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
2020-12-24 2448.00 2509.00 2541.00 2438.00 1450.00 1459.00 1469.00 1439.00 998.00 1050.00 1072.00 999.00
2020-12-23 2478.00 2428.00 2480.00 2385.00 1420.00 1449.00 1451.00 1412.00 1058.00 979.00 1029.00 973.00
2020-12-22 2498.00 2467.00 2558.00 2462.00 1460.00 1420.00 1474.00 1415.00 1038.00 1047.00 1084.00 1047.00
2020-12-21 2523.00 2511.00 2549.00 2494.00 1420.00 1471.00 1480.00 1392.00 1103.00 1040.00 1069.00 1102.00
2020-12-18 2503.00 2517.00 2562.00 2487.00 1592.00 1573.00 1620.00 1565.00 911.00 944.00 942.00 922.00
2020-12-17 2494.00 2503.00 2511.00 2464.00 1571.00 1589.00 1599.00 1563.00 923.00 914.00 912.00 901.00
2020-12-16 2520.00 2491.00 2525.00 2483.00 1550.00 1570.00 1583.00 1542.00 970.00 921.00 942.00 941.00
2020-12-15 2481.00 2515.00 2524.00 2454.00 1536.00 1547.00 1559.00 1534.00 945.00 968.00 965.00 920.00
2020-12-14 2469.00 2475.00 2492.00 2446.00 1461.00 1542.00 1542.00 1460.00 1008.00 933.00 950.00 986.00
2020-12-11 2314.00 2435.00 2442.00 2304.00 1465.00 1463.00 1484.00 1456.00 849.00 972.00 958.00 848.00
2020-12-10 2269.00 2305.00 2331.00 2268.00 1489.00 1465.00 1496.00 1441.00 780.00 840.00 835.00 827.00
2020-12-09 2238.00 2269.00 2277.00 2230.00 1539.00 1489.00 1551.00 1486.00 699.00 780.00 726.00 744.00
2020-12-08 2250.00 2227.00 2280.00 2225.00 1532.00 1537.00 1542.00 1526.00 718.00 690.00 738.00 699.00
2020-12-07 2240.00 2243.00 2282.00 2234.00 1534.00 1533.00 1546.00 1516.00 706.00 710.00 736.00 718.00
2020-12-04 2253.00 2239.00 2261.00 2206.00 1512.00 1534.00 1545.00 1508.00 741.00 705.00 716.00 698.00
2020-12-03 2306.00 2250.00 2312.00 2235.00 1497.00 1512.00 1519.00 1495.00 809.00 738.00 793.00 740.00
2020-12-02 2301.00 2306.00 2319.00 2280.00 1514.00 1496.00 1526.00 1492.00 787.00 810.00 793.00 788.00
2020-12-01 2271.00 2301.00 2322.00 2259.00 1548.00 1514.00 1555.00 1496.00 723.00 787.00 767.00 763.00
2020-11-30 2259.00 2274.00 2277.00 2241.00 1572.00 1551.00 1575.00 1550.00 687.00 723.00 702.00 691.00
2020-11-27 2229.00 2254.00 2265.00 2218.00 1555.00 1573.00 1588.00 1549.00 674.00 681.00 677.00 669.00
2020-11-26 2308.00 2230.00 2314.00 2217.00 1554.00 1556.00 1558.00 1546.00 754.00 674.00 756.00 671.00
2020-11-25 2299.00 2310.00 2341.00 2298.00 1549.00 1555.00 1566.00 1545.00 750.00 755.00 775.00 753.00
2020-11-24 2284.00 2296.00 2307.00 2267.00 1544.00 1549.00 1555.00 1540.00 740.00 747.00 752.00 727.00
2020-11-23 2291.00 2281.00 2351.00 2262.00 1545.00 1544.00 1549.00 1531.00 746.00 737.00 802.00 731.00
2020-11-20 2280.00 2287.00 2298.00 2266.00 1557.00 1544.00 1561.00 1538.00 723.00 743.00 737.00 728.00
2020-11-19 2265.00 2280.00 2323.00 2244.00 1545.00 1557.00 1563.00 1542.00 720.00 723.00 760.00 702.00
2020-11-18 2233.00 2251.00 2256.00 2204.00 1599.00 1540.00 1602.00 1536.00 634.00 711.00 654.00 668.00
2020-11-17 2237.00 2233.00 2260.00 2214.00 1595.00 1597.00 1612.00 1585.00 642.00 636.00 648.00 629.00
2020-11-16 2251.00 2232.00 2303.00 2223.00 1578.00 1599.00 1605.00 1577.00 673.00 633.00 698.00 646.00
2020-11-13 2178.00 2255.00 2257.00 2172.00 1567.00 1578.00 1585.00 1565.00 611.00 677.00 672.00 607.00
2020-11-12 2160.00 2182.00 2186.00 2141.00 1544.00 1539.00 1545.00 1532.00 616.00 643.00 641.00 609.00
2020-11-11 2133.00 2156.00 2202.00 2127.00 1538.00 1536.00 1550.00 1526.00 595.00 620.00 652.00 601.00
2020-11-10 2134.00 2126.00 2136.00 2093.00 1530.00 1532.00 1541.00 1524.00 604.00 594.00 595.00 569.00
2020-11-09 2080.00 2081.00 2104.00 2060.00 1546.00 1527.00 1555.00 1522.00 534.00 554.00 549.00 538.00
2020-11-06 2054.00 2080.00 2091.00 2044.00 1564.00 1572.00 1586.00 1562.00 490.00 508.00 505.00 482.00
2020-11-05 2070.00 2044.00 2082.00 2041.00 1572.00 1563.00 1575.00 1558.00 498.00 481.00 507.00 483.00
2020-11-04 2052.00 2065.00 2087.00 2045.00 1574.00 1572.00 1580.00 1566.00 478.00 493.00 507.00 479.00
2020-11-03 2028.00 2040.00 2069.00 2022.00 1592.00 1569.00 1596.00 1567.00 436.00 471.00 473.00 455.00
2020-11-02 2013.00 2019.00 2030.00 1985.00 1550.00 1591.00 1593.00 1545.00 463.00 428.00 437.00 440.00
2020-10-30 2010.00 2013.00 2066.00 1982.00 1534.00 1547.00 1554.00 1525.00 476.00 466.00 512.00 457.00
2020-10-29 2036.00 2034.00 2063.00 2015.00 1545.00 1539.00 1553.00 1535.00 491.00 495.00 510.00 480.00
2020-10-28 2023.00 2057.00 2063.00 2023.00 1660.00 1656.00 1662.00 1623.00 363.00 401.00 401.00 400.00
2020-10-27 2001.00 2029.00 2032.00 1997.00 1555.00 1557.00 1559.00 1548.00 446.00 472.00 473.00 449.00
2020-10-26 2058.00 2004.00 2066.00 2002.00 1567.00 1556.00 1568.00 1538.00 491.00 448.00 498.00 464.00
2020-10-23 2083.00 2055.00 2093.00 2046.00 1659.00 1644.00 1671.00 1643.00 424.00 411.00 422.00 403.00
2020-10-22 2105.00 2088.00 2107.00 2074.00 1670.00 1660.00 1681.00 1653.00 435.00 428.00 426.00 421.00
2020-10-21 2035.00 2110.00 2146.00 2029.00 1672.00 1673.00 1677.00 1658.00 363.00 437.00 469.00 371.00
2020-10-20 2044.00 2032.00 2044.00 2021.00 1659.00 1672.00 1674.00 1649.00 385.00 360.00 370.00 372.00
2020-10-19 2069.00 2042.00 2088.00 2031.00 1707.00 1656.00 1722.00 1651.00 362.00 386.00 366.00 380.00
2020-10-16 2042.00 2069.00 2076.00 2028.00 1706.00 1711.00 1723.00 1696.00 336.00 358.00 353.00 332.00
2020-10-15 2043.00 2056.00 2065.00 2024.00 1746.00 1692.00 1751.00 1688.00 297.00 364.00 314.00 336.00
2020-10-14 2039.00 2039.00 2055.00 2030.00 1779.00 1746.00 1785.00 1735.00 260.00 293.00 270.00 295.00
2020-10-13 2028.00 2036.00 2043.00 2011.00 1768.00 1778.00 1796.00 1751.00 260.00 258.00 247.00 260.00
2020-10-12 1980.00 2027.00 2038.00 1979.00 1726.00 1769.00 1773.00 1721.00 254.00 258.00 265.00 258.00
2020-10-09 1962.00 1980.00 1993.00 1953.00 1820.00 1725.00 1827.00 1656.00 142.00 255.00 166.00 297.00
2020-09-30 1976.00 1917.00 1982.00 1916.00 1811.00 1808.00 1820.00 1783.00 165.00 109.00 162.00 133.00
2020-09-29 1990.00 1976.00 2004.00 1952.00 1830.00 1807.00 1837.00 1804.00 160.00 169.00 167.00 148.00
2020-09-28 2013.00 1991.00 2034.00 1990.00 1840.00 1827.00 1862.00 1820.00 173.00 164.00 172.00 170.00
2020-09-25 1996.00 2017.00 2024.00 1994.00 1849.00 1838.00 1852.00 1821.00 147.00 179.00 172.00 173.00
2020-09-24 2015.00 1996.00 2027.00 1978.00 1836.00 1848.00 1860.00 1822.00 179.00 148.00 167.00 156.00
2020-09-23 2019.00 2011.00 2032.00 1996.00 1837.00 1847.00 1856.00 1808.00 182.00 164.00 176.00 188.00
2020-09-22 2069.00 2014.00 2070.00 1994.00 1766.00 1836.00 1841.00 1757.00 303.00 178.00 229.00 237.00
2020-09-21 2072.00 2076.00 2087.00 2045.00 1778.00 1766.00 1788.00 1755.00 294.00 310.00 299.00 290.00
2020-09-18 2095.00 2077.00 2095.00 2053.00 1767.00 1783.00 1801.00 1757.00 328.00 294.00 294.00 296.00
2020-09-17 2083.00 2092.00 2114.00 2075.00 1780.00 1763.00 1784.00 1759.00 303.00 329.00 330.00 316.00
2020-09-16 2084.00 2084.00 2100.00 2067.00 1770.00 1776.00 1784.00 1733.00 314.00 308.00 316.00 334.00
2020-09-15 2030.00 2086.00 2116.00 2030.00 1827.00 1768.00 1842.00 1756.00 203.00 318.00 274.00 274.00
2020-09-14 1996.00 2029.00 2037.00 1992.00 1888.00 1832.00 1892.00 1820.00 108.00 197.00 145.00 172.00
2020-09-11 1983.00 2002.00 2005.00 1977.00 1828.00 1876.00 1876.00 1825.00 155.00 126.00 129.00 152.00
2020-09-10 2000.00 1987.00 2011.00 1972.00 1832.00 1829.00 1835.00 1816.00 168.00 158.00 176.00 156.00
2020-09-09 2008.00 1988.00 2014.00 1940.00 1805.00 1819.00 1842.00 1786.00 203.00 169.00 172.00 154.00
2020-09-08 2053.00 2026.00 2062.00 2021.00 1862.00 1821.00 1863.00 1818.00 191.00 205.00 199.00 203.00
2020-09-07 2059.00 2053.00 2079.00 2040.00 1837.00 1860.00 1883.00 1836.00 222.00 193.00 196.00 204.00
2020-09-04 2020.00 2054.00 2058.00 1992.00 1847.00 1837.00 1855.00 1782.00 173.00 217.00 203.00 210.00
2020-09-03 2039.00 2027.00 2040.00 2022.00 1851.00 1850.00 1873.00 1831.00 188.00 177.00 167.00 191.00
2020-09-02 2028.00 2037.00 2050.00 2028.00 1804.00 1850.00 1864.00 1791.00 224.00 187.00 186.00 237.00
2020-09-01 1985.00 2030.00 2043.00 1978.00 1760.00 1781.00 1824.00 1754.00 225.00 249.00 219.00 224.00
2020-08-31 1950.00 1980.00 1991.00 1948.00 1696.00 1749.00 1749.00 1686.00 254.00 231.00 242.00 262.00
2020-08-28 1960.00 1948.00 1968.00 1935.00 1675.00 1691.00 1695.00 1665.00 285.00 257.00 273.00 270.00
2020-08-27 1966.00 1960.00 1970.00 1955.00 1661.00 1672.00 1700.00 1661.00 305.00 288.00 270.00 294.00
2020-08-26 1950.00 1965.00 1967.00 1940.00 1677.00 1681.00 1696.00 1667.00 273.00 284.00 271.00 273.00
2020-08-25 1944.00 1948.00 1954.00 1938.00 1584.00 1608.00 1608.00 1569.00 360.00 340.00 346.00 369.00
2020-08-24 1924.00 1944.00 1949.00 1920.00 1431.00 1499.00 1499.00 1425.00 493.00 445.00 450.00 495.00
2020-08-21 1907.00 1928.00 1928.00 1898.00 1429.00 1427.00 1463.00 1416.00 478.00 501.00 465.00 482.00
2020-08-20 1921.00 1908.00 1935.00 1898.00 1414.00 1424.00 1433.00 1400.00 507.00 484.00 502.00 498.00
2020-08-19 1925.00 1923.00 1932.00 1918.00 1557.00 1569.00 1581.00 1552.00 368.00 354.00 351.00 366.00
2020-08-18 1901.00 1925.00 1934.00 1900.00 1554.00 1555.00 1568.00 1549.00 347.00 370.00 366.00 351.00
2020-08-17 1751.00 1744.00 1754.00 1726.00 1546.00 1550.00 1554.00 1526.00 205.00 194.00 200.00 200.00
2020-08-14 1752.00 1750.00 1758.00 1732.00 1542.00 1544.00 1565.00 1529.00 210.00 206.00 193.00 203.00
2020-08-13 1749.00 1747.00 1760.00 1739.00 1545.00 1540.00 1549.00 1526.00 204.00 207.00 211.00 213.00
2020-08-12 1739.00 1743.00 1758.00 1710.00 1567.00 1540.00 1567.00 1515.00 172.00 203.00 191.00 195.00
2020-08-11 1729.00 1732.00 1737.00 1721.00 1566.00 1555.00 1599.00 1544.00 163.00 177.00 138.00 177.00
2020-08-10 1704.00 1729.00 1742.00 1692.00 1608.00 1567.00 1612.00 1553.00 96.00 162.00 130.00 139.00
2020-08-07 1691.00 1701.00 1710.00 1685.00 1495.00 1551.00 1551.00 1481.00 196.00 150.00 159.00 204.00
2020-08-06 1706.00 1688.00 1712.00 1678.00 1567.00 1585.00 1591.00 1558.00 139.00 103.00 121.00 120.00
2020-08-05 1690.00 1694.00 1707.00 1671.00 1619.00 1569.00 1619.00 1523.00 71.00 125.00 88.00 148.00
2020-08-04 1699.00 1695.00 1710.00 1688.00 1532.00 1573.00 1573.00 1527.00 167.00 122.00 137.00 161.00
2020-08-03 1728.00 1696.00 1728.00 1681.00 1479.00 1531.00 1534.00 1472.00 249.00 165.00 194.00 209.00
2020-07-31 1741.00 1724.00 1743.00 1684.00 1470.00 1476.00 1482.00 1470.00 271.00 248.00 261.00 214.00
2020-07-30 1762.00 1744.00 1767.00 1742.00 1472.00 1470.00 1479.00 1470.00 290.00 274.00 288.00 272.00
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