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
2025 1052.04 761.00 1385.00 1051.39 760.00 1378.00 1055.97 765.00 1421.00 1046.86 759.00 1372.00
2024 720.45 287.00 1317.00 723.66 300.00 1375.00 712.69 288.00 1346.00 731.70 349.00 1353.00
2023 420.43 -381.00 904.00 418.25 -379.00 893.00 413.18 -388.00 896.00 424.27 -375.00 906.00
2022 168.28 -385.00 719.00 163.95 -397.00 715.00 163.76 -423.00 730.00 168.36 -333.00 678.00
2021 328.92 -160.00 862.00 327.46 -164.00 862.00 333.63 -168.00 846.00 323.18 -139.00 827.00
2020 393.40 71.00 1103.00 395.02 103.00 1050.00 403.47 88.00 1084.00 384.40 90.00 1102.00
2019 467.39 316.00 546.00 462.83 320.00 543.00 470.72 317.00 555.00 455.44 310.00 542.00

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
2025-12 930.00 930.00 930.00 926.00 926.00 926.00 927.00 927.00 927.00 919.00 919.00 919.00
2025-11 847.60 761.00 911.00 848.45 760.00 929.00 856.70 765.00 920.00 838.50 759.00 909.00
2025-10 1009.59 922.00 1127.00 1005.71 909.00 1109.00 1016.71 930.00 1130.00 1000.24 903.00 1106.00
2025-09 1152.00 1116.00 1193.00 1151.36 1113.00 1194.00 1152.77 1111.00 1204.00 1149.64 1109.00 1191.00
2025-08 1120.29 1036.00 1177.00 1115.86 1029.00 1181.00 1114.57 1018.00 1172.00 1122.67 1047.00 1169.00
2025-07 1104.39 988.00 1210.00 1098.65 995.00 1205.00 1095.65 980.00 1201.00 1106.26 993.00 1200.00
2025-06 1193.95 1041.00 1377.00 1199.90 1050.00 1378.00 1216.15 1051.00 1421.00 1175.65 1022.00 1355.00
2025-05 976.11 886.00 1035.00 978.84 888.00 1036.00 981.32 904.00 1035.00 970.74 901.00 1015.00
2025-04 985.62 894.00 1059.00 991.05 882.00 1057.00 997.24 890.00 1070.00 978.62 897.00 1055.00
2025-03 1059.95 963.00 1102.00 1065.05 996.00 1102.00 1067.24 981.00 1109.00 1057.81 978.00 1095.00
2025-02 1001.00 941.00 1089.00 999.00 944.00 1066.00 998.89 938.00 1071.00 998.89 944.00 1074.00
2025-01 1099.17 984.00 1385.00 1087.61 979.00 1366.00 1097.50 984.00 1365.00 1091.67 992.00 1372.00
2024-12 1151.95 991.00 1317.00 1165.41 987.00 1375.00 1162.23 990.00 1346.00 1155.82 973.00 1353.00
2024-11 925.33 814.00 1050.00 932.95 830.00 1049.00 929.90 827.00 1038.00 934.00 837.00 1022.00
2024-10 845.56 763.00 985.00 847.61 766.00 995.00 827.94 768.00 939.00 866.06 783.00 994.00
2024-09 918.21 820.00 1007.00 912.79 757.00 1002.00 901.63 755.00 992.00 921.74 816.00 1001.00
2024-08 854.09 683.00 1034.00 867.41 685.00 1062.00 849.32 678.00 1042.00 870.14 701.00 1055.00
2024-07 600.30 448.00 737.00 610.48 452.00 743.00 593.09 434.00 725.00 612.43 458.00 754.00
2024-06 481.11 438.00 545.00 485.05 434.00 545.00 466.47 397.00 547.00 498.05 445.00 541.00
2024-05 445.25 287.00 550.00 440.60 300.00 544.00 430.25 288.00 549.00 462.30 349.00 560.00
2024-04 590.95 414.00 712.00 582.10 413.00 703.00 572.30 397.00 714.00 603.15 442.00 712.00
2024-03 678.24 571.00 768.00 673.48 581.00 764.00 667.10 538.00 749.00 684.62 590.00 758.00
2024-02 647.20 528.00 750.00 651.73 526.00 750.00 650.33 521.00 783.00 648.53 543.00 754.00
2024-01 477.09 349.00 571.00 481.00 351.00 582.00 469.82 361.00 573.00 491.86 422.00 579.00
2023-12 239.62 -287.00 518.00 242.33 -282.00 469.00 220.19 -355.00 466.00 258.05 -286.00 505.00
2023-11 649.00 399.00 791.00 639.36 411.00 786.00 635.32 379.00 784.00 654.95 493.00 797.00
2023-10 793.18 756.00 831.00 789.41 748.00 827.00 799.41 761.00 848.00 780.76 738.00 831.00
2023-09 745.50 342.00 904.00 745.05 371.00 893.00 743.75 309.00 896.00 750.15 360.00 906.00
2023-08 350.91 -125.00 625.00 332.96 -182.00 615.00 306.52 -236.00 625.00 374.17 -51.00 629.00
2023-07 641.33 345.00 794.00 638.81 352.00 796.00 636.29 279.00 796.00 636.76 394.00 771.00
2023-06 531.65 196.00 704.00 535.45 190.00 706.00 535.25 181.00 721.00 532.40 212.00 702.00
2023-05 581.95 492.00 657.00 590.25 492.00 657.00 587.55 502.00 656.00 581.45 492.00 637.00
2023-04 220.26 -381.00 613.00 223.95 -379.00 613.00 219.32 -388.00 609.00 225.05 -375.00 604.00
2023-03 -6.22 -372.00 144.00 -5.43 -367.00 147.00 -4.35 -357.00 149.00 -5.65 -358.00 145.00
2023-02 113.05 33.00 254.00 104.80 34.00 210.00 104.00 33.00 212.00 110.95 48.00 229.00
2023-01 245.38 199.00 320.00 245.50 200.00 330.00 244.31 208.00 298.00 246.88 185.00 334.00
2022-12 111.95 -232.00 288.00 102.18 -283.00 285.00 102.45 -253.00 282.00 109.82 -243.00 285.00
2022-11 316.27 89.00 542.00 300.77 62.00 533.00 315.95 93.00 544.00 303.91 65.00 532.00
2022-10 521.38 435.00 695.00 508.81 431.00 605.00 522.69 432.00 652.00 506.56 415.00 662.00
2022-09 566.52 -85.00 719.00 571.00 -43.00 715.00 576.95 -79.00 730.00 557.38 -43.00 678.00
2022-08 135.96 -189.00 468.00 137.22 -186.00 470.00 146.96 -163.00 481.00 130.83 -181.00 459.00
2022-07 118.38 -74.00 244.00 128.48 -23.00 253.00 111.76 -70.00 250.00 128.05 -40.00 233.00
2022-06 -1.29 -72.00 176.00 -4.24 -82.00 170.00 -13.52 -99.00 162.00 3.10 -83.00 157.00
2022-05 8.16 -186.00 158.00 12.05 -178.00 158.00 -2.95 -177.00 124.00 18.89 -149.00 163.00
2022-04 -75.37 -251.00 186.00 -87.74 -241.00 181.00 -89.05 -229.00 195.00 -60.47 -220.00 191.00
2022-03 345.22 164.00 592.00 332.87 66.00 640.00 333.35 144.00 553.00 335.35 77.00 598.00
2022-02 -178.75 -385.00 56.00 -161.62 -397.00 199.00 -184.19 -423.00 161.00 -146.25 -333.00 104.00
2022-01 88.16 -63.00 270.00 67.53 -120.00 272.00 80.63 -42.00 277.00 78.21 -76.00 253.00
2021-12 183.39 -11.00 293.00 186.70 -15.00 295.00 186.17 -4.00 307.00 189.48 -18.00 288.00
2021-11 313.09 165.00 557.00 309.14 172.00 585.00 307.73 182.00 568.00 317.36 182.00 542.00
2021-10 485.19 185.00 800.00 464.19 177.00 789.00 503.69 250.00 789.00 440.31 184.00 763.00
2021-09 121.10 -49.00 458.00 159.65 -59.00 712.00 153.85 -42.00 705.00 132.45 -58.00 481.00
2021-08 85.05 -160.00 429.00 74.32 -164.00 381.00 79.77 -168.00 430.00 72.68 -139.00 405.00
2021-07 145.50 65.00 354.00 145.95 65.00 431.00 146.23 61.00 435.00 142.09 52.00 358.00
2021-06 132.48 48.00 224.00 126.24 47.00 220.00 132.19 39.00 217.00 127.33 47.00 216.00
2021-05 315.28 218.00 410.00 309.39 192.00 411.00 319.22 224.00 408.00 311.06 207.00 408.00
2021-04 509.62 301.00 714.00 513.38 224.00 729.00 516.29 278.00 705.00 507.48 285.00 683.00
2021-03 390.57 216.00 556.00 382.52 223.00 561.00 390.04 201.00 611.00 384.00 203.00 564.00
2021-02 683.80 540.00 731.00 675.93 501.00 727.00 687.53 526.00 745.00 672.47 515.00 719.00
2021-01 758.25 654.00 862.00 753.70 660.00 862.00 763.15 669.00 846.00 746.25 662.00 827.00
2020-12 873.57 699.00 1103.00 873.48 690.00 1050.00 886.87 716.00 1084.00 861.30 698.00 1102.00
2020-11 622.29 436.00 754.00 630.10 428.00 755.00 642.81 437.00 802.00 613.24 440.00 753.00
2020-10 361.56 142.00 491.00 380.62 255.00 495.00 378.88 166.00 512.00 373.44 258.00 480.00
2020-09 209.45 108.00 328.00 206.73 109.00 329.00 206.82 129.00 330.00 209.91 133.00 334.00
2020-08 263.90 71.00 507.00 255.62 103.00 501.00 252.29 88.00 502.00 268.05 120.00 498.00
2020-07 291.09 241.00 337.00 291.70 236.00 338.00 299.48 247.00 350.00 282.39 214.00 327.00
2020-06 208.00 133.00 294.00 213.35 142.00 336.00 218.65 162.00 325.00 201.35 133.00 308.00
2020-05 238.78 154.00 722.00 222.72 134.00 584.00 236.83 147.00 562.00 217.94 140.00 654.00
2020-04 309.29 101.00 494.00 324.19 106.00 586.00 330.00 143.00 548.00 300.33 90.00 537.00
2020-03 261.45 128.00 430.00 263.05 130.00 404.00 276.82 131.00 438.00 241.95 114.00 389.00
2020-02 474.10 420.00 557.00 470.30 380.00 535.00 486.20 433.00 543.00 460.10 398.00 557.00
2020-01 601.12 494.00 705.00 604.69 517.00 677.00 623.06 504.00 698.00 576.44 500.00 643.00
2019-12 467.39 316.00 546.00 462.83 320.00 543.00 470.72 317.00 555.00 455.44 310.00 542.00

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
2020-02-25 2068.00 2131.00 2131.00 2054.00 1640.00 1664.00 1677.00 1637.00 428.00 467.00 454.00 417.00
2020-02-24 2103.00 2082.00 2113.00 2050.00 1630.00 1643.00 1647.00 1630.00 473.00 439.00 466.00 420.00
2020-02-21 2122.00 2119.00 2138.00 2102.00 1635.00 1638.00 1642.00 1633.00 487.00 481.00 496.00 469.00
2020-02-20 2130.00 2125.00 2149.00 2115.00 1650.00 1643.00 1650.00 1630.00 480.00 482.00 499.00 485.00
2020-02-19 2090.00 2120.00 2124.00 2088.00 1637.00 1644.00 1645.00 1637.00 453.00 476.00 479.00 451.00
2020-02-18 2113.00 2089.00 2126.00 2086.00 1640.00 1641.00 1641.00 1635.00 473.00 448.00 485.00 451.00
2020-02-17 2101.00 2113.00 2117.00 2096.00 1630.00 1638.00 1639.00 1625.00 471.00 475.00 478.00 471.00
2020-02-14 2087.00 2097.00 2102.00 2064.00 1626.00 1626.00 1626.00 1621.00 461.00 471.00 476.00 443.00
2020-02-13 2091.00 2088.00 2107.00 2072.00 1615.00 1626.00 1627.00 1615.00 476.00 462.00 480.00 457.00
2020-02-12 2110.00 2085.00 2127.00 2062.00 1620.00 1621.00 1628.00 1616.00 490.00 464.00 499.00 446.00
2020-02-11 2105.00 2114.00 2145.00 2105.00 1617.00 1624.00 1626.00 1614.00 488.00 490.00 519.00 491.00
2020-02-10 2118.00 2119.00 2147.00 2106.00 1609.00 1618.00 1623.00 1606.00 509.00 501.00 524.00 500.00
2020-02-07 2105.00 2134.00 2136.00 2091.00 1614.00 1615.00 1643.00 1613.00 491.00 519.00 493.00 478.00
2020-02-06 2099.00 2112.00 2117.00 2082.00 1602.00 1619.00 1619.00 1600.00 497.00 493.00 498.00 482.00
2020-02-05 2055.00 2088.00 2112.00 2051.00 1588.00 1603.00 1606.00 1588.00 467.00 485.00 506.00 463.00
2020-02-04 2026.00 2053.00 2077.00 2006.00 1551.00 1598.00 1598.00 1551.00 475.00 455.00 479.00 455.00
2020-02-03 2099.00 2099.00 2133.00 2099.00 1542.00 1564.00 1590.00 1542.00 557.00 535.00 543.00 557.00
2020-01-23 2254.00 2251.00 2284.00 2230.00 1669.00 1648.00 1673.00 1634.00 585.00 603.00 611.00 596.00
2020-01-22 2285.00 2254.00 2297.00 2233.00 1681.00 1674.00 1681.00 1663.00 604.00 580.00 616.00 570.00
2020-01-21 2341.00 2293.00 2342.00 2286.00 1696.00 1686.00 1700.00 1684.00 645.00 607.00 642.00 602.00
2020-01-20 2289.00 2341.00 2345.00 2285.00 1700.00 1695.00 1700.00 1684.00 589.00 646.00 645.00 601.00
2020-01-17 2314.00 2284.00 2339.00 2276.00 1699.00 1706.00 1712.00 1697.00 615.00 578.00 627.00 579.00
2020-01-16 2350.00 2320.00 2356.00 2306.00 1697.00 1693.00 1705.00 1693.00 653.00 627.00 651.00 613.00
2020-01-15 2375.00 2351.00 2388.00 2317.00 1697.00 1694.00 1723.00 1690.00 678.00 657.00 665.00 627.00
2020-01-14 2390.00 2371.00 2398.00 2328.00 1685.00 1694.00 1700.00 1685.00 705.00 677.00 698.00 643.00
2020-01-13 2255.00 2352.00 2352.00 2248.00 1697.00 1691.00 1699.00 1686.00 558.00 661.00 653.00 562.00
2020-01-10 2245.00 2249.00 2252.00 2224.00 1677.00 1699.00 1714.00 1677.00 568.00 550.00 538.00 547.00
2020-01-09 2325.00 2239.00 2343.00 2228.00 1688.00 1679.00 1688.00 1674.00 637.00 560.00 655.00 554.00
2020-01-08 2285.00 2338.00 2384.00 2277.00 1682.00 1684.00 1690.00 1680.00 603.00 654.00 694.00 597.00
2020-01-07 2289.00 2283.00 2306.00 2258.00 1687.00 1682.00 1690.00 1676.00 602.00 601.00 616.00 582.00
2020-01-06 2253.00 2297.00 2300.00 2223.00 1693.00 1689.00 1702.00 1687.00 560.00 608.00 598.00 536.00
2020-01-03 2202.00 2238.00 2246.00 2191.00 1680.00 1689.00 1690.00 1677.00 522.00 549.00 556.00 514.00
2020-01-02 2185.00 2197.00 2206.00 2178.00 1691.00 1680.00 1702.00 1678.00 494.00 517.00 504.00 500.00
2019-12-31 2227.00 2184.00 2232.00 2173.00 1681.00 1691.00 1698.00 1680.00 546.00 493.00 534.00 493.00
2019-12-30 2200.00 2223.00 2238.00 2193.00 1655.00 1683.00 1683.00 1651.00 545.00 540.00 555.00 542.00
2019-12-27 2159.00 2196.00 2199.00 2159.00 1650.00 1653.00 1669.00 1650.00 509.00 543.00 530.00 509.00
2019-12-26 2180.00 2161.00 2184.00 2156.00 1644.00 1647.00 1654.00 1641.00 536.00 514.00 530.00 515.00
2019-12-25 2142.00 2164.00 2167.00 2128.00 1643.00 1645.00 1647.00 1641.00 499.00 519.00 520.00 487.00
2019-12-24 2158.00 2144.00 2163.00 2128.00 1636.00 1644.00 1649.00 1636.00 522.00 500.00 514.00 492.00
2019-12-23 2148.00 2158.00 2178.00 2142.00 1642.00 1638.00 1645.00 1636.00 506.00 520.00 533.00 506.00
2019-12-20 2130.00 2149.00 2157.00 2120.00 1650.00 1644.00 1654.00 1642.00 480.00 505.00 503.00 478.00
2019-12-19 2108.00 2128.00 2130.00 2102.00 1648.00 1652.00 1661.00 1648.00 460.00 476.00 469.00 454.00
2019-12-18 2158.00 2108.00 2162.00 2106.00 1640.00 1651.00 1670.00 1640.00 518.00 457.00 492.00 466.00
2019-12-17 2125.00 2157.00 2162.00 2122.00 1647.00 1643.00 1658.00 1630.00 478.00 514.00 504.00 492.00
2019-12-16 2115.00 2125.00 2142.00 2111.00 1644.00 1651.00 1666.00 1638.00 471.00 474.00 476.00 473.00
2019-12-13 2044.00 2014.00 2044.00 2007.00 1644.00 1640.00 1648.00 1634.00 400.00 374.00 396.00 373.00
2019-12-12 1982.00 2040.00 2042.00 1979.00 1666.00 1642.00 1668.00 1635.00 316.00 398.00 374.00 344.00
2019-12-11 2005.00 1984.00 2006.00 1963.00 1670.00 1664.00 1689.00 1653.00 335.00 320.00 317.00 310.00
2019-12-10 2006.00 2005.00 2023.00 1999.00 1584.00 1654.00 1654.00 1584.00 422.00 351.00 369.00 415.00
2019-12-09 1995.00 2005.00 2038.00 1992.00 1585.00 1587.00 1605.00 1580.00 410.00 418.00 433.00 412.00
2019-12-06 2026.00 1999.00 2030.00 1989.00 1566.00 1584.00 1606.00 1552.00 460.00 415.00 424.00 437.00
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