 -26.00
2023-10-13 4110.00 4102.00 4118.00 4084.00 4118.00 4125.00 4140.00 4105.00 -8.00 -23.00 -22.00 -21.00
2023-10-12 4087.00 4094.00 4105.00 4060.00 4101.00 4111.00 4127.00 4082.00 -14.00 -17.00 -22.00 -22.00
2023-10-11 4063.00 4089.00 4102.00 4051.00 3997.00 4009.00 4023.00 3974.00 66.00 80.00 79.00 77.00
2023-10-10 4124.00 4076.00 4137.00 4062.00 4069.00 3997.00 4071.00 3984.00 55.00 79.00 66.00 78.00
2023-10-09 4106.00 4123.00 4146.00 4100.00 4000.00 4042.00 4066.00 4000.00 106.00 81.00 80.00 100.00
2023-09-28 4160.00 4134.00 4191.00 4126.00 4069.00 4055.00 4110.00 4048.00 91.00 79.00 81.00 78.00
2023-09-27 4200.00 4139.00 4205.00 4138.00 4143.00 4058.00 4143.00 4058.00 57.00 81.00 62.00 80.00
2023-09-26 4242.00 4194.00 4255.00 4192.00 4152.00 4114.00 4173.00 4112.00 90.00 80.00 82.00 80.00
2023-09-25 4328.00 4236.00 4336.00 4235.00 4248.00 4158.00 4255.00 4154.00 80.00 78.00 81.00 81.00
2023-09-22 4329.00 4328.00 4351.00 4284.00 4249.00 4246.00 4271.00 4206.00 80.00 82.00 80.00 78.00
2023-09-21 4390.00 4322.00 4390.00 4321.00 4312.00 4244.00 4312.00 4243.00 78.00 78.00 78.00 78.00
2023-09-20 4394.00 4387.00 4425.00 4364.00 4318.00 4307.00 4345.00 4285.00 76.00 80.00 80.00 79.00
2023-09-19 4416.00 4388.00 4439.00 4376.00 4311.00 4311.00 4357.00 4297.00 105.00 77.00 82.00 79.00
2023-09-18 4358.00 4396.00 4451.00 4352.00 4281.00 4319.00 4372.00 4275.00 77.00 77.00 79.00 77.00
2023-09-15 4360.00 4366.00 4386.00 4321.00 4272.00 4290.00 4306.00 4243.00 88.00 76.00 80.00 78.00
2023-09-14 4308.00 4346.00 4352.00 4286.00 4242.00 4264.00 4271.00 4209.00 66.00 82.00 81.00 77.00
2023-09-13 4363.00 4308.00 4376.00 4276.00 4277.00 4227.00 4296.00 4197.00 86.00 81.00 80.00 79.00
2023-09-12 4345.00 4351.00 4370.00 4310.00 4256.00 4271.00 4290.00 4231.00 89.00 80.00 80.00 79.00
2023-09-11 4275.00 4333.00 4357.00 4255.00 4152.00 4215.00 4239.00 4137.00 123.00 118.00 118.00 118.00
2023-09-08 4247.00 4266.00 4288.00 4232.00 4160.00 4185.00 4208.00 4154.00 87.00 81.00 80.00 78.00
2023-09-07 4256.00 4232.00 4327.00 4202.00 4172.00 4151.00 4247.00 4123.00 84.00 81.00 80.00 79.00
2023-09-06 4238.00 4247.00 4279.00 4228.00 4174.00 4169.00 4201.00 4152.00 64.00 78.00 78.00 76.00
2023-09-05 4242.00 4243.00 4288.00 4235.00 4121.00 4128.00 4176.00 4120.00 121.00 115.00 112.00 115.00
2023-09-04 4233.00 4238.00 4278.00 4210.00 4122.00 4126.00 4166.00 4096.00 111.00 112.00 112.00 114.00
2023-09-01 4128.00 4232.00 4239.00 4119.00 4015.00 4117.00 4122.00 4013.00 113.00 115.00 117.00 106.00
2023-08-31 4147.00 4118.00 4167.00 4105.00 4045.00 4010.00 4064.00 4001.00 102.00 108.00 103.00 104.00
2023-08-30 4096.00 4151.00 4161.00 4073.00 4005.00 4051.00 4058.00 3987.00 91.00 100.00 103.00 86.00
2023-08-29 4110.00 4096.00 4130.00 4092.00 4019.00 4007.00 4040.00 4005.00 91.00 89.00 90.00 87.00
2023-08-28 4188.00 4100.00 4192.00 4078.00 4107.00 4019.00 4107.00 3993.00 81.00 81.00 85.00 85.00
2023-08-25 4148.00 4177.00 4201.00 4147.00 4015.00 4048.00 4073.00 4015.00 133.00 129.00 128.00 132.00
2023-08-24 4176.00 4148.00 4179.00 4135.00 4031.00 4023.00 4053.00 4015.00 145.00 125.00 126.00 120.00
2023-08-23 4100.00 4177.00 4195.00 4100.00 4025.00 4050.00 4066.00 3994.00 75.00 127.00 129.00 106.00
2023-08-22 4138.00 4124.00 4138.00 4090.00 4035.00 4003.00 4035.00 3978.00 103.00 121.00 103.00 112.00
2023-08-21 3963.00 4017.00 4030.00 3959.00 4072.00 4138.00 4150.00 4072.00 -109.00 -121.00 -120.00 -113.00
2023-08-18 3948.00 3974.00 3998.00 3947.00 4050.00 4082.00 4108.00 4050.00 -102.00 -108.00 -110.00 -103.00
2023-08-17 3935.00 3941.00 3958.00 3921.00 4078.00 4053.00 4078.00 4031.00 -143.00 -112.00 -120.00 -110.00
2023-08-16 3940.00 3954.00 3969.00 3934.00 4086.00 4069.00 4092.00 4050.00 -146.00 -115.00 -123.00 -116.00
2023-08-15 3942.00 3968.00 3969.00 3911.00 4100.00 4091.00 4100.00 4036.00 -158.00 -123.00 -131.00 -125.00
2023-08-14 4038.00 3957.00 4039.00 3946.00 4171.00 4079.00 4171.00 4073.00 -133.00 -122.00 -132.00 -127.00
2023-08-11 4020.00 4030.00 4051.00 4012.00 4145.00 4156.00 4176.00 4134.00 -125.00 -126.00 -125.00 -122.00
2023-08-10 4054.00 4020.00 4068.00 4016.00 4181.00 4144.00 4196.00 4140.00 -127.00 -124.00 -128.00 -124.00
2023-08-09 4020.00 4050.00 4057.00 4009.00 4130.00 4170.00 4178.00 4128.00 -110.00 -120.00 -121.00 -119.00
2023-08-08 4018.00 4032.00 4048.00 4008.00 4133.00 4152.00 4171.00 4132.00 -115.00 -120.00 -123.00 -124.00
2023-08-07 4026.00 4011.00 4046.00 3988.00 4156.00 4136.00 4164.00 4108.00 -130.00 -125.00 -118.00 -120.00
2023-08-04 4028.00 4026.00 4050.00 4010.00 4133.00 4152.00 4173.00 4133.00 -105.00 -126.00 -123.00 -123.00
2023-08-03 4120.00 4004.00 4120.00 4001.00 4231.00 4129.00 4240.00 4128.00 -111.00 -125.00 -120.00 -127.00
2023-08-02 4147.00 4113.00 4165.00 4110.00 4260.00 4236.00 4289.00 4230.00 -113.00 -123.00 -124.00 -120.00
2023-08-01 4161.00 4150.00 4173.00 4120.00 4281.00 4268.00 4288.00 4240.00 -120.00 -118.00 -115.00 -120.00
2023-07-31 4191.00 4156.00 4225.00 4154.00 4322.00 4270.00 4334.00 4267.00 -131.00 -114.00 -109.00 -113.00
2023-07-28 4175.00 4208.00 4216.00 4166.00 4280.00 4315.00 4321.00 4274.00 -105.00 -107.00 -105.00 -108.00
2023-07-27 4155.00 4164.00 4188.00 4147.00 4278.00 4272.00 4298.00 4257.00 -123.00 -108.00 -110.00 -110.00
2023-07-26 4130.00 4166.00 4198.00 4130.00 4168.00 4208.00 4234.00 4168.00 -38.00 -42.00 -36.00 -38.00
2023-07-25 4072.00 4147.00 4149.00 4062.00 4116.00 4181.00 4181.00 4102.00 -44.00 -34.00 -32.00 -40.00
2023-07-24 4114.00 4059.00 4119.00 4056.00 4141.00 4098.00 4159.00 4097.00 -27.00 -39.00 -40.00 -41.00
2023-07-21 4140.00 4108.00 4147.00 4089.00 4194.00 4146.00 4194.00 4130.00 -54.00 -38.00 -47.00 -41.00
2023-07-20 4147.00 4137.00 4182.00 4127.00 4182.00 4176.00 4218.00 4167.00 -35.00 -39.00 -36.00 -40.00
2023-07-19 4121.00 4140.00 4150.00 4118.00 4177.00 4177.00 4186.00 4156.00 -56.00 -37.00 -36.00 -38.00
2023-07-18 4098.00 4128.00 4138.00 4093.00 4043.00 4167.00 4175.00 4043.00 55.00 -39.00 -37.00 50.00
2023-07-17 4186.00 4092.00 4186.00 4082.00 4208.00 4130.00 4217.00 4122.00 -22.00 -38.00 -31.00 -40.00
2023-07-14 4085.00 4166.00 4188.00 4085.00 4134.00 4204.00 4226.00 4123.00 -49.00 -38.00 -38.00 -38.00
2023-07-13 4081.00 4096.00 4108.00 4053.00 4129.00 4130.00 4145.00 4091.00 -48.00 -34.00 -37.00 -38.00
2023-07-12 4085.00 4069.00 4095.00 4047.00 4126.00 4105.00 4129.00 4084.00 -41.00 -36.00 -34.00 -37.00
2023-07-11 4030.00 4079.00 4094.00 4022.00 4079.00 4112.00 4127.00 4056.00 -49.00 -33.00 -33.00 -34.00
2023-07-10 4028.00 4039.00 4055.00 4025.00 4067.00 4072.00 4088.00 4059.00 -39.00 -33.00 -33.00 -34.00
2023-07-07 3988.00 4038.00 4050.00 3978.00 4019.00 4071.00 4084.00 4014.00 -31.00 -33.00 -34.00 -36.00
2023-07-06 4007.00 3984.00 4019.00 3954.00 3961.00 3944.00 3979.00 3915.00 46.00 40.00 40.00 39.00
2023-07-05 3990.00 4004.00 4011.00 3981.00 3958.00 3967.00 3971.00 3942.00 32.00 37.00 40.00 39.00
2023-07-04 3968.00 3994.00 4016.00 3954.00 3924.00 3955.00 3977.00 3915.00 44.00 39.00 39.00 39.00
2023-07-03 3968.00 3957.00 3975.00 3928.00 3927.00 3917.00 3935.00 3891.00 41.00 40.00 40.00 37.00
2023-06-30 3936.00 3951.00 3974.00 3936.00 3911.00 3913.00 3936.00 3900.00 25.00 38.00 38.00 36.00
2023-06-29 3910.00 3957.00 3992.00 3910.00 3866.00 3920.00 3952.00 3866.00 44.00 37.00 40.00 44.00
2023-06-28 3920.00 3910.00 3920.00 3883.00 3855.00 3874.00 3881.00 3844.00 65.00 36.00 39.00 39.00
2023-06-27 3866.00 3904.00 3922.00 3841.00 3830.00 3864.00 3882.00 3802.00 36.00 40.00 40.00 39.00
2023-06-26 3960.00 3884.00 3960.00 3873.00 3894.00 3843.00 3928.00 3834.00 66.00 41.00 32.00 39.00
2023-06-21 4005.00 3993.00 4042.00 3992.00 3967.00 3957.00 4004.00 3956.00 38.00 36.00 38.00 36.00
2023-06-20 4007.00 4006.00 4019.00 3976.00 3985.00 3971.00 3985.00 3939.00 22.00 35.00 34.00 37.00
2023-06-19 4062.00 4009.00 4062.00 4004.00 4025.00 3972.00 4029.00 3969.00 37.00 37.00 33.00 35.00
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