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
2022-08-18 1480.00 1461.00 1502.00 1458.00 1560.00 1560.00 1584.00 1551.00 -80.00 -99.00 -82.00 -93.00
2022-08-17 1515.00 1483.00 1522.00 1467.00 1590.00 1563.00 1597.00 1555.00 -75.00 -80.00 -75.00 -88.00
2022-08-16 1511.00 1517.00 1533.00 1509.00 1581.00 1591.00 1615.00 1570.00 -70.00 -74.00 -82.00 -61.00
2022-08-15 1562.00 1529.00 1585.00 1526.00 1599.00 1595.00 1620.00 1585.00 -37.00 -66.00 -35.00 -59.00
2022-08-12 1599.00 1570.00 1602.00 1553.00 1618.00 1610.00 1628.00 1590.00 -19.00 -40.00 -26.00 -37.00
2022-08-11 1562.00 1591.00 1594.00 1521.00 1578.00 1616.00 1624.00 1561.00 -16.00 -25.00 -30.00 -40.00
2022-08-10 1583.00 1569.00 1591.00 1555.00 1613.00 1556.00 1613.00 1547.00 -30.00 13.00 -22.00 8.00
2022-08-09 1562.00 1577.00 1592.00 1551.00 1600.00 1602.00 1617.00 1588.00 -38.00 -25.00 -25.00 -37.00
2022-08-08 1545.00 1570.00 1595.00 1541.00 1568.00 1605.00 1614.00 1557.00 -23.00 -35.00 -19.00 -16.00
2022-08-05 1557.00 1550.00 1573.00 1525.00 1581.00 1570.00 1587.00 1545.00 -24.00 -20.00 -14.00 -20.00
2022-08-04 1545.00 1550.00 1555.00 1531.00 1582.00 1573.00 1587.00 1560.00 -37.00 -23.00 -32.00 -29.00
2022-08-03 1531.00 1538.00 1558.00 1516.00 1572.00 1572.00 1593.00 1552.00 -41.00 -34.00 -35.00 -36.00
2022-08-02 1472.00 1523.00 1525.00 1472.00 1540.00 1566.00 1573.00 1534.00 -68.00 -43.00 -48.00 -62.00
2022-08-01 1498.00 1474.00 1523.00 1467.00 1553.00 1543.00 1590.00 1532.00 -55.00 -69.00 -67.00 -65.00
2022-07-29 1470.00 1494.00 1534.00 1460.00 1519.00 1552.00 1602.00 1507.00 -49.00 -58.00 -68.00 -47.00
2022-07-28 1454.00 1477.00 1481.00 1447.00 1484.00 1522.00 1526.00 1480.00 -30.00 -45.00 -45.00 -33.00
2022-07-27 1454.00 1454.00 1458.00 1432.00 1487.00 1482.00 1490.00 1466.00 -33.00 -28.00 -32.00 -34.00
2022-07-26 1443.00 1448.00 1461.00 1431.00 1500.00 1483.00 1506.00 1479.00 -57.00 -35.00 -45.00 -48.00
2022-07-25 1409.00 1442.00 1452.00 1407.00 1464.00 1497.00 1507.00 1464.00 -55.00 -55.00 -55.00 -57.00
2022-07-22 1415.00 1406.00 1432.00 1397.00 1472.00 1463.00 1493.00 1455.00 -57.00 -57.00 -61.00 -58.00
2022-07-21 1475.00 1422.00 1479.00 1413.00 1548.00 1482.00 1557.00 1482.00 -73.00 -60.00 -78.00 -69.00
2022-07-20 1491.00 1473.00 1498.00 1461.00 1551.00 1549.00 1576.00 1528.00 -60.00 -76.00 -78.00 -67.00
2022-07-19 1547.00 1493.00 1563.00 1491.00 1589.00 1557.00 1627.00 1555.00 -42.00 -64.00 -64.00 -64.00
2022-07-18 1532.00 1547.00 1568.00 1529.00 1548.00 1590.00 1593.00 1546.00 -16.00 -43.00 -25.00 -17.00
2022-07-15 1520.00 1528.00 1558.00 1514.00 1550.00 1544.00 1569.00 1534.00 -30.00 -16.00 -11.00 -20.00
2022-07-14 1551.00 1528.00 1568.00 1521.00 1580.00 1562.00 1602.00 1557.00 -29.00 -34.00 -34.00 -36.00
2022-07-13 1537.00 1559.00 1572.00 1525.00 1576.00 1594.00 1600.00 1561.00 -39.00 -35.00 -28.00 -36.00
2022-07-12 1530.00 1543.00 1567.00 1522.00 1585.00 1585.00 1624.00 1576.00 -55.00 -42.00 -57.00 -54.00
2022-07-11 1542.00 1530.00 1554.00 1507.00 1601.00 1588.00 1615.00 1572.00 -59.00 -58.00 -61.00 -65.00
2022-07-08 1569.00 1541.00 1580.00 1533.00 1622.00 1602.00 1635.00 1594.00 -53.00 -61.00 -55.00 -61.00
2022-07-07 1585.00 1561.00 1596.00 1558.00 1647.00 1624.00 1656.00 1620.00 -62.00 -63.00 -60.00 -62.00
2022-07-06 1584.00 1585.00 1586.00 1543.00 1648.00 1644.00 1648.00 1605.00 -64.00 -59.00 -62.00 -62.00
2022-07-05 1596.00 1591.00 1613.00 1588.00 1653.00 1655.00 1671.00 1647.00 -57.00 -64.00 -58.00 -59.00
2022-07-04 1626.00 1596.00 1634.00 1582.00 1686.00 1653.00 1701.00 1644.00 -60.00 -57.00 -67.00 -62.00
2022-07-01 1644.00 1616.00 1644.00 1604.00 1705.00 1683.00 1707.00 1674.00 -61.00 -67.00 -63.00 -70.00
2022-06-30 1672.00 1644.00 1679.00 1641.00 1736.00 1709.00 1738.00 1707.00 -64.00 -65.00 -59.00 -66.00
2022-06-29 1653.00 1664.00 1703.00 1649.00 1718.00 1728.00 1759.00 1710.00 -65.00 -64.00 -56.00 -61.00
2022-06-28 1646.00 1656.00 1666.00 1620.00 1705.00 1719.00 1723.00 1688.00 -59.00 -63.00 -57.00 -68.00
2022-06-27 1649.00 1645.00 1666.00 1635.00 1699.00 1706.00 1724.00 1682.00 -50.00 -61.00 -58.00 -47.00
2022-06-24 1662.00 1643.00 1668.00 1633.00 1712.00 1695.00 1719.00 1684.00 -50.00 -52.00 -51.00 -51.00
2022-06-23 1622.00 1657.00 1664.00 1608.00 1685.00 1711.00 1719.00 1671.00 -63.00 -54.00 -55.00 -63.00
2022-06-22 1658.00 1622.00 1668.00 1615.00 1714.00 1685.00 1729.00 1676.00 -56.00 -63.00 -61.00 -61.00
2022-06-21 1706.00 1653.00 1713.00 1623.00 1766.00 1711.00 1767.00 1688.00 -60.00 -58.00 -54.00 -65.00
2022-06-20 1705.00 1713.00 1732.00 1696.00 1752.00 1768.00 1778.00 1746.00 -47.00 -55.00 -46.00 -50.00
2022-06-17 1681.00 1702.00 1707.00 1660.00 1732.00 1752.00 1758.00 1713.00 -51.00 -50.00 -51.00 -53.00
2022-06-16 1690.00 1687.00 1709.00 1681.00 1745.00 1738.00 1758.00 1737.00 -55.00 -51.00 -49.00 -56.00
2022-06-15 1696.00 1689.00 1704.00 1671.00 1750.00 1745.00 1761.00 1730.00 -54.00 -56.00 -57.00 -59.00
2022-06-14 1759.00 1687.00 1769.00 1676.00 1807.00 1742.00 1814.00 1730.00 -48.00 -55.00 -45.00 -54.00
2022-06-13 1760.00 1763.00 1775.00 1751.00 1817.00 1809.00 1835.00 1805.00 -57.00 -46.00 -60.00 -54.00
2022-06-10 1779.00 1764.00 1793.00 1756.00 1820.00 1822.00 1839.00 1797.00 -41.00 -58.00 -46.00 -41.00
2022-06-09 1840.00 1784.00 1856.00 1780.00 1870.00 1824.00 1881.00 1821.00 -30.00 -40.00 -25.00 -41.00
2022-06-08 1827.00 1842.00 1858.00 1818.00 1859.00 1871.00 1879.00 1851.00 -32.00 -29.00 -21.00 -33.00
2022-06-07 1798.00 1830.00 1840.00 1795.00 1843.00 1859.00 1871.00 1838.00 -45.00 -29.00 -31.00 -43.00
2022-06-06 1785.00 1799.00 1816.00 1764.00 1840.00 1839.00 1873.00 1828.00 -55.00 -40.00 -57.00 -64.00
2022-06-02 1780.00 1780.00 1787.00 1755.00 1842.00 1834.00 1845.00 1816.00 -62.00 -54.00 -58.00 -61.00
2022-06-01 1774.00 1780.00 1803.00 1756.00 1830.00 1842.00 1858.00 1816.00 -56.00 -62.00 -55.00 -60.00
2022-05-31 1752.00 1775.00 1776.00 1743.00 1821.00 1827.00 1846.00 1814.00 -69.00 -52.00 -70.00 -71.00
2022-05-30 1755.00 1762.00 1802.00 1731.00 1808.00 1828.00 1856.00 1800.00 -53.00 -66.00 -54.00 -69.00
2022-05-27 1761.00 1748.00 1778.00 1747.00 1813.00 1808.00 1838.00 1802.00 -52.00 -60.00 -60.00 -55.00
2022-05-26 1770.00 1761.00 1778.00 1737.00 1792.00 1811.00 1817.00 1775.00 -22.00 -50.00 -39.00 -38.00
2022-05-25 1760.00 1776.00 1781.00 1751.00 1770.00 1793.00 1795.00 1766.00 -10.00 -17.00 -14.00 -15.00
2022-05-24 1770.00 1751.00 1782.00 1745.00 1768.00 1763.00 1783.00 1758.00 2.00 -12.00 -1.00 -13.00
2022-05-23 1814.00 1771.00 1829.00 1768.00 1799.00 1771.00 1814.00 1770.00 15.00 0.00 15.00 -2.00
2022-05-20 1804.00 1816.00 1841.00 1793.00 1789.00 1800.00 1822.00 1780.00 15.00 16.00 19.00 13.00
2022-05-19 1771.00 1809.00 1810.00 1744.00 1758.00 1795.00 1796.00 1734.00 13.00 14.00 14.00 10.00
2022-05-18 1788.00 1766.00 1804.00 1761.00 1781.00 1754.00 1789.00 1751.00 7.00 12.00 15.00 10.00
2022-05-17 1815.00 1791.00 1822.00 1786.00 1799.00 1778.00 1806.00 1773.00 16.00 13.00 16.00 13.00
2022-05-16 1779.00 1807.00 1815.00 1757.00 1760.00 1790.00 1799.00 1745.00 19.00 17.00 16.00 12.00
2022-05-13 1768.00 1778.00 1793.00 1754.00 1748.00 1760.00 1772.00 1736.00 20.00 18.00 21.00 18.00
2022-05-12 1802.00 1772.00 1817.00 1759.00 1780.00 1751.00 1794.00 1738.00 22.00 21.00 23.00 21.00
2022-05-11 1798.00 1815.00 1828.00 1778.00 1780.00 1790.00 1803.00 1757.00 18.00 25.00 25.00 21.00
2022-05-10 1815.00 1791.00 1830.00 1724.00 1805.00 1774.00 1806.00 1713.00 10.00 17.00 24.00 11.00
2022-05-09 1860.00 1825.00 1862.00 1809.00 1834.00 1801.00 1836.00 1785.00 26.00 24.00 26.00 24.00
2022-05-06 1895.00 1855.00 1899.00 1841.00 1860.00 1830.00 1870.00 1815.00 35.00 25.00 29.00 26.00
2022-05-05 1861.00 1885.00 1922.00 1858.00 1800.00 1858.00 1884.00 1800.00 61.00 27.00 38.00 58.00
2022-04-29 1862.00 1882.00 1885.00 1824.00 1837.00 1846.00 1849.00 1797.00 25.00 36.00 36.00 27.00
2022-04-28 1836.00 1868.00 1872.00 1800.00 1813.00 1840.00 1845.00 1777.00 23.00 28.00 27.00 23.00
2022-04-27 1834.00 1838.00 1862.00 1818.00 1805.00 1814.00 1837.00 1793.00 29.00 24.00 25.00 25.00
2022-04-26 1875.00 1834.00 1889.00 1804.00 1850.00 1805.00 1861.00 1783.00 25.00 29.00 28.00 21.00
2022-04-25 2005.00 1875.00 2029.00 1875.00 1982.00 1849.00 2000.00 1849.00 23.00 26.00 29.00 26.00
2022-04-22 2062.00 2016.00 2068.00 2013.00 2031.00 1988.00 2035.00 1985.00 31.00 28.00 33.00 28.00
2022-04-21 2065.00 2069.00 2092.00 2053.00 2031.00 2034.00 2055.00 2020.00 34.00 35.00 37.00 33.00
2022-04-20 2081.00 2066.00 2115.00 2052.00 1944.00 1940.00 1980.00 1930.00 137.00 126.00 135.00 122.00
2022-04-19 2031.00 2081.00 2091.00 2026.00 1899.00 1944.00 1957.00 1898.00 132.00 137.00 134.00 128.00
2022-04-18 1992.00 2031.00 2050.00 1983.00 1870.00 1898.00 1915.00 1864.00 122.00 133.00 135.00 119.00
2022-04-15 2020.00 1992.00 2036.00 1980.00 1895.00 1872.00 1909.00 1858.00 125.00 120.00 127.00 122.00
2022-04-14 2022.00 2020.00 2045.00 2004.00 1874.00 1895.00 1918.00 1874.00 148.00 125.00 127.00 130.00
2022-04-13 2074.00 2019.00 2077.00 2013.00 1926.00 1876.00 1936.00 1875.00 148.00 143.00 141.00 138.00
2022-04-12 2027.00 2075.00 2084.00 2003.00 1901.00 1928.00 1939.00 1891.00 126.00 147.00 145.00 112.00
2022-04-11 2040.00 2027.00 2046.00 1993.00 1898.00 1896.00 1910.00 1872.00 142.00 131.00 136.00 121.00
2022-04-08 2013.00 2040.00 2043.00 2001.00 1891.00 1900.00 1920.00 1889.00 122.00 140.00 123.00 112.00
2022-04-07 2042.00 2014.00 2047.00 1988.00 1879.00 1889.00 1899.00 1859.00 163.00 125.00 148.00 129.00
2022-04-06 2088.00 2039.00 2132.00 2034.00 1932.00 1876.00 1953.00 1870.00 156.00 163.00 179.00 164.00
2022-04-01 2130.00 2120.00 2136.00 2065.00 2015.00 1973.00 2015.00 1950.00 115.00 147.00 121.00 115.00
2022-03-31 2145.00 2111.00 2162.00 2085.00 2034.00 1993.00 2048.00 1979.00 111.00 118.00 114.00 106.00
2022-03-30 2050.00 2125.00 2138.00 2032.00 1960.00 2012.00 2023.00 1950.00 90.00 113.00 115.00 82.00
2022-03-29 2056.00 2069.00 2076.00 2022.00 1970.00 1976.00 1982.00 1946.00 86.00 93.00 94.00 76.00
2022-03-28 2060.00 2056.00 2090.00 2035.00 1950.00 1969.00 1992.00 1943.00 110.00 87.00 98.00 92.00
2022-03-25 1979.00 2085.00 2108.00 1979.00 1923.00 1996.00 2025.00 1918.00 56.00 89.00 83.00 61.00
2022-03-24 1985.00 1975.00 2019.00 1971.00 1930.00 1908.00 1965.00 1906.00 55.00 67.00 54.00 65.00
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