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
暂无数据

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
2025-07-11 2395.00 2370.00 2403.00 2363.00 1266.00 1258.00 1278.00 1252.00 1129.00 1112.00 1125.00 1111.00
2025-07-10 2370.00 2398.00 2408.00 2370.00 1240.00 1269.00 1281.00 1235.00 1130.00 1129.00 1127.00 1135.00
2025-07-09 2365.00 2372.00 2380.00 2352.00 1220.00 1237.00 1239.00 1213.00 1145.00 1135.00 1141.00 1139.00
2025-07-08 2396.00 2373.00 2400.00 2372.00 1206.00 1218.00 1228.00 1204.00 1190.00 1155.00 1172.00 1168.00
2025-07-07 2390.00 2392.00 2404.00 2383.00 1203.00 1207.00 1215.00 1200.00 1187.00 1185.00 1189.00 1183.00
2025-07-04 2415.00 2399.00 2432.00 2396.00 1205.00 1206.00 1231.00 1202.00 1210.00 1193.00 1201.00 1194.00
2025-07-03 2408.00 2414.00 2428.00 2395.00 1219.00 1209.00 1232.00 1195.00 1189.00 1205.00 1196.00 1200.00
2025-07-02 2386.00 2404.00 2407.00 2378.00 1180.00 1225.00 1231.00 1178.00 1206.00 1179.00 1176.00 1200.00
2025-07-01 2380.00 2384.00 2385.00 2361.00 1193.00 1180.00 1194.00 1175.00 1187.00 1204.00 1191.00 1186.00
2025-06-30 2389.00 2381.00 2397.00 2372.00 1192.00 1194.00 1234.00 1190.00 1197.00 1187.00 1163.00 1182.00
2025-06-27 2417.00 2393.00 2429.00 2385.00 1172.00 1192.00 1205.00 1168.00 1245.00 1201.00 1224.00 1217.00
2025-06-26 2384.00 2417.00 2429.00 2373.00 1160.00 1172.00 1172.00 1156.00 1224.00 1245.00 1257.00 1217.00
2025-06-25 2383.00 2391.00 2400.00 2375.00 1150.00 1159.00 1160.00 1146.00 1233.00 1232.00 1240.00 1229.00
2025-06-24 2488.00 2379.00 2495.00 2336.00 1160.00 1154.00 1167.00 1141.00 1328.00 1225.00 1328.00 1195.00
2025-06-23 2518.00 2504.00 2588.00 2476.00 1162.00 1161.00 1167.00 1151.00 1356.00 1343.00 1421.00 1325.00
2025-06-20 2541.00 2529.00 2571.00 2509.00 1164.00 1162.00 1178.00 1154.00 1377.00 1367.00 1393.00 1355.00
2025-06-19 2523.00 2543.00 2569.00 2494.00 1159.00 1165.00 1174.00 1156.00 1364.00 1378.00 1395.00 1338.00
2025-06-18 2469.00 2517.00 2527.00 2461.00 1150.00 1159.00 1168.00 1148.00 1319.00 1358.00 1359.00 1313.00
2025-06-17 2440.00 2455.00 2466.00 2397.00 1160.00 1152.00 1167.00 1150.00 1280.00 1303.00 1299.00 1247.00
2025-06-16 2400.00 2464.00 2511.00 2367.00 1150.00 1165.00 1167.00 1148.00 1250.00 1299.00 1344.00 1219.00
2025-06-13 2282.00 2389.00 2455.00 2274.00 1159.00 1153.00 1171.00 1148.00 1123.00 1236.00 1284.00 1126.00
2025-06-12 2295.00 2290.00 2307.00 2280.00 1185.00 1165.00 1185.00 1161.00 1110.00 1125.00 1122.00 1119.00
2025-06-11 2274.00 2282.00 2295.00 2268.00 1189.00 1185.00 1196.00 1177.00 1085.00 1097.00 1099.00 1091.00
2025-06-10 2282.00 2276.00 2296.00 2260.00 1188.00 1191.00 1198.00 1177.00 1094.00 1085.00 1098.00 1083.00
2025-06-09 2265.00 2277.00 2283.00 2254.00 1195.00 1193.00 1220.00 1187.00 1070.00 1084.00 1063.00 1067.00
2025-06-06 2269.00 2264.00 2278.00 2254.00 1194.00 1198.00 1209.00 1189.00 1075.00 1066.00 1069.00 1065.00
2025-06-05 2263.00 2259.00 2273.00 2241.00 1206.00 1196.00 1211.00 1184.00 1057.00 1063.00 1062.00 1057.00
2025-06-04 2226.00 2270.00 2275.00 2220.00 1175.00 1216.00 1223.00 1174.00 1051.00 1054.00 1052.00 1046.00
2025-06-03 2221.00 2225.00 2239.00 2193.00 1180.00 1175.00 1188.00 1171.00 1041.00 1050.00 1051.00 1022.00
2025-05-30 2220.00 2208.00 2221.00 2195.00 1200.00 1192.00 1207.00 1180.00 1020.00 1016.00 1014.00 1015.00
2025-05-29 2214.00 2218.00 2220.00 2173.00 1205.00 1201.00 1215.00 1183.00 1009.00 1017.00 1005.00 990.00
2025-05-28 2205.00 2206.00 2221.00 2198.00 1210.00 1207.00 1218.00 1196.00 995.00 999.00 1003.00 1002.00
2025-05-27 2222.00 2208.00 2222.00 2181.00 1237.00 1212.00 1246.00 1206.00 985.00 996.00 976.00 975.00
2025-05-26 2221.00 2224.00 2250.00 2211.00 1246.00 1237.00 1258.00 1235.00 975.00 987.00 992.00 976.00
2025-05-23 2244.00 2222.00 2254.00 2220.00 1273.00 1251.00 1280.00 1251.00 971.00 971.00 974.00 969.00
2025-05-22 2266.00 2241.00 2270.00 2240.00 1278.00 1276.00 1289.00 1270.00 988.00 965.00 981.00 970.00
2025-05-21 2256.00 2270.00 2284.00 2250.00 1272.00 1279.00 1283.00 1266.00 984.00 991.00 1001.00 984.00
2025-05-20 2278.00 2256.00 2284.00 2247.00 1274.00 1274.00 1285.00 1267.00 1004.00 982.00 999.00 980.00
2025-05-19 2289.00 2272.00 2305.00 2260.00 1279.00 1277.00 1301.00 1268.00 1010.00 995.00 1004.00 992.00
2025-05-16 2315.00 2284.00 2324.00 2282.00 1305.00 1286.00 1309.00 1285.00 1010.00 998.00 1015.00 997.00
2025-05-15 2363.00 2320.00 2363.00 2313.00 1328.00 1308.00 1336.00 1303.00 1035.00 1012.00 1027.00 1010.00
2025-05-14 2300.00 2365.00 2369.00 2287.00 1280.00 1329.00 1334.00 1275.00 1020.00 1036.00 1035.00 1012.00
2025-05-13 2290.00 2291.00 2308.00 2256.00 1311.00 1282.00 1333.00 1278.00 979.00 1009.00 975.00 978.00
2025-05-12 2232.00 2270.00 2271.00 2221.00 1307.00 1305.00 1315.00 1287.00 925.00 965.00 956.00 934.00
2025-05-09 2216.00 2227.00 2247.00 2211.00 1325.00 1306.00 1338.00 1302.00 891.00 921.00 909.00 909.00
2025-05-08 2236.00 2216.00 2244.00 2206.00 1330.00 1328.00 1340.00 1300.00 906.00 888.00 904.00 906.00
2025-05-07 2224.00 2239.00 2287.00 2222.00 1338.00 1327.00 1360.00 1321.00 886.00 912.00 927.00 901.00
2025-05-06 2243.00 2219.00 2257.00 2215.00 1290.00 1281.00 1309.00 1271.00 953.00 938.00 948.00 944.00
2025-04-30 2279.00 2251.00 2283.00 2250.00 1385.00 1369.00 1393.00 1353.00 894.00 882.00 890.00 897.00
2025-04-29 2310.00 2278.00 2310.00 2265.00 1320.00 1329.00 1337.00 1320.00 990.00 949.00 973.00 945.00
2025-04-28 2280.00 2310.00 2312.00 2280.00 1315.00 1319.00 1344.00 1315.00 965.00 991.00 968.00 965.00
2025-04-25 2288.00 2288.00 2302.00 2277.00 1334.00 1321.00 1336.00 1315.00 954.00 967.00 966.00 962.00
2025-04-24 2292.00 2289.00 2298.00 2273.00 1323.00 1332.00 1333.00 1312.00 969.00 957.00 965.00 961.00
2025-04-23 2260.00 2300.00 2307.00 2242.00 1280.00 1322.00 1323.00 1275.00 980.00 978.00 984.00 967.00
2025-04-22 2269.00 2260.00 2272.00 2252.00 1290.00 1274.00 1297.00 1270.00 979.00 986.00 975.00 982.00
2025-04-21 2270.00 2275.00 2288.00 2258.00 1286.00 1289.00 1305.00 1282.00 984.00 986.00 983.00 976.00
2025-04-18 2242.00 2266.00 2270.00 2242.00 1319.00 1286.00 1320.00 1283.00 923.00 980.00 950.00 959.00
2025-04-17 2270.00 2238.00 2274.00 2234.00 1330.00 1319.00 1330.00 1310.00 940.00 919.00 944.00 924.00
2025-04-16 2370.00 2369.00 2392.00 2359.00 1333.00 1322.00 1338.00 1320.00 1037.00 1047.00 1054.00 1039.00
2025-04-15 2375.00 2369.00 2386.00 2351.00 1378.00 1368.00 1378.00 1353.00 997.00 1001.00 1008.00 998.00
2025-04-14 2392.00 2376.00 2396.00 2351.00 1375.00 1377.00 1384.00 1366.00 1017.00 999.00 1012.00 985.00
2025-04-11 2420.00 2392.00 2424.00 2374.00 1363.00 1370.00 1378.00 1357.00 1057.00 1022.00 1046.00 1017.00
2025-04-10 2320.00 2426.00 2463.00 2320.00 1365.00 1369.00 1393.00 1355.00 955.00 1057.00 1070.00 965.00
2025-04-09 2365.00 2352.00 2395.00 2253.00 1377.00 1368.00 1378.00 1319.00 988.00 984.00 1017.00 934.00
2025-04-08 2396.00 2368.00 2412.00 2365.00 1399.00 1375.00 1415.00 1366.00 997.00 993.00 997.00 999.00
2025-04-07 2300.00 2376.00 2408.00 2299.00 1380.00 1399.00 1414.00 1370.00 920.00 977.00 994.00 929.00
2025-04-03 2475.00 2454.00 2484.00 2452.00 1434.00 1420.00 1440.00 1415.00 1041.00 1034.00 1044.00 1037.00
2025-04-02 2482.00 2484.00 2491.00 2473.00 1430.00 1435.00 1436.00 1418.00 1052.00 1049.00 1055.00 1055.00
2025-04-01 2479.00 2486.00 2495.00 2468.00 1420.00 1432.00 1448.00 1413.00 1059.00 1054.00 1047.00 1055.00
2025-03-31 2538.00 2479.00 2541.00 2477.00 1438.00 1420.00 1443.00 1416.00 1100.00 1059.00 1098.00 1061.00
2025-03-28 2563.00 2541.00 2573.00 2525.00 1462.00 1439.00 1464.00 1433.00 1101.00 1102.00 1109.00 1092.00
2025-03-27 2556.00 2563.00 2578.00 2550.00 1470.00 1462.00 1475.00 1460.00 1086.00 1101.00 1103.00 1090.00
2025-03-26 2547.00 2552.00 2556.00 2538.00 1479.00 1471.00 1490.00 1470.00 1068.00 1081.00 1066.00 1068.00
2025-03-25 2587.00 2549.00 2587.00 2543.00 1485.00 1479.00 1489.00 1468.00 1102.00 1070.00 1098.00 1075.00
2025-03-24 2555.00 2587.00 2593.00 2548.00 1460.00 1485.00 1495.00 1455.00 1095.00 1102.00 1098.00 1093.00
2025-03-21 2560.00 2554.00 2574.00 2548.00 1490.00 1461.00 1490.00 1453.00 1070.00 1093.00 1084.00 1095.00
2025-03-20 2544.00 2559.00 2566.00 2535.00 1487.00 1489.00 1489.00 1470.00 1057.00 1070.00 1077.00 1065.00
2025-03-19 2535.00 2537.00 2545.00 2516.00 1485.00 1481.00 1485.00 1466.00 1050.00 1056.00 1060.00 1050.00
2025-03-18 2563.00 2532.00 2564.00 2521.00 1492.00 1483.00 1503.00 1479.00 1071.00 1049.00 1061.00 1042.00
2025-03-17 2591.00 2567.00 2597.00 2558.00 1519.00 1495.00 1525.00 1489.00 1072.00 1072.00 1072.00 1069.00
2025-03-14 2540.00 2591.00 2593.00 2535.00 1500.00 1512.00 1520.00 1491.00 1040.00 1079.00 1073.00 1044.00
2025-03-13 2532.00 2539.00 2553.00 2519.00 1500.00 1502.00 1505.00 1482.00 1032.00 1037.00 1048.00 1037.00
2025-03-12 2592.00 2526.00 2599.00 2526.00 1505.00 1494.00 1513.00 1484.00 1087.00 1032.00 1086.00 1042.00
2025-03-11 2590.00 2589.00 2599.00 2562.00 1504.00 1496.00 1516.00 1494.00 1086.00 1093.00 1083.00 1068.00
2025-03-10 2599.00 2591.00 2624.00 2582.00 1511.00 1500.00 1522.00 1487.00 1088.00 1091.00 1102.00 1095.00
2025-03-07 2571.00 2591.00 2596.00 2565.00 1536.00 1512.00 1543.00 1505.00 1035.00 1079.00 1053.00 1060.00
2025-03-06 2591.00 2571.00 2591.00 2557.00 1541.00 1537.00 1543.00 1520.00 1050.00 1034.00 1048.00 1037.00
2025-03-05 2602.00 2591.00 2604.00 2578.00 1587.00 1541.00 1592.00 1534.00 1015.00 1050.00 1012.00 1044.00
2025-03-04 2601.00 2607.00 2617.00 2593.00 1610.00 1587.00 1617.00 1584.00 991.00 1020.00 1000.00 1009.00
2025-03-03 2585.00 2606.00 2621.00 2581.00 1622.00 1610.00 1640.00 1603.00 963.00 996.00 981.00 978.00
2025-02-28 2591.00 2586.00 2594.00 2573.00 1620.00 1622.00 1628.00 1605.00 971.00 964.00 966.00 968.00
2025-02-27 2557.00 2589.00 2590.00 2546.00 1589.00 1614.00 1616.00 1576.00 968.00 975.00 974.00 970.00
2025-02-26 2538.00 2555.00 2558.00 2510.00 1566.00 1581.00 1591.00 1566.00 972.00 974.00 967.00 944.00
2025-02-25 2570.00 2540.00 2572.00 2540.00 1595.00 1570.00 1604.00 1564.00 975.00 970.00 968.00 976.00
2025-02-24 2545.00 2568.00 2579.00 2537.00 1587.00 1598.00 1604.00 1571.00 958.00 970.00 975.00 966.00
2025-02-21 2550.00 2547.00 2558.00 2538.00 1609.00 1589.00 1610.00 1580.00 941.00 958.00 948.00 958.00
2025-02-20 2530.00 2547.00 2550.00 2523.00 1576.00 1603.00 1612.00 1575.00 954.00 944.00 938.00 948.00
2025-02-19 2546.00 2535.00 2562.00 2529.00 1584.00 1577.00 1584.00 1559.00 962.00 958.00 978.00 970.00
2025-02-18 2555.00 2545.00 2557.00 2538.00 1584.00 1575.00 1591.00 1568.00 971.00 970.00 966.00 970.00
2025-02-17 2532.00 2555.00 2555.00 2516.00 1537.00 1582.00 1592.00 1531.00 995.00 973.00 963.00 985.00
导出Excel数据