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
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
2022-08-18 2402.00 2420.00 2449.00 2402.00 2110.00 2125.00 2149.00 2104.00 292.00 295.00 300.00 298.00
2022-08-17 2500.00 2412.00 2521.00 2410.00 2621.00 2598.00 2629.00 2591.00 -121.00 -186.00 -108.00 -181.00
2022-08-16 2437.00 2457.00 2487.00 2414.00 2596.00 2619.00 2629.00 2591.00 -159.00 -162.00 -142.00 -177.00
2022-08-15 2450.00 2462.00 2496.00 2435.00 2613.00 2612.00 2643.00 2587.00 -163.00 -150.00 -147.00 -152.00
2022-08-12 2441.00 2457.00 2469.00 2432.00 2613.00 2617.00 2625.00 2586.00 -172.00 -160.00 -156.00 -154.00
2022-08-11 2405.00 2434.00 2449.00 2385.00 2594.00 2602.00 2612.00 2565.00 -189.00 -168.00 -163.00 -180.00
2022-08-10 2505.00 2400.00 2506.00 2397.00 2604.00 2576.00 2609.00 2561.00 -99.00 -176.00 -103.00 -164.00
2022-08-09 2530.00 2488.00 2544.00 2471.00 2614.00 2593.00 2630.00 2578.00 -84.00 -105.00 -86.00 -107.00
2022-08-08 2472.00 2547.00 2568.00 2463.00 2581.00 2624.00 2644.00 2573.00 -109.00 -77.00 -76.00 -110.00
2022-08-05 2510.00 2472.00 2514.00 2451.00 2588.00 2584.00 2600.00 2563.00 -78.00 -112.00 -86.00 -112.00
2022-08-04 2567.00 2510.00 2567.00 2494.00 2638.00 2582.00 2648.00 2575.00 -71.00 -72.00 -81.00 -81.00
2022-08-03 2539.00 2537.00 2570.00 2483.00 2399.00 2392.00 2423.00 2350.00 140.00 145.00 147.00 133.00
2022-08-02 2534.00 2551.00 2553.00 2508.00 2365.00 2400.00 2402.00 2341.00 169.00 151.00 151.00 167.00
2022-08-01 2610.00 2553.00 2640.00 2547.00 2435.00 2371.00 2436.00 2354.00 175.00 182.00 204.00 193.00
2022-07-29 2571.00 2600.00 2605.00 2545.00 2344.00 2425.00 2449.00 2331.00 227.00 175.00 156.00 214.00
2022-07-28 2455.00 2571.00 2576.00 2434.00 2231.00 2350.00 2350.00 2225.00 224.00 221.00 226.00 209.00
2022-07-27 2485.00 2452.00 2507.00 2447.00 2241.00 2231.00 2257.00 2224.00 244.00 221.00 250.00 223.00
2022-07-26 2445.00 2483.00 2495.00 2416.00 2226.00 2230.00 2263.00 2213.00 219.00 253.00 232.00 203.00
2022-07-25 2445.00 2429.00 2505.00 2425.00 2220.00 2215.00 2291.00 2192.00 225.00 214.00 214.00 233.00
2022-07-22 2390.00 2456.00 2465.00 2378.00 2219.00 2211.00 2247.00 2153.00 171.00 245.00 218.00 225.00
2022-07-21 2442.00 2411.00 2470.00 2406.00 2277.00 2239.00 2298.00 2195.00 165.00 172.00 172.00 211.00
2022-07-20 2327.00 2435.00 2444.00 2315.00 2208.00 2274.00 2314.00 2204.00 119.00 161.00 130.00 111.00
2022-07-19 2403.00 2339.00 2428.00 2322.00 2317.00 2225.00 2355.00 2211.00 86.00 114.00 73.00 111.00
2022-07-18 2324.00 2394.00 2398.00 2303.00 2223.00 2314.00 2316.00 2223.00 101.00 80.00 82.00 80.00
2022-07-15 2315.00 2301.00 2367.00 2276.00 2191.00 2207.00 2267.00 2183.00 124.00 94.00 100.00 93.00
2022-07-14 2320.00 2324.00 2378.00 2315.00 2240.00 2217.00 2304.00 2213.00 80.00 107.00 74.00 102.00
2022-07-13 2311.00 2335.00 2363.00 2296.00 2232.00 2256.00 2278.00 2196.00 79.00 79.00 85.00 100.00
2022-07-12 2390.00 2324.00 2402.00 2314.00 2339.00 2245.00 2386.00 2239.00 51.00 79.00 16.00 75.00
2022-07-11 2484.00 2401.00 2513.00 2373.00 2331.00 2344.00 2357.00 2269.00 153.00 57.00 156.00 104.00
2022-07-08 2545.00 2485.00 2568.00 2482.00 2471.00 2334.00 2519.00 2325.00 74.00 151.00 49.00 157.00
2022-07-07 2496.00 2533.00 2574.00 2459.00 2443.00 2459.00 2513.00 2384.00 53.00 74.00 61.00 75.00
2022-07-06 2540.00 2494.00 2546.00 2437.00 2421.00 2432.00 2435.00 2330.00 119.00 62.00 111.00 107.00
2022-07-05 2563.00 2558.00 2582.00 2516.00 2500.00 2456.00 2538.00 2455.00 63.00 102.00 44.00 61.00
2022-07-04 2572.00 2555.00 2576.00 2507.00 2589.00 2495.00 2608.00 2472.00 -17.00 60.00 -32.00 35.00
2022-07-01 2636.00 2553.00 2640.00 2533.00 2710.00 2576.00 2710.00 2573.00 -74.00 -23.00 -70.00 -40.00
2022-06-30 2658.00 2636.00 2671.00 2625.00 2727.00 2710.00 2750.00 2708.00 -69.00 -74.00 -79.00 -83.00
2022-06-29 2641.00 2635.00 2662.00 2606.00 2702.00 2715.00 2748.00 2665.00 -61.00 -80.00 -86.00 -59.00
2022-06-28 2589.00 2633.00 2637.00 2562.00 2636.00 2701.00 2703.00 2612.00 -47.00 -68.00 -66.00 -50.00
2022-06-27 2571.00 2586.00 2593.00 2503.00 2605.00 2623.00 2649.00 2538.00 -34.00 -37.00 -56.00 -35.00
2022-06-24 2651.00 2544.00 2680.00 2539.00 2614.00 2588.00 2655.00 2567.00 37.00 -44.00 25.00 -28.00
2022-06-23 2650.00 2650.00 2687.00 2599.00 2530.00 2603.00 2623.00 2501.00 120.00 47.00 64.00 98.00
2022-06-22 2702.00 2663.00 2739.00 2644.00 2652.00 2522.00 2692.00 2501.00 50.00 141.00 47.00 143.00
2022-06-21 2676.00 2700.00 2722.00 2636.00 2725.00 2650.00 2733.00 2635.00 -49.00 50.00 -11.00 1.00
2022-06-20 2750.00 2672.00 2759.00 2666.00 2747.00 2731.00 2790.00 2715.00 3.00 -59.00 -31.00 -49.00
2022-06-17 2804.00 2756.00 2804.00 2732.00 2737.00 2734.00 2742.00 2655.00 67.00 22.00 62.00 77.00
2022-06-16 2841.00 2807.00 2850.00 2794.00 2747.00 2755.00 2782.00 2730.00 94.00 52.00 68.00 64.00
2022-06-15 2945.00 2842.00 2962.00 2840.00 2769.00 2746.00 2800.00 2723.00 176.00 96.00 162.00 117.00
2022-06-14 2944.00 2939.00 2955.00 2884.00 2911.00 2769.00 2919.00 2727.00 33.00 170.00 36.00 157.00
2022-06-13 2916.00 2941.00 2947.00 2871.00 2920.00 2909.00 2933.00 2856.00 -4.00 32.00 14.00 15.00
2022-06-10 2893.00 2911.00 2927.00 2885.00 2963.00 2925.00 2963.00 2885.00 -70.00 -14.00 -36.00 0.00
2022-06-09 2955.00 2895.00 2964.00 2886.00 3010.00 2953.00 3063.00 2946.00 -55.00 -58.00 -99.00 -60.00
2022-06-08 2885.00 2945.00 2961.00 2876.00 2951.00 3007.00 3025.00 2951.00 -66.00 -62.00 -64.00 -75.00
2022-06-07 2865.00 2887.00 2905.00 2855.00 2881.00 2967.00 2995.00 2880.00 -16.00 -80.00 -90.00 -25.00
2022-06-06 2902.00 2863.00 2904.00 2846.00 2948.00 2880.00 2961.00 2865.00 -46.00 -17.00 -57.00 -19.00
2022-06-02 2890.00 2859.00 2890.00 2833.00 2908.00 2941.00 2942.00 2880.00 -18.00 -82.00 -52.00 -47.00
2022-06-01 2830.00 2878.00 2884.00 2800.00 2902.00 2902.00 2919.00 2877.00 -72.00 -24.00 -35.00 -77.00
2022-05-31 2784.00 2827.00 2849.00 2764.00 2918.00 2894.00 2947.00 2870.00 -134.00 -67.00 -98.00 -106.00
2022-05-30 2797.00 2784.00 2830.00 2770.00 2838.00 2910.00 2955.00 2819.00 -41.00 -126.00 -125.00 -49.00
2022-05-27 2798.00 2805.00 2824.00 2781.00 2772.00 2838.00 2877.00 2757.00 26.00 -33.00 -53.00 24.00
2022-05-26 2738.00 2797.00 2805.00 2717.00 2731.00 2768.00 2780.00 2706.00 7.00 29.00 25.00 11.00
2022-05-25 2731.00 2737.00 2751.00 2685.00 2714.00 2750.00 2750.00 2703.00 17.00 -13.00 1.00 -18.00
2022-05-24 2813.00 2726.00 2815.00 2725.00 2716.00 2701.00 2738.00 2684.00 97.00 25.00 77.00 41.00
2022-05-23 2743.00 2813.00 2823.00 2735.00 2731.00 2719.00 2752.00 2686.00 12.00 94.00 71.00 49.00
2022-05-20 2704.00 2724.00 2785.00 2690.00 2718.00 2732.00 2764.00 2698.00 -14.00 -8.00 21.00 -8.00
2022-05-19 2706.00 2721.00 2732.00 2678.00 2638.00 2727.00 2732.00 2603.00 68.00 -6.00 0.00 75.00
2022-05-18 2767.00 2694.00 2771.00 2680.00 2684.00 2636.00 2698.00 2632.00 83.00 58.00 73.00 48.00
2022-05-17 2775.00 2771.00 2812.00 2758.00 2700.00 2675.00 2738.00 2669.00 75.00 96.00 74.00 89.00
2022-05-16 2785.00 2770.00 2802.00 2757.00 2645.00 2693.00 2708.00 2613.00 140.00 77.00 94.00 144.00
2022-05-13 2716.00 2765.00 2776.00 2704.00 2558.00 2636.00 2652.00 2541.00 158.00 129.00 124.00 163.00
2022-05-12 2709.00 2728.00 2745.00 2662.00 2666.00 2570.00 2691.00 2543.00 43.00 158.00 54.00 119.00
2022-05-11 2669.00 2702.00 2706.00 2616.00 2605.00 2675.00 2685.00 2585.00 64.00 27.00 21.00 31.00
2022-05-10 2659.00 2656.00 2683.00 2595.00 2689.00 2587.00 2705.00 2570.00 -30.00 69.00 -22.00 25.00
2022-05-09 2772.00 2683.00 2774.00 2667.00 2836.00 2719.00 2845.00 2719.00 -64.00 -36.00 -71.00 -52.00
2022-05-06 2804.00 2772.00 2833.00 2758.00 2970.00 2838.00 2978.00 2836.00 -166.00 -66.00 -145.00 -78.00
2022-05-05 2730.00 2784.00 2797.00 2695.00 2916.00 2962.00 2974.00 2844.00 -186.00 -178.00 -177.00 -149.00
2022-04-29 2680.00 2709.00 2728.00 2662.00 2931.00 2923.00 2945.00 2882.00 -251.00 -214.00 -217.00 -220.00
2022-04-28 2670.00 2692.00 2713.00 2662.00 2901.00 2933.00 2942.00 2846.00 -231.00 -241.00 -229.00 -184.00
2022-04-27 2735.00 2678.00 2766.00 2651.00 2792.00 2899.00 2910.00 2792.00 -57.00 -221.00 -144.00 -141.00
2022-04-26 2698.00 2722.00 2763.00 2683.00 2840.00 2795.00 2863.00 2736.00 -142.00 -73.00 -100.00 -53.00
2022-04-25 2857.00 2714.00 2881.00 2714.00 3064.00 2832.00 3071.00 2820.00 -207.00 -118.00 -190.00 -106.00
2022-04-22 2937.00 2872.00 2966.00 2870.00 3060.00 3056.00 3089.00 3017.00 -123.00 -184.00 -123.00 -147.00
2022-04-21 2946.00 2937.00 2966.00 2921.00 3077.00 3071.00 3093.00 3028.00 -131.00 -134.00 -127.00 -107.00
2022-04-20 2960.00 2958.00 2994.00 2940.00 3154.00 3064.00 3207.00 3057.00 -194.00 -106.00 -213.00 -117.00
2022-04-19 2995.00 2976.00 3027.00 2968.00 3181.00 3167.00 3209.00 3146.00 -186.00 -191.00 -182.00 -178.00
2022-04-18 2870.00 2993.00 2995.00 2856.00 3010.00 3119.00 3130.00 2977.00 -140.00 -126.00 -135.00 -121.00
2022-04-15 2910.00 2881.00 2942.00 2862.00 3020.00 3013.00 3074.00 2985.00 -110.00 -132.00 -132.00 -123.00
2022-04-14 2861.00 2871.00 2905.00 2861.00 2946.00 3024.00 3083.00 2930.00 -85.00 -153.00 -178.00 -69.00
2022-04-13 2855.00 2861.00 2885.00 2839.00 2971.00 2946.00 2987.00 2935.00 -116.00 -85.00 -102.00 -96.00
2022-04-12 2785.00 2840.00 2854.00 2769.00 2787.00 2971.00 2993.00 2787.00 -2.00 -131.00 -139.00 -18.00
2022-04-11 2856.00 2799.00 2864.00 2774.00 2803.00 2801.00 2811.00 2748.00 53.00 -2.00 53.00 26.00
2022-04-08 2921.00 2867.00 2933.00 2845.00 2750.00 2787.00 2790.00 2737.00 171.00 80.00 143.00 108.00
2022-04-07 2974.00 2936.00 2998.00 2921.00 2788.00 2765.00 2803.00 2730.00 186.00 171.00 195.00 191.00
2022-04-06 2910.00 2959.00 2977.00 2907.00 2831.00 2778.00 2900.00 2777.00 79.00 181.00 77.00 130.00
2022-04-01 2910.00 2889.00 2939.00 2875.00 2856.00 2877.00 2888.00 2799.00 54.00 12.00 51.00 76.00
2022-03-31 3029.00 2917.00 3044.00 2890.00 2865.00 2851.00 2900.00 2813.00 164.00 66.00 144.00 77.00
2022-03-30 2998.00 3027.00 3042.00 2945.00 2782.00 2862.00 2876.00 2761.00 216.00 165.00 166.00 184.00
2022-03-29 3082.00 3054.00 3087.00 3027.00 2740.00 2806.00 2826.00 2725.00 342.00 248.00 261.00 302.00
2022-03-28 3090.00 3095.00 3168.00 3080.00 2721.00 2754.00 2786.00 2700.00 369.00 341.00 382.00 380.00
2022-03-25 3050.00 3111.00 3131.00 3017.00 2780.00 2905.00 2951.00 2773.00 270.00 206.00 180.00 244.00
2022-03-24 3090.00 3038.00 3129.00 3024.00 2736.00 2769.00 2825.00 2732.00 354.00 269.00 304.00 292.00
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