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
2025-02-14 2539.00 2526.00 2561.00 2523.00 1513.00 1537.00 1549.00 1511.00 1026.00 989.00 1012.00 1012.00
2025-02-13 2578.00 2542.00 2581.00 2540.00 1553.00 1513.00 1555.00 1512.00 1025.00 1029.00 1026.00 1028.00
2025-02-12 2601.00 2579.00 2603.00 2568.00 1540.00 1551.00 1555.00 1522.00 1061.00 1028.00 1048.00 1046.00
2025-02-11 2611.00 2601.00 2615.00 2586.00 1548.00 1539.00 1565.00 1530.00 1063.00 1062.00 1050.00 1056.00
2025-02-10 2590.00 2608.00 2619.00 2576.00 1544.00 1547.00 1548.00 1529.00 1046.00 1061.00 1071.00 1047.00
2025-02-07 2596.00 2588.00 2607.00 2581.00 1507.00 1543.00 1552.00 1507.00 1089.00 1045.00 1055.00 1074.00
2025-02-06 2564.00 2580.00 2583.00 2531.00 1538.00 1514.00 1538.00 1501.00 1026.00 1066.00 1045.00 1030.00
2025-02-05 2555.00 2569.00 2589.00 2544.00 1540.00 1523.00 1559.00 1512.00 1015.00 1046.00 1030.00 1032.00
2025-01-27 2560.00 2554.00 2571.00 2546.00 1576.00 1551.00 1577.00 1551.00 984.00 1003.00 994.00 995.00
2025-01-24 2551.00 2556.00 2571.00 2546.00 1556.00 1577.00 1587.00 1548.00 995.00 979.00 984.00 998.00
2025-01-23 2573.00 2546.00 2576.00 2541.00 1549.00 1559.00 1574.00 1549.00 1024.00 987.00 1002.00 992.00
2025-01-22 2581.00 2572.00 2590.00 2563.00 1551.00 1552.00 1561.00 1535.00 1030.00 1020.00 1029.00 1028.00
2025-01-21 2582.00 2591.00 2614.00 2577.00 1566.00 1561.00 1578.00 1554.00 1016.00 1030.00 1036.00 1023.00
2025-01-20 2604.00 2582.00 2610.00 2565.00 1579.00 1563.00 1592.00 1543.00 1025.00 1019.00 1018.00 1022.00
2025-01-17 2621.00 2604.00 2628.00 2583.00 1556.00 1579.00 1603.00 1540.00 1065.00 1025.00 1025.00 1043.00
2025-01-16 2649.00 2622.00 2675.00 2610.00 1533.00 1553.00 1556.00 1521.00 1116.00 1069.00 1119.00 1089.00
2025-01-15 2640.00 2656.00 2660.00 2635.00 1540.00 1534.00 1541.00 1521.00 1100.00 1122.00 1119.00 1114.00
2025-01-14 2637.00 2638.00 2662.00 2627.00 1505.00 1539.00 1539.00 1493.00 1132.00 1099.00 1123.00 1134.00
2025-01-13 2620.00 2638.00 2656.00 2607.00 1482.00 1502.00 1507.00 1476.00 1138.00 1136.00 1149.00 1131.00
2025-01-10 2590.00 2596.00 2607.00 2578.00 1477.00 1476.00 1482.00 1463.00 1113.00 1120.00 1125.00 1115.00
2025-01-09 2591.00 2589.00 2596.00 2554.00 1460.00 1480.00 1484.00 1457.00 1131.00 1109.00 1112.00 1097.00
2025-01-08 2589.00 2601.00 2613.00 2583.00 1486.00 1465.00 1489.00 1462.00 1103.00 1136.00 1124.00 1121.00
2025-01-07 2592.00 2584.00 2608.00 2581.00 1503.00 1482.00 1505.00 1478.00 1089.00 1102.00 1103.00 1103.00
2025-01-06 2654.00 2591.00 2659.00 2590.00 1492.00 1496.00 1511.00 1475.00 1162.00 1095.00 1148.00 1115.00
2025-01-03 2707.00 2659.00 2714.00 2647.00 1530.00 1499.00 1534.00 1489.00 1177.00 1160.00 1180.00 1158.00
2025-01-02 2710.00 2707.00 2725.00 2697.00 1325.00 1341.00 1360.00 1325.00 1385.00 1366.00 1365.00 1372.00
2024-12-31 2679.00 2703.00 2708.00 2673.00 1362.00 1328.00 1362.00 1320.00 1317.00 1375.00 1346.00 1353.00
2024-12-30 2634.00 2674.00 2687.00 2627.00 1370.00 1361.00 1377.00 1357.00 1264.00 1313.00 1310.00 1270.00
2024-12-27 2650.00 2637.00 2675.00 2631.00 1387.00 1372.00 1390.00 1370.00 1263.00 1265.00 1285.00 1261.00
2024-12-26 2655.00 2652.00 2670.00 2648.00 1390.00 1387.00 1402.00 1378.00 1265.00 1265.00 1268.00 1270.00
2024-12-25 2662.00 2653.00 2683.00 2642.00 1400.00 1393.00 1410.00 1385.00 1262.00 1260.00 1273.00 1257.00
2024-12-24 2636.00 2657.00 2658.00 2621.00 1380.00 1400.00 1405.00 1366.00 1256.00 1257.00 1253.00 1255.00
2024-12-23 2587.00 2642.00 2650.00 2574.00 1372.00 1376.00 1389.00 1362.00 1215.00 1266.00 1261.00 1212.00
2024-12-20 2615.00 2593.00 2619.00 2572.00 1382.00 1380.00 1390.00 1373.00 1233.00 1213.00 1229.00 1199.00
2024-12-19 2602.00 2612.00 2619.00 2584.00 1360.00 1379.00 1385.00 1348.00 1242.00 1233.00 1234.00 1236.00
2024-12-18 2600.00 2596.00 2614.00 2592.00 1394.00 1351.00 1395.00 1338.00 1206.00 1245.00 1219.00 1254.00
2024-12-17 2617.00 2604.00 2637.00 2598.00 1402.00 1394.00 1411.00 1389.00 1215.00 1210.00 1226.00 1209.00
2024-12-16 2613.00 2619.00 2624.00 2602.00 1420.00 1404.00 1432.00 1389.00 1193.00 1215.00 1192.00 1213.00
2024-12-13 2629.00 2610.00 2637.00 2605.00 1437.00 1424.00 1447.00 1421.00 1192.00 1186.00 1190.00 1184.00
2024-12-12 2615.00 2631.00 2632.00 2605.00 1520.00 1524.00 1530.00 1507.00 1095.00 1107.00 1102.00 1098.00
2024-12-11 2564.00 2589.00 2600.00 2551.00 1509.00 1523.00 1529.00 1505.00 1055.00 1066.00 1071.00 1046.00
2024-12-10 2572.00 2569.00 2598.00 2566.00 1535.00 1511.00 1558.00 1501.00 1037.00 1058.00 1040.00 1065.00
2024-12-09 2533.00 2555.00 2564.00 2513.00 1511.00 1492.00 1519.00 1485.00 1022.00 1063.00 1045.00 1028.00
2024-12-06 2519.00 2533.00 2544.00 2510.00 1502.00 1514.00 1526.00 1497.00 1017.00 1019.00 1018.00 1013.00
2024-12-05 2518.00 2526.00 2531.00 2505.00 1502.00 1503.00 1508.00 1478.00 1016.00 1023.00 1023.00 1027.00
2024-12-04 2546.00 2521.00 2557.00 2507.00 1554.00 1505.00 1556.00 1490.00 992.00 1016.00 1001.00 1017.00
2024-12-03 2566.00 2543.00 2567.00 2529.00 1575.00 1556.00 1577.00 1556.00 991.00 987.00 990.00 973.00
2024-12-02 2563.00 2568.00 2575.00 2543.00 1568.00 1571.00 1582.00 1555.00 995.00 997.00 993.00 988.00
2024-11-29 2558.00 2566.00 2580.00 2540.00 1574.00 1566.00 1583.00 1559.00 984.00 1000.00 997.00 981.00
2024-11-28 2566.00 2554.00 2576.00 2552.00 1582.00 1577.00 1585.00 1564.00 984.00 977.00 991.00 988.00
2024-11-27 2602.00 2573.00 2609.00 2563.00 1575.00 1584.00 1589.00 1561.00 1027.00 989.00 1020.00 1002.00
2024-11-26 2590.00 2602.00 2606.00 2577.00 1582.00 1575.00 1585.00 1564.00 1008.00 1027.00 1021.00 1013.00
2024-11-25 2612.00 2583.00 2613.00 2571.00 1562.00 1581.00 1598.00 1561.00 1050.00 1002.00 1015.00 1010.00
2024-11-22 2585.00 2612.00 2630.00 2576.00 1590.00 1563.00 1592.00 1554.00 995.00 1049.00 1038.00 1022.00
2024-11-21 2569.00 2575.00 2590.00 2565.00 1558.00 1588.00 1595.00 1554.00 1011.00 987.00 995.00 1011.00
2024-11-20 2561.00 2567.00 2574.00 2552.00 1570.00 1557.00 1571.00 1547.00 991.00 1010.00 1003.00 1005.00
2024-11-19 2532.00 2556.00 2566.00 2526.00 1571.00 1572.00 1580.00 1542.00 961.00 984.00 986.00 984.00
2024-11-18 2492.00 2530.00 2533.00 2483.00 1562.00 1576.00 1589.00 1550.00 930.00 954.00 944.00 933.00
2024-11-15 2487.00 2490.00 2527.00 2482.00 1601.00 1570.00 1615.00 1566.00 886.00 920.00 912.00 916.00
2024-11-14 2492.00 2483.00 2506.00 2476.00 1619.00 1594.00 1632.00 1592.00 873.00 889.00 874.00 884.00
2024-11-13 2480.00 2492.00 2500.00 2472.00 1600.00 1612.00 1625.00 1588.00 880.00 880.00 875.00 884.00
2024-11-12 2476.00 2479.00 2495.00 2471.00 1582.00 1596.00 1609.00 1562.00 894.00 883.00 886.00 909.00
2024-11-11 2496.00 2487.00 2513.00 2468.00 1605.00 1587.00 1631.00 1561.00 891.00 900.00 882.00 907.00
2024-11-08 2507.00 2501.00 2523.00 2490.00 1646.00 1618.00 1671.00 1612.00 861.00 883.00 852.00 878.00
2024-11-07 2471.00 2510.00 2520.00 2464.00 1614.00 1643.00 1648.00 1610.00 857.00 867.00 872.00 854.00
2024-11-06 2505.00 2479.00 2515.00 2473.00 1649.00 1623.00 1665.00 1603.00 856.00 856.00 850.00 870.00
2024-11-05 2486.00 2501.00 2505.00 2478.00 1631.00 1644.00 1649.00 1612.00 855.00 857.00 856.00 866.00
2024-11-04 2479.00 2476.00 2490.00 2454.00 1655.00 1628.00 1663.00 1594.00 824.00 848.00 827.00 860.00
2024-11-01 2489.00 2479.00 2507.00 2472.00 1675.00 1649.00 1675.00 1635.00 814.00 830.00 832.00 837.00
2024-10-31 2443.00 2493.00 2494.00 2438.00 1670.00 1676.00 1687.00 1655.00 773.00 817.00 807.00 783.00
2024-10-30 2454.00 2437.00 2460.00 2425.00 1640.00 1660.00 1668.00 1619.00 814.00 777.00 792.00 806.00
2024-10-29 2485.00 2448.00 2494.00 2442.00 1648.00 1623.00 1683.00 1607.00 837.00 825.00 811.00 835.00
2024-10-28 2456.00 2490.00 2499.00 2435.00 1591.00 1652.00 1667.00 1563.00 865.00 838.00 832.00 872.00
2024-10-25 2447.00 2453.00 2461.00 2440.00 1650.00 1606.00 1653.00 1602.00 797.00 847.00 808.00 838.00
2024-10-24 2418.00 2446.00 2448.00 2413.00 1593.00 1643.00 1646.00 1589.00 825.00 803.00 802.00 824.00
2024-10-23 2430.00 2424.00 2439.00 2414.00 1616.00 1598.00 1632.00 1586.00 814.00 826.00 807.00 828.00
2024-10-22 2392.00 2425.00 2428.00 2392.00 1592.00 1612.00 1629.00 1572.00 800.00 813.00 799.00 820.00
2024-10-21 2410.00 2386.00 2422.00 2374.00 1567.00 1588.00 1591.00 1527.00 843.00 798.00 831.00 847.00
2024-10-18 2425.00 2434.00 2448.00 2424.00 1555.00 1574.00 1595.00 1519.00 870.00 860.00 853.00 905.00
2024-10-17 2452.00 2425.00 2472.00 2423.00 1656.00 1552.00 1669.00 1533.00 796.00 873.00 803.00 890.00
2024-10-16 2455.00 2450.00 2485.00 2445.00 1692.00 1653.00 1717.00 1634.00 763.00 797.00 768.00 811.00
2024-10-15 2488.00 2457.00 2494.00 2454.00 1610.00 1691.00 1724.00 1608.00 878.00 766.00 770.00 846.00
2024-10-14 2503.00 2499.00 2535.00 2481.00 1610.00 1620.00 1682.00 1592.00 893.00 879.00 853.00 889.00
2024-10-11 2491.00 2503.00 2520.00 2489.00 1580.00 1604.00 1605.00 1575.00 911.00 899.00 915.00 914.00
2024-10-10 2509.00 2487.00 2525.00 2480.00 1570.00 1579.00 1622.00 1547.00 939.00 908.00 903.00 933.00
2024-10-09 2560.00 2517.00 2565.00 2514.00 1575.00 1581.00 1626.00 1560.00 985.00 936.00 939.00 954.00
2024-10-08 2625.00 2567.00 2628.00 2551.00 1808.00 1572.00 1818.00 1557.00 817.00 995.00 810.00 994.00
2024-09-30 2460.00 2525.00 2541.00 2439.00 1630.00 1768.00 1786.00 1623.00 830.00 757.00 755.00 816.00
2024-09-27 2420.00 2448.00 2449.00 2412.00 1600.00 1636.00 1658.00 1591.00 820.00 812.00 791.00 821.00
2024-09-26 2400.00 2414.00 2416.00 2387.00 1512.00 1568.00 1575.00 1504.00 888.00 846.00 841.00 883.00
2024-09-25 2397.00 2406.00 2439.00 2391.00 1494.00 1518.00 1584.00 1483.00 903.00 888.00 855.00 908.00
2024-09-24 2331.00 2396.00 2400.00 2327.00 1395.00 1483.00 1490.00 1393.00 936.00 913.00 910.00 934.00
2024-09-23 2379.00 2339.00 2384.00 2336.00 1380.00 1398.00 1415.00 1367.00 999.00 941.00 969.00 969.00
2024-09-20 2411.00 2382.00 2412.00 2376.00 1417.00 1380.00 1420.00 1375.00 994.00 1002.00 992.00 1001.00
2024-09-19 2383.00 2412.00 2415.00 2353.00 1397.00 1417.00 1433.00 1374.00 986.00 995.00 982.00 979.00
2024-09-18 2397.00 2386.00 2403.00 2357.00 1390.00 1397.00 1413.00 1364.00 1007.00 989.00 990.00 993.00
2024-09-13 2385.00 2383.00 2400.00 2374.00 1428.00 1399.00 1442.00 1394.00 957.00 984.00 958.00 980.00
2024-09-12 2364.00 2386.00 2393.00 2331.00 1452.00 1425.00 1455.00 1395.00 912.00 961.00 938.00 936.00
2024-09-11 2321.00 2355.00 2356.00 2293.00 1395.00 1455.00 1462.00 1376.00 926.00 900.00 894.00 917.00
2024-09-10 2362.00 2325.00 2378.00 2322.00 1438.00 1395.00 1456.00 1394.00 924.00 930.00 922.00 928.00
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