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
2019-05-08 1334.00 1338.00 1342.00 1330.00 1291.00 1293.00 1299.00 1286.00 43.00 45.00 43.00 44.00
2019-05-07 1341.00 1334.00 1344.00 1333.00 1305.00 1291.00 1308.00 1290.00 36.00 43.00 36.00 43.00
2019-05-06 1350.00 1340.00 1370.00 1337.00 1316.00 1304.00 1335.00 1303.00 34.00 36.00 35.00 34.00
2019-04-30 1354.00 1354.00 1361.00 1348.00 1319.00 1321.00 1326.00 1313.00 35.00 33.00 35.00 35.00
2019-04-29 1360.00 1352.00 1364.00 1350.00 1326.00 1318.00 1329.00 1316.00 34.00 34.00 35.00 34.00
2019-04-26 1354.00 1360.00 1369.00 1344.00 1321.00 1326.00 1334.00 1311.00 33.00 34.00 35.00 33.00
2019-04-25 1358.00 1356.00 1363.00 1352.00 1321.00 1322.00 1328.00 1319.00 37.00 34.00 35.00 33.00
2019-04-24 1357.00 1356.00 1362.00 1351.00 1335.00 1329.00 1335.00 1326.00 22.00 27.00 27.00 25.00
2019-04-23 1353.00 1359.00 1366.00 1349.00 1324.00 1330.00 1332.00 1318.00 29.00 29.00 34.00 31.00
2019-04-22 1340.00 1351.00 1361.00 1337.00 1315.00 1322.00 1325.00 1313.00 25.00 29.00 36.00 24.00
2019-04-19 1322.00 1342.00 1343.00 1315.00 1287.00 1316.00 1318.00 1284.00 35.00 26.00 25.00 31.00
2019-04-18 1336.00 1320.00 1337.00 1320.00 1295.00 1286.00 1295.00 1284.00 41.00 34.00 42.00 36.00
2019-04-17 1338.00 1335.00 1341.00 1334.00 1286.00 1294.00 1295.00 1284.00 52.00 41.00 46.00 50.00
2019-04-16 1285.00 1286.00 1290.00 1283.00 1333.00 1341.00 1344.00 1326.00 -48.00 -55.00 -54.00 -43.00
2019-04-15 1292.00 1285.00 1295.00 1278.00 1336.00 1330.00 1337.00 1328.00 -44.00 -45.00 -42.00 -50.00
2019-04-12 1320.00 1293.00 1332.00 1291.00 1340.00 1332.00 1347.00 1328.00 -20.00 -39.00 -15.00 -37.00
2019-04-11 1301.00 1317.00 1322.00 1290.00 1327.00 1337.00 1345.00 1323.00 -26.00 -20.00 -23.00 -33.00
2019-04-10 1284.00 1297.00 1299.00 1283.00 1315.00 1328.00 1332.00 1312.00 -31.00 -31.00 -33.00 -29.00
2019-04-09 1296.00 1282.00 1298.00 1280.00 1315.00 1315.00 1325.00 1310.00 -19.00 -33.00 -27.00 -30.00
2019-04-08 1289.00 1295.00 1298.00 1285.00 1309.00 1316.00 1321.00 1301.00 -20.00 -21.00 -23.00 -16.00
2019-04-04 1284.00 1292.00 1300.00 1283.00 1296.00 1307.00 1308.00 1295.00 -12.00 -15.00 -8.00 -12.00
2019-04-03 1290.00 1281.00 1293.00 1277.00 1291.00 1296.00 1299.00 1286.00 -1.00 -15.00 -6.00 -9.00
2019-04-02 1294.00 1292.00 1297.00 1290.00 1294.00 1291.00 1299.00 1289.00 0.00 1.00 -2.00 1.00
2019-04-01 1300.00 1294.00 1304.00 1288.00 1293.00 1296.00 1300.00 1285.00 7.00 -2.00 4.00 3.00
2019-03-29 1290.00 1297.00 1300.00 1286.00 1276.00 1291.00 1293.00 1273.00 14.00 6.00 7.00 13.00
2019-03-28 1291.00 1292.00 1298.00 1289.00 1277.00 1278.00 1285.00 1275.00 14.00 14.00 13.00 14.00
2019-03-27 1282.00 1293.00 1297.00 1282.00 1275.00 1277.00 1286.00 1275.00 7.00 16.00 11.00 7.00
2019-03-26 1285.00 1280.00 1287.00 1278.00 1276.00 1274.00 1278.00 1271.00 9.00 6.00 9.00 7.00
2019-03-25 1290.00 1286.00 1293.00 1283.00 1279.00 1276.00 1282.00 1273.00 11.00 10.00 11.00 10.00
2019-03-22 1282.00 1291.00 1295.00 1282.00 1276.00 1281.00 1282.00 1270.00 6.00 10.00 13.00 12.00
2019-03-21 1279.00 1285.00 1288.00 1277.00 1273.00 1276.00 1279.00 1270.00 6.00 9.00 9.00 7.00
2019-03-20 1269.00 1280.00 1281.00 1268.00 1267.00 1273.00 1274.00 1266.00 2.00 7.00 7.00 2.00
2019-03-19 1282.00 1266.00 1287.00 1265.00 1279.00 1263.00 1283.00 1263.00 3.00 3.00 4.00 2.00
2019-03-18 1290.00 1281.00 1301.00 1279.00 1288.00 1279.00 1294.00 1278.00 2.00 2.00 7.00 1.00
2019-03-15 1287.00 1292.00 1298.00 1280.00 1288.00 1289.00 1295.00 1283.00 -1.00 3.00 3.00 -3.00
2019-03-14 1280.00 1288.00 1290.00 1277.00 1279.00 1288.00 1290.00 1278.00 1.00 0.00 0.00 -1.00
2019-03-13 1292.00 1281.00 1295.00 1276.00 1286.00 1280.00 1287.00 1275.00 6.00 1.00 8.00 1.00
2019-03-12 1288.00 1292.00 1295.00 1285.00 1279.00 1285.00 1287.00 1279.00 9.00 7.00 8.00 6.00
2019-03-11 1303.00 1289.00 1304.00 1283.00 1288.00 1281.00 1293.00 1275.00 15.00 8.00 11.00 8.00
2019-03-08 1309.00 1305.00 1316.00 1302.00 1296.00 1290.00 1302.00 1289.00 13.00 15.00 14.00 13.00
2019-03-07 1305.00 1306.00 1318.00 1302.00 1291.00 1294.00 1302.00 1290.00 14.00 12.00 16.00 12.00
2019-03-06 1303.00 1305.00 1310.00 1296.00 1290.00 1291.00 1297.00 1283.00 13.00 14.00 13.00 13.00
2019-03-05 1315.00 1308.00 1321.00 1307.00 1303.00 1296.00 1306.00 1293.00 12.00 12.00 15.00 14.00
2019-03-04 1331.00 1316.00 1338.00 1305.00 1310.00 1303.00 1314.00 1288.00 21.00 13.00 24.00 17.00
2019-03-01 1322.00 1333.00 1335.00 1318.00 1297.00 1309.00 1312.00 1296.00 25.00 24.00 23.00 22.00
2019-02-28 1365.00 1325.00 1374.00 1322.00 1336.00 1303.00 1341.00 1300.00 29.00 22.00 33.00 22.00
2019-02-27 1359.00 1362.00 1370.00 1357.00 1332.00 1334.00 1340.00 1328.00 27.00 28.00 30.00 29.00
2019-02-26 1358.00 1359.00 1363.00 1346.00 1330.00 1333.00 1337.00 1320.00 28.00 26.00 26.00 26.00
2019-02-25 1357.00 1357.00 1366.00 1348.00 1332.00 1331.00 1339.00 1326.00 25.00 26.00 27.00 22.00
2019-02-22 1355.00 1355.00 1358.00 1345.00 1333.00 1332.00 1333.00 1321.00 22.00 23.00 25.00 24.00
2019-02-21 1352.00 1358.00 1367.00 1339.00 1335.00 1334.00 1340.00 1316.00 17.00 24.00 27.00 23.00
2019-02-20 1359.00 1355.00 1362.00 1345.00 1344.00 1337.00 1345.00 1330.00 15.00 18.00 17.00 15.00
2019-02-19 1328.00 1358.00 1359.00 1324.00 1317.00 1343.00 1344.00 1316.00 11.00 15.00 15.00 8.00
2019-02-18 1329.00 1327.00 1335.00 1321.00 1318.00 1316.00 1324.00 1312.00 11.00 11.00 11.00 9.00
2019-02-15 1343.00 1329.00 1346.00 1321.00 1330.00 1318.00 1334.00 1311.00 13.00 11.00 12.00 10.00
2019-02-14 1352.00 1342.00 1355.00 1340.00 1338.00 1330.00 1341.00 1328.00 14.00 12.00 14.00 12.00
2019-02-13 1365.00 1353.00 1370.00 1350.00 1353.00 1339.00 1358.00 1337.00 12.00 14.00 12.00 13.00
2019-02-12 1383.00 1365.00 1383.00 1363.00 1371.00 1353.00 1371.00 1352.00 12.00 12.00 12.00 11.00
2019-02-11 1390.00 1382.00 1396.00 1377.00 1383.00 1370.00 1383.00 1366.00 7.00 12.00 13.00 11.00
2019-02-01 1366.00 1380.00 1384.00 1364.00 1354.00 1366.00 1372.00 1353.00 12.00 14.00 12.00 11.00
2019-01-31 1356.00 1366.00 1372.00 1356.00 1348.00 1354.00 1359.00 1344.00 8.00 12.00 13.00 12.00
2019-01-30 1340.00 1356.00 1366.00 1339.00 1334.00 1347.00 1354.00 1332.00 6.00 9.00 12.00 7.00
2019-01-29 1339.00 1340.00 1346.00 1336.00 1332.00 1332.00 1338.00 1329.00 7.00 8.00 8.00 7.00
2019-01-28 1343.00 1340.00 1362.00 1340.00 1331.00 1333.00 1353.00 1330.00 12.00 7.00 9.00 10.00
2019-01-25 1338.00 1341.00 1350.00 1334.00 1326.00 1330.00 1340.00 1324.00 12.00 11.00 10.00 10.00
2019-01-24 1334.00 1338.00 1339.00 1328.00 1324.00 1327.00 1329.00 1318.00 10.00 11.00 10.00 10.00
2019-01-23 1335.00 1335.00 1342.00 1330.00 1324.00 1323.00 1331.00 1320.00 11.00 12.00 11.00 10.00
2019-01-22 1340.00 1333.00 1340.00 1330.00 1328.00 1323.00 1329.00 1320.00 12.00 10.00 11.00 10.00
2019-01-21 1314.00 1343.00 1347.00 1310.00 1307.00 1330.00 1335.00 1304.00 7.00 13.00 12.00 6.00
2019-01-18 1307.00 1311.00 1314.00 1294.00 1298.00 1305.00 1308.00 1287.00 9.00 6.00 6.00 7.00
2019-01-17 1315.00 1306.00 1319.00 1305.00 1304.00 1297.00 1306.00 1297.00 11.00 9.00 13.00 8.00
2019-01-16 1305.00 1317.00 1322.00 1304.00 1299.00 1305.00 1310.00 1296.00 6.00 12.00 12.00 8.00
2019-01-15 1320.00 1308.00 1320.00 1306.00 1305.00 1299.00 1306.00 1296.00 15.00 9.00 14.00 10.00
2019-01-14 1323.00 1317.00 1324.00 1315.00 1308.00 1303.00 1310.00 1303.00 15.00 14.00 14.00 12.00
2019-01-11 1307.00 1323.00 1326.00 1307.00 1295.00 1310.00 1312.00 1295.00 12.00 13.00 14.00 12.00
2019-01-10 1308.00 1307.00 1316.00 1305.00 1299.00 1295.00 1306.00 1294.00 9.00 12.00 10.00 11.00
2019-01-09 1310.00 1309.00 1315.00 1303.00 1299.00 1299.00 1305.00 1295.00 11.00 10.00 10.00 8.00
2019-01-08 1316.00 1310.00 1317.00 1306.00 1306.00 1299.00 1306.00 1297.00 10.00 11.00 11.00 9.00
2019-01-07 1316.00 1316.00 1319.00 1306.00 1306.00 1305.00 1310.00 1297.00 10.00 11.00 9.00 9.00
2019-01-04 1303.00 1316.00 1318.00 1300.00 1294.00 1306.00 1310.00 1291.00 9.00 10.00 8.00 9.00
2019-01-03 1282.00 1303.00 1305.00 1281.00 1275.00 1295.00 1296.00 1273.00 7.00 8.00 9.00 8.00
2019-01-02 1298.00 1284.00 1298.00 1283.00 1292.00 1276.00 1292.00 1275.00 6.00 8.00 6.00 8.00
2018-12-28 1281.00 1294.00 1295.00 1278.00 1278.00 1285.00 1287.00 1273.00 3.00 9.00 8.00 5.00
2018-12-27 1284.00 1284.00 1303.00 1277.00 1315.00 1307.00 1316.00 1306.00 -31.00 -23.00 -13.00 -29.00
2018-12-26 1281.00 1283.00 1288.00 1275.00 1310.00 1314.00 1318.00 1309.00 -29.00 -31.00 -30.00 -34.00
2018-12-25 1283.00 1281.00 1287.00 1268.00 1312.00 1312.00 1317.00 1305.00 -29.00 -31.00 -30.00 -37.00
2018-12-24 1301.00 1282.00 1305.00 1277.00 1323.00 1314.00 1328.00 1310.00 -22.00 -32.00 -23.00 -33.00
2018-12-21 1298.00 1299.00 1309.00 1296.00 1315.00 1320.00 1325.00 1313.00 -17.00 -21.00 -16.00 -17.00
2018-12-20 1298.00 1301.00 1307.00 1288.00 1314.00 1315.00 1320.00 1313.00 -16.00 -14.00 -13.00 -25.00
2018-12-19 1295.00 1295.00 1301.00 1288.00 1310.00 1314.00 1317.00 1305.00 -15.00 -19.00 -16.00 -17.00
2018-12-18 1308.00 1298.00 1313.00 1293.00 1310.00 1312.00 1315.00 1305.00 -2.00 -14.00 -2.00 -12.00
2018-12-17 1298.00 1307.00 1311.00 1291.00 1301.00 1310.00 1314.00 1293.00 -3.00 -3.00 -3.00 -2.00
2018-12-14 1281.00 1297.00 1299.00 1278.00 1292.00 1298.00 1302.00 1292.00 -11.00 -1.00 -3.00 -14.00
2018-12-13 1273.00 1283.00 1288.00 1266.00 1294.00 1293.00 1305.00 1289.00 -21.00 -10.00 -17.00 -23.00
2018-12-12 1307.00 1293.00 1310.00 1293.00 1266.00 1272.00 1275.00 1264.00 41.00 21.00 35.00 29.00
2018-12-11 1325.00 1306.00 1327.00 1302.00 1269.00 1266.00 1285.00 1260.00 56.00 40.00 42.00 42.00
2018-12-10 1332.00 1328.00 1340.00 1325.00 1270.00 1270.00 1285.00 1263.00 62.00 58.00 55.00 62.00
2018-12-07 1313.00 1331.00 1335.00 1309.00 1250.00 1270.00 1271.00 1249.00 63.00 61.00 64.00 60.00
2018-12-06 1316.00 1311.00 1318.00 1307.00 1254.00 1251.00 1260.00 1247.00 62.00 60.00 58.00 60.00
2018-12-05 1303.00 1314.00 1316.00 1303.00 1250.00 1254.00 1259.00 1244.00 53.00 60.00 57.00 59.00
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