玻璃期货跨期套利数据回测

本页面展示玻璃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

关于玻璃期货跨期套利的详细数据分析,请查看文章:。

玻璃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

玻璃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

玻璃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
2025-12-08 996.00 1006.00 1015.00 995.00 1112.00 1121.00 1128.00 1110.00 -116.00 -115.00 -113.00 -115.00
2025-12-05 1010.00 994.00 1016.00 993.00 1131.00 1115.00 1139.00 1115.00 -121.00 -121.00 -123.00 -122.00
2025-12-04 1025.00 1010.00 1025.00 1000.00 1123.00 1131.00 1133.00 1115.00 -98.00 -121.00 -108.00 -115.00
2025-12-03 1034.00 1020.00 1039.00 1015.00 1144.00 1125.00 1148.00 1120.00 -110.00 -105.00 -109.00 -105.00
2025-12-02 1038.00 1034.00 1050.00 1025.00 1158.00 1145.00 1167.00 1144.00 -120.00 -111.00 -117.00 -119.00
2025-12-01 1056.00 1036.00 1056.00 1026.00 1174.00 1161.00 1176.00 1153.00 -118.00 -125.00 -120.00 -127.00
2025-11-28 1043.00 1053.00 1065.00 1041.00 1160.00 1170.00 1173.00 1154.00 -117.00 -117.00 -108.00 -113.00
2025-11-27 1041.00 1041.00 1053.00 1030.00 1174.00 1156.00 1174.00 1155.00 -133.00 -115.00 -121.00 -125.00
2025-11-26 1011.00 1037.00 1042.00 1007.00 1155.00 1169.00 1177.00 1152.00 -144.00 -132.00 -135.00 -145.00
2025-11-25 1015.00 1014.00 1029.00 1012.00 1158.00 1158.00 1173.00 1150.00 -143.00 -144.00 -144.00 -138.00
2025-11-24 988.00 1013.00 1021.00 984.00 1139.00 1158.00 1168.00 1136.00 -151.00 -145.00 -147.00 -152.00
2025-11-21 993.00 987.00 997.00 967.00 1125.00 1141.00 1150.00 1110.00 -132.00 -154.00 -153.00 -143.00
2025-11-20 1008.00 989.00 1013.00 984.00 1136.00 1119.00 1143.00 1105.00 -128.00 -130.00 -130.00 -121.00
2025-11-19 1019.00 1009.00 1024.00 1005.00 1152.00 1139.00 1156.00 1136.00 -133.00 -130.00 -132.00 -131.00
2025-11-18 1031.00 1017.00 1035.00 1013.00 1166.00 1151.00 1167.00 1147.00 -135.00 -134.00 -132.00 -134.00
2025-11-17 1029.00 1029.00 1036.00 1019.00 1158.00 1165.00 1168.00 1146.00 -129.00 -136.00 -132.00 -127.00
2025-11-14 1056.00 1032.00 1058.00 1030.00 1176.00 1160.00 1177.00 1156.00 -120.00 -128.00 -119.00 -126.00
2025-11-13 1050.00 1056.00 1061.00 1041.00 1167.00 1173.00 1180.00 1158.00 -117.00 -117.00 -119.00 -117.00
2025-11-12 1051.00 1049.00 1064.00 1043.00 1184.00 1169.00 1192.00 1163.00 -133.00 -120.00 -128.00 -120.00
2025-11-11 1066.00 1053.00 1071.00 1051.00 1203.00 1184.00 1206.00 1182.00 -137.00 -131.00 -135.00 -131.00
2025-11-10 1089.00 1069.00 1093.00 1055.00 1220.00 1205.00 1227.00 1190.00 -131.00 -136.00 -134.00 -135.00
2025-11-07 1100.00 1091.00 1108.00 1091.00 1227.00 1225.00 1233.00 1219.00 -127.00 -134.00 -125.00 -128.00
2025-11-06 1099.00 1101.00 1106.00 1083.00 1230.00 1227.00 1236.00 1211.00 -131.00 -126.00 -130.00 -128.00
2025-11-05 1110.00 1097.00 1122.00 1092.00 1245.00 1231.00 1254.00 1219.00 -135.00 -134.00 -132.00 -127.00
2025-11-04 1094.00 1105.00 1115.00 1088.00 1240.00 1239.00 1251.00 1230.00 -146.00 -134.00 -136.00 -142.00
2025-11-03 1084.00 1093.00 1126.00 1075.00 1161.00 1165.00 1196.00 1151.00 -77.00 -72.00 -70.00 -76.00
2025-10-31 1091.00 1083.00 1104.00 1078.00 1170.00 1158.00 1183.00 1154.00 -79.00 -75.00 -79.00 -76.00
2025-10-30 1122.00 1091.00 1122.00 1083.00 1200.00 1170.00 1200.00 1161.00 -78.00 -79.00 -78.00 -78.00
2025-10-29 1113.00 1127.00 1134.00 1109.00 1262.00 1279.00 1283.00 1257.00 -149.00 -152.00 -149.00 -148.00
2025-10-28 1098.00 1113.00 1122.00 1096.00 1250.00 1263.00 1272.00 1246.00 -152.00 -150.00 -150.00 -150.00
2025-10-27 1090.00 1095.00 1107.00 1083.00 1234.00 1246.00 1250.00 1224.00 -144.00 -151.00 -143.00 -141.00
2025-10-24 1105.00 1092.00 1108.00 1085.00 1251.00 1236.00 1259.00 1234.00 -146.00 -144.00 -151.00 -149.00
2025-10-23 1095.00 1108.00 1115.00 1082.00 1166.00 1182.00 1189.00 1155.00 -71.00 -74.00 -74.00 -73.00
2025-10-22 1088.00 1094.00 1100.00 1072.00 1238.00 1241.00 1248.00 1227.00 -150.00 -147.00 -148.00 -155.00
2025-10-21 1088.00 1087.00 1101.00 1079.00 1154.00 1161.00 1174.00 1148.00 -66.00 -74.00 -73.00 -69.00
2025-10-20 1099.00 1091.00 1125.00 1086.00 1234.00 1231.00 1260.00 1226.00 -135.00 -140.00 -135.00 -140.00
2025-10-17 1145.00 1095.00 1145.00 1091.00 1284.00 1231.00 1284.00 1229.00 -139.00 -136.00 -139.00 -138.00
2025-10-16 1137.00 1147.00 1148.00 1126.00 1274.00 1284.00 1285.00 1259.00 -137.00 -137.00 -137.00 -133.00
2025-10-15 1137.00 1129.00 1145.00 1124.00 1275.00 1267.00 1288.00 1263.00 -138.00 -138.00 -143.00 -139.00
2025-10-14 1180.00 1138.00 1180.00 1132.00 1312.00 1280.00 1314.00 1266.00 -132.00 -142.00 -134.00 -134.00
2025-10-13 1195.00 1179.00 1199.00 1153.00 1325.00 1313.00 1327.00 1296.00 -130.00 -134.00 -128.00 -143.00
2025-10-10 1224.00 1207.00 1245.00 1202.00 1340.00 1334.00 1371.00 1328.00 -116.00 -127.00 -126.00 -126.00
2025-10-09 1217.00 1218.00 1233.00 1196.00 1110.00 1109.00 1119.00 1094.00 107.00 109.00 114.00 102.00
2025-09-30 1224.00 1210.00 1244.00 1210.00 1107.00 1097.00 1124.00 1096.00 117.00 113.00 120.00 114.00
2025-09-29 1251.00 1228.00 1253.00 1214.00 1128.00 1110.00 1132.00 1093.00 123.00 118.00 121.00 121.00
2025-09-26 1269.00 1252.00 1269.00 1243.00 1152.00 1131.00 1154.00 1128.00 117.00 121.00 115.00 115.00
2025-09-25 1252.00 1270.00 1282.00 1236.00 1133.00 1155.00 1164.00 1124.00 119.00 115.00 118.00 112.00
2025-09-24 1188.00 1237.00 1277.00 1183.00 1070.00 1119.00 1152.00 1068.00 118.00 118.00 125.00 115.00
2025-09-23 1195.00 1183.00 1195.00 1169.00 1077.00 1069.00 1077.00 1056.00 118.00 114.00 118.00 113.00
2025-09-22 1220.00 1199.00 1230.00 1188.00 1102.00 1079.00 1107.00 1067.00 118.00 120.00 123.00 121.00
2025-09-19 1207.00 1216.00 1223.00 1201.00 1093.00 1096.00 1104.00 1084.00 114.00 120.00 119.00 117.00
2025-09-18 1232.00 1208.00 1238.00 1202.00 1108.00 1090.00 1113.00 1080.00 124.00 118.00 125.00 122.00
2025-09-17 1240.00 1234.00 1247.00 1224.00 1129.00 1107.00 1129.00 1097.00 111.00 127.00 118.00 127.00
2025-09-16 1222.00 1237.00 1249.00 1217.00 1108.00 1120.00 1127.00 1105.00 114.00 117.00 122.00 112.00
2025-09-15 1178.00 1207.00 1214.00 1171.00 1081.00 1098.00 1108.00 1075.00 97.00 109.00 106.00 96.00
2025-09-12 1182.00 1180.00 1186.00 1164.00 1095.00 1082.00 1095.00 1071.00 87.00 98.00 91.00 93.00
2025-09-11 1182.00 1185.00 1202.00 1175.00 1086.00 1093.00 1108.00 1085.00 96.00 92.00 94.00 90.00
2025-09-10 1186.00 1181.00 1194.00 1163.00 1095.00 1092.00 1100.00 1075.00 91.00 89.00 94.00 88.00
2025-09-09 1204.00 1192.00 1212.00 1185.00 1109.00 1100.00 1121.00 1095.00 95.00 92.00 91.00 90.00
2025-09-08 1192.00 1204.00 1218.00 1163.00 1093.00 1105.00 1117.00 1069.00 99.00 99.00 101.00 94.00
2025-09-05 1141.00 1189.00 1200.00 1134.00 1042.00 1090.00 1102.00 1041.00 99.00 99.00 98.00 93.00
2025-09-04 1133.00 1139.00 1148.00 1118.00 1047.00 1044.00 1052.00 1028.00 86.00 95.00 96.00 90.00
2025-09-03 1135.00 1135.00 1152.00 1129.00 1044.00 1044.00 1059.00 1039.00 91.00 91.00 93.00 90.00
2025-09-02 1139.00 1134.00 1152.00 1131.00 1053.00 1044.00 1066.00 1040.00 86.00 90.00 86.00 91.00
2025-09-01 1181.00 1137.00 1181.00 1125.00 994.00 943.00 994.00 931.00 187.00 194.00 187.00 194.00
2025-08-29 1178.00 1182.00 1188.00 1162.00 971.00 996.00 1020.00 952.00 207.00 186.00 168.00 210.00
2025-08-28 1177.00 1174.00 1178.00 1149.00 987.00 970.00 987.00 965.00 190.00 204.00 191.00 184.00
2025-08-27 1171.00 1175.00 1188.00 1165.00 987.00 985.00 994.00 980.00 184.00 190.00 194.00 185.00
2025-08-26 1189.00 1173.00 1194.00 1172.00 1004.00 984.00 1008.00 983.00 185.00 189.00 186.00 189.00
2025-08-25 1176.00 1191.00 1215.00 1175.00 1000.00 999.00 1020.00 994.00 176.00 192.00 195.00 181.00
2025-08-22 1156.00 1173.00 1175.00 1152.00 985.00 997.00 997.00 983.00 171.00 176.00 178.00 169.00
2025-08-21 1165.00 1156.00 1177.00 1151.00 1002.00 983.00 1004.00 978.00 163.00 173.00 173.00 173.00
2025-08-20 1198.00 1162.00 1200.00 1143.00 1025.00 997.00 1027.00 985.00 173.00 165.00 173.00 158.00
2025-08-19 1218.00 1196.00 1237.00 1193.00 1040.00 1020.00 1050.00 1019.00 178.00 176.00 187.00 174.00
2025-08-18 1213.00 1212.00 1238.00 1191.00 1050.00 1030.00 1062.00 1017.00 163.00 182.00 176.00 174.00
2025-08-15 1224.00 1211.00 1242.00 1201.00 1053.00 1046.00 1069.00 1043.00 171.00 165.00 173.00 158.00
2025-08-14 1205.00 1220.00 1230.00 1193.00 1052.00 1053.00 1068.00 1041.00 153.00 167.00 162.00 152.00
2025-08-13 1239.00 1214.00 1253.00 1209.00 1072.00 1061.00 1091.00 1056.00 167.00 153.00 162.00 153.00
2025-08-12 1067.00 1073.00 1092.00 1037.00 1216.00 1240.00 1270.00 1196.00 -149.00 -167.00 -178.00 -159.00
2025-08-11 1058.00 1068.00 1080.00 1043.00 1194.00 1219.00 1229.00 1185.00 -136.00 -151.00 -149.00 -142.00
2025-08-08 1074.00 1063.00 1076.00 1045.00 1220.00 1196.00 1221.00 1184.00 -146.00 -133.00 -145.00 -139.00
2025-08-07 1085.00 1076.00 1097.00 1062.00 1231.00 1220.00 1242.00 1205.00 -146.00 -144.00 -145.00 -143.00
2025-08-06 1079.00 1083.00 1093.00 1068.00 1241.00 1231.00 1248.00 1209.00 -162.00 -148.00 -155.00 -141.00
2025-08-05 1082.00 1077.00 1096.00 1053.00 1226.00 1232.00 1250.00 1199.00 -144.00 -155.00 -154.00 -146.00
2025-08-04 1102.00 1086.00 1114.00 1061.00 1225.00 1229.00 1239.00 1192.00 -123.00 -143.00 -125.00 -131.00
2025-08-01 1116.00 1102.00 1134.00 1077.00 1224.00 1224.00 1252.00 1198.00 -108.00 -122.00 -118.00 -121.00
2025-07-31 1175.00 1117.00 1178.00 1107.00 1309.00 1224.00 1311.00 1224.00 -134.00 -107.00 -133.00 -117.00
2025-07-30 1187.00 1191.00 1255.00 1163.00 1315.00 1320.00 1388.00 1296.00 -128.00 -129.00 -133.00 -133.00
2025-07-29 1220.00 1188.00 1227.00 1139.00 1308.00 1313.00 1320.00 1256.00 -88.00 -125.00 -93.00 -117.00
2025-07-28 1355.00 1223.00 1355.00 1223.00 1422.00 1300.00 1423.00 1297.00 -67.00 -77.00 -68.00 -74.00
2025-07-25 1310.00 1362.00 1370.00 1310.00 1400.00 1426.00 1444.00 1400.00 -90.00 -64.00 -74.00 -90.00
2025-07-24 1206.00 1307.00 1334.00 1200.00 1309.00 1402.00 1437.00 1294.00 -103.00 -95.00 -103.00 -94.00
2025-07-23 1242.00 1211.00 1258.00 1185.00 1333.00 1309.00 1359.00 1276.00 -91.00 -98.00 -101.00 -91.00
2025-07-22 1173.00 1249.00 1249.00 1165.00 1255.00 1342.00 1342.00 1249.00 -82.00 -93.00 -93.00 -84.00
2025-07-21 1095.00 1173.00 1186.00 1090.00 1175.00 1254.00 1271.00 1170.00 -80.00 -81.00 -85.00 -80.00
2025-07-18 1091.00 1081.00 1118.00 1075.00 1170.00 1165.00 1192.00 1161.00 -79.00 -84.00 -74.00 -86.00
2025-07-17 1069.00 1092.00 1097.00 1069.00 1162.00 1168.00 1173.00 1158.00 -93.00 -76.00 -76.00 -89.00
2025-07-16 1070.00 1070.00 1077.00 1060.00 1168.00 1162.00 1173.00 1154.00 -98.00 -92.00 -96.00 -94.00
2025-07-15 1098.00 1071.00 1105.00 1057.00 1195.00 1168.00 1199.00 1153.00 -97.00 -97.00 -94.00 -96.00
2025-07-14 1087.00 1102.00 1103.00 1077.00 1168.00 1196.00 1199.00 1161.00 -81.00 -94.00 -96.00 -84.00
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