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
2020-07-29 1724.00 1762.00 1765.00 1723.00 1483.00 1476.00 1497.00 1473.00 241.00 286.00 268.00 250.00
2020-07-28 1741.00 1728.00 1755.00 1726.00 1491.00 1486.00 1492.00 1480.00 250.00 242.00 263.00 246.00
2020-07-27 1725.00 1739.00 1745.00 1721.00 1484.00 1489.00 1498.00 1476.00 241.00 250.00 247.00 245.00
2020-07-24 1765.00 1718.00 1780.00 1715.00 1493.00 1482.00 1493.00 1475.00 272.00 236.00 287.00 240.00
2020-07-23 1758.00 1773.00 1779.00 1737.00 1474.00 1485.00 1490.00 1470.00 284.00 288.00 289.00 267.00
2020-07-22 1778.00 1764.00 1784.00 1759.00 1460.00 1476.00 1484.00 1456.00 318.00 288.00 300.00 303.00
2020-07-21 1773.00 1765.00 1781.00 1756.00 1446.00 1457.00 1465.00 1442.00 327.00 308.00 316.00 314.00
2020-07-20 1796.00 1771.00 1806.00 1763.00 1476.00 1445.00 1483.00 1436.00 320.00 326.00 323.00 327.00
2020-07-17 1823.00 1796.00 1832.00 1783.00 1499.00 1479.00 1502.00 1471.00 324.00 317.00 330.00 312.00
2020-07-16 1841.00 1836.00 1849.00 1821.00 1504.00 1498.00 1505.00 1496.00 337.00 338.00 344.00 325.00
2020-07-15 1810.00 1839.00 1863.00 1808.00 1506.00 1502.00 1513.00 1500.00 304.00 337.00 350.00 308.00
2020-07-14 1811.00 1814.00 1820.00 1791.00 1513.00 1505.00 1520.00 1495.00 298.00 309.00 300.00 296.00
2020-07-13 1779.00 1811.00 1820.00 1777.00 1503.00 1513.00 1531.00 1498.00 276.00 298.00 289.00 279.00
2020-07-10 1804.00 1773.00 1811.00 1763.00 1508.00 1504.00 1509.00 1495.00 296.00 269.00 302.00 268.00
2020-07-09 1804.00 1806.00 1814.00 1788.00 1495.00 1506.00 1511.00 1494.00 309.00 300.00 303.00 294.00
2020-07-08 1785.00 1801.00 1810.00 1779.00 1478.00 1496.00 1498.00 1466.00 307.00 305.00 312.00 313.00
2020-07-07 1810.00 1783.00 1818.00 1770.00 1500.00 1478.00 1503.00 1474.00 310.00 305.00 315.00 296.00
2020-07-06 1800.00 1815.00 1826.00 1788.00 1495.00 1502.00 1503.00 1492.00 305.00 313.00 323.00 296.00
2020-07-03 1789.00 1802.00 1814.00 1783.00 1495.00 1495.00 1500.00 1483.00 294.00 307.00 314.00 300.00
2020-07-02 1751.00 1787.00 1798.00 1749.00 1480.00 1493.00 1498.00 1480.00 271.00 294.00 300.00 269.00
2020-07-01 1746.00 1755.00 1762.00 1738.00 1496.00 1484.00 1498.00 1477.00 250.00 271.00 264.00 261.00
2020-06-30 1750.00 1751.00 1768.00 1741.00 1503.00 1496.00 1507.00 1494.00 247.00 255.00 261.00 247.00
2020-06-29 1737.00 1740.00 1754.00 1718.00 1499.00 1499.00 1510.00 1495.00 238.00 241.00 244.00 223.00
2020-06-24 1775.00 1759.00 1775.00 1753.00 1521.00 1506.00 1526.00 1500.00 254.00 253.00 249.00 253.00
2020-06-23 1740.00 1766.00 1772.00 1738.00 1527.00 1522.00 1528.00 1518.00 213.00 244.00 244.00 220.00
2020-06-22 1750.00 1740.00 1753.00 1727.00 1531.00 1529.00 1535.00 1524.00 219.00 211.00 218.00 203.00
2020-06-19 1718.00 1747.00 1749.00 1710.00 1424.00 1411.00 1424.00 1402.00 294.00 336.00 325.00 308.00
2020-06-18 1707.00 1716.00 1718.00 1694.00 1535.00 1527.00 1536.00 1522.00 172.00 189.00 182.00 172.00
2020-06-17 1731.00 1709.00 1735.00 1693.00 1535.00 1536.00 1538.00 1529.00 196.00 173.00 197.00 164.00
2020-06-16 1683.00 1720.00 1723.00 1679.00 1417.00 1420.00 1421.00 1409.00 266.00 300.00 302.00 270.00
2020-06-15 1721.00 1682.00 1727.00 1675.00 1534.00 1540.00 1544.00 1524.00 187.00 142.00 183.00 151.00
2020-06-12 1712.00 1713.00 1719.00 1682.00 1517.00 1533.00 1538.00 1516.00 195.00 180.00 181.00 166.00
2020-06-11 1740.00 1720.00 1752.00 1712.00 1529.00 1522.00 1540.00 1521.00 211.00 198.00 212.00 191.00
2020-06-10 1745.00 1739.00 1756.00 1733.00 1528.00 1529.00 1538.00 1526.00 217.00 210.00 218.00 207.00
2020-06-09 1758.00 1748.00 1767.00 1737.00 1555.00 1527.00 1559.00 1525.00 203.00 221.00 208.00 212.00
2020-06-08 1774.00 1764.00 1779.00 1752.00 1559.00 1556.00 1562.00 1548.00 215.00 208.00 217.00 204.00
2020-06-05 1744.00 1757.00 1765.00 1742.00 1553.00 1557.00 1558.00 1549.00 191.00 200.00 207.00 193.00
2020-06-04 1741.00 1741.00 1762.00 1733.00 1558.00 1548.00 1563.00 1546.00 183.00 193.00 199.00 187.00
2020-06-03 1711.00 1751.00 1755.00 1705.00 1546.00 1558.00 1560.00 1543.00 165.00 193.00 195.00 162.00
2020-06-02 1711.00 1707.00 1720.00 1696.00 1550.00 1549.00 1551.00 1535.00 161.00 158.00 169.00 161.00
2020-06-01 1687.00 1712.00 1722.00 1681.00 1554.00 1550.00 1560.00 1548.00 133.00 162.00 162.00 133.00
2020-05-29 1713.00 1688.00 1715.00 1683.00 1545.00 1554.00 1558.00 1543.00 168.00 134.00 157.00 140.00
2020-05-28 1715.00 1711.00 1722.00 1696.00 1537.00 1543.00 1545.00 1534.00 178.00 168.00 177.00 162.00
2020-05-27 1684.00 1715.00 1727.00 1668.00 1530.00 1535.00 1546.00 1515.00 154.00 180.00 181.00 153.00
2020-05-26 1687.00 1686.00 1696.00 1675.00 1525.00 1533.00 1549.00 1522.00 162.00 153.00 147.00 153.00
2020-05-25 1685.00 1690.00 1701.00 1666.00 1508.00 1525.00 1525.00 1498.00 177.00 165.00 176.00 168.00
2020-05-22 1749.00 1682.00 1757.00 1670.00 1534.00 1506.00 1537.00 1506.00 215.00 176.00 220.00 164.00
2020-05-21 1747.00 1747.00 1766.00 1738.00 1537.00 1534.00 1538.00 1528.00 210.00 213.00 228.00 210.00
2020-05-20 1700.00 1742.00 1754.00 1692.00 1532.00 1535.00 1538.00 1522.00 168.00 207.00 216.00 170.00
2020-05-19 1718.00 1706.00 1739.00 1699.00 1538.00 1532.00 1544.00 1527.00 180.00 174.00 195.00 172.00
2020-05-18 1761.00 1714.00 1764.00 1707.00 1521.00 1535.00 1541.00 1516.00 240.00 179.00 223.00 191.00
2020-05-15 1746.00 1760.00 1778.00 1738.00 1515.00 1522.00 1527.00 1512.00 231.00 238.00 251.00 226.00
2020-05-14 1751.00 1749.00 1754.00 1719.00 1518.00 1519.00 1523.00 1507.00 233.00 230.00 231.00 212.00
2020-05-13 1732.00 1748.00 1748.00 1698.00 1506.00 1517.00 1524.00 1503.00 226.00 231.00 224.00 195.00
2020-05-12 1756.00 1725.00 1763.00 1717.00 1505.00 1508.00 1510.00 1495.00 251.00 217.00 253.00 222.00
2020-05-11 1759.00 1751.00 1778.00 1741.00 1498.00 1503.00 1509.00 1494.00 261.00 248.00 269.00 247.00
2020-05-08 1778.00 1762.00 1778.00 1731.00 1508.00 1500.00 1508.00 1497.00 270.00 262.00 270.00 234.00
2020-05-07 1768.00 1751.00 1807.00 1750.00 1516.00 1501.00 1524.00 1500.00 252.00 250.00 283.00 250.00
2020-05-06 1840.00 1785.00 1850.00 1772.00 1118.00 1201.00 1288.00 1118.00 722.00 584.00 562.00 654.00
2020-04-30 1734.00 1786.00 1788.00 1717.00 1240.00 1200.00 1240.00 1180.00 494.00 586.00 548.00 537.00
2020-04-29 1720.00 1712.00 1737.00 1672.00 1263.00 1229.00 1275.00 1229.00 457.00 483.00 462.00 443.00
2020-04-28 1644.00 1710.00 1717.00 1636.00 1296.00 1269.00 1297.00 1266.00 348.00 441.00 420.00 370.00
2020-04-27 1687.00 1665.00 1688.00 1655.00 1308.00 1305.00 1320.00 1295.00 379.00 360.00 368.00 360.00
2020-04-24 1743.00 1692.00 1746.00 1690.00 1323.00 1308.00 1328.00 1307.00 420.00 384.00 418.00 383.00
2020-04-23 1686.00 1735.00 1740.00 1678.00 1319.00 1320.00 1341.00 1311.00 367.00 415.00 399.00 367.00
2020-04-22 1661.00 1660.00 1682.00 1630.00 1315.00 1308.00 1317.00 1305.00 346.00 352.00 365.00 325.00
2020-04-21 1725.00 1704.00 1760.00 1668.00 1335.00 1312.00 1345.00 1310.00 390.00 392.00 415.00 358.00
2020-04-20 1726.00 1757.00 1759.00 1701.00 1351.00 1343.00 1366.00 1325.00 375.00 414.00 393.00 376.00
2020-04-17 1746.00 1754.00 1776.00 1724.00 1455.00 1472.00 1485.00 1450.00 291.00 282.00 291.00 274.00
2020-04-16 1780.00 1731.00 1806.00 1723.00 1520.00 1455.00 1559.00 1446.00 260.00 276.00 247.00 277.00
2020-04-15 1740.00 1780.00 1799.00 1735.00 1450.00 1486.00 1486.00 1445.00 290.00 294.00 313.00 290.00
2020-04-14 1846.00 1764.00 1849.00 1760.00 1422.00 1447.00 1449.00 1404.00 424.00 317.00 400.00 356.00
2020-04-13 1822.00 1753.00 1846.00 1748.00 1479.00 1422.00 1489.00 1420.00 343.00 331.00 357.00 328.00
2020-04-10 1730.00 1774.00 1785.00 1723.00 1485.00 1476.00 1490.00 1471.00 245.00 298.00 295.00 252.00
2020-04-09 1705.00 1774.00 1777.00 1695.00 1481.00 1486.00 1491.00 1470.00 224.00 288.00 286.00 225.00
2020-04-08 1665.00 1685.00 1699.00 1655.00 1462.00 1481.00 1484.00 1458.00 203.00 204.00 215.00 197.00
2020-04-07 1660.00 1688.00 1695.00 1660.00 1453.00 1462.00 1465.00 1453.00 207.00 226.00 230.00 207.00
2020-04-03 1658.00 1642.00 1663.00 1611.00 1468.00 1445.00 1469.00 1432.00 190.00 197.00 194.00 179.00
2020-04-02 1554.00 1629.00 1640.00 1531.00 1453.00 1467.00 1469.00 1441.00 101.00 162.00 171.00 90.00
2020-04-01 1591.00 1555.00 1601.00 1551.00 1450.00 1449.00 1458.00 1438.00 141.00 106.00 143.00 113.00
2020-03-31 1575.00 1596.00 1630.00 1568.00 1438.00 1454.00 1460.00 1438.00 137.00 142.00 170.00 130.00
2020-03-30 1598.00 1562.00 1601.00 1545.00 1470.00 1432.00 1470.00 1431.00 128.00 130.00 131.00 114.00
2020-03-27 1684.00 1614.00 1686.00 1601.00 1491.00 1477.00 1492.00 1476.00 193.00 137.00 194.00 125.00
2020-03-26 1695.00 1679.00 1697.00 1657.00 1496.00 1486.00 1500.00 1485.00 199.00 193.00 197.00 172.00
2020-03-25 1743.00 1697.00 1753.00 1684.00 1512.00 1499.00 1513.00 1496.00 231.00 198.00 240.00 188.00
2020-03-24 1760.00 1734.00 1764.00 1705.00 1499.00 1500.00 1509.00 1483.00 261.00 234.00 255.00 222.00
2020-03-23 1703.00 1735.00 1752.00 1701.00 1510.00 1489.00 1510.00 1479.00 193.00 246.00 242.00 222.00
2020-03-20 1770.00 1771.00 1780.00 1723.00 1522.00 1517.00 1533.00 1505.00 248.00 254.00 247.00 218.00
2020-03-19 1770.00 1722.00 1776.00 1710.00 1555.00 1517.00 1555.00 1502.00 215.00 205.00 221.00 208.00
2020-03-18 1791.00 1781.00 1835.00 1747.00 1563.00 1555.00 1575.00 1554.00 228.00 226.00 260.00 193.00
2020-03-17 1820.00 1816.00 1837.00 1806.00 1593.00 1567.00 1597.00 1566.00 227.00 249.00 240.00 240.00
2020-03-16 1840.00 1825.00 1864.00 1815.00 1610.00 1600.00 1615.00 1598.00 230.00 225.00 249.00 217.00
2020-03-13 1823.00 1857.00 1885.00 1797.00 1615.00 1606.00 1620.00 1598.00 208.00 251.00 265.00 199.00
2020-03-12 1870.00 1853.00 1886.00 1811.00 1625.00 1620.00 1629.00 1616.00 245.00 233.00 257.00 195.00
2020-03-11 1928.00 1887.00 1938.00 1880.00 1630.00 1626.00 1669.00 1624.00 298.00 261.00 269.00 256.00
2020-03-10 1780.00 1911.00 1938.00 1780.00 1610.00 1626.00 1631.00 1610.00 170.00 285.00 307.00 170.00
2020-03-09 1918.00 1918.00 1918.00 1918.00 1577.00 1605.00 1630.00 1577.00 341.00 313.00 288.00 341.00
2020-03-06 2025.00 2032.00 2038.00 2004.00 1633.00 1630.00 1636.00 1625.00 392.00 402.00 402.00 379.00
2020-03-05 2043.00 2040.00 2050.00 2018.00 1639.00 1636.00 1645.00 1634.00 404.00 404.00 405.00 384.00
2020-03-04 2041.00 2039.00 2055.00 2030.00 1642.00 1643.00 1651.00 1641.00 399.00 396.00 404.00 389.00
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