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
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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
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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
2019-09-27 1436.00 1445.00 1454.00 1432.00 1398.00 1406.00 1410.00 1394.00 38.00 39.00 44.00 38.00
2019-09-26 1409.00 1430.00 1435.00 1403.00 1377.00 1394.00 1400.00 1372.00 32.00 36.00 35.00 31.00
2019-09-25 1404.00 1410.00 1413.00 1399.00 1373.00 1378.00 1380.00 1370.00 31.00 32.00 33.00 29.00
2019-09-24 1437.00 1399.00 1439.00 1391.00 1398.00 1373.00 1402.00 1366.00 39.00 26.00 37.00 25.00
2019-09-23 1436.00 1436.00 1439.00 1422.00 1395.00 1397.00 1399.00 1383.00 41.00 39.00 40.00 39.00
2019-09-20 1444.00 1434.00 1450.00 1431.00 1403.00 1390.00 1408.00 1386.00 41.00 44.00 42.00 45.00
2019-09-19 1458.00 1440.00 1459.00 1438.00 1412.00 1401.00 1413.00 1397.00 46.00 39.00 46.00 41.00
2019-09-18 1453.00 1454.00 1465.00 1448.00 1409.00 1410.00 1417.00 1405.00 44.00 44.00 48.00 43.00
2019-09-17 1465.00 1453.00 1466.00 1444.00 1416.00 1409.00 1416.00 1396.00 49.00 44.00 50.00 48.00
2019-09-16 1462.00 1465.00 1471.00 1453.00 1412.00 1417.00 1424.00 1405.00 50.00 48.00 47.00 48.00
2019-09-12 1425.00 1452.00 1481.00 1425.00 1384.00 1407.00 1432.00 1383.00 41.00 45.00 49.00 42.00
2019-09-11 1427.00 1424.00 1433.00 1420.00 1381.00 1382.00 1390.00 1379.00 46.00 42.00 43.00 41.00
2019-09-10 1429.00 1425.00 1429.00 1418.00 1385.00 1380.00 1385.00 1376.00 44.00 45.00 44.00 42.00
2019-09-09 1409.00 1420.00 1429.00 1406.00 1367.00 1379.00 1387.00 1365.00 42.00 41.00 42.00 41.00
2019-09-06 1408.00 1409.00 1418.00 1406.00 1367.00 1366.00 1374.00 1365.00 41.00 43.00 44.00 41.00
2019-09-05 1414.00 1408.00 1420.00 1408.00 1371.00 1367.00 1376.00 1366.00 43.00 41.00 44.00 42.00
2019-09-04 1386.00 1414.00 1415.00 1381.00 1349.00 1370.00 1371.00 1344.00 37.00 44.00 44.00 37.00
2019-09-03 1393.00 1387.00 1398.00 1386.00 1351.00 1351.00 1358.00 1348.00 42.00 36.00 40.00 38.00
2019-09-02 1376.00 1394.00 1394.00 1373.00 1533.00 1533.00 1535.00 1524.00 -157.00 -139.00 -141.00 -151.00
2019-08-30 1379.00 1376.00 1394.00 1374.00 1527.00 1530.00 1535.00 1525.00 -148.00 -154.00 -141.00 -151.00
2019-08-29 1390.00 1379.00 1395.00 1378.00 1522.00 1526.00 1528.00 1522.00 -132.00 -147.00 -133.00 -144.00
2019-08-28 1388.00 1391.00 1395.00 1372.00 1525.00 1524.00 1525.00 1516.00 -137.00 -133.00 -130.00 -144.00
2019-08-27 1390.00 1386.00 1399.00 1383.00 1520.00 1522.00 1527.00 1520.00 -130.00 -136.00 -128.00 -137.00
2019-08-26 1402.00 1388.00 1410.00 1382.00 1517.00 1521.00 1526.00 1517.00 -115.00 -133.00 -116.00 -135.00
2019-08-23 1419.00 1405.00 1422.00 1396.00 1516.00 1522.00 1525.00 1511.00 -97.00 -117.00 -103.00 -115.00
2019-08-22 1426.00 1420.00 1427.00 1416.00 1505.00 1512.00 1516.00 1505.00 -79.00 -92.00 -89.00 -89.00
2019-08-21 1433.00 1424.00 1434.00 1415.00 1506.00 1507.00 1510.00 1499.00 -73.00 -83.00 -76.00 -84.00
2019-08-20 1432.00 1432.00 1438.00 1427.00 1511.00 1507.00 1512.00 1506.00 -79.00 -75.00 -74.00 -79.00
2019-08-19 1427.00 1430.00 1437.00 1424.00 1514.00 1510.00 1515.00 1504.00 -87.00 -80.00 -78.00 -80.00
2019-08-16 1423.00 1426.00 1439.00 1423.00 1506.00 1514.00 1516.00 1504.00 -83.00 -88.00 -77.00 -81.00
2019-08-15 1419.00 1426.00 1430.00 1410.00 1491.00 1504.00 1505.00 1491.00 -72.00 -78.00 -75.00 -81.00
2019-08-14 1401.00 1416.00 1418.00 1398.00 1491.00 1493.00 1495.00 1490.00 -90.00 -77.00 -77.00 -92.00
2019-08-13 1410.00 1400.00 1412.00 1394.00 1494.00 1490.00 1495.00 1487.00 -84.00 -90.00 -83.00 -93.00
2019-08-12 1385.00 1412.00 1418.00 1379.00 1487.00 1492.00 1495.00 1483.00 -102.00 -80.00 -77.00 -104.00
2019-08-09 1380.00 1384.00 1389.00 1368.00 1484.00 1486.00 1490.00 1478.00 -104.00 -102.00 -101.00 -110.00
2019-08-08 1480.00 1483.00 1488.00 1474.00 1379.00 1377.00 1396.00 1367.00 101.00 106.00 92.00 107.00
2019-08-07 1489.00 1477.00 1491.00 1466.00 1410.00 1377.00 1413.00 1372.00 79.00 100.00 78.00 94.00
2019-08-06 1487.00 1492.00 1493.00 1483.00 1414.00 1416.00 1420.00 1409.00 73.00 76.00 73.00 74.00
2019-08-05 1470.00 1484.00 1495.00 1467.00 1390.00 1412.00 1422.00 1389.00 80.00 72.00 73.00 78.00
2019-08-02 1476.00 1468.00 1477.00 1463.00 1416.00 1392.00 1417.00 1388.00 60.00 76.00 60.00 75.00
2019-08-01 1475.00 1476.00 1481.00 1470.00 1417.00 1417.00 1424.00 1412.00 58.00 59.00 57.00 58.00
2019-07-31 1473.00 1474.00 1486.00 1469.00 1422.00 1417.00 1430.00 1415.00 51.00 57.00 56.00 54.00
2019-07-30 1478.00 1474.00 1484.00 1471.00 1421.00 1422.00 1430.00 1420.00 57.00 52.00 54.00 51.00
2019-07-29 1499.00 1477.00 1499.00 1473.00 1442.00 1421.00 1445.00 1420.00 57.00 56.00 54.00 53.00
2019-07-26 1495.00 1498.00 1505.00 1490.00 1440.00 1444.00 1445.00 1434.00 55.00 54.00 60.00 56.00
2019-07-25 1491.00 1494.00 1501.00 1483.00 1439.00 1439.00 1446.00 1434.00 52.00 55.00 55.00 49.00
2019-07-24 1481.00 1488.00 1491.00 1472.00 1427.00 1439.00 1441.00 1418.00 54.00 49.00 50.00 54.00
2019-07-23 1475.00 1483.00 1484.00 1471.00 1426.00 1430.00 1431.00 1415.00 49.00 53.00 53.00 56.00
2019-07-22 1496.00 1478.00 1498.00 1475.00 1450.00 1426.00 1453.00 1425.00 46.00 52.00 45.00 50.00
2019-07-19 1486.00 1499.00 1501.00 1483.00 1434.00 1451.00 1452.00 1431.00 52.00 48.00 49.00 52.00
2019-07-18 1503.00 1488.00 1506.00 1486.00 1434.00 1434.00 1439.00 1424.00 69.00 54.00 67.00 62.00
2019-07-17 1500.00 1503.00 1504.00 1490.00 1426.00 1434.00 1435.00 1418.00 74.00 69.00 69.00 72.00
2019-07-16 1489.00 1497.00 1506.00 1487.00 1420.00 1425.00 1434.00 1417.00 69.00 72.00 72.00 70.00
2019-07-15 1486.00 1494.00 1498.00 1474.00 1414.00 1423.00 1423.00 1403.00 72.00 71.00 75.00 71.00
2019-07-12 1486.00 1485.00 1486.00 1477.00 1424.00 1414.00 1428.00 1402.00 62.00 71.00 58.00 75.00
2019-07-11 1487.00 1484.00 1492.00 1483.00 1426.00 1424.00 1433.00 1420.00 61.00 60.00 59.00 63.00
2019-07-10 1500.00 1484.00 1501.00 1465.00 1446.00 1424.00 1447.00 1416.00 54.00 60.00 54.00 49.00
2019-07-09 1489.00 1503.00 1511.00 1489.00 1431.00 1447.00 1455.00 1431.00 58.00 56.00 56.00 58.00
2019-07-08 1481.00 1489.00 1490.00 1480.00 1429.00 1432.00 1434.00 1425.00 52.00 57.00 56.00 55.00
2019-07-05 1489.00 1483.00 1496.00 1474.00 1430.00 1427.00 1439.00 1423.00 59.00 56.00 57.00 51.00
2019-07-04 1488.00 1488.00 1493.00 1479.00 1434.00 1430.00 1434.00 1420.00 54.00 58.00 59.00 59.00
2019-07-03 1505.00 1485.00 1514.00 1480.00 1449.00 1430.00 1457.00 1426.00 56.00 55.00 57.00 54.00
2019-07-02 1504.00 1508.00 1520.00 1502.00 1442.00 1450.00 1456.00 1439.00 62.00 58.00 64.00 63.00
2019-07-01 1496.00 1506.00 1509.00 1487.00 1437.00 1443.00 1448.00 1433.00 59.00 63.00 61.00 54.00
2019-06-28 1496.00 1492.00 1510.00 1487.00 1439.00 1435.00 1453.00 1433.00 57.00 57.00 57.00 54.00
2019-06-27 1502.00 1495.00 1507.00 1493.00 1447.00 1439.00 1451.00 1439.00 55.00 56.00 56.00 54.00
2019-06-26 1488.00 1508.00 1517.00 1483.00 1431.00 1449.00 1456.00 1427.00 57.00 59.00 61.00 56.00
2019-06-25 1486.00 1486.00 1491.00 1484.00 1430.00 1430.00 1433.00 1428.00 56.00 56.00 58.00 56.00
2019-06-24 1485.00 1489.00 1495.00 1481.00 1425.00 1431.00 1435.00 1423.00 60.00 58.00 60.00 58.00
2019-06-21 1487.00 1485.00 1491.00 1480.00 1419.00 1424.00 1429.00 1417.00 68.00 61.00 62.00 63.00
2019-06-20 1478.00 1487.00 1497.00 1472.00 1415.00 1419.00 1425.00 1411.00 63.00 68.00 72.00 61.00
2019-06-19 1468.00 1476.00 1482.00 1461.00 1411.00 1414.00 1420.00 1408.00 57.00 62.00 62.00 53.00
2019-06-18 1458.00 1466.00 1472.00 1454.00 1406.00 1411.00 1414.00 1405.00 52.00 55.00 58.00 49.00
2019-06-17 1466.00 1458.00 1473.00 1453.00 1414.00 1407.00 1419.00 1404.00 52.00 51.00 54.00 49.00
2019-06-14 1464.00 1463.00 1471.00 1455.00 1410.00 1413.00 1420.00 1404.00 54.00 50.00 51.00 51.00
2019-06-13 1448.00 1463.00 1469.00 1448.00 1396.00 1409.00 1416.00 1395.00 52.00 54.00 53.00 53.00
2019-06-12 1477.00 1448.00 1486.00 1444.00 1420.00 1395.00 1425.00 1391.00 57.00 53.00 61.00 53.00
2019-06-11 1410.00 1463.00 1463.00 1410.00 1360.00 1411.00 1411.00 1360.00 50.00 52.00 52.00 50.00
2019-06-10 1398.00 1404.00 1418.00 1398.00 1344.00 1356.00 1364.00 1344.00 54.00 48.00 54.00 54.00
2019-06-06 1374.00 1396.00 1397.00 1366.00 1316.00 1344.00 1345.00 1311.00 58.00 52.00 52.00 55.00
2019-06-05 1370.00 1374.00 1382.00 1369.00 1316.00 1316.00 1328.00 1315.00 54.00 58.00 54.00 54.00
2019-06-04 1377.00 1369.00 1378.00 1358.00 1324.00 1316.00 1324.00 1302.00 53.00 53.00 54.00 56.00
2019-06-03 1377.00 1377.00 1386.00 1364.00 1326.00 1321.00 1332.00 1313.00 51.00 56.00 54.00 51.00
2019-05-31 1381.00 1377.00 1387.00 1373.00 1335.00 1326.00 1340.00 1324.00 46.00 51.00 47.00 49.00
2019-05-30 1381.00 1383.00 1408.00 1376.00 1338.00 1338.00 1361.00 1334.00 43.00 45.00 47.00 42.00
2019-05-29 1390.00 1384.00 1392.00 1381.00 1345.00 1339.00 1348.00 1336.00 45.00 45.00 44.00 45.00
2019-05-28 1403.00 1388.00 1404.00 1382.00 1356.00 1343.00 1356.00 1335.00 47.00 45.00 48.00 47.00
2019-05-27 1396.00 1403.00 1426.00 1396.00 1354.00 1355.00 1373.00 1353.00 42.00 48.00 53.00 43.00
2019-05-24 1396.00 1398.00 1404.00 1387.00 1348.00 1353.00 1367.00 1343.00 48.00 45.00 37.00 44.00
2019-05-23 1420.00 1396.00 1424.00 1395.00 1372.00 1349.00 1375.00 1348.00 48.00 47.00 49.00 47.00
2019-05-22 1405.00 1421.00 1427.00 1394.00 1358.00 1375.00 1375.00 1350.00 47.00 46.00 52.00 44.00
2019-05-21 1401.00 1407.00 1417.00 1396.00 1349.00 1357.00 1370.00 1346.00 52.00 50.00 47.00 50.00
2019-05-20 1405.00 1400.00 1408.00 1395.00 1355.00 1351.00 1355.00 1342.00 50.00 49.00 53.00 53.00
2019-05-17 1396.00 1406.00 1414.00 1392.00 1342.00 1353.00 1357.00 1340.00 54.00 53.00 57.00 52.00
2019-05-16 1392.00 1395.00 1404.00 1387.00 1331.00 1342.00 1346.00 1326.00 61.00 53.00 58.00 61.00
2019-05-15 1365.00 1393.00 1395.00 1361.00 1308.00 1332.00 1336.00 1304.00 57.00 61.00 59.00 57.00
2019-05-14 1375.00 1362.00 1375.00 1361.00 1321.00 1306.00 1322.00 1304.00 54.00 56.00 53.00 57.00
2019-05-13 1361.00 1372.00 1374.00 1355.00 1310.00 1319.00 1320.00 1306.00 51.00 53.00 54.00 49.00
2019-05-10 1355.00 1360.00 1361.00 1351.00 1309.00 1310.00 1312.00 1303.00 46.00 50.00 49.00 48.00
2019-05-09 1337.00 1354.00 1359.00 1335.00 1293.00 1309.00 1312.00 1291.00 44.00 45.00 47.00 44.00
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