瓶片期货跨期套利数据回测

本页面展示瓶片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

关于瓶片期货跨期套利的详细数据分析,请查看文章:。

瓶片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
2025 -16.45 -218.00 98.00 -16.40 -86.00 74.00 -16.05 -152.00 68.00 -17.36 -88.00 82.00
2024 -31.93 -72.00 48.00 -35.09 -56.00 -2.00 -32.67 -52.00 14.00 -37.78 -58.00 -4.00

瓶片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
2025-12 -56.00 -56.00 -56.00 -60.00 -60.00 -60.00 -64.00 -64.00 -64.00 -64.00 -64.00 -64.00
2025-11 -55.90 -92.00 -34.00 -55.90 -86.00 -36.00 -55.70 -86.00 -36.00 -57.20 -84.00 -36.00
2025-10 -19.18 -42.00 28.00 -18.82 -46.00 32.00 -18.12 -46.00 28.00 -21.29 -48.00 24.00
2025-09 -5.45 -26.00 14.00 -5.64 -10.00 6.00 -5.45 -18.00 6.00 -6.36 -12.00 2.00
2025-08 -0.86 -32.00 38.00 -0.86 -40.00 32.00 -1.14 -32.00 30.00 -1.05 -40.00 36.00
2025-07 2.17 -28.00 46.00 -2.52 -34.00 46.00 -0.26 -22.00 44.00 -2.43 -28.00 40.00
2025-06 -17.60 -72.00 64.00 -19.60 -86.00 74.00 -15.60 -88.00 68.00 -21.50 -88.00 78.00
2025-05 20.32 -34.00 86.00 18.53 -70.00 50.00 17.05 -90.00 50.00 18.11 -28.00 50.00
2025-04 -11.24 -218.00 36.00 2.48 -52.00 50.00 -0.29 -62.00 50.00 -1.81 -56.00 42.00
2025-03 -28.76 -64.00 98.00 -35.62 -60.00 22.00 -36.00 -152.00 60.00 -32.10 -58.00 82.00
2025-02 -23.33 -56.00 44.00 -21.78 -50.00 40.00 -20.67 -50.00 50.00 -22.67 -50.00 42.00
2025-01 -45.67 -82.00 -26.00 -44.33 -50.00 -36.00 -43.89 -58.00 -28.00 -46.78 -68.00 -38.00
2024-12 -41.09 -72.00 -24.00 -44.73 -56.00 -38.00 -41.82 -52.00 -26.00 -46.00 -58.00 -40.00
2024-11 -35.90 -50.00 -10.00 -37.05 -46.00 -24.00 -34.86 -44.00 -26.00 -41.33 -48.00 -36.00
2024-10 -22.11 -44.00 48.00 -30.33 -38.00 -22.00 -29.22 -38.00 -20.00 -32.00 -42.00 -4.00
2024-09 -26.53 -66.00 6.00 -27.68 -48.00 -2.00 -24.42 -42.00 14.00 -30.74 -46.00 -4.00
2024-08 -26.00 -26.00 -26.00 -8.00 -8.00 -8.00 -4.00 -4.00 -4.00 -20.00 -20.00 -20.00

瓶片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
2025-12-01 5730.00 5740.00 5740.00 5720.00 5786.00 5800.00 5804.00 5784.00 -56.00 -60.00 -64.00 -64.00
2025-11-28 5654.00 5726.00 5734.00 5634.00 5732.00 5788.00 5798.00 5710.00 -78.00 -62.00 -64.00 -76.00
2025-11-27 5690.00 5642.00 5712.00 5628.00 5770.00 5720.00 5786.00 5700.00 -80.00 -78.00 -74.00 -72.00
2025-11-26 5650.00 5702.00 5716.00 5650.00 5732.00 5774.00 5790.00 5728.00 -82.00 -72.00 -74.00 -78.00
2025-11-25 5682.00 5674.00 5720.00 5662.00 5748.00 5746.00 5796.00 5746.00 -66.00 -72.00 -76.00 -84.00
2025-11-24 5638.00 5676.00 5702.00 5614.00 5730.00 5758.00 5788.00 5698.00 -92.00 -82.00 -86.00 -84.00
2025-11-21 5682.00 5638.00 5704.00 5622.00 5764.00 5724.00 5782.00 5702.00 -82.00 -86.00 -78.00 -80.00
2025-11-20 5720.00 5682.00 5740.00 5676.00 5786.00 5756.00 5808.00 5738.00 -66.00 -74.00 -68.00 -62.00
2025-11-19 5726.00 5746.00 5778.00 5698.00 5776.00 5800.00 5832.00 5754.00 -50.00 -54.00 -54.00 -56.00
2025-11-18 5756.00 5718.00 5768.00 5702.00 5804.00 5770.00 5818.00 5756.00 -48.00 -52.00 -50.00 -54.00
2025-11-17 5752.00 5740.00 5774.00 5720.00 5802.00 5792.00 5828.00 5768.00 -50.00 -52.00 -54.00 -48.00
2025-11-14 5732.00 5754.00 5776.00 5724.00 5786.00 5798.00 5828.00 5782.00 -54.00 -44.00 -52.00 -58.00
2025-11-13 5708.00 5724.00 5724.00 5646.00 5742.00 5784.00 5784.00 5696.00 -34.00 -60.00 -60.00 -50.00
2025-11-12 5710.00 5718.00 5734.00 5690.00 5748.00 5756.00 5770.00 5726.00 -38.00 -38.00 -36.00 -36.00
2025-11-11 5756.00 5696.00 5766.00 5690.00 5794.00 5732.00 5802.00 5730.00 -38.00 -36.00 -36.00 -40.00
2025-11-10 5730.00 5764.00 5774.00 5702.00 5766.00 5800.00 5810.00 5740.00 -36.00 -36.00 -36.00 -38.00
2025-11-07 5740.00 5726.00 5748.00 5688.00 5780.00 5764.00 5788.00 5728.00 -40.00 -38.00 -40.00 -40.00
2025-11-06 5650.00 5736.00 5742.00 5624.00 5698.00 5778.00 5782.00 5670.00 -48.00 -42.00 -40.00 -46.00
2025-11-05 5650.00 5662.00 5678.00 5610.00 5698.00 5706.00 5722.00 5658.00 -48.00 -44.00 -44.00 -48.00
2025-11-04 5660.00 5666.00 5694.00 5646.00 5708.00 5714.00 5740.00 5694.00 -48.00 -48.00 -46.00 -48.00
2025-11-03 5692.00 5674.00 5712.00 5662.00 5732.00 5722.00 5758.00 5708.00 -40.00 -48.00 -46.00 -46.00
2025-10-31 5678.00 5672.00 5698.00 5640.00 5716.00 5718.00 5744.00 5688.00 -38.00 -46.00 -46.00 -48.00
2025-10-30 5730.00 5666.00 5754.00 5662.00 5746.00 5690.00 5764.00 5684.00 -16.00 -24.00 -10.00 -22.00
2025-10-29 5696.00 5726.00 5728.00 5682.00 5724.00 5744.00 5750.00 5710.00 -28.00 -18.00 -22.00 -28.00
2025-10-28 5714.00 5712.00 5740.00 5696.00 5746.00 5740.00 5764.00 5722.00 -32.00 -28.00 -24.00 -26.00
2025-10-27 5632.00 5722.00 5748.00 5626.00 5674.00 5750.00 5776.00 5662.00 -42.00 -28.00 -28.00 -36.00
2025-10-24 5650.00 5628.00 5666.00 5626.00 5682.00 5664.00 5700.00 5664.00 -32.00 -36.00 -34.00 -38.00
2025-10-23 5594.00 5628.00 5644.00 5594.00 5626.00 5666.00 5682.00 5624.00 -32.00 -38.00 -38.00 -30.00
2025-10-22 5550.00 5600.00 5614.00 5538.00 5588.00 5630.00 5648.00 5582.00 -38.00 -30.00 -34.00 -44.00
2025-10-21 5512.00 5534.00 5558.00 5486.00 5546.00 5570.00 5594.00 5522.00 -34.00 -36.00 -36.00 -36.00
2025-10-20 5536.00 5504.00 5578.00 5496.00 5576.00 5542.00 5614.00 5532.00 -40.00 -38.00 -36.00 -36.00
2025-10-17 5580.00 5522.00 5584.00 5520.00 5604.00 5556.00 5616.00 5554.00 -24.00 -34.00 -32.00 -34.00
2025-10-16 5562.00 5586.00 5590.00 5520.00 5596.00 5610.00 5622.00 5552.00 -34.00 -24.00 -32.00 -32.00
2025-10-15 5570.00 5574.00 5580.00 5536.00 5552.00 5542.00 5552.00 5512.00 18.00 32.00 28.00 24.00
2025-10-14 5646.00 5584.00 5650.00 5558.00 5618.00 5562.00 5622.00 5536.00 28.00 22.00 28.00 22.00
2025-10-13 5646.00 5650.00 5670.00 5618.00 5618.00 5626.00 5650.00 5598.00 28.00 24.00 20.00 20.00
2025-10-10 5740.00 5668.00 5762.00 5656.00 5762.00 5706.00 5790.00 5690.00 -22.00 -38.00 -28.00 -34.00
2025-10-09 5750.00 5768.00 5774.00 5708.00 5738.00 5748.00 5758.00 5692.00 12.00 20.00 16.00 16.00
2025-09-30 5790.00 5758.00 5790.00 5718.00 5788.00 5752.00 5788.00 5718.00 2.00 6.00 2.00 0.00
2025-09-29 5810.00 5796.00 5822.00 5760.00 5804.00 5798.00 5826.00 5762.00 6.00 -2.00 -4.00 -2.00
2025-09-26 5844.00 5802.00 5844.00 5800.00 5834.00 5802.00 5844.00 5800.00 10.00 0.00 0.00 0.00
2025-09-25 5800.00 5840.00 5846.00 5786.00 5792.00 5840.00 5850.00 5786.00 8.00 0.00 -4.00 0.00
2025-09-24 5734.00 5784.00 5790.00 5714.00 5742.00 5788.00 5790.00 5716.00 -8.00 -4.00 0.00 -2.00
2025-09-23 5732.00 5718.00 5734.00 5692.00 5730.00 5720.00 5740.00 5690.00 2.00 -2.00 -6.00 2.00
2025-09-22 5762.00 5746.00 5778.00 5730.00 5768.00 5752.00 5784.00 5736.00 -6.00 -6.00 -6.00 -6.00
2025-09-19 5828.00 5762.00 5830.00 5750.00 5834.00 5768.00 5836.00 5758.00 -6.00 -6.00 -6.00 -8.00
2025-09-18 5860.00 5816.00 5906.00 5816.00 5874.00 5822.00 5908.00 5820.00 -14.00 -6.00 -2.00 -4.00
2025-09-17 5854.00 5868.00 5870.00 5842.00 5852.00 5874.00 5874.00 5846.00 2.00 -6.00 -4.00 -4.00
2025-09-16 5824.00 5846.00 5888.00 5824.00 5840.00 5846.00 5892.00 5836.00 -16.00 0.00 -4.00 -12.00
2025-09-15 5830.00 5832.00 5866.00 5816.00 5838.00 5838.00 5874.00 5822.00 -8.00 -6.00 -8.00 -6.00
2025-09-12 5832.00 5806.00 5836.00 5780.00 5844.00 5814.00 5844.00 5788.00 -12.00 -8.00 -8.00 -8.00
2025-09-11 5840.00 5844.00 5872.00 5820.00 5866.00 5854.00 5890.00 5832.00 -26.00 -10.00 -18.00 -12.00
2025-09-10 5834.00 5848.00 5864.00 5826.00 5852.00 5858.00 5874.00 5836.00 -18.00 -10.00 -10.00 -10.00
2025-09-09 5868.00 5838.00 5872.00 5818.00 5876.00 5848.00 5878.00 5828.00 -8.00 -10.00 -6.00 -10.00
2025-09-08 5832.00 5864.00 5870.00 5798.00 5840.00 5874.00 5878.00 5808.00 -8.00 -10.00 -8.00 -10.00
2025-09-05 5818.00 5840.00 5844.00 5802.00 5830.00 5848.00 5854.00 5812.00 -12.00 -8.00 -10.00 -10.00
2025-09-04 5884.00 5820.00 5890.00 5792.00 5898.00 5830.00 5898.00 5804.00 -14.00 -10.00 -8.00 -12.00
2025-09-03 5910.00 5892.00 5938.00 5888.00 5916.00 5900.00 5946.00 5894.00 -6.00 -8.00 -8.00 -6.00
2025-09-02 5954.00 5910.00 5964.00 5906.00 5956.00 5918.00 5972.00 5916.00 -2.00 -8.00 -8.00 -10.00
2025-09-01 5980.00 5950.00 5980.00 5914.00 5966.00 5960.00 5974.00 5924.00 14.00 -10.00 6.00 -10.00
2025-08-29 5996.00 5956.00 6002.00 5932.00 6016.00 5964.00 6016.00 5938.00 -20.00 -8.00 -14.00 -6.00
2025-08-28 6006.00 5982.00 6010.00 5950.00 5990.00 5990.00 6012.00 5958.00 16.00 -8.00 -2.00 -8.00
2025-08-27 6022.00 5994.00 6068.00 5988.00 6020.00 5996.00 6072.00 5990.00 2.00 -2.00 -4.00 -2.00
2025-08-26 6056.00 6034.00 6104.00 6028.00 6048.00 6036.00 6100.00 6026.00 8.00 -2.00 4.00 2.00
2025-08-25 6038.00 6050.00 6078.00 6014.00 6036.00 6040.00 6064.00 6008.00 2.00 10.00 14.00 6.00
2025-08-22 6040.00 6038.00 6066.00 6034.00 6038.00 6030.00 6056.00 6022.00 2.00 8.00 10.00 12.00
2025-08-21 5964.00 6048.00 6072.00 5954.00 5964.00 6038.00 6064.00 5946.00 0.00 10.00 8.00 8.00
2025-08-20 5906.00 5964.00 5982.00 5874.00 5904.00 5956.00 5970.00 5874.00 2.00 8.00 12.00 0.00
2025-08-19 5918.00 5906.00 5940.00 5900.00 5914.00 5908.00 5936.00 5898.00 4.00 -2.00 4.00 2.00
2025-08-18 5896.00 5928.00 5936.00 5866.00 5890.00 5924.00 5934.00 5868.00 6.00 4.00 2.00 -2.00
2025-08-15 5866.00 5896.00 5914.00 5844.00 5872.00 5900.00 5916.00 5852.00 -6.00 -4.00 -2.00 -8.00
2025-08-14 5928.00 5868.00 5930.00 5854.00 5936.00 5866.00 5936.00 5852.00 -8.00 2.00 -6.00 2.00
2025-08-13 5956.00 5926.00 5956.00 5912.00 5968.00 5918.00 5968.00 5910.00 -12.00 8.00 -12.00 2.00
2025-08-12 5950.00 5964.00 5978.00 5932.00 5948.00 5972.00 5984.00 5936.00 2.00 -8.00 -6.00 -4.00
2025-08-11 5916.00 5934.00 5956.00 5910.00 5910.00 5940.00 5960.00 5910.00 6.00 -6.00 -4.00 0.00
2025-08-08 5918.00 5898.00 5930.00 5896.00 5908.00 5900.00 5936.00 5900.00 10.00 -2.00 -6.00 -4.00
2025-08-07 5940.00 5918.00 5956.00 5902.00 5942.00 5918.00 5958.00 5900.00 -2.00 0.00 -2.00 2.00
2025-08-06 5900.00 5936.00 5950.00 5890.00 5908.00 5940.00 5956.00 5902.00 -8.00 -4.00 -6.00 -12.00
2025-08-05 5902.00 5912.00 5918.00 5872.00 5930.00 5926.00 5930.00 5880.00 -28.00 -14.00 -12.00 -8.00
2025-08-04 5958.00 5924.00 5960.00 5912.00 5920.00 5892.00 5930.00 5876.00 38.00 32.00 30.00 36.00
2025-08-01 5972.00 5918.00 5980.00 5916.00 6004.00 5958.00 6012.00 5956.00 -32.00 -40.00 -32.00 -40.00
2025-07-31 6006.00 5974.00 6038.00 5960.00 6034.00 6008.00 6052.00 5988.00 -28.00 -34.00 -14.00 -28.00
2025-07-30 6018.00 6014.00 6072.00 6006.00 6028.00 6032.00 6086.00 6020.00 -10.00 -18.00 -14.00 -14.00
2025-07-29 6020.00 6006.00 6036.00 5986.00 6038.00 6020.00 6046.00 6006.00 -18.00 -14.00 -10.00 -20.00
2025-07-28 6130.00 6000.00 6140.00 5976.00 6136.00 6016.00 6148.00 5992.00 -6.00 -16.00 -8.00 -16.00
2025-07-25 6048.00 6130.00 6130.00 6032.00 6058.00 6136.00 6138.00 6042.00 -10.00 -6.00 -8.00 -10.00
2025-07-24 5976.00 6042.00 6066.00 5972.00 5992.00 6046.00 6066.00 5990.00 -16.00 -4.00 0.00 -18.00
2025-07-23 6010.00 5986.00 6064.00 5966.00 6010.00 6000.00 6072.00 5978.00 0.00 -14.00 -8.00 -12.00
2025-07-22 5994.00 5996.00 6012.00 5944.00 6000.00 6006.00 6016.00 5956.00 -6.00 -10.00 -4.00 -12.00
2025-07-21 5938.00 5984.00 6014.00 5938.00 5944.00 6000.00 6022.00 5944.00 -6.00 -16.00 -8.00 -6.00
2025-07-18 5908.00 5930.00 5990.00 5902.00 5914.00 5936.00 5994.00 5906.00 -6.00 -6.00 -4.00 -4.00
2025-07-17 5872.00 5902.00 5914.00 5868.00 5878.00 5908.00 5932.00 5878.00 -6.00 -6.00 -18.00 -10.00
2025-07-16 5878.00 5886.00 5900.00 5866.00 5896.00 5900.00 5914.00 5884.00 -18.00 -14.00 -14.00 -18.00
2025-07-15 5932.00 5870.00 5944.00 5854.00 5942.00 5888.00 5966.00 5870.00 -10.00 -18.00 -22.00 -16.00
2025-07-14 5882.00 5920.00 5930.00 5866.00 5878.00 5940.00 5942.00 5876.00 4.00 -20.00 -12.00 -10.00
2025-07-11 5912.00 5878.00 5922.00 5868.00 5926.00 5878.00 5928.00 5872.00 -14.00 0.00 -6.00 -4.00
2025-07-10 5876.00 5916.00 5930.00 5864.00 5878.00 5926.00 5938.00 5868.00 -2.00 -10.00 -8.00 -4.00
2025-07-09 5872.00 5880.00 5890.00 5852.00 5856.00 5878.00 5884.00 5846.00 16.00 2.00 6.00 6.00
2025-07-08 5884.00 5866.00 5894.00 5852.00 5864.00 5854.00 5874.00 5838.00 20.00 12.00 20.00 14.00
2025-07-07 5864.00 5872.00 5882.00 5836.00 5846.00 5856.00 5864.00 5814.00 18.00 16.00 18.00 22.00
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