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
暂无数据

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
2021-10-26 3218.00 3177.00 3242.00 3043.00 2700.00 2639.00 2713.00 2525.00 518.00 538.00 529.00 518.00
2021-10-25 3267.00 3180.00 3302.00 3126.00 2886.00 2709.00 2930.00 2709.00 381.00 471.00 372.00 417.00
2021-10-22 3330.00 3263.00 3423.00 3120.00 3000.00 2936.00 3115.00 2936.00 330.00 327.00 308.00 184.00
2021-10-21 3350.00 3330.00 3531.00 3278.00 3046.00 3034.00 3244.00 2990.00 304.00 296.00 287.00 288.00
2021-10-20 3700.00 3475.00 3736.00 3475.00 3291.00 3062.00 3302.00 3062.00 409.00 413.00 434.00 413.00
2021-10-19 3850.00 3807.00 3907.00 3726.00 3328.00 3317.00 3333.00 3257.00 522.00 490.00 574.00 469.00
2021-10-18 3750.00 3858.00 3913.00 3648.00 3281.00 3328.00 3341.00 3238.00 469.00 530.00 572.00 410.00
2021-10-15 3834.00 3762.00 3866.00 3623.00 3329.00 3259.00 3359.00 3205.00 505.00 503.00 507.00 418.00
2021-10-14 3862.00 3833.00 3897.00 3686.00 3360.00 3327.00 3415.00 3195.00 502.00 506.00 482.00 491.00
2021-10-13 4015.00 3857.00 4114.00 3774.00 3400.00 3367.00 3477.00 3250.00 615.00 490.00 637.00 524.00
2021-10-12 4016.00 4054.00 4235.00 3981.00 3230.00 3401.00 3447.00 3218.00 786.00 653.00 788.00 763.00
2021-10-11 3738.00 4013.00 4013.00 3732.00 3065.00 3224.00 3224.00 3065.00 673.00 789.00 789.00 667.00
2021-10-08 3850.00 3741.00 3852.00 3589.00 3050.00 3088.00 3095.00 2906.00 800.00 653.00 757.00 683.00
2021-09-30 3507.00 3769.00 3782.00 3485.00 3069.00 3057.00 3077.00 3004.00 438.00 712.00 705.00 481.00
2021-09-29 3538.00 3498.00 3582.00 3430.00 3080.00 3068.00 3126.00 3040.00 458.00 430.00 456.00 390.00
2021-09-28 3385.00 3539.00 3575.00 3372.00 3104.00 3090.00 3143.00 3040.00 281.00 449.00 432.00 332.00
2021-09-27 3233.00 3393.00 3462.00 3197.00 3020.00 3128.00 3199.00 2956.00 213.00 265.00 263.00 241.00
2021-09-24 3262.00 3218.00 3288.00 3165.00 3051.00 2978.00 3062.00 2907.00 211.00 240.00 226.00 258.00
2021-09-23 3150.00 3262.00 3275.00 3112.00 2966.00 3063.00 3107.00 2966.00 184.00 199.00 168.00 146.00
2021-09-22 3040.00 3150.00 3157.00 3027.00 2925.00 2962.00 2968.00 2861.00 115.00 188.00 189.00 166.00
2021-09-17 3108.00 3025.00 3147.00 3012.00 3031.00 2852.00 3036.00 2810.00 77.00 173.00 111.00 202.00
2021-09-16 3117.00 3125.00 3205.00 3111.00 2950.00 3036.00 3064.00 2930.00 167.00 89.00 141.00 181.00
2021-09-15 3015.00 3108.00 3113.00 2956.00 2965.00 2949.00 2993.00 2902.00 50.00 159.00 120.00 54.00
2021-09-14 3062.00 3014.00 3083.00 2990.00 3075.00 2980.00 3077.00 2977.00 -13.00 34.00 6.00 13.00
2021-09-13 3025.00 3049.00 3144.00 3012.00 3074.00 3064.00 3125.00 3044.00 -49.00 -15.00 19.00 -32.00
2021-09-10 3048.00 3005.00 3108.00 3002.00 3090.00 3064.00 3150.00 3060.00 -42.00 -59.00 -42.00 -58.00
2021-09-09 3059.00 3058.00 3117.00 3025.00 2985.00 3090.00 3111.00 2971.00 74.00 -32.00 6.00 54.00
2021-09-08 3044.00 3059.00 3079.00 3007.00 2986.00 2981.00 3016.00 2961.00 58.00 78.00 63.00 46.00
2021-09-07 2926.00 3052.00 3065.00 2916.00 2853.00 2979.00 3002.00 2847.00 73.00 73.00 63.00 69.00
2021-09-06 2905.00 2918.00 2932.00 2881.00 2850.00 2856.00 2878.00 2834.00 55.00 62.00 54.00 47.00
2021-09-03 2886.00 2893.00 2902.00 2866.00 2807.00 2846.00 2860.00 2803.00 79.00 47.00 42.00 63.00
2021-09-02 2839.00 2888.00 2902.00 2832.00 2820.00 2808.00 2865.00 2798.00 19.00 80.00 37.00 34.00
2021-09-01 2781.00 2844.00 2860.00 2754.00 2807.00 2823.00 2842.00 2792.00 -26.00 21.00 18.00 -38.00
2021-08-31 2815.00 2791.00 2830.00 2771.00 2845.00 2818.00 2860.00 2810.00 -30.00 -27.00 -30.00 -39.00
2021-08-30 2823.00 2815.00 2838.00 2784.00 2825.00 2840.00 2845.00 2812.00 -2.00 -25.00 -7.00 -28.00
2021-08-27 2785.00 2815.00 2822.00 2774.00 2785.00 2816.00 2827.00 2771.00 0.00 -1.00 -5.00 3.00
2021-08-26 2855.00 2787.00 2858.00 2785.00 2869.00 2788.00 2871.00 2787.00 -14.00 -1.00 -13.00 -2.00
2021-08-25 2848.00 2859.00 2879.00 2838.00 2864.00 2873.00 2890.00 2838.00 -16.00 -14.00 -11.00 0.00
2021-08-24 2921.00 2838.00 2929.00 2822.00 2871.00 2878.00 2907.00 2865.00 50.00 -40.00 22.00 -43.00
2021-08-23 2795.00 2921.00 2926.00 2766.00 2875.00 2875.00 2907.00 2850.00 -80.00 46.00 19.00 -84.00
2021-08-20 2805.00 2810.00 2813.00 2774.00 2814.00 2877.00 2880.00 2809.00 -9.00 -67.00 -67.00 -35.00
2021-08-19 2859.00 2813.00 2859.00 2797.00 2849.00 2847.00 2869.00 2803.00 10.00 -34.00 -10.00 -6.00
2021-08-18 2865.00 2855.00 2895.00 2842.00 2852.00 2851.00 2896.00 2831.00 13.00 4.00 -1.00 11.00
2021-08-17 2843.00 2859.00 2873.00 2823.00 2865.00 2855.00 2885.00 2843.00 -22.00 4.00 -12.00 -20.00
2021-08-16 2843.00 2847.00 2876.00 2810.00 2859.00 2868.00 2915.00 2852.00 -16.00 -21.00 -39.00 -42.00
2021-08-13 2687.00 2687.00 2691.00 2670.00 2775.00 2851.00 2859.00 2775.00 -88.00 -164.00 -168.00 -105.00
2021-08-12 2674.00 2682.00 2704.00 2653.00 2782.00 2784.00 2841.00 2772.00 -108.00 -102.00 -137.00 -119.00
2021-08-11 2625.00 2665.00 2670.00 2625.00 2785.00 2791.00 2794.00 2764.00 -160.00 -126.00 -124.00 -139.00
2021-08-10 2583.00 2634.00 2645.00 2580.00 2355.00 2380.00 2388.00 2353.00 228.00 254.00 257.00 227.00
2021-08-09 2634.00 2591.00 2643.00 2557.00 2349.00 2365.00 2372.00 2330.00 285.00 226.00 271.00 227.00
2021-08-06 2627.00 2634.00 2647.00 2582.00 2281.00 2351.00 2354.00 2262.00 346.00 283.00 293.00 320.00
2021-08-05 2624.00 2619.00 2662.00 2612.00 2283.00 2262.00 2296.00 2259.00 341.00 357.00 366.00 353.00
2021-08-04 2605.00 2631.00 2646.00 2605.00 2259.00 2294.00 2299.00 2253.00 346.00 337.00 347.00 352.00
2021-08-03 2678.00 2626.00 2685.00 2613.00 2310.00 2261.00 2311.00 2250.00 368.00 365.00 374.00 363.00
2021-08-02 2763.00 2683.00 2773.00 2681.00 2334.00 2302.00 2343.00 2276.00 429.00 381.00 430.00 405.00
2021-07-30 2678.00 2769.00 2787.00 2670.00 2324.00 2338.00 2352.00 2312.00 354.00 431.00 435.00 358.00
2021-07-29 2652.00 2678.00 2688.00 2641.00 2579.00 2600.00 2609.00 2577.00 73.00 78.00 79.00 64.00
2021-07-28 2657.00 2651.00 2668.00 2618.00 2550.00 2584.00 2602.00 2545.00 107.00 67.00 66.00 73.00
2021-07-27 2678.00 2662.00 2695.00 2659.00 2586.00 2538.00 2634.00 2515.00 92.00 124.00 61.00 144.00
2021-07-26 2693.00 2673.00 2708.00 2650.00 2552.00 2581.00 2597.00 2537.00 141.00 92.00 111.00 113.00
2021-07-23 2728.00 2702.00 2765.00 2686.00 2598.00 2552.00 2606.00 2541.00 130.00 150.00 159.00 145.00
2021-07-22 2725.00 2728.00 2778.00 2707.00 2591.00 2603.00 2609.00 2577.00 134.00 125.00 169.00 130.00
2021-07-21 2718.00 2703.00 2727.00 2663.00 2525.00 2585.00 2604.00 2520.00 193.00 118.00 123.00 143.00
2021-07-20 2732.00 2718.00 2748.00 2685.00 2489.00 2513.00 2523.00 2477.00 243.00 205.00 225.00 208.00
2021-07-19 2715.00 2749.00 2755.00 2684.00 2532.00 2510.00 2567.00 2498.00 183.00 239.00 188.00 186.00
2021-07-16 2636.00 2700.00 2729.00 2632.00 2482.00 2530.00 2544.00 2458.00 154.00 170.00 185.00 174.00
2021-07-15 2676.00 2636.00 2677.00 2604.00 2499.00 2480.00 2511.00 2435.00 177.00 156.00 166.00 169.00
2021-07-14 2630.00 2667.00 2675.00 2618.00 2505.00 2496.00 2512.00 2477.00 125.00 171.00 163.00 141.00
2021-07-13 2612.00 2638.00 2648.00 2608.00 2478.00 2505.00 2507.00 2472.00 134.00 133.00 141.00 136.00
2021-07-12 2601.00 2616.00 2638.00 2596.00 2470.00 2473.00 2497.00 2454.00 131.00 143.00 141.00 142.00
2021-07-09 2537.00 2594.00 2595.00 2529.00 2472.00 2467.00 2477.00 2439.00 65.00 127.00 118.00 90.00
2021-07-08 2563.00 2541.00 2571.00 2520.00 2486.00 2476.00 2505.00 2468.00 77.00 65.00 66.00 52.00
2021-07-07 2615.00 2562.00 2620.00 2532.00 2522.00 2484.00 2524.00 2460.00 93.00 78.00 96.00 72.00
2021-07-06 2624.00 2632.00 2659.00 2613.00 2485.00 2528.00 2545.00 2480.00 139.00 104.00 114.00 133.00
2021-07-05 2598.00 2618.00 2650.00 2580.00 2472.00 2480.00 2497.00 2455.00 126.00 138.00 153.00 125.00
2021-07-02 2589.00 2595.00 2599.00 2559.00 2407.00 2465.00 2473.00 2388.00 182.00 130.00 126.00 171.00
2021-07-01 2575.00 2567.00 2595.00 2556.00 2427.00 2400.00 2463.00 2399.00 148.00 167.00 132.00 157.00
2021-06-30 2560.00 2567.00 2630.00 2553.00 2386.00 2428.00 2429.00 2383.00 174.00 139.00 201.00 170.00
2021-06-29 2545.00 2548.00 2572.00 2536.00 2402.00 2383.00 2413.00 2382.00 143.00 165.00 159.00 154.00
2021-06-28 2591.00 2545.00 2598.00 2514.00 2454.00 2403.00 2455.00 2397.00 137.00 142.00 143.00 117.00
2021-06-25 2544.00 2591.00 2599.00 2535.00 2403.00 2447.00 2460.00 2392.00 141.00 144.00 139.00 143.00
2021-06-24 2560.00 2563.00 2591.00 2552.00 2336.00 2399.00 2409.00 2336.00 224.00 164.00 182.00 216.00
2021-06-23 2528.00 2557.00 2589.00 2516.00 2360.00 2337.00 2372.00 2333.00 168.00 220.00 217.00 183.00
2021-06-22 2435.00 2526.00 2534.00 2428.00 2336.00 2368.00 2369.00 2318.00 99.00 158.00 165.00 110.00
2021-06-21 2452.00 2435.00 2475.00 2432.00 2337.00 2340.00 2372.00 2334.00 115.00 95.00 103.00 98.00
2021-06-18 2486.00 2452.00 2512.00 2440.00 2380.00 2343.00 2392.00 2323.00 106.00 109.00 120.00 117.00
2021-06-17 2513.00 2498.00 2524.00 2487.00 2341.00 2388.00 2390.00 2335.00 172.00 110.00 134.00 152.00
2021-06-16 2517.00 2512.00 2535.00 2504.00 2331.00 2339.00 2347.00 2316.00 186.00 173.00 188.00 188.00
2021-06-15 2475.00 2514.00 2517.00 2434.00 2330.00 2335.00 2353.00 2303.00 145.00 179.00 164.00 131.00
2021-06-11 2469.00 2459.00 2472.00 2423.00 2315.00 2338.00 2345.00 2303.00 154.00 121.00 127.00 120.00
2021-06-10 2460.00 2456.00 2473.00 2428.00 2355.00 2320.00 2361.00 2306.00 105.00 136.00 112.00 122.00
2021-06-09 2448.00 2460.00 2466.00 2425.00 2400.00 2359.00 2405.00 2356.00 48.00 101.00 61.00 69.00
2021-06-08 2460.00 2441.00 2460.00 2412.00 2392.00 2394.00 2421.00 2336.00 68.00 47.00 39.00 76.00
2021-06-07 2512.00 2445.00 2523.00 2437.00 2402.00 2394.00 2434.00 2390.00 110.00 51.00 89.00 47.00
2021-06-04 2540.00 2506.00 2559.00 2496.00 2422.00 2389.00 2433.00 2376.00 118.00 117.00 126.00 120.00
2021-06-03 2504.00 2542.00 2563.00 2488.00 2451.00 2439.00 2486.00 2400.00 53.00 103.00 77.00 88.00
2021-06-02 2574.00 2506.00 2595.00 2495.00 2447.00 2455.00 2494.00 2427.00 127.00 51.00 101.00 68.00
2021-06-01 2548.00 2567.00 2575.00 2530.00 2359.00 2441.00 2446.00 2345.00 189.00 126.00 129.00 185.00
2021-05-31 2566.00 2551.00 2605.00 2542.00 2348.00 2359.00 2381.00 2335.00 218.00 192.00 224.00 207.00
2021-05-28 2586.00 2566.00 2636.00 2553.00 2300.00 2351.00 2368.00 2286.00 286.00 215.00 268.00 267.00
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