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
2021-10-26 2006.00 2026.00 2045.00 1944.00 2010.00 2046.00 2052.00 1975.00 -4.00 -20.00 -7.00 -31.00
2021-10-25 2055.00 2005.00 2092.00 1973.00 2091.00 2012.00 2128.00 1996.00 -36.00 -7.00 -36.00 -23.00
2021-10-22 2176.00 2062.00 2208.00 2061.00 2182.00 2129.00 2223.00 2129.00 -6.00 -67.00 -15.00 -68.00
2021-10-21 2297.00 2176.00 2362.00 2176.00 2300.00 2176.00 2363.00 2172.00 -3.00 0.00 -1.00 4.00
2021-10-20 2367.00 2306.00 2388.00 2295.00 2335.00 2312.00 2378.00 2294.00 32.00 -6.00 10.00 1.00
2021-10-19 2281.00 2391.00 2415.00 2223.00 2234.00 2368.00 2375.00 2204.00 47.00 23.00 40.00 19.00
2021-10-18 2380.00 2299.00 2380.00 2253.00 2279.00 2246.00 2286.00 2201.00 101.00 53.00 94.00 52.00
2021-10-15 2419.00 2367.00 2419.00 2336.00 2325.00 2273.00 2337.00 2251.00 94.00 94.00 82.00 85.00
2021-10-14 2440.00 2406.00 2457.00 2362.00 2335.00 2316.00 2355.00 2287.00 105.00 90.00 102.00 75.00
2021-10-13 2360.00 2449.00 2484.00 2231.00 2280.00 2328.00 2374.00 2178.00 80.00 121.00 110.00 53.00
2021-10-12 2411.00 2361.00 2458.00 2340.00 2350.00 2279.00 2377.00 2255.00 61.00 82.00 81.00 85.00
2021-10-11 2335.00 2428.00 2448.00 2335.00 2275.00 2362.00 2407.00 2275.00 60.00 66.00 41.00 60.00
2021-10-08 2265.00 2320.00 2397.00 2260.00 2213.00 2267.00 2325.00 2186.00 52.00 53.00 72.00 74.00
2021-09-30 2236.00 2242.00 2296.00 2205.00 2122.00 2169.00 2240.00 2104.00 114.00 73.00 56.00 101.00
2021-09-29 2302.00 2231.00 2302.00 2213.00 2182.00 2119.00 2182.00 2092.00 120.00 112.00 120.00 121.00
2021-09-28 2270.00 2290.00 2295.00 2188.00 2174.00 2178.00 2187.00 2075.00 96.00 112.00 108.00 113.00
2021-09-27 2235.00 2252.00 2331.00 2179.00 2116.00 2164.00 2238.00 2091.00 119.00 88.00 93.00 88.00
2021-09-24 2347.00 2245.00 2359.00 2245.00 2131.00 2118.00 2180.00 2047.00 216.00 127.00 179.00 198.00
2021-09-23 2409.00 2347.00 2485.00 2326.00 2095.00 2126.00 2208.00 2081.00 314.00 221.00 277.00 245.00
2021-09-22 2322.00 2390.00 2397.00 2260.00 2080.00 2081.00 2147.00 1980.00 242.00 309.00 250.00 280.00
2021-09-17 2320.00 2361.00 2368.00 2213.00 2104.00 2101.00 2108.00 1982.00 216.00 260.00 260.00 231.00
2021-09-16 2351.00 2310.00 2375.00 2287.00 2091.00 2097.00 2133.00 2076.00 260.00 213.00 242.00 211.00
2021-09-15 2389.00 2351.00 2390.00 2308.00 2136.00 2087.00 2150.00 2063.00 253.00 264.00 240.00 245.00
2021-09-14 2428.00 2377.00 2450.00 2354.00 2215.00 2141.00 2225.00 2133.00 213.00 236.00 225.00 221.00
2021-09-13 2564.00 2428.00 2578.00 2410.00 2270.00 2214.00 2319.00 2175.00 294.00 214.00 259.00 235.00
2021-09-10 2545.00 2564.00 2576.00 2526.00 2246.00 2276.00 2296.00 2242.00 299.00 288.00 280.00 284.00
2021-09-09 2600.00 2540.00 2612.00 2499.00 2323.00 2246.00 2326.00 2241.00 277.00 294.00 286.00 258.00
2021-09-08 2710.00 2600.00 2720.00 2585.00 2408.00 2323.00 2410.00 2308.00 302.00 277.00 310.00 277.00
2021-09-07 2690.00 2715.00 2735.00 2667.00 2421.00 2417.00 2433.00 2386.00 269.00 298.00 302.00 281.00
2021-09-06 2756.00 2691.00 2774.00 2681.00 2517.00 2418.00 2529.00 2400.00 239.00 273.00 245.00 281.00
2021-09-03 2615.00 2749.00 2769.00 2614.00 2405.00 2511.00 2514.00 2258.00 210.00 238.00 255.00 356.00
2021-09-02 2607.00 2619.00 2653.00 2575.00 2438.00 2410.00 2467.00 2398.00 169.00 209.00 186.00 177.00
2021-09-01 2600.00 2615.00 2624.00 2566.00 2436.00 2447.00 2471.00 2414.00 164.00 168.00 153.00 152.00
2021-08-31 2677.00 2601.00 2678.00 2581.00 2485.00 2438.00 2489.00 2421.00 192.00 163.00 189.00 160.00
2021-08-30 2640.00 2676.00 2719.00 2640.00 2457.00 2485.00 2530.00 2457.00 183.00 191.00 189.00 183.00
2021-08-27 2624.00 2640.00 2657.00 2603.00 2446.00 2457.00 2478.00 2429.00 178.00 183.00 179.00 174.00
2021-08-26 2732.00 2611.00 2746.00 2610.00 2552.00 2441.00 2557.00 2436.00 180.00 170.00 189.00 174.00
2021-08-25 2736.00 2715.00 2758.00 2680.00 2563.00 2538.00 2576.00 2508.00 173.00 177.00 182.00 172.00
2021-08-24 2780.00 2741.00 2798.00 2731.00 2584.00 2563.00 2606.00 2553.00 196.00 178.00 192.00 178.00
2021-08-23 2660.00 2772.00 2777.00 2660.00 2496.00 2581.00 2584.00 2496.00 164.00 191.00 193.00 164.00
2021-08-20 2662.00 2672.00 2685.00 2627.00 2499.00 2505.00 2516.00 2456.00 163.00 167.00 169.00 171.00
2021-08-19 2721.00 2674.00 2740.00 2621.00 2570.00 2516.00 2588.00 2453.00 151.00 158.00 152.00 168.00
2021-08-18 2755.00 2735.00 2791.00 2703.00 2869.00 2840.00 2884.00 2820.00 -114.00 -105.00 -93.00 -117.00
2021-08-17 2750.00 2761.00 2780.00 2719.00 2850.00 2869.00 2870.00 2814.00 -100.00 -108.00 -90.00 -95.00
2021-08-16 2732.00 2747.00 2798.00 2718.00 2823.00 2841.00 2893.00 2815.00 -91.00 -94.00 -95.00 -97.00
2021-08-13 2714.00 2724.00 2758.00 2694.00 2805.00 2823.00 2847.00 2796.00 -91.00 -99.00 -89.00 -102.00
2021-08-12 2857.00 2722.00 2875.00 2721.00 2928.00 2809.00 2932.00 2806.00 -71.00 -87.00 -57.00 -85.00
2021-08-11 2859.00 2862.00 2890.00 2838.00 2934.00 2928.00 2971.00 2912.00 -75.00 -66.00 -81.00 -74.00
2021-08-10 2751.00 2868.00 2872.00 2747.00 2860.00 2946.00 2949.00 2855.00 -109.00 -78.00 -77.00 -108.00
2021-08-09 2707.00 2764.00 2786.00 2705.00 2885.00 2878.00 2897.00 2845.00 -178.00 -114.00 -111.00 -140.00
2021-08-06 2682.00 2714.00 2729.00 2665.00 2824.00 2880.00 2894.00 2819.00 -142.00 -166.00 -165.00 -154.00
2021-08-05 2764.00 2681.00 2787.00 2674.00 2879.00 2824.00 2898.00 2811.00 -115.00 -143.00 -111.00 -137.00
2021-08-04 2721.00 2781.00 2797.00 2713.00 2831.00 2900.00 2912.00 2816.00 -110.00 -119.00 -115.00 -103.00
2021-08-03 2803.00 2725.00 2809.00 2723.00 2930.00 2824.00 2931.00 2809.00 -127.00 -99.00 -122.00 -86.00
2021-08-02 2876.00 2814.00 2885.00 2793.00 2958.00 2942.00 2969.00 2910.00 -82.00 -128.00 -84.00 -117.00
2021-07-30 2884.00 2894.00 2905.00 2839.00 2988.00 2979.00 2990.00 2941.00 -104.00 -85.00 -85.00 -102.00
2021-07-29 2845.00 2885.00 2907.00 2841.00 2970.00 2983.00 2997.00 2955.00 -125.00 -98.00 -90.00 -114.00
2021-07-28 2813.00 2848.00 2860.00 2803.00 2900.00 2967.00 2974.00 2881.00 -87.00 -119.00 -114.00 -78.00
2021-07-27 2915.00 2797.00 2941.00 2783.00 2985.00 2876.00 3018.00 2865.00 -70.00 -79.00 -77.00 -82.00
2021-07-26 3000.00 2911.00 3009.00 2867.00 3020.00 2971.00 3022.00 2950.00 -20.00 -60.00 -13.00 -83.00
2021-07-23 3065.00 3039.00 3105.00 3037.00 3003.00 3017.00 3079.00 3003.00 62.00 22.00 26.00 34.00
2021-07-22 3013.00 3057.00 3077.00 2994.00 2947.00 2998.00 3018.00 2935.00 66.00 59.00 59.00 59.00
2021-07-21 3024.00 3006.00 3072.00 3004.00 2972.00 2941.00 3014.00 2941.00 52.00 65.00 58.00 63.00
2021-07-20 3028.00 3024.00 3047.00 2981.00 2971.00 2978.00 2996.00 2926.00 57.00 46.00 51.00 55.00
2021-07-19 3080.00 3039.00 3163.00 3038.00 2975.00 2983.00 3064.00 2975.00 105.00 56.00 99.00 63.00
2021-07-16 3011.00 3072.00 3079.00 3009.00 2930.00 2981.00 2982.00 2924.00 81.00 91.00 97.00 85.00
2021-07-15 3060.00 3013.00 3065.00 2973.00 2930.00 2935.00 2952.00 2871.00 130.00 78.00 113.00 102.00
2021-07-14 2993.00 3071.00 3074.00 2993.00 2837.00 2936.00 2938.00 2835.00 156.00 135.00 136.00 158.00
2021-07-13 2938.00 3004.00 3006.00 2936.00 2788.00 2843.00 2844.00 2787.00 150.00 161.00 162.00 149.00
2021-07-12 2911.00 2943.00 2968.00 2886.00 2758.00 2792.00 2816.00 2742.00 153.00 151.00 152.00 144.00
2021-07-09 2893.00 2893.00 2901.00 2851.00 2742.00 2745.00 2751.00 2707.00 151.00 148.00 150.00 144.00
2021-07-08 2864.00 2902.00 2917.00 2857.00 2723.00 2752.00 2763.00 2719.00 141.00 150.00 154.00 138.00
2021-07-07 2857.00 2862.00 2885.00 2826.00 2708.00 2722.00 2741.00 2683.00 149.00 140.00 144.00 143.00
2021-07-06 2813.00 2862.00 2878.00 2812.00 2673.00 2715.00 2732.00 2672.00 140.00 147.00 146.00 140.00
2021-07-05 2836.00 2813.00 2839.00 2784.00 2695.00 2672.00 2697.00 2652.00 141.00 141.00 142.00 132.00
2021-07-02 2791.00 2835.00 2837.00 2771.00 2648.00 2694.00 2700.00 2640.00 143.00 141.00 137.00 131.00
2021-07-01 2808.00 2782.00 2865.00 2765.00 2675.00 2650.00 2719.00 2637.00 133.00 132.00 146.00 128.00
2021-06-30 2817.00 2815.00 2836.00 2789.00 2679.00 2684.00 2694.00 2660.00 138.00 131.00 142.00 129.00
2021-06-29 2816.00 2809.00 2832.00 2786.00 2679.00 2673.00 2697.00 2657.00 137.00 136.00 135.00 129.00
2021-06-28 2842.00 2807.00 2848.00 2787.00 2716.00 2674.00 2716.00 2660.00 126.00 133.00 132.00 127.00
2021-06-25 2779.00 2842.00 2844.00 2770.00 2637.00 2711.00 2714.00 2631.00 142.00 131.00 130.00 139.00
2021-06-24 2690.00 2779.00 2792.00 2682.00 2553.00 2642.00 2648.00 2550.00 137.00 137.00 144.00 132.00
2021-06-23 2694.00 2686.00 2719.00 2672.00 2560.00 2552.00 2576.00 2539.00 134.00 134.00 143.00 133.00
2021-06-22 2620.00 2685.00 2693.00 2605.00 2501.00 2552.00 2558.00 2487.00 119.00 133.00 135.00 118.00
2021-06-21 2622.00 2622.00 2675.00 2619.00 2500.00 2501.00 2548.00 2499.00 122.00 121.00 127.00 120.00
2021-06-18 2645.00 2624.00 2666.00 2597.00 2522.00 2500.00 2545.00 2484.00 123.00 124.00 121.00 113.00
2021-06-17 2590.00 2651.00 2659.00 2583.00 2482.00 2536.00 2539.00 2468.00 108.00 115.00 120.00 115.00
2021-06-16 2636.00 2594.00 2660.00 2588.00 2520.00 2480.00 2540.00 2478.00 116.00 114.00 120.00 110.00
2021-06-15 2709.00 2646.00 2709.00 2622.00 2590.00 2527.00 2590.00 2504.00 119.00 119.00 119.00 118.00
2021-06-11 2645.00 2719.00 2721.00 2645.00 2526.00 2596.00 2598.00 2524.00 119.00 123.00 123.00 121.00
2021-06-10 2636.00 2644.00 2686.00 2602.00 2512.00 2526.00 2562.00 2493.00 124.00 118.00 124.00 109.00
2021-06-09 2643.00 2636.00 2665.00 2604.00 2523.00 2516.00 2545.00 2491.00 120.00 120.00 120.00 113.00
2021-06-08 2629.00 2634.00 2645.00 2564.00 2523.00 2516.00 2537.00 2458.00 106.00 118.00 108.00 106.00
2021-06-07 2700.00 2629.00 2740.00 2626.00 2575.00 2523.00 2603.00 2520.00 125.00 106.00 137.00 106.00
2021-06-04 2650.00 2683.00 2706.00 2609.00 2539.00 2560.00 2582.00 2498.00 111.00 123.00 124.00 111.00
2021-06-03 2652.00 2674.00 2722.00 2646.00 2540.00 2559.00 2598.00 2533.00 112.00 115.00 124.00 113.00
2021-06-02 2690.00 2654.00 2750.00 2639.00 2572.00 2541.00 2625.00 2519.00 118.00 113.00 125.00 120.00
2021-06-01 2688.00 2690.00 2716.00 2651.00 2544.00 2569.00 2590.00 2514.00 144.00 121.00 126.00 137.00
2021-05-31 2618.00 2688.00 2726.00 2600.00 2485.00 2544.00 2576.00 2469.00 133.00 144.00 150.00 131.00
2021-05-28 2550.00 2630.00 2646.00 2532.00 2440.00 2495.00 2503.00 2414.00 110.00 135.00 143.00 118.00
导出Excel数据