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
2023-06-16 2044.00 2058.00 2074.00 2042.00 1793.00 1815.00 1849.00 1793.00 251.00 243.00 225.00 249.00
2023-06-15 2016.00 2036.00 2044.00 2004.00 1820.00 1793.00 1825.00 1765.00 196.00 243.00 219.00 239.00
2023-06-14 2018.00 2014.00 2048.00 2001.00 1817.00 1824.00 1867.00 1789.00 201.00 190.00 181.00 212.00
2023-06-13 1958.00 2011.00 2022.00 1956.00 1673.00 1806.00 1808.00 1659.00 285.00 205.00 214.00 297.00
2023-06-12 2037.00 1969.00 2049.00 1963.00 1748.00 1678.00 1761.00 1671.00 289.00 291.00 288.00 292.00
2023-06-09 2045.00 2043.00 2055.00 2013.00 1427.00 1432.00 1435.00 1418.00 618.00 611.00 620.00 595.00
2023-06-08 2012.00 2041.00 2070.00 2007.00 1409.00 1423.00 1442.00 1408.00 603.00 618.00 628.00 599.00
2023-06-07 2035.00 2008.00 2053.00 2006.00 1410.00 1407.00 1419.00 1402.00 625.00 601.00 634.00 604.00
2023-06-06 2068.00 2041.00 2099.00 2038.00 1433.00 1431.00 1442.00 1423.00 635.00 610.00 657.00 615.00
2023-06-05 2090.00 2059.00 2100.00 2033.00 1450.00 1428.00 1462.00 1416.00 640.00 631.00 638.00 617.00
2023-06-02 2060.00 2089.00 2110.00 2018.00 1414.00 1448.00 1476.00 1403.00 646.00 641.00 634.00 615.00
2023-06-01 2007.00 2056.00 2065.00 2006.00 1387.00 1413.00 1415.00 1383.00 620.00 643.00 650.00 623.00
2023-05-31 2001.00 2020.00 2028.00 1980.00 1395.00 1390.00 1405.00 1370.00 606.00 630.00 623.00 610.00
2023-05-30 2045.00 2018.00 2066.00 2009.00 1464.00 1400.00 1465.00 1384.00 581.00 618.00 601.00 625.00
2023-05-29 2048.00 2051.00 2070.00 2021.00 1432.00 1468.00 1506.00 1427.00 616.00 583.00 564.00 594.00
2023-05-26 1988.00 2049.00 2055.00 1953.00 1411.00 1435.00 1445.00 1398.00 577.00 614.00 610.00 555.00
2023-05-25 2066.00 2012.00 2075.00 2003.00 1416.00 1406.00 1420.00 1396.00 650.00 606.00 655.00 607.00
2023-05-24 2062.00 2071.00 2092.00 2041.00 1440.00 1415.00 1448.00 1404.00 622.00 656.00 644.00 637.00
2023-05-23 2093.00 2057.00 2128.00 2043.00 1468.00 1432.00 1472.00 1406.00 625.00 625.00 656.00 637.00
2023-05-22 2172.00 2085.00 2180.00 2050.00 1600.00 1464.00 1602.00 1464.00 572.00 621.00 578.00 586.00
2023-05-19 2225.00 2167.00 2232.00 2161.00 1634.00 1597.00 1638.00 1552.00 591.00 570.00 594.00 609.00
2023-05-18 2278.00 2240.00 2281.00 2225.00 1621.00 1640.00 1662.00 1618.00 657.00 600.00 619.00 607.00
2023-05-17 2249.00 2276.00 2288.00 2241.00 1633.00 1619.00 1655.00 1616.00 616.00 657.00 633.00 625.00
2023-05-16 2244.00 2249.00 2268.00 2233.00 1643.00 1632.00 1648.00 1627.00 601.00 617.00 620.00 606.00
2023-05-15 2220.00 2236.00 2246.00 2205.00 1653.00 1635.00 1685.00 1630.00 567.00 601.00 561.00 575.00
2023-05-12 2250.00 2216.00 2267.00 2215.00 1678.00 1650.00 1681.00 1650.00 572.00 566.00 586.00 565.00
2023-05-11 2268.00 2260.00 2278.00 2230.00 1719.00 1680.00 1724.00 1678.00 549.00 580.00 554.00 552.00
2023-05-10 2281.00 2264.00 2292.00 2253.00 1745.00 1713.00 1748.00 1702.00 536.00 551.00 544.00 551.00
2023-05-09 2338.00 2287.00 2341.00 2285.00 1803.00 1749.00 1809.00 1749.00 535.00 538.00 532.00 536.00
2023-05-08 2287.00 2333.00 2336.00 2283.00 1795.00 1797.00 1817.00 1760.00 492.00 536.00 519.00 523.00
2023-05-05 2300.00 2281.00 2302.00 2243.00 1758.00 1789.00 1800.00 1751.00 542.00 492.00 502.00 492.00
2023-05-04 2287.00 2304.00 2340.00 2285.00 1755.00 1760.00 1784.00 1748.00 532.00 544.00 556.00 537.00
2023-04-28 2332.00 2334.00 2352.00 2318.00 1813.00 1771.00 1822.00 1770.00 519.00 563.00 530.00 548.00
2023-04-27 2380.00 2330.00 2407.00 2326.00 1829.00 1813.00 1841.00 1810.00 551.00 517.00 566.00 516.00
2023-04-26 2415.00 2386.00 2419.00 2370.00 1821.00 1833.00 1840.00 1807.00 594.00 553.00 579.00 563.00
2023-04-25 2415.00 2417.00 2437.00 2403.00 1813.00 1830.00 1845.00 1809.00 602.00 587.00 592.00 594.00
2023-04-24 2473.00 2411.00 2477.00 2410.00 1860.00 1811.00 1868.00 1806.00 613.00 600.00 609.00 604.00
2023-04-21 2468.00 2472.00 2484.00 2448.00 1857.00 1859.00 1889.00 1851.00 611.00 613.00 595.00 597.00
2023-04-20 2433.00 2465.00 2468.00 2403.00 1900.00 1856.00 1909.00 1846.00 533.00 609.00 559.00 557.00
2023-04-19 2442.00 2436.00 2454.00 2431.00 1954.00 1912.00 1981.00 1911.00 488.00 524.00 473.00 520.00
2023-04-18 2440.00 2446.00 2450.00 2429.00 1945.00 1953.00 1966.00 1933.00 495.00 493.00 484.00 496.00
2023-04-17 2398.00 2438.00 2440.00 2397.00 1908.00 1943.00 1973.00 1901.00 490.00 495.00 467.00 496.00
2023-04-14 2450.00 2447.00 2468.00 2442.00 1871.00 1910.00 1926.00 1869.00 579.00 537.00 542.00 573.00
2023-04-13 2443.00 2449.00 2462.00 2437.00 1919.00 1869.00 1920.00 1861.00 524.00 580.00 542.00 576.00
2023-04-12 2417.00 2435.00 2446.00 2404.00 2746.00 2756.00 2762.00 2718.00 -329.00 -321.00 -316.00 -314.00
2023-04-11 2373.00 2418.00 2424.00 2373.00 2750.00 2740.00 2751.00 2695.00 -377.00 -322.00 -327.00 -322.00
2023-04-10 2416.00 2383.00 2422.00 2366.00 2797.00 2747.00 2810.00 2737.00 -381.00 -364.00 -388.00 -371.00
2023-04-07 2424.00 2414.00 2428.00 2402.00 2793.00 2793.00 2803.00 2777.00 -369.00 -379.00 -375.00 -375.00
2023-04-06 2464.00 2416.00 2473.00 2412.00 2804.00 2793.00 2833.00 2760.00 -340.00 -377.00 -360.00 -348.00
2023-04-04 2484.00 2475.00 2489.00 2467.00 2802.00 2807.00 2809.00 2788.00 -318.00 -332.00 -320.00 -321.00
2023-04-03 2518.00 2481.00 2550.00 2477.00 2818.00 2802.00 2835.00 2790.00 -300.00 -321.00 -285.00 -313.00
2023-03-31 2489.00 2518.00 2542.00 2488.00 2822.00 2817.00 2833.00 2807.00 -333.00 -299.00 -291.00 -319.00
2023-03-30 2480.00 2489.00 2497.00 2475.00 2807.00 2817.00 2824.00 2804.00 -327.00 -328.00 -327.00 -329.00
2023-03-29 2472.00 2477.00 2495.00 2460.00 2844.00 2814.00 2850.00 2800.00 -372.00 -337.00 -355.00 -340.00
2023-03-28 2505.00 2476.00 2520.00 2469.00 2850.00 2843.00 2851.00 2826.00 -345.00 -367.00 -331.00 -357.00
2023-03-27 2490.00 2500.00 2518.00 2475.00 2857.00 2853.00 2875.00 2833.00 -367.00 -353.00 -357.00 -358.00
2023-03-24 2517.00 2505.00 2529.00 2475.00 2401.00 2495.00 2499.00 2398.00 116.00 10.00 30.00 77.00
2023-03-23 2525.00 2517.00 2535.00 2505.00 2408.00 2402.00 2419.00 2377.00 117.00 115.00 116.00 128.00
2023-03-22 2508.00 2518.00 2520.00 2498.00 2384.00 2398.00 2400.00 2353.00 124.00 120.00 120.00 145.00
2023-03-21 2530.00 2496.00 2534.00 2488.00 2386.00 2372.00 2411.00 2369.00 144.00 124.00 123.00 119.00
2023-03-20 2507.00 2520.00 2547.00 2505.00 2378.00 2387.00 2398.00 2363.00 129.00 133.00 149.00 142.00
2023-03-17 2472.00 2507.00 2532.00 2468.00 2382.00 2375.00 2412.00 2361.00 90.00 132.00 120.00 107.00
2023-03-16 2534.00 2471.00 2540.00 2462.00 2420.00 2374.00 2429.00 2367.00 114.00 97.00 111.00 95.00
2023-03-15 2576.00 2554.00 2588.00 2545.00 2432.00 2437.00 2473.00 2427.00 144.00 117.00 115.00 118.00
2023-03-14 2541.00 2576.00 2595.00 2541.00 2450.00 2429.00 2475.00 2426.00 91.00 147.00 120.00 115.00
2023-03-13 2542.00 2580.00 2586.00 2539.00 2500.00 2482.00 2519.00 2476.00 42.00 98.00 67.00 63.00
2023-03-10 2576.00 2541.00 2605.00 2538.00 2505.00 2498.00 2536.00 2495.00 71.00 43.00 69.00 43.00
2023-03-09 2576.00 2575.00 2587.00 2561.00 2500.00 2503.00 2516.00 2473.00 76.00 72.00 71.00 88.00
2023-03-08 2611.00 2576.00 2631.00 2567.00 2542.00 2498.00 2553.00 2492.00 69.00 78.00 78.00 75.00
2023-03-07 2600.00 2615.00 2630.00 2588.00 2556.00 2542.00 2565.00 2532.00 44.00 73.00 65.00 56.00
2023-03-06 2603.00 2602.00 2610.00 2577.00 2570.00 2551.00 2578.00 2523.00 33.00 51.00 32.00 54.00
2023-03-03 2608.00 2608.00 2620.00 2575.00 2569.00 2574.00 2580.00 2558.00 39.00 34.00 40.00 17.00
2023-03-02 2628.00 2610.00 2638.00 2608.00 2558.00 2572.00 2577.00 2548.00 70.00 38.00 61.00 60.00
2023-03-01 2632.00 2634.00 2644.00 2603.00 2544.00 2557.00 2570.00 2532.00 88.00 77.00 74.00 71.00
2023-02-28 2652.00 2627.00 2657.00 2612.00 2523.00 2539.00 2543.00 2514.00 129.00 88.00 114.00 98.00
2023-02-27 2666.00 2652.00 2686.00 2646.00 2530.00 2517.00 2545.00 2504.00 136.00 135.00 141.00 142.00
2023-02-24 2663.00 2671.00 2685.00 2640.00 2538.00 2530.00 2551.00 2508.00 125.00 141.00 134.00 132.00
2023-02-23 2650.00 2659.00 2694.00 2637.00 2545.00 2535.00 2571.00 2529.00 105.00 124.00 123.00 108.00
2023-02-22 2601.00 2616.00 2632.00 2596.00 2510.00 2531.00 2541.00 2502.00 91.00 85.00 91.00 94.00
2023-02-21 2570.00 2604.00 2605.00 2569.00 2436.00 2508.00 2512.00 2435.00 134.00 96.00 93.00 134.00
2023-02-20 2550.00 2569.00 2577.00 2521.00 2470.00 2438.00 2476.00 2415.00 80.00 131.00 101.00 106.00
2023-02-17 2566.00 2560.00 2591.00 2556.00 2476.00 2486.00 2508.00 2471.00 90.00 74.00 83.00 85.00
2023-02-16 2555.00 2569.00 2578.00 2550.00 2475.00 2472.00 2502.00 2462.00 80.00 97.00 76.00 88.00
2023-02-15 2565.00 2554.00 2584.00 2536.00 2529.00 2479.00 2550.00 2466.00 36.00 75.00 34.00 70.00
2023-02-14 2556.00 2565.00 2573.00 2547.00 2500.00 2523.00 2533.00 2474.00 56.00 42.00 40.00 73.00
2023-02-13 2610.00 2553.00 2610.00 2546.00 2577.00 2497.00 2577.00 2477.00 33.00 56.00 33.00 69.00
2023-02-10 2649.00 2598.00 2653.00 2581.00 2570.00 2564.00 2618.00 2533.00 79.00 34.00 35.00 48.00
2023-02-09 2648.00 2650.00 2662.00 2634.00 2550.00 2566.00 2575.00 2537.00 98.00 84.00 87.00 97.00
2023-02-08 2670.00 2645.00 2673.00 2620.00 2530.00 2545.00 2552.00 2521.00 140.00 100.00 121.00 99.00
2023-02-07 2688.00 2668.00 2688.00 2631.00 2562.00 2522.00 2568.00 2497.00 126.00 146.00 120.00 134.00
2023-02-06 2678.00 2677.00 2698.00 2651.00 2563.00 2565.00 2575.00 2525.00 115.00 112.00 123.00 126.00
2023-02-03 2680.00 2675.00 2696.00 2646.00 2539.00 2554.00 2568.00 2516.00 141.00 121.00 128.00 130.00
2023-02-02 2760.00 2690.00 2770.00 2684.00 2547.00 2545.00 2579.00 2527.00 213.00 145.00 191.00 157.00
2023-02-01 2753.00 2758.00 2776.00 2724.00 2499.00 2548.00 2564.00 2495.00 254.00 210.00 212.00 229.00
2023-01-31 2765.00 2753.00 2772.00 2734.00 2526.00 2500.00 2536.00 2477.00 239.00 253.00 236.00 257.00
2023-01-30 2800.00 2755.00 2818.00 2737.00 2559.00 2529.00 2572.00 2521.00 241.00 226.00 246.00 216.00
2023-01-20 2728.00 2775.00 2780.00 2724.00 2512.00 2525.00 2526.00 2491.00 216.00 250.00 254.00 233.00
2023-01-19 2700.00 2733.00 2751.00 2695.00 2496.00 2505.00 2520.00 2485.00 204.00 228.00 231.00 210.00
2023-01-18 2690.00 2693.00 2708.00 2675.00 2465.00 2493.00 2500.00 2462.00 225.00 200.00 208.00 213.00
2023-01-17 2626.00 2680.00 2696.00 2613.00 2427.00 2461.00 2484.00 2416.00 199.00 219.00 212.00 197.00
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