TA01 / EG01 每日均价运行记录
郑商所 PTA 01 月合约 + 大商所乙二醇 01 月合约 | 双周期: 26-25(滚动月窗口: 每月26日→次月25日, 8/26 起主力 01) 与 25-24(滚动月窗口: 每月25日→次月24日, 8/25 起主力 01), 各算结算价简单平均 | 数据源: 新浪财经(主)+ AKShare(备选) | 基差: CCF 每日手动录入, 列内小字为基差对应报价合约(TA 8/26 起 TA2701、EG 8/31 起 EG2610, 此前 EG2609, 与系统主力解耦) | ATR(20): 20日平均真实波幅(换月后按一周合约价差将旧主力换算至新主力、连续序列计算) | 每次定时运行自动追加 | 2026-08-25 起主力由 09 换月至 01(历史 09 记录保留)
TA2701 — PTA 01 月合约
| 运行日期 | 合约 | 周期 | 窗口起始 | 窗口截止 | 交易日数 | 均价 | 最新结算价 | CCF基差 | ATR(20) |
|---|
| 2026-09-09 | TA2701 | 26-25 | 2026-08-26 | 2026-09-09 | 11 | 5860.91 | 6146 | | 191 |
| 2026-09-09 | TA2701 | 25-24 | 2026-08-25 | 2026-09-09 | 12 | 5854.33 | 6146 | | 191 |
| 2026-09-02 | TA2701 | 26-25 | 2026-08-26 | 2026-09-02 | 6 | 5730.33 | 6040 | 471 · TA2701 | 171 |
| 2026-09-02 | TA2701 | 25-24 | 2026-08-25 | 2026-09-02 | 7 | 5737.71 | 6040 | 471 · TA2701 | 171 |
| 2026-09-01 | TA2701 | 26-25 | 2026-08-26 | 2026-09-01 | 5 | 5668.40 | 5904 | 415 · TA2701 | 168 |
| 2026-09-01 | TA2701 | 25-24 | 2026-08-25 | 2026-09-01 | 6 | 5687.33 | 5904 | 415 · TA2701 | 168 |
| 2026-08-31 | TA2701 | 26-25 | 2026-08-26 | 2026-08-31 | 4 | 5609.50 | 5748 | 450 · TA2701 | 169 |
| 2026-08-31 | TA2701 | 25-24 | 2026-08-25 | 2026-08-31 | 5 | 5644.00 | 5748 | 450 · TA2701 | 169 |
| 2026-08-28 | TA2701 | 26-25 | 2026-08-26 | 2026-08-28 | 3 | 5563.33 | 5596 | 453 · TA2701 | 169 |
| 2026-08-28 | TA2701 | 25-24 | 2026-08-25 | 2026-08-28 | 4 | 5618.00 | 5596 | 453 · TA2701 | 169 |
| 2026-08-27 | TA2701 | 26-25 | 2026-08-26 | 2026-08-27 | 2 | 5547.00 | 5528 | 445 · TA2701 | 168 |
| 2026-08-27 | TA2701 | 25-24 | 2026-08-25 | 2026-08-27 | 3 | 5625.33 | 5528 | 445 · TA2701 | 168 |
| 2026-08-26 | TA2701 | 26-25 | 2026-08-26 | 2026-08-26 | 1 | 5566.00 | 5566 | 440 · TA2701 | 170 |
| 2026-08-26 | TA2701 | 25-24 | 2026-08-25 | 2026-08-26 | 2 | 5674.00 | 5566 | 440 · TA2701 | 170 |
| 2026-08-25 | TA2609 | 26-25 | 2026-07-26 | 2026-08-25 | 22 | 5815.91 | 5998 | 337 · TA2609 | 162 |
| 2026-08-25 | TA2701 | 25-24 | 2026-08-25 | 2026-08-25 | 1 | 5782.00 | 5782 | 337 · TA2609 | 163 |
| 2026-08-24 | TA2609 | 26-25 | 2026-07-26 | 2026-08-24 | 21 | 5807.24 | 5912 | 450 · TA2609 | 155 |
| 2026-08-24 | TA2609 | 25-24 | 2026-07-25 | 2026-08-24 | 21 | 5807.24 | 5912 | 450 · TA2609 | 155 |
| 2026-08-21 | TA2609 | 26-25 | 2026-07-26 | 2026-08-21 | 20 | 5802.00 | 6006 | 516 · TA2609 | 161 |
| 2026-08-21 | TA2609 | 25-24 | 2026-07-25 | 2026-08-21 | 20 | 5802.00 | 6006 | 516 · TA2609 | 161 |
| 2026-08-20 | TA2609 | 26-25 | 2026-07-26 | 2026-08-20 | 19 | 5791.26 | 5900 | 373 · TA2609 | 165 |
| 2026-08-20 | TA2609 | 25-24 | 2026-07-25 | 2026-08-20 | 19 | 5791.26 | 5900 | 373 · TA2609 | 165 |
| 2026-08-19 | TA2609 | 26-25 | 2026-07-26 | 2026-08-19 | 18 | 5785.22 | 5994 | 338 · TA2609 | 163 |
| 2026-08-19 | TA2609 | 25-24 | 2026-07-25 | 2026-08-19 | 18 | 5785.22 | 5994 | 338 · TA2609 | 163 |
| 2026-08-18 | TA2609 | 26-25 | 2026-07-26 | 2026-08-18 | 17 | 5772.94 | 6040 | 332 · TA2609 | 160 |
| 2026-08-18 | TA2609 | 25-24 | 2026-07-25 | 2026-08-18 | 17 | 5772.94 | 6040 | 332 · TA2609 | 160 |
| 2026-08-17 | TA2609 | 26-25 | 2026-07-26 | 2026-08-17 | 16 | 5756.25 | 5936 | 320 · TA2609 | 165 |
| 2026-08-14 | TA2609 | 26-25 | 2026-07-26 | 2026-08-14 | 15 | 5744.27 | 5740 | 264 · TA2609 | 167 |
| 2026-08-13 | TA2609 | 26-25 | 2026-07-26 | 2026-08-13 | 14 | 5744.57 | 5748 | 233 · TA2609 | 165 |
| 2026-08-12 | TA2609 | 26-25 | 2026-07-26 | 2026-08-12 | 13 | 5744.31 | 5716 | 226 · TA2609 | 164 |
EG2701 — 乙二醇 01 月合约
| 运行日期 | 合约 | 周期 | 窗口起始 | 窗口截止 | 交易日数 | 均价 | 最新结算价 | CCF基差 | ATR(20) |
|---|
| 2026-09-09 | EG2701 | 26-25 | 2026-08-26 | 2026-09-09 | 11 | 4862.00 | 5073 | | 212 |
| 2026-09-09 | EG2701 | 25-24 | 2026-08-25 | 2026-09-09 | 12 | 4861.17 | 5073 | | 212 |
| 2026-09-02 | EG2701 | 26-25 | 2026-08-26 | 2026-09-02 | 6 | 4743.50 | 5078 | 938 · EG2610 | 188 |
| 2026-09-02 | EG2701 | 25-24 | 2026-08-25 | 2026-09-02 | 7 | 4759.00 | 5078 | 938 · EG2610 | 188 |
| 2026-09-01 | EG2701 | 26-25 | 2026-08-26 | 2026-09-01 | 5 | 4676.60 | 4915 | 845 · EG2610 | 186 |
| 2026-09-01 | EG2701 | 25-24 | 2026-08-25 | 2026-09-01 | 6 | 4705.83 | 4915 | 845 · EG2610 | 186 |
| 2026-08-31 | EG2701 | 26-25 | 2026-08-26 | 2026-08-31 | 4 | 4617.00 | 4718 | 750 · EG2610 | 184 |
| 2026-08-31 | EG2701 | 25-24 | 2026-08-25 | 2026-08-31 | 5 | 4664.00 | 4718 | 750 · EG2610 | 184 |
| 2026-08-28 | EG2701 | 26-25 | 2026-08-26 | 2026-08-28 | 3 | 4583.33 | 4551 | 450 · EG2609 | 184 |
| 2026-08-28 | EG2701 | 25-24 | 2026-08-25 | 2026-08-28 | 4 | 4650.50 | 4551 | 450 · EG2609 | 184 |
| 2026-08-27 | EG2701 | 26-25 | 2026-08-26 | 2026-08-27 | 2 | 4599.50 | 4573 | 425 · EG2609 | 189 |
| 2026-08-27 | EG2701 | 25-24 | 2026-08-25 | 2026-08-27 | 3 | 4683.67 | 4573 | 425 · EG2609 | 189 |
| 2026-08-26 | EG2701 | 26-25 | 2026-08-26 | 2026-08-26 | 1 | 4626.00 | 4626 | 450 · EG2609 | 194 |
| 2026-08-26 | EG2701 | 25-24 | 2026-08-25 | 2026-08-26 | 2 | 4739.00 | 4626 | 450 · EG2609 | 194 |
| 2026-08-25 | EG2609 | 26-25 | 2026-07-26 | 2026-08-25 | 22 | 5008.23 | 5604 | 515 · EG2609 | 203 |
| 2026-08-25 | EG2701 | 25-24 | 2026-08-25 | 2026-08-25 | 1 | 4852.00 | 4852 | 515 · EG2609 | 193 |
| 2026-08-24 | EG2609 | 26-25 | 2026-07-26 | 2026-08-24 | 21 | 4979.86 | 5501 | 507 · EG2609 | 189 |
| 2026-08-24 | EG2609 | 25-24 | 2026-07-25 | 2026-08-24 | 21 | 4979.86 | 5501 | 507 · EG2609 | 189 |
| 2026-08-21 | EG2609 | 26-25 | 2026-07-26 | 2026-08-21 | 20 | 4953.80 | 5361 | 490 · EG2609 | 184 |
| 2026-08-21 | EG2609 | 25-24 | 2026-07-25 | 2026-08-21 | 20 | 4953.80 | 5361 | 490 · EG2609 | 184 |
| 2026-08-20 | EG2609 | 26-25 | 2026-07-26 | 2026-08-20 | 19 | 4932.37 | 5352 | 412 · EG2609 | 186 |
| 2026-08-20 | EG2609 | 25-24 | 2026-07-25 | 2026-08-20 | 19 | 4932.37 | 5352 | 412 · EG2609 | 186 |
| 2026-08-19 | EG2609 | 26-25 | 2026-07-26 | 2026-08-19 | 18 | 4909.06 | 5243 | 390 · EG2609 | 182 |
| 2026-08-19 | EG2609 | 25-24 | 2026-07-25 | 2026-08-19 | 18 | 4909.06 | 5243 | 390 · EG2609 | 182 |
| 2026-08-18 | EG2609 | 26-25 | 2026-07-26 | 2026-08-18 | 17 | 4889.41 | 5242 | 465 · EG2609 | 181 |
| 2026-08-18 | EG2609 | 25-24 | 2026-07-25 | 2026-08-18 | 17 | 4889.41 | 5242 | 465 · EG2609 | 181 |
| 2026-08-17 | EG2609 | 26-25 | 2026-07-26 | 2026-08-17 | 16 | 4867.38 | 5064 | 438 · EG2609 | 180 |
| 2026-08-14 | EG2609 | 26-25 | 2026-07-26 | 2026-08-14 | 15 | 4854.27 | 4873 | 318 · EG2609 | 180 |
| 2026-08-13 | EG2609 | 26-25 | 2026-07-26 | 2026-08-13 | 14 | 4852.93 | 4861 | 368 · EG2609 | 178 |
| 2026-08-12 | EG2609 | 26-25 | 2026-07-26 | 2026-08-12 | 13 | 4852.31 | 4860 | 425 · EG2609 | 178 |