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
2023-01-16 1679.00 1662.00 1680.00 1639.00 1725.00 1701.00 1726.00 1687.00 -46.00 -39.00 -46.00 -48.00
2023-01-13 1668.00 1680.00 1689.00 1641.00 1683.00 1695.00 1704.00 1657.00 -15.00 -15.00 -15.00 -16.00
2023-01-12 1676.00 1669.00 1688.00 1663.00 1722.00 1716.00 1733.00 1711.00 -46.00 -47.00 -45.00 -48.00
2023-01-11 1654.00 1679.00 1684.00 1649.00 1598.00 1623.00 1627.00 1593.00 56.00 56.00 57.00 56.00
2023-01-10 1680.00 1654.00 1686.00 1643.00 1725.00 1707.00 1731.00 1690.00 -45.00 -53.00 -45.00 -47.00
2023-01-09 1691.00 1677.00 1698.00 1666.00 1730.00 1724.00 1738.00 1712.00 -39.00 -47.00 -40.00 -46.00
2023-01-06 1675.00 1692.00 1694.00 1663.00 1714.00 1733.00 1735.00 1701.00 -39.00 -41.00 -41.00 -38.00
2023-01-05 1657.00 1669.00 1687.00 1652.00 1699.00 1707.00 1726.00 1695.00 -42.00 -38.00 -39.00 -43.00
2023-01-04 1669.00 1662.00 1671.00 1638.00 1719.00 1704.00 1720.00 1681.00 -50.00 -42.00 -49.00 -43.00
2023-01-03 1654.00 1672.00 1684.00 1631.00 1722.00 1721.00 1737.00 1691.00 -68.00 -49.00 -53.00 -60.00
2022-12-30 1647.00 1660.00 1663.00 1631.00 1711.00 1721.00 1722.00 1692.00 -64.00 -61.00 -59.00 -61.00
2022-12-29 1657.00 1647.00 1664.00 1634.00 1718.00 1713.00 1726.00 1694.00 -61.00 -66.00 -62.00 -60.00
2022-12-28 1633.00 1656.00 1661.00 1617.00 1523.00 1524.00 1543.00 1505.00 110.00 132.00 118.00 112.00
2022-12-27 1581.00 1629.00 1637.00 1573.00 1485.00 1526.00 1534.00 1482.00 96.00 103.00 103.00 91.00
2022-12-26 1555.00 1577.00 1586.00 1553.00 1465.00 1477.00 1480.00 1461.00 90.00 100.00 106.00 92.00
2022-12-23 1541.00 1555.00 1563.00 1527.00 1461.00 1465.00 1474.00 1450.00 80.00 90.00 89.00 77.00
2022-12-22 1570.00 1544.00 1570.00 1538.00 1482.00 1460.00 1485.00 1457.00 88.00 84.00 85.00 81.00
2022-12-21 1551.00 1563.00 1567.00 1541.00 1458.00 1481.00 1490.00 1458.00 93.00 82.00 77.00 83.00
2022-12-20 1550.00 1549.00 1561.00 1530.00 1462.00 1462.00 1475.00 1444.00 88.00 87.00 86.00 86.00
2022-12-19 1576.00 1548.00 1579.00 1539.00 1475.00 1457.00 1482.00 1453.00 101.00 91.00 97.00 86.00
2022-12-16 1631.00 1580.00 1638.00 1558.00 1531.00 1482.00 1538.00 1466.00 100.00 98.00 100.00 92.00
2022-12-15 1580.00 1629.00 1639.00 1578.00 1505.00 1531.00 1547.00 1505.00 75.00 98.00 92.00 73.00
2022-12-14 1565.00 1574.00 1579.00 1557.00 1468.00 1497.00 1498.00 1468.00 97.00 77.00 81.00 89.00
2022-12-13 1537.00 1564.00 1567.00 1535.00 1444.00 1466.00 1469.00 1442.00 93.00 98.00 98.00 93.00
2022-12-12 1552.00 1537.00 1592.00 1534.00 1447.00 1439.00 1474.00 1435.00 105.00 98.00 118.00 99.00
2022-12-09 1416.00 1440.00 1450.00 1409.00 1510.00 1554.00 1559.00 1509.00 -94.00 -114.00 -109.00 -100.00
2022-12-08 1392.00 1405.00 1406.00 1380.00 1496.00 1506.00 1509.00 1486.00 -104.00 -101.00 -103.00 -106.00
2022-12-07 1418.00 1395.00 1422.00 1387.00 1526.00 1501.00 1535.00 1491.00 -108.00 -106.00 -113.00 -104.00
2022-12-06 1406.00 1413.00 1419.00 1394.00 1511.00 1526.00 1529.00 1500.00 -105.00 -113.00 -110.00 -106.00
2022-12-05 1395.00 1402.00 1411.00 1382.00 1485.00 1511.00 1525.00 1474.00 -90.00 -109.00 -114.00 -92.00
2022-12-02 1386.00 1393.00 1404.00 1384.00 1465.00 1481.00 1482.00 1457.00 -79.00 -88.00 -78.00 -73.00
2022-12-01 1390.00 1384.00 1406.00 1381.00 1468.00 1462.00 1488.00 1460.00 -78.00 -78.00 -82.00 -79.00
2022-11-30 1404.00 1386.00 1408.00 1376.00 1482.00 1464.00 1485.00 1451.00 -78.00 -78.00 -77.00 -75.00
2022-11-29 1410.00 1406.00 1422.00 1403.00 1477.00 1482.00 1500.00 1466.00 -67.00 -76.00 -78.00 -63.00
2022-11-28 1431.00 1408.00 1444.00 1397.00 1476.00 1473.00 1485.00 1451.00 -45.00 -65.00 -41.00 -54.00
2022-11-25 1388.00 1429.00 1434.00 1384.00 1440.00 1471.00 1471.00 1427.00 -52.00 -42.00 -37.00 -43.00
2022-11-24 1379.00 1386.00 1396.00 1372.00 1410.00 1435.00 1446.00 1407.00 -31.00 -49.00 -50.00 -35.00
2022-11-23 1367.00 1379.00 1393.00 1363.00 1412.00 1411.00 1429.00 1407.00 -45.00 -32.00 -36.00 -44.00
2022-11-22 1372.00 1364.00 1379.00 1356.00 1429.00 1413.00 1440.00 1410.00 -57.00 -49.00 -61.00 -54.00
2022-11-21 1366.00 1372.00 1383.00 1355.00 1430.00 1428.00 1445.00 1424.00 -64.00 -56.00 -62.00 -69.00
2022-11-18 1375.00 1366.00 1380.00 1350.00 1438.00 1431.00 1450.00 1412.00 -63.00 -65.00 -70.00 -62.00
2022-11-17 1412.00 1379.00 1422.00 1366.00 1474.00 1443.00 1477.00 1424.00 -62.00 -64.00 -55.00 -58.00
2022-11-16 1419.00 1415.00 1423.00 1404.00 1475.00 1473.00 1479.00 1464.00 -56.00 -58.00 -56.00 -60.00
2022-11-15 1394.00 1415.00 1421.00 1391.00 1457.00 1470.00 1484.00 1452.00 -63.00 -55.00 -63.00 -61.00
2022-11-14 1396.00 1394.00 1426.00 1382.00 1449.00 1459.00 1486.00 1440.00 -53.00 -65.00 -60.00 -58.00
2022-11-11 1376.00 1393.00 1408.00 1375.00 1424.00 1448.00 1460.00 1419.00 -48.00 -55.00 -52.00 -44.00
2022-11-10 1389.00 1381.00 1400.00 1366.00 1424.00 1424.00 1438.00 1410.00 -35.00 -43.00 -38.00 -44.00
2022-11-09 1385.00 1392.00 1399.00 1372.00 1431.00 1430.00 1439.00 1420.00 -46.00 -38.00 -40.00 -48.00
2022-11-08 1369.00 1382.00 1391.00 1364.00 1410.00 1431.00 1432.00 1407.00 -41.00 -49.00 -41.00 -43.00
2022-11-07 1405.00 1370.00 1410.00 1361.00 1426.00 1413.00 1429.00 1389.00 -21.00 -43.00 -19.00 -28.00
2022-11-04 1349.00 1393.00 1400.00 1349.00 1375.00 1418.00 1420.00 1375.00 -26.00 -25.00 -20.00 -26.00
2022-11-03 1354.00 1355.00 1363.00 1342.00 1375.00 1380.00 1385.00 1367.00 -21.00 -25.00 -22.00 -25.00
2022-11-02 1362.00 1354.00 1367.00 1332.00 1379.00 1375.00 1386.00 1358.00 -17.00 -21.00 -19.00 -26.00
2022-11-01 1349.00 1358.00 1364.00 1338.00 1358.00 1379.00 1384.00 1351.00 -9.00 -21.00 -20.00 -13.00
2022-10-31 1396.00 1346.00 1407.00 1339.00 1402.00 1358.00 1416.00 1352.00 -6.00 -12.00 -9.00 -13.00
2022-10-28 1385.00 1399.00 1403.00 1385.00 1393.00 1404.00 1408.00 1387.00 -8.00 -5.00 -5.00 -2.00
2022-10-27 1405.00 1385.00 1411.00 1382.00 1422.00 1394.00 1433.00 1389.00 -17.00 -9.00 -22.00 -7.00
2022-10-26 1405.00 1403.00 1415.00 1395.00 1420.00 1421.00 1439.00 1415.00 -15.00 -18.00 -24.00 -20.00
2022-10-25 1435.00 1407.00 1438.00 1405.00 1460.00 1422.00 1460.00 1420.00 -25.00 -15.00 -22.00 -15.00
2022-10-24 1458.00 1432.00 1475.00 1429.00 1458.00 1456.00 1490.00 1452.00 0.00 -24.00 -15.00 -23.00
2022-10-21 1458.00 1458.00 1472.00 1448.00 1461.00 1459.00 1471.00 1449.00 -3.00 -1.00 1.00 -1.00
2022-10-20 1460.00 1460.00 1472.00 1454.00 1458.00 1460.00 1471.00 1453.00 2.00 0.00 1.00 1.00
2022-10-19 1487.00 1460.00 1490.00 1454.00 1478.00 1459.00 1479.00 1452.00 9.00 1.00 11.00 2.00
2022-10-18 1493.00 1487.00 1496.00 1473.00 1485.00 1478.00 1485.00 1467.00 8.00 9.00 11.00 6.00
2022-10-17 1525.00 1493.00 1533.00 1483.00 1495.00 1480.00 1507.00 1471.00 30.00 13.00 26.00 12.00
2022-10-14 1505.00 1526.00 1532.00 1500.00 1490.00 1497.00 1509.00 1480.00 15.00 29.00 23.00 20.00
2022-10-13 1534.00 1510.00 1548.00 1503.00 1522.00 1492.00 1525.00 1491.00 12.00 18.00 23.00 12.00
2022-10-12 1537.00 1537.00 1544.00 1518.00 1520.00 1523.00 1528.00 1512.00 17.00 14.00 16.00 6.00
2022-10-11 1559.00 1532.00 1564.00 1530.00 1543.00 1518.00 1549.00 1514.00 16.00 14.00 15.00 16.00
2022-10-10 1522.00 1554.00 1563.00 1515.00 1508.00 1534.00 1538.00 1501.00 14.00 20.00 25.00 14.00
2022-09-30 1513.00 1506.00 1521.00 1495.00 1511.00 1508.00 1515.00 1492.00 2.00 -2.00 6.00 3.00
2022-09-29 1540.00 1512.00 1542.00 1493.00 1538.00 1507.00 1541.00 1503.00 2.00 5.00 1.00 -10.00
2022-09-28 1540.00 1534.00 1548.00 1528.00 1539.00 1536.00 1548.00 1526.00 1.00 -2.00 0.00 2.00
2022-09-27 1513.00 1536.00 1540.00 1510.00 1529.00 1538.00 1544.00 1510.00 -16.00 -2.00 -4.00 0.00
2022-09-26 1499.00 1514.00 1518.00 1485.00 1508.00 1527.00 1530.00 1502.00 -9.00 -13.00 -12.00 -17.00
2022-09-23 1518.00 1509.00 1524.00 1500.00 1534.00 1519.00 1537.00 1512.00 -16.00 -10.00 -13.00 -12.00
2022-09-22 1485.00 1509.00 1515.00 1475.00 1503.00 1525.00 1529.00 1496.00 -18.00 -16.00 -14.00 -21.00
2022-09-21 1485.00 1479.00 1487.00 1467.00 1508.00 1499.00 1509.00 1489.00 -23.00 -20.00 -22.00 -22.00
2022-09-20 1493.00 1485.00 1507.00 1480.00 1515.00 1508.00 1526.00 1502.00 -22.00 -23.00 -19.00 -22.00
2022-09-19 1486.00 1496.00 1517.00 1484.00 1504.00 1517.00 1532.00 1501.00 -18.00 -21.00 -15.00 -17.00
2022-09-16 1494.00 1484.00 1501.00 1474.00 1518.00 1502.00 1522.00 1493.00 -24.00 -18.00 -21.00 -19.00
2022-09-15 1509.00 1497.00 1520.00 1486.00 1527.00 1515.00 1539.00 1505.00 -18.00 -18.00 -19.00 -19.00
2022-09-14 1515.00 1501.00 1524.00 1487.00 1530.00 1522.00 1539.00 1512.00 -15.00 -21.00 -15.00 -25.00
2022-09-13 1525.00 1513.00 1536.00 1506.00 1541.00 1529.00 1550.00 1521.00 -16.00 -16.00 -14.00 -15.00
2022-09-09 1486.00 1515.00 1517.00 1482.00 1500.00 1532.00 1533.00 1494.00 -14.00 -17.00 -16.00 -12.00
2022-09-08 1473.00 1487.00 1499.00 1469.00 1488.00 1500.00 1510.00 1487.00 -15.00 -13.00 -11.00 -18.00
2022-09-07 1466.00 1465.00 1477.00 1456.00 1488.00 1482.00 1497.00 1480.00 -22.00 -17.00 -20.00 -24.00
2022-09-06 1461.00 1473.00 1479.00 1448.00 1484.00 1490.00 1495.00 1463.00 -23.00 -17.00 -16.00 -15.00
2022-09-05 1432.00 1460.00 1467.00 1428.00 1461.00 1482.00 1492.00 1456.00 -29.00 -22.00 -25.00 -28.00
2022-09-02 1436.00 1429.00 1440.00 1402.00 1470.00 1459.00 1470.00 1436.00 -34.00 -30.00 -30.00 -34.00
2022-09-01 1460.00 1440.00 1470.00 1434.00 1585.00 1460.00 1585.00 1455.00 -125.00 -20.00 -115.00 -21.00
2022-08-31 1418.00 1460.00 1473.00 1418.00 1541.00 1481.00 1556.00 1476.00 -123.00 -21.00 -83.00 -58.00
2022-08-30 1460.00 1423.00 1462.00 1415.00 1585.00 1548.00 1589.00 1542.00 -125.00 -125.00 -127.00 -127.00
2022-08-29 1466.00 1457.00 1480.00 1448.00 1588.00 1585.00 1598.00 1575.00 -122.00 -128.00 -118.00 -127.00
2022-08-26 1458.00 1469.00 1472.00 1443.00 1586.00 1597.00 1600.00 1586.00 -128.00 -128.00 -128.00 -143.00
2022-08-25 1470.00 1458.00 1490.00 1452.00 1590.00 1592.00 1596.00 1582.00 -120.00 -134.00 -106.00 -130.00
2022-08-24 1464.00 1473.00 1483.00 1462.00 1573.00 1586.00 1605.00 1572.00 -109.00 -113.00 -122.00 -110.00
2022-08-23 1486.00 1468.00 1491.00 1459.00 1570.00 1577.00 1583.00 1564.00 -84.00 -109.00 -92.00 -105.00
2022-08-22 1445.00 1486.00 1492.00 1442.00 1546.00 1571.00 1580.00 1544.00 -101.00 -85.00 -88.00 -102.00
2022-08-19 1463.00 1440.00 1471.00 1432.00 1562.00 1546.00 1565.00 1537.00 -99.00 -106.00 -94.00 -105.00
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