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
2025-02-14 1270.00 1261.00 1281.00 1253.00 1326.00 1315.00 1332.00 1309.00 -56.00 -54.00 -51.00 -56.00
2025-02-13 1323.00 1271.00 1337.00 1267.00 1378.00 1327.00 1388.00 1323.00 -55.00 -56.00 -51.00 -56.00
2025-02-12 1319.00 1322.00 1328.00 1308.00 1375.00 1375.00 1384.00 1364.00 -56.00 -53.00 -56.00 -56.00
2025-02-11 1350.00 1323.00 1352.00 1319.00 1396.00 1382.00 1403.00 1376.00 -46.00 -59.00 -51.00 -57.00
2025-02-10 1340.00 1348.00 1350.00 1316.00 1401.00 1399.00 1405.00 1373.00 -61.00 -51.00 -55.00 -57.00
2025-02-07 1333.00 1342.00 1362.00 1326.00 1389.00 1404.00 1415.00 1379.00 -56.00 -62.00 -53.00 -53.00
2025-02-06 1334.00 1337.00 1344.00 1328.00 1380.00 1390.00 1394.00 1375.00 -46.00 -53.00 -50.00 -47.00
2025-02-05 1336.00 1328.00 1358.00 1322.00 1397.00 1378.00 1413.00 1373.00 -61.00 -50.00 -55.00 -51.00
2025-01-27 1397.00 1362.00 1397.00 1361.00 1441.00 1414.00 1443.00 1411.00 -44.00 -52.00 -46.00 -50.00
2025-01-24 1384.00 1397.00 1401.00 1372.00 1429.00 1441.00 1445.00 1418.00 -45.00 -44.00 -44.00 -46.00
2025-01-23 1396.00 1387.00 1411.00 1382.00 1434.00 1431.00 1454.00 1426.00 -38.00 -44.00 -43.00 -44.00
2025-01-22 1407.00 1397.00 1409.00 1387.00 1449.00 1437.00 1452.00 1431.00 -42.00 -40.00 -43.00 -44.00
2025-01-21 1416.00 1409.00 1429.00 1403.00 1458.00 1448.00 1475.00 1446.00 -42.00 -39.00 -46.00 -43.00
2025-01-20 1450.00 1417.00 1454.00 1404.00 1478.00 1457.00 1499.00 1443.00 -28.00 -40.00 -45.00 -39.00
2025-01-17 1436.00 1454.00 1466.00 1418.00 1468.00 1482.00 1494.00 1445.00 -32.00 -28.00 -28.00 -27.00
2025-01-16 1394.00 1436.00 1439.00 1384.00 1428.00 1471.00 1472.00 1417.00 -34.00 -35.00 -33.00 -33.00
2025-01-15 1391.00 1391.00 1403.00 1380.00 1425.00 1426.00 1437.00 1416.00 -34.00 -35.00 -34.00 -36.00
2025-01-14 1360.00 1391.00 1394.00 1354.00 1400.00 1428.00 1432.00 1389.00 -40.00 -37.00 -38.00 -35.00
2025-01-13 1315.00 1362.00 1375.00 1310.00 1351.00 1400.00 1410.00 1348.00 -36.00 -38.00 -35.00 -38.00
2025-01-10 1320.00 1309.00 1324.00 1306.00 1358.00 1347.00 1363.00 1345.00 -38.00 -38.00 -39.00 -39.00
2025-01-09 1296.00 1319.00 1326.00 1292.00 1339.00 1357.00 1364.00 1335.00 -43.00 -38.00 -38.00 -43.00
2025-01-08 1332.00 1294.00 1338.00 1292.00 1365.00 1339.00 1382.00 1338.00 -33.00 -45.00 -44.00 -46.00
2025-01-07 1344.00 1335.00 1354.00 1329.00 1371.00 1367.00 1385.00 1362.00 -27.00 -32.00 -31.00 -33.00
2025-01-06 1344.00 1336.00 1362.00 1327.00 1378.00 1366.00 1395.00 1362.00 -34.00 -30.00 -33.00 -35.00
2025-01-03 1335.00 1342.00 1346.00 1323.00 1381.00 1375.00 1385.00 1366.00 -46.00 -33.00 -39.00 -43.00
2025-01-02 1326.00 1338.00 1347.00 1323.00 1163.00 1180.00 1180.00 1160.00 163.00 158.00 167.00 163.00
2024-12-31 1344.00 1327.00 1345.00 1317.00 1188.00 1160.00 1192.00 1156.00 156.00 167.00 153.00 161.00
2024-12-30 1336.00 1344.00 1351.00 1323.00 1195.00 1188.00 1206.00 1184.00 141.00 156.00 145.00 139.00
2024-12-27 1344.00 1336.00 1348.00 1331.00 1213.00 1194.00 1214.00 1186.00 131.00 142.00 134.00 145.00
2024-12-26 1364.00 1346.00 1375.00 1341.00 1226.00 1213.00 1238.00 1206.00 138.00 133.00 137.00 135.00
2024-12-25 1395.00 1368.00 1399.00 1362.00 1254.00 1231.00 1257.00 1226.00 141.00 137.00 142.00 136.00
2024-12-24 1379.00 1396.00 1398.00 1366.00 1240.00 1254.00 1256.00 1232.00 139.00 142.00 142.00 134.00
2024-12-23 1370.00 1372.00 1386.00 1356.00 1223.00 1236.00 1249.00 1216.00 147.00 136.00 137.00 140.00
2024-12-20 1400.00 1373.00 1400.00 1368.00 1259.00 1230.00 1259.00 1230.00 141.00 143.00 141.00 138.00
2024-12-19 1376.00 1398.00 1416.00 1367.00 1248.00 1254.00 1268.00 1239.00 128.00 144.00 148.00 128.00
2024-12-18 1372.00 1373.00 1391.00 1362.00 1246.00 1238.00 1250.00 1231.00 126.00 135.00 141.00 131.00
2024-12-17 1363.00 1372.00 1382.00 1349.00 1220.00 1243.00 1250.00 1219.00 143.00 129.00 132.00 130.00
2024-12-16 1373.00 1363.00 1377.00 1329.00 1229.00 1221.00 1230.00 1197.00 144.00 142.00 147.00 132.00
2024-12-13 1402.00 1375.00 1409.00 1372.00 1234.00 1227.00 1244.00 1223.00 168.00 148.00 165.00 149.00
2024-12-12 1234.00 1247.00 1252.00 1227.00 1398.00 1415.00 1418.00 1388.00 -164.00 -168.00 -166.00 -161.00
2024-12-11 1225.00 1230.00 1237.00 1218.00 1393.00 1393.00 1406.00 1380.00 -168.00 -163.00 -169.00 -162.00
2024-12-10 1235.00 1226.00 1268.00 1221.00 1391.00 1393.00 1439.00 1386.00 -156.00 -167.00 -171.00 -165.00
2024-12-09 1198.00 1204.00 1211.00 1186.00 1369.00 1352.00 1381.00 1342.00 -171.00 -148.00 -170.00 -156.00
2024-12-06 1200.00 1204.00 1212.00 1189.00 1370.00 1374.00 1386.00 1361.00 -170.00 -170.00 -174.00 -172.00
2024-12-05 1248.00 1201.00 1250.00 1189.00 1401.00 1371.00 1402.00 1358.00 -153.00 -170.00 -152.00 -169.00
2024-12-04 1280.00 1249.00 1280.00 1243.00 1435.00 1403.00 1436.00 1401.00 -155.00 -154.00 -156.00 -158.00
2024-12-03 1294.00 1282.00 1294.00 1273.00 1448.00 1438.00 1448.00 1428.00 -154.00 -156.00 -154.00 -155.00
2024-12-02 1263.00 1294.00 1304.00 1249.00 1420.00 1447.00 1453.00 1411.00 -157.00 -153.00 -149.00 -162.00
2024-11-29 1250.00 1263.00 1275.00 1244.00 1394.00 1420.00 1426.00 1390.00 -144.00 -157.00 -151.00 -146.00
2024-11-28 1243.00 1246.00 1250.00 1227.00 1393.00 1392.00 1397.00 1380.00 -150.00 -146.00 -147.00 -153.00
2024-11-27 1242.00 1243.00 1255.00 1233.00 1391.00 1393.00 1410.00 1385.00 -149.00 -150.00 -155.00 -152.00
2024-11-26 1242.00 1242.00 1249.00 1216.00 1387.00 1390.00 1397.00 1367.00 -145.00 -148.00 -148.00 -151.00
2024-11-25 1240.00 1243.00 1267.00 1235.00 1379.00 1387.00 1406.00 1377.00 -139.00 -144.00 -139.00 -142.00
2024-11-22 1283.00 1240.00 1283.00 1230.00 1425.00 1381.00 1428.00 1375.00 -142.00 -141.00 -145.00 -145.00
2024-11-21 1252.00 1276.00 1288.00 1246.00 1400.00 1423.00 1433.00 1395.00 -148.00 -147.00 -145.00 -149.00
2024-11-20 1253.00 1251.00 1262.00 1242.00 1408.00 1398.00 1408.00 1393.00 -155.00 -147.00 -146.00 -151.00
2024-11-19 1235.00 1257.00 1263.00 1233.00 1387.00 1409.00 1413.00 1381.00 -152.00 -152.00 -150.00 -148.00
2024-11-18 1264.00 1239.00 1270.00 1223.00 1406.00 1390.00 1415.00 1375.00 -142.00 -151.00 -145.00 -152.00
2024-11-15 1290.00 1258.00 1301.00 1254.00 1425.00 1405.00 1435.00 1398.00 -135.00 -147.00 -134.00 -144.00
2024-11-14 1340.00 1282.00 1340.00 1280.00 1470.00 1419.00 1475.00 1416.00 -130.00 -137.00 -135.00 -136.00
2024-11-13 1315.00 1336.00 1346.00 1301.00 1453.00 1467.00 1483.00 1442.00 -138.00 -131.00 -137.00 -141.00
2024-11-12 1320.00 1315.00 1325.00 1284.00 1440.00 1455.00 1466.00 1430.00 -120.00 -140.00 -141.00 -146.00
2024-11-11 1340.00 1326.00 1381.00 1298.00 1469.00 1445.00 1513.00 1423.00 -129.00 -119.00 -132.00 -125.00
2024-11-08 1389.00 1353.00 1410.00 1342.00 1530.00 1480.00 1539.00 1471.00 -141.00 -127.00 -129.00 -129.00
2024-11-07 1375.00 1385.00 1396.00 1351.00 1526.00 1523.00 1535.00 1503.00 -151.00 -138.00 -139.00 -152.00
2024-11-06 1400.00 1383.00 1408.00 1364.00 1540.00 1533.00 1544.00 1520.00 -140.00 -150.00 -136.00 -156.00
2024-11-05 1342.00 1387.00 1395.00 1327.00 1505.00 1531.00 1540.00 1478.00 -163.00 -144.00 -145.00 -151.00
2024-11-04 1375.00 1337.00 1380.00 1293.00 1534.00 1500.00 1542.00 1468.00 -159.00 -163.00 -162.00 -175.00
2024-11-01 1348.00 1365.00 1372.00 1337.00 1522.00 1531.00 1537.00 1508.00 -174.00 -166.00 -165.00 -171.00
2024-10-31 1378.00 1357.00 1383.00 1340.00 1535.00 1526.00 1544.00 1510.00 -157.00 -169.00 -161.00 -170.00
2024-10-30 1386.00 1369.00 1416.00 1327.00 1528.00 1529.00 1561.00 1491.00 -142.00 -160.00 -145.00 -164.00
2024-10-29 1405.00 1367.00 1426.00 1351.00 1537.00 1513.00 1557.00 1498.00 -132.00 -146.00 -131.00 -147.00
2024-10-28 1341.00 1412.00 1419.00 1320.00 1491.00 1546.00 1549.00 1468.00 -150.00 -134.00 -130.00 -148.00
2024-10-25 1354.00 1349.00 1370.00 1328.00 1484.00 1496.00 1507.00 1472.00 -130.00 -147.00 -137.00 -144.00
2024-10-24 1260.00 1349.00 1356.00 1257.00 1411.00 1481.00 1483.00 1408.00 -151.00 -132.00 -127.00 -151.00
2024-10-23 1268.00 1255.00 1293.00 1238.00 1432.00 1409.00 1445.00 1397.00 -164.00 -154.00 -152.00 -159.00
2024-10-22 1248.00 1265.00 1278.00 1231.00 1410.00 1427.00 1441.00 1396.00 -162.00 -162.00 -163.00 -165.00
2024-10-21 1230.00 1246.00 1248.00 1215.00 1397.00 1411.00 1422.00 1383.00 -167.00 -165.00 -174.00 -168.00
2024-10-18 1190.00 1230.00 1251.00 1181.00 1350.00 1397.00 1421.00 1338.00 -160.00 -167.00 -170.00 -157.00
2024-10-17 1319.00 1184.00 1336.00 1184.00 1470.00 1341.00 1488.00 1335.00 -151.00 -157.00 -152.00 -151.00
2024-10-16 1304.00 1310.00 1336.00 1283.00 1453.00 1460.00 1495.00 1440.00 -149.00 -150.00 -159.00 -157.00
2024-10-15 1218.00 1294.00 1317.00 1208.00 1377.00 1448.00 1474.00 1369.00 -159.00 -154.00 -157.00 -161.00
2024-10-14 1184.00 1226.00 1248.00 1164.00 1343.00 1386.00 1401.00 1330.00 -159.00 -160.00 -153.00 -166.00
2024-10-11 1154.00 1184.00 1185.00 1150.00 1326.00 1344.00 1346.00 1321.00 -172.00 -160.00 -161.00 -171.00
2024-10-10 1175.00 1149.00 1204.00 1136.00 1312.00 1324.00 1369.00 1286.00 -137.00 -175.00 -165.00 -150.00
2024-10-09 1213.00 1187.00 1226.00 1180.00 1335.00 1327.00 1360.00 1309.00 -122.00 -140.00 -134.00 -129.00
2024-10-08 1338.00 1212.00 1351.00 1184.00 1456.00 1334.00 1480.00 1316.00 -118.00 -122.00 -129.00 -132.00
2024-09-30 1205.00 1290.00 1290.00 1194.00 1329.00 1425.00 1436.00 1317.00 -124.00 -135.00 -146.00 -123.00
2024-09-27 1160.00 1206.00 1208.00 1144.00 1300.00 1329.00 1331.00 1287.00 -140.00 -123.00 -123.00 -143.00
2024-09-26 1123.00 1143.00 1162.00 1105.00 1249.00 1276.00 1281.00 1238.00 -126.00 -133.00 -119.00 -133.00
2024-09-25 1117.00 1129.00 1186.00 1111.00 1241.00 1250.00 1313.00 1235.00 -124.00 -121.00 -127.00 -124.00
2024-09-24 1064.00 1115.00 1122.00 1056.00 1175.00 1242.00 1245.00 1170.00 -111.00 -127.00 -123.00 -114.00
2024-09-23 1034.00 1062.00 1075.00 1022.00 1146.00 1177.00 1184.00 1133.00 -112.00 -115.00 -109.00 -111.00
2024-09-20 1066.00 1038.00 1068.00 1030.00 1188.00 1146.00 1188.00 1139.00 -122.00 -108.00 -120.00 -109.00
2024-09-19 1030.00 1069.00 1074.00 1017.00 1137.00 1186.00 1189.00 1130.00 -107.00 -117.00 -115.00 -113.00
2024-09-18 1016.00 1030.00 1041.00 1004.00 1145.00 1138.00 1146.00 1112.00 -129.00 -108.00 -105.00 -108.00
2024-09-13 1048.00 1021.00 1064.00 1018.00 1154.00 1146.00 1176.00 1145.00 -106.00 -125.00 -112.00 -127.00
2024-09-12 1093.00 1048.00 1093.00 1029.00 1184.00 1151.00 1189.00 1140.00 -91.00 -103.00 -96.00 -111.00
2024-09-11 1084.00 1089.00 1094.00 1057.00 1180.00 1183.00 1185.00 1147.00 -96.00 -94.00 -91.00 -90.00
2024-09-10 1121.00 1086.00 1123.00 1086.00 1205.00 1179.00 1206.00 1178.00 -84.00 -93.00 -83.00 -92.00
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