甲醇期货跨期套利数据回测

本页面展示甲醇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

关于甲醇期货跨期套利的详细数据分析,请查看文章:。

甲醇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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甲醇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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甲醇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
2022-03-23 3076.00 3061.00 3096.00 3047.00 2620.00 2712.00 2715.00 2613.00 456.00 349.00 381.00 434.00
2022-03-22 3075.00 3085.00 3139.00 3061.00 2600.00 2619.00 2656.00 2567.00 475.00 466.00 483.00 494.00
2022-03-21 2960.00 3063.00 3077.00 2956.00 2656.00 2596.00 2687.00 2583.00 304.00 467.00 390.00 373.00
2022-03-18 2970.00 3020.00 3030.00 2958.00 2597.00 2665.00 2666.00 2570.00 373.00 355.00 364.00 388.00
2022-03-17 2950.00 2928.00 2962.00 2885.00 2595.00 2593.00 2614.00 2543.00 355.00 335.00 348.00 342.00
2022-03-16 2896.00 2948.00 2962.00 2883.00 2555.00 2592.00 2628.00 2538.00 341.00 356.00 334.00 345.00
2022-03-15 2974.00 2918.00 2997.00 2905.00 2563.00 2570.00 2651.00 2559.00 411.00 348.00 346.00 346.00
2022-03-14 3070.00 2987.00 3118.00 2987.00 2680.00 2573.00 2702.00 2558.00 390.00 414.00 416.00 429.00
2022-03-11 3159.00 3130.00 3204.00 3083.00 2760.00 2704.00 2794.00 2683.00 399.00 426.00 410.00 400.00
2022-03-10 3200.00 3119.00 3218.00 3017.00 2608.00 2770.00 2811.00 2600.00 592.00 349.00 407.00 417.00
2022-03-09 3260.00 3290.00 3370.00 3226.00 2766.00 2650.00 2817.00 2628.00 494.00 640.00 553.00 598.00
2022-03-08 3266.00 3252.00 3315.00 3156.00 2860.00 2784.00 2876.00 2666.00 406.00 468.00 439.00 490.00
2022-03-07 3070.00 3301.00 3349.00 3053.00 2847.00 2888.00 2972.00 2833.00 223.00 413.00 377.00 220.00
2022-03-04 3139.00 3060.00 3144.00 3023.00 2843.00 2830.00 2858.00 2782.00 296.00 230.00 286.00 241.00
2022-03-03 3028.00 3139.00 3159.00 2996.00 2786.00 2845.00 2871.00 2751.00 242.00 294.00 288.00 245.00
2022-03-02 2980.00 3018.00 3068.00 2937.00 2725.00 2791.00 2868.00 2717.00 255.00 227.00 200.00 220.00
2022-03-01 2895.00 2945.00 2950.00 2877.00 2682.00 2721.00 2742.00 2625.00 213.00 224.00 208.00 252.00
2022-02-28 2757.00 2895.00 2908.00 2757.00 2701.00 2696.00 2747.00 2653.00 56.00 199.00 161.00 104.00
2022-02-25 2860.00 2763.00 2882.00 2709.00 2884.00 2709.00 2922.00 2702.00 -24.00 54.00 -40.00 7.00
2022-02-24 2837.00 2828.00 2873.00 2804.00 2966.00 2893.00 2986.00 2880.00 -129.00 -65.00 -113.00 -76.00
2022-02-23 2786.00 2825.00 2835.00 2777.00 2955.00 2974.00 2999.00 2925.00 -169.00 -149.00 -164.00 -148.00
2022-02-22 2776.00 2780.00 2847.00 2763.00 3004.00 2957.00 3039.00 2954.00 -228.00 -177.00 -192.00 -191.00
2022-02-21 2757.00 2773.00 2790.00 2742.00 2905.00 2997.00 3010.00 2885.00 -148.00 -224.00 -220.00 -143.00
2022-02-18 2685.00 2768.00 2784.00 2685.00 2844.00 2899.00 2942.00 2830.00 -159.00 -131.00 -158.00 -145.00
2022-02-17 2743.00 2682.00 2765.00 2680.00 3010.00 2859.00 3010.00 2857.00 -267.00 -177.00 -245.00 -177.00
2022-02-16 2730.00 2750.00 2777.00 2711.00 2945.00 3003.00 3046.00 2939.00 -215.00 -253.00 -269.00 -228.00
2022-02-15 2746.00 2758.00 2779.00 2726.00 3040.00 2950.00 3040.00 2873.00 -294.00 -192.00 -261.00 -147.00
2022-02-14 2723.00 2752.00 2801.00 2692.00 3065.00 3059.00 3093.00 2957.00 -342.00 -307.00 -292.00 -265.00
2022-02-11 2821.00 2706.00 2825.00 2705.00 3206.00 3048.00 3227.00 3038.00 -385.00 -342.00 -402.00 -333.00
2022-02-10 2790.00 2799.00 2823.00 2763.00 3036.00 3196.00 3246.00 3017.00 -246.00 -397.00 -423.00 -254.00
2022-02-09 2901.00 2823.00 2904.00 2814.00 3050.00 3041.00 3060.00 3003.00 -149.00 -218.00 -156.00 -189.00
2022-02-08 2940.00 2935.00 2986.00 2908.00 3023.00 3064.00 3084.00 3022.00 -83.00 -129.00 -98.00 -114.00
2022-02-07 2903.00 2952.00 2979.00 2903.00 2981.00 3030.00 3054.00 2944.00 -78.00 -78.00 -75.00 -41.00
2022-01-28 2838.00 2823.00 2923.00 2805.00 2901.00 2943.00 2946.00 2881.00 -63.00 -120.00 -23.00 -76.00
2022-01-27 2830.00 2821.00 2858.00 2803.00 2843.00 2899.00 2900.00 2842.00 -13.00 -78.00 -42.00 -39.00
2022-01-26 2783.00 2821.00 2845.00 2753.00 2785.00 2832.00 2841.00 2772.00 -2.00 -11.00 4.00 -19.00
2022-01-25 2764.00 2779.00 2786.00 2726.00 2772.00 2783.00 2812.00 2735.00 -8.00 -4.00 -26.00 -9.00
2022-01-24 2805.00 2768.00 2861.00 2764.00 2805.00 2779.00 2829.00 2758.00 0.00 -11.00 32.00 6.00
2022-01-21 2786.00 2795.00 2824.00 2744.00 2681.00 2804.00 2835.00 2681.00 105.00 -9.00 -11.00 63.00
2022-01-20 2801.00 2798.00 2835.00 2788.00 2685.00 2680.00 2709.00 2666.00 116.00 118.00 126.00 122.00
2022-01-19 2777.00 2811.00 2880.00 2760.00 2649.00 2688.00 2704.00 2635.00 128.00 123.00 176.00 125.00
2022-01-18 2715.00 2774.00 2777.00 2662.00 2653.00 2644.00 2663.00 2611.00 62.00 130.00 114.00 51.00
2022-01-17 2729.00 2716.00 2735.00 2683.00 2675.00 2655.00 2690.00 2621.00 54.00 61.00 45.00 62.00
2022-01-14 2609.00 2713.00 2718.00 2605.00 2560.00 2679.00 2681.00 2555.00 49.00 34.00 37.00 50.00
2022-01-13 2581.00 2609.00 2638.00 2576.00 2595.00 2558.00 2678.00 2551.00 -14.00 51.00 -40.00 25.00
2022-01-12 2555.00 2576.00 2586.00 2546.00 2581.00 2591.00 2608.00 2576.00 -26.00 -15.00 -22.00 -30.00
2022-01-11 2610.00 2559.00 2616.00 2538.00 2498.00 2578.00 2594.00 2483.00 112.00 -19.00 22.00 55.00
2022-01-10 2638.00 2614.00 2679.00 2602.00 2440.00 2499.00 2500.00 2435.00 198.00 115.00 179.00 167.00
2022-01-07 2623.00 2634.00 2644.00 2581.00 2400.00 2433.00 2439.00 2392.00 223.00 201.00 205.00 189.00
2022-01-06 2582.00 2605.00 2621.00 2561.00 2340.00 2404.00 2405.00 2320.00 242.00 201.00 216.00 241.00
2022-01-05 2591.00 2579.00 2601.00 2558.00 2321.00 2335.00 2338.00 2308.00 270.00 244.00 263.00 250.00
2022-01-04 2515.00 2591.00 2607.00 2513.00 2273.00 2319.00 2330.00 2260.00 242.00 272.00 277.00 253.00
2021-12-31 2536.00 2478.00 2539.00 2474.00 2316.00 2274.00 2324.00 2266.00 220.00 204.00 215.00 208.00
2021-12-30 2545.00 2544.00 2565.00 2518.00 2339.00 2322.00 2358.00 2307.00 206.00 222.00 207.00 211.00
2021-12-29 2525.00 2545.00 2559.00 2523.00 2351.00 2346.00 2382.00 2335.00 174.00 199.00 177.00 188.00
2021-12-28 2530.00 2523.00 2561.00 2504.00 2345.00 2345.00 2376.00 2326.00 185.00 178.00 185.00 178.00
2021-12-27 2614.00 2529.00 2633.00 2526.00 2349.00 2343.00 2366.00 2311.00 265.00 186.00 267.00 215.00
2021-12-24 2568.00 2609.00 2646.00 2564.00 2374.00 2351.00 2390.00 2324.00 194.00 258.00 256.00 240.00
2021-12-23 2551.00 2568.00 2580.00 2534.00 2377.00 2373.00 2406.00 2353.00 174.00 195.00 174.00 181.00
2021-12-22 2552.00 2555.00 2598.00 2529.00 2379.00 2377.00 2402.00 2353.00 173.00 178.00 196.00 176.00
2021-12-21 2610.00 2568.00 2620.00 2555.00 2332.00 2377.00 2397.00 2326.00 278.00 191.00 223.00 229.00
2021-12-20 2670.00 2614.00 2732.00 2607.00 2410.00 2338.00 2431.00 2319.00 260.00 276.00 301.00 288.00
2021-12-17 2650.00 2677.00 2690.00 2639.00 2365.00 2406.00 2416.00 2360.00 285.00 271.00 274.00 279.00
2021-12-16 2551.00 2647.00 2650.00 2545.00 2285.00 2369.00 2381.00 2282.00 266.00 278.00 269.00 263.00
2021-12-15 2585.00 2562.00 2625.00 2551.00 2446.00 2375.00 2454.00 2359.00 139.00 187.00 171.00 192.00
2021-12-14 2698.00 2715.00 2726.00 2684.00 2405.00 2447.00 2460.00 2405.00 293.00 268.00 266.00 279.00
2021-12-13 2649.00 2717.00 2730.00 2620.00 2400.00 2422.00 2443.00 2362.00 249.00 295.00 287.00 258.00
2021-12-10 2589.00 2628.00 2673.00 2584.00 2301.00 2392.00 2395.00 2296.00 288.00 236.00 278.00 288.00
2021-12-09 2631.00 2589.00 2677.00 2571.00 2350.00 2302.00 2370.00 2286.00 281.00 287.00 307.00 285.00
2021-12-08 2635.00 2631.00 2660.00 2573.00 2612.00 2391.00 2620.00 2391.00 23.00 240.00 40.00 182.00
2021-12-07 2693.00 2635.00 2714.00 2617.00 2647.00 2632.00 2696.00 2629.00 46.00 3.00 18.00 -12.00
2021-12-06 2639.00 2686.00 2714.00 2639.00 2650.00 2639.00 2654.00 2613.00 -11.00 47.00 60.00 26.00
2021-12-03 2612.00 2639.00 2651.00 2577.00 2618.00 2640.00 2655.00 2595.00 -6.00 -1.00 -4.00 -18.00
2021-12-02 2710.00 2626.00 2736.00 2624.00 2692.00 2641.00 2716.00 2607.00 18.00 -15.00 20.00 17.00
2021-12-01 2631.00 2699.00 2720.00 2618.00 2413.00 2588.00 2625.00 2413.00 218.00 111.00 95.00 205.00
2021-11-30 2665.00 2635.00 2687.00 2612.00 2462.00 2417.00 2482.00 2391.00 203.00 218.00 205.00 221.00
2021-11-29 2608.00 2670.00 2684.00 2591.00 2340.00 2455.00 2465.00 2331.00 268.00 215.00 219.00 260.00
2021-11-26 2760.00 2651.00 2760.00 2631.00 2464.00 2366.00 2467.00 2364.00 296.00 285.00 293.00 267.00
2021-11-25 2735.00 2756.00 2762.00 2665.00 2491.00 2469.00 2517.00 2435.00 244.00 287.00 245.00 230.00
2021-11-24 2710.00 2722.00 2782.00 2698.00 2414.00 2492.00 2495.00 2405.00 296.00 230.00 287.00 293.00
2021-11-23 2650.00 2691.00 2728.00 2636.00 2405.00 2412.00 2469.00 2391.00 245.00 279.00 259.00 245.00
2021-11-22 2553.00 2643.00 2677.00 2551.00 2325.00 2400.00 2493.00 2325.00 228.00 243.00 184.00 226.00
2021-11-19 2539.00 2600.00 2641.00 2503.00 2315.00 2391.00 2424.00 2230.00 224.00 209.00 217.00 273.00
2021-11-18 2574.00 2549.00 2585.00 2487.00 2360.00 2324.00 2391.00 2305.00 214.00 225.00 194.00 182.00
2021-11-17 2541.00 2557.00 2594.00 2499.00 2365.00 2355.00 2388.00 2316.00 176.00 202.00 206.00 183.00
2021-11-16 2510.00 2560.00 2606.00 2510.00 2345.00 2365.00 2424.00 2315.00 165.00 195.00 182.00 195.00
2021-11-15 2545.00 2505.00 2610.00 2496.00 2350.00 2333.00 2422.00 2295.00 195.00 172.00 188.00 201.00
2021-11-12 2710.00 2561.00 2726.00 2544.00 2475.00 2368.00 2479.00 2339.00 235.00 193.00 247.00 205.00
2021-11-11 2690.00 2732.00 2774.00 2648.00 2298.00 2478.00 2478.00 2271.00 392.00 254.00 296.00 377.00
2021-11-10 2753.00 2689.00 2767.00 2593.00 2368.00 2284.00 2381.00 2214.00 385.00 405.00 386.00 379.00
2021-11-09 2819.00 2770.00 2848.00 2766.00 2367.00 2398.00 2435.00 2330.00 452.00 372.00 413.00 436.00
2021-11-08 2780.00 2811.00 2921.00 2762.00 2422.00 2370.00 2532.00 2351.00 358.00 441.00 389.00 411.00
2021-11-05 2925.00 2768.00 2944.00 2767.00 2398.00 2423.00 2431.00 2303.00 527.00 345.00 513.00 464.00
2021-11-04 2915.00 2889.00 2929.00 2793.00 2541.00 2377.00 2565.00 2354.00 374.00 512.00 364.00 439.00
2021-11-03 2822.00 2925.00 2950.00 2762.00 2265.00 2487.00 2487.00 2220.00 557.00 438.00 463.00 542.00
2021-11-02 2892.00 2841.00 2975.00 2664.00 2368.00 2256.00 2407.00 2164.00 524.00 585.00 568.00 500.00
2021-11-01 2845.00 2876.00 2979.00 2833.00 2515.00 2380.00 2527.00 2380.00 330.00 496.00 452.00 453.00
2021-10-29 2786.00 2853.00 2905.00 2760.00 2601.00 2540.00 2640.00 2486.00 185.00 313.00 265.00 274.00
2021-10-28 2828.00 2773.00 2896.00 2644.00 2622.00 2596.00 2646.00 2438.00 206.00 177.00 250.00 206.00
2021-10-27 3190.00 2872.00 3201.00 2872.00 2632.00 2594.00 2693.00 2552.00 558.00 278.00 508.00 320.00
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