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
2024-09-09 2371.00 2366.00 2380.00 2334.00 1460.00 1436.00 1468.00 1410.00 911.00 930.00 912.00 924.00
2024-09-06 2384.00 2371.00 2398.00 2368.00 1498.00 1463.00 1502.00 1447.00 886.00 908.00 896.00 921.00
2024-09-05 2404.00 2379.00 2413.00 2361.00 1537.00 1474.00 1551.00 1462.00 867.00 905.00 862.00 899.00
2024-09-04 2453.00 2408.00 2460.00 2405.00 1565.00 1531.00 1577.00 1518.00 888.00 877.00 883.00 887.00
2024-09-03 2479.00 2464.00 2490.00 2457.00 1548.00 1565.00 1581.00 1548.00 931.00 899.00 909.00 909.00
2024-09-02 2528.00 2477.00 2528.00 2474.00 1647.00 1571.00 1656.00 1566.00 881.00 906.00 872.00 908.00
2024-08-30 2530.00 2528.00 2537.00 2517.00 1511.00 1466.00 1519.00 1462.00 1019.00 1062.00 1018.00 1055.00
2024-08-29 2536.00 2534.00 2548.00 2528.00 1504.00 1510.00 1531.00 1482.00 1032.00 1024.00 1017.00 1046.00
2024-08-28 2534.00 2537.00 2549.00 2527.00 1535.00 1507.00 1552.00 1501.00 999.00 1030.00 997.00 1026.00
2024-08-27 2539.00 2535.00 2542.00 2522.00 1505.00 1532.00 1535.00 1477.00 1034.00 1003.00 1007.00 1045.00
2024-08-26 2497.00 2530.00 2538.00 2496.00 1466.00 1496.00 1496.00 1450.00 1031.00 1034.00 1042.00 1046.00
2024-08-23 2510.00 2493.00 2511.00 2484.00 1495.00 1462.00 1503.00 1461.00 1015.00 1031.00 1008.00 1023.00
2024-08-22 2517.00 2507.00 2527.00 2504.00 1556.00 1495.00 1565.00 1494.00 961.00 1012.00 962.00 1010.00
2024-08-21 2490.00 2517.00 2518.00 2490.00 1559.00 1560.00 1564.00 1537.00 931.00 957.00 954.00 953.00
2024-08-20 2443.00 2487.00 2489.00 2439.00 1547.00 1548.00 1560.00 1537.00 896.00 939.00 929.00 902.00
2024-08-19 2429.00 2443.00 2458.00 2421.00 1548.00 1545.00 1567.00 1532.00 881.00 898.00 891.00 889.00
2024-08-16 2456.00 2436.00 2480.00 2427.00 1583.00 1550.00 1615.00 1549.00 873.00 886.00 865.00 878.00
2024-08-15 2432.00 2421.00 2438.00 2392.00 1580.00 1580.00 1592.00 1556.00 852.00 841.00 846.00 836.00
2024-08-14 2455.00 2435.00 2455.00 2425.00 1661.00 1583.00 1662.00 1563.00 794.00 852.00 793.00 862.00
2024-08-13 2415.00 2450.00 2458.00 2407.00 1692.00 1663.00 1693.00 1656.00 723.00 787.00 765.00 751.00
2024-08-12 2446.00 2418.00 2446.00 2401.00 1730.00 1689.00 1739.00 1672.00 716.00 729.00 707.00 729.00
2024-08-09 2459.00 2446.00 2469.00 2434.00 1733.00 1731.00 1779.00 1728.00 726.00 715.00 690.00 706.00
2024-08-08 2467.00 2456.00 2475.00 2451.00 1738.00 1730.00 1755.00 1719.00 729.00 726.00 720.00 732.00
2024-08-07 2454.00 2459.00 2478.00 2453.00 1733.00 1734.00 1758.00 1726.00 721.00 725.00 720.00 727.00
2024-08-06 2460.00 2461.00 2483.00 2459.00 1770.00 1742.00 1805.00 1739.00 690.00 719.00 678.00 720.00
2024-08-05 2495.00 2470.00 2501.00 2463.00 1812.00 1785.00 1822.00 1762.00 683.00 685.00 679.00 701.00
2024-08-02 2495.00 2505.00 2516.00 2487.00 1749.00 1819.00 1825.00 1730.00 746.00 686.00 691.00 757.00
2024-08-01 2493.00 2495.00 2508.00 2485.00 1755.00 1753.00 1802.00 1736.00 738.00 742.00 706.00 749.00
2024-07-31 2448.00 2491.00 2496.00 2445.00 1711.00 1748.00 1775.00 1691.00 737.00 743.00 721.00 754.00
2024-07-30 2481.00 2448.00 2484.00 2446.00 1760.00 1719.00 1765.00 1713.00 721.00 729.00 719.00 733.00
2024-07-29 2510.00 2486.00 2522.00 2465.00 1791.00 1757.00 1797.00 1750.00 719.00 729.00 725.00 715.00
2024-07-26 2488.00 2514.00 2520.00 2484.00 1818.00 1799.00 1848.00 1797.00 670.00 715.00 672.00 687.00
2024-07-25 2514.00 2484.00 2515.00 2481.00 1850.00 1819.00 1851.00 1810.00 664.00 665.00 664.00 671.00
2024-07-24 2496.00 2512.00 2516.00 2485.00 1830.00 1844.00 1853.00 1822.00 666.00 668.00 663.00 663.00
2024-07-23 2488.00 2500.00 2512.00 2483.00 1850.00 1825.00 1865.00 1824.00 638.00 675.00 647.00 659.00
2024-07-22 2495.00 2488.00 2502.00 2485.00 1885.00 1855.00 1902.00 1855.00 610.00 633.00 600.00 630.00
2024-07-19 2519.00 2493.00 2528.00 2491.00 1881.00 1889.00 1925.00 1871.00 638.00 604.00 603.00 620.00
2024-07-18 2535.00 2525.00 2535.00 2515.00 1904.00 1891.00 1907.00 1857.00 631.00 634.00 628.00 658.00
2024-07-17 2562.00 2529.00 2573.00 2526.00 1902.00 1898.00 1938.00 1880.00 660.00 631.00 635.00 646.00
2024-07-16 2571.00 2566.00 2576.00 2544.00 1925.00 1908.00 1937.00 1896.00 646.00 658.00 639.00 648.00
2024-07-15 2573.00 2571.00 2583.00 2555.00 1943.00 1937.00 1972.00 1906.00 630.00 634.00 611.00 649.00
2024-07-12 2584.00 2573.00 2590.00 2562.00 1951.00 1945.00 1959.00 1923.00 633.00 628.00 631.00 639.00
2024-07-11 2544.00 2584.00 2594.00 2542.00 1929.00 1945.00 1957.00 1913.00 615.00 639.00 637.00 629.00
2024-07-10 2550.00 2537.00 2558.00 2520.00 1999.00 1920.00 2006.00 1915.00 551.00 617.00 552.00 605.00
2024-07-09 2523.00 2550.00 2556.00 2522.00 1995.00 1999.00 2011.00 1971.00 528.00 551.00 545.00 551.00
2024-07-08 2540.00 2523.00 2547.00 2510.00 2048.00 1988.00 2054.00 1985.00 492.00 535.00 493.00 525.00
2024-07-05 2560.00 2540.00 2571.00 2539.00 2112.00 2040.00 2133.00 2038.00 448.00 500.00 438.00 501.00
2024-07-04 2570.00 2564.00 2576.00 2553.00 2113.00 2112.00 2142.00 2095.00 457.00 452.00 434.00 458.00
2024-07-03 2578.00 2570.00 2580.00 2561.00 2106.00 2118.00 2123.00 2081.00 472.00 452.00 457.00 480.00
2024-07-02 2542.00 2572.00 2576.00 2530.00 2061.00 2100.00 2107.00 2061.00 481.00 472.00 469.00 469.00
2024-07-01 2553.00 2545.00 2555.00 2522.00 2053.00 2068.00 2097.00 2026.00 500.00 477.00 458.00 496.00
2024-06-28 2525.00 2553.00 2554.00 2517.00 1980.00 2051.00 2055.00 1976.00 545.00 502.00 499.00 541.00
2024-06-27 2505.00 2518.00 2525.00 2500.00 2015.00 1973.00 2021.00 1969.00 490.00 545.00 504.00 531.00
2024-06-26 2510.00 2506.00 2514.00 2492.00 1967.00 2019.00 2022.00 1957.00 543.00 487.00 492.00 535.00
2024-06-25 2480.00 2513.00 2533.00 2473.00 1986.00 1968.00 1986.00 1944.00 494.00 545.00 547.00 529.00
2024-06-24 2494.00 2478.00 2502.00 2475.00 2056.00 1980.00 2065.00 1978.00 438.00 498.00 437.00 497.00
2024-06-21 2529.00 2498.00 2534.00 2495.00 2060.00 2060.00 2109.00 2050.00 469.00 438.00 425.00 445.00
2024-06-20 2537.00 2529.00 2542.00 2520.00 2011.00 2057.00 2066.00 1997.00 526.00 472.00 476.00 523.00
2024-06-19 2514.00 2537.00 2544.00 2511.00 2003.00 2007.00 2022.00 1995.00 511.00 530.00 522.00 516.00
2024-06-18 2520.00 2511.00 2528.00 2510.00 2030.00 2010.00 2058.00 2002.00 490.00 501.00 470.00 508.00
2024-06-17 2530.00 2516.00 2531.00 2503.00 2072.00 2036.00 2082.00 2022.00 458.00 480.00 449.00 481.00
2024-06-14 2537.00 2529.00 2540.00 2518.00 2060.00 2069.00 2087.00 2038.00 477.00 460.00 453.00 480.00
2024-06-13 2565.00 2532.00 2570.00 2524.00 2087.00 2059.00 2096.00 2027.00 478.00 473.00 474.00 497.00
2024-06-12 2550.00 2560.00 2568.00 2542.00 2055.00 2073.00 2094.00 2046.00 495.00 487.00 474.00 496.00
2024-06-11 2551.00 2550.00 2573.00 2541.00 2101.00 2058.00 2117.00 2045.00 450.00 492.00 456.00 496.00
2024-06-07 2556.00 2554.00 2582.00 2549.00 2107.00 2103.00 2185.00 2085.00 449.00 451.00 397.00 464.00
2024-06-06 2580.00 2564.00 2584.00 2556.00 2109.00 2104.00 2110.00 2059.00 471.00 460.00 474.00 497.00
2024-06-05 2563.00 2573.00 2584.00 2548.00 2115.00 2089.00 2128.00 2074.00 448.00 484.00 456.00 474.00
2024-06-04 2565.00 2562.00 2573.00 2555.00 2099.00 2128.00 2146.00 2081.00 466.00 434.00 427.00 474.00
2024-06-03 2638.00 2568.00 2640.00 2566.00 2195.00 2091.00 2209.00 2087.00 443.00 477.00 431.00 479.00
2024-05-31 2659.00 2631.00 2673.00 2630.00 2230.00 2188.00 2260.00 2183.00 429.00 443.00 413.00 447.00
2024-05-30 2646.00 2659.00 2696.00 2641.00 2315.00 2231.00 2316.00 2222.00 331.00 428.00 380.00 419.00
2024-05-29 2619.00 2625.00 2637.00 2608.00 2243.00 2300.00 2302.00 2214.00 376.00 325.00 335.00 394.00
2024-05-28 2623.00 2619.00 2647.00 2614.00 2274.00 2243.00 2304.00 2241.00 349.00 376.00 343.00 373.00
2024-05-27 2600.00 2619.00 2629.00 2598.00 2257.00 2283.00 2308.00 2244.00 343.00 336.00 321.00 354.00
2024-05-24 2593.00 2600.00 2622.00 2589.00 2283.00 2250.00 2301.00 2237.00 310.00 350.00 321.00 352.00
2024-05-23 2600.00 2591.00 2617.00 2582.00 2313.00 2260.00 2329.00 2233.00 287.00 331.00 288.00 349.00
2024-05-22 2626.00 2628.00 2646.00 2610.00 2235.00 2328.00 2345.00 2228.00 391.00 300.00 301.00 382.00
2024-05-21 2658.00 2632.00 2674.00 2625.00 2202.00 2227.00 2239.00 2180.00 456.00 405.00 435.00 445.00
2024-05-20 2658.00 2664.00 2693.00 2645.00 2163.00 2215.00 2221.00 2150.00 495.00 449.00 472.00 495.00
2024-05-17 2615.00 2655.00 2656.00 2606.00 2072.00 2157.00 2162.00 2046.00 543.00 498.00 494.00 560.00
2024-05-16 2600.00 2606.00 2619.00 2583.00 2050.00 2066.00 2070.00 2025.00 550.00 540.00 549.00 558.00
2024-05-15 2580.00 2589.00 2591.00 2561.00 2035.00 2045.00 2050.00 2005.00 545.00 544.00 541.00 556.00
2024-05-14 2606.00 2577.00 2643.00 2573.00 2086.00 2038.00 2098.00 2036.00 520.00 539.00 545.00 537.00
2024-05-13 2550.00 2601.00 2602.00 2535.00 2040.00 2092.00 2094.00 2037.00 510.00 509.00 508.00 498.00
2024-05-10 2565.00 2552.00 2568.00 2524.00 2075.00 2046.00 2100.00 2021.00 490.00 506.00 468.00 503.00
2024-05-09 2554.00 2564.00 2571.00 2547.00 2049.00 2067.00 2077.00 2037.00 505.00 497.00 494.00 510.00
2024-05-08 2568.00 2546.00 2585.00 2546.00 2064.00 2048.00 2088.00 2032.00 504.00 498.00 497.00 514.00
2024-05-07 2542.00 2567.00 2580.00 2542.00 2100.00 2077.00 2132.00 2058.00 442.00 490.00 448.00 484.00
2024-05-06 2547.00 2543.00 2550.00 2526.00 2018.00 2095.00 2098.00 2010.00 529.00 448.00 452.00 516.00
2024-04-30 2546.00 2558.00 2565.00 2545.00 2078.00 2031.00 2085.00 2008.00 468.00 527.00 480.00 537.00
2024-04-29 2515.00 2546.00 2548.00 2511.00 2100.00 2087.00 2112.00 2059.00 415.00 459.00 436.00 452.00
2024-04-26 2499.00 2509.00 2514.00 2490.00 2085.00 2096.00 2117.00 2048.00 414.00 413.00 397.00 442.00
2024-04-25 2505.00 2494.00 2519.00 2486.00 1999.00 2078.00 2089.00 1995.00 506.00 416.00 430.00 491.00
2024-04-24 2496.00 2511.00 2517.00 2489.00 1955.00 1994.00 2021.00 1943.00 541.00 517.00 496.00 546.00
2024-04-23 2553.00 2506.00 2561.00 2505.00 1974.00 1950.00 1990.00 1934.00 579.00 556.00 571.00 571.00
2024-04-22 2575.00 2558.00 2599.00 2551.00 1938.00 1975.00 1998.00 1916.00 637.00 583.00 601.00 635.00
2024-04-19 2566.00 2579.00 2620.00 2546.00 1944.00 1942.00 2007.00 1910.00 622.00 637.00 613.00 636.00
2024-04-18 2523.00 2558.00 2566.00 2523.00 1811.00 1941.00 1952.00 1811.00 712.00 617.00 614.00 712.00
2024-04-17 2513.00 2527.00 2534.00 2508.00 1890.00 1926.00 1928.00 1881.00 623.00 601.00 606.00 627.00
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