苹果期货跨期套利数据回测

本页面展示苹果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

关于苹果期货跨期套利的详细数据分析,请查看文章:。

苹果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

苹果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

苹果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
2025-12-05 9605.00 9639.00 9645.00 9558.00 9470.00 9555.00 9557.00 9460.00 135.00 84.00 88.00 98.00
2025-12-04 9670.00 9605.00 9715.00 9472.00 9450.00 9485.00 9508.00 9432.00 220.00 120.00 207.00 40.00
2025-12-03 9719.00 9712.00 9796.00 9652.00 9450.00 9484.00 9498.00 9424.00 269.00 228.00 298.00 228.00
2025-12-02 9526.00 9488.00 9560.00 9458.00 9642.00 9730.00 9795.00 9620.00 -116.00 -242.00 -235.00 -162.00
2025-12-01 9450.00 9526.00 9555.00 9403.00 9580.00 9633.00 9646.00 9492.00 -130.00 -107.00 -91.00 -89.00
2025-11-28 9520.00 9450.00 9586.00 9405.00 9598.00 9579.00 9665.00 9553.00 -78.00 -129.00 -79.00 -148.00
2025-11-27 9495.00 9529.00 9577.00 9372.00 9500.00 9612.00 9647.00 9421.00 -5.00 -83.00 -70.00 -49.00
2025-11-26 9480.00 9531.00 9610.00 9440.00 9450.00 9542.00 9577.00 9404.00 30.00 -11.00 33.00 36.00
2025-11-25 9379.00 9491.00 9505.00 9316.00 9282.00 9427.00 9441.00 9233.00 97.00 64.00 64.00 83.00
2025-11-24 9430.00 9379.00 9432.00 9264.00 9300.00 9282.00 9323.00 9197.00 130.00 97.00 109.00 67.00
2025-11-21 9483.00 9440.00 9514.00 9394.00 9400.00 9324.00 9434.00 9306.00 83.00 116.00 80.00 88.00
2025-11-20 9400.00 9496.00 9540.00 9338.00 9300.00 9425.00 9459.00 9262.00 100.00 71.00 81.00 76.00
2025-11-19 9433.00 9375.00 9448.00 9332.00 9344.00 9296.00 9366.00 9275.00 89.00 79.00 82.00 57.00
2025-11-18 9406.00 9433.00 9466.00 9323.00 9294.00 9356.00 9398.00 9240.00 112.00 77.00 68.00 83.00
2025-11-17 9589.00 9438.00 9589.00 9410.00 9470.00 9318.00 9477.00 9300.00 119.00 120.00 112.00 110.00
2025-11-14 9500.00 9570.00 9589.00 9427.00 9445.00 9495.00 9594.00 9395.00 55.00 75.00 -5.00 32.00
2025-11-13 9210.00 9504.00 9508.00 9188.00 9234.00 9442.00 9453.00 9172.00 -24.00 62.00 55.00 16.00
2025-11-12 9230.00 9207.00 9235.00 9148.00 9294.00 9241.00 9294.00 9170.00 -64.00 -34.00 -59.00 -22.00
2025-11-11 9160.00 9229.00 9237.00 9123.00 9261.00 9289.00 9315.00 9240.00 -101.00 -60.00 -78.00 -117.00
2025-11-10 9080.00 9159.00 9194.00 8986.00 9170.00 9260.00 9280.00 9089.00 -90.00 -101.00 -86.00 -103.00
2025-11-07 8919.00 9040.00 9051.00 8911.00 9104.00 9149.00 9219.00 9104.00 -185.00 -109.00 -168.00 -193.00
2025-11-06 8985.00 8919.00 9113.00 8761.00 9250.00 9112.00 9393.00 9000.00 -265.00 -193.00 -280.00 -239.00
2025-11-05 8900.00 8940.00 8978.00 8833.00 9100.00 9178.00 9229.00 9064.00 -200.00 -238.00 -251.00 -231.00
2025-11-04 9118.00 8861.00 9136.00 8833.00 9473.00 9112.00 9502.00 9100.00 -355.00 -251.00 -366.00 -267.00
2025-11-03 9200.00 9104.00 9200.00 9050.00 9574.00 9474.00 9574.00 9433.00 -374.00 -370.00 -374.00 -383.00
2025-10-31 9260.00 9238.00 9273.00 9142.00 9675.00 9585.00 9675.00 9469.00 -415.00 -347.00 -402.00 -327.00
2025-10-30 9218.00 9268.00 9298.00 9141.00 9705.00 9664.00 9720.00 9589.00 -487.00 -396.00 -422.00 -448.00
2025-10-29 9200.00 9198.00 9218.00 9135.00 9655.00 9684.00 9720.00 9636.00 -455.00 -486.00 -502.00 -501.00
2025-10-28 8946.00 9238.00 9239.00 8906.00 9590.00 9694.00 9698.00 9519.00 -644.00 -456.00 -459.00 -613.00
2025-10-27 8800.00 8936.00 8985.00 8778.00 9320.00 9564.00 9631.00 9300.00 -520.00 -628.00 -646.00 -522.00
2025-10-24 8808.00 8850.00 8900.00 8758.00 9350.00 9331.00 9350.00 9256.00 -542.00 -481.00 -450.00 -498.00
2025-10-23 8800.00 8830.00 8845.00 8777.00 9335.00 9341.00 9358.00 9290.00 -535.00 -511.00 -513.00 -513.00
2025-10-22 8815.00 8794.00 8846.00 8742.00 9200.00 9307.00 9349.00 9200.00 -385.00 -513.00 -503.00 -458.00
2025-10-21 8868.00 8850.00 8868.00 8780.00 9357.00 9309.00 9388.00 9176.00 -489.00 -459.00 -520.00 -396.00
2025-10-20 8688.00 8865.00 8888.00 8664.00 8761.00 9324.00 9373.00 8761.00 -73.00 -459.00 -485.00 -97.00
2025-10-17 8550.00 8625.00 8850.00 8521.00 8520.00 8717.00 8868.00 8452.00 30.00 -92.00 -18.00 69.00
2025-10-16 8677.00 8510.00 8691.00 8461.00 8678.00 8495.00 8705.00 8451.00 -1.00 15.00 -14.00 10.00
2025-10-15 8670.00 8665.00 8696.00 8631.00 8700.00 8672.00 8700.00 8649.00 -30.00 -7.00 -4.00 -18.00
2025-10-14 8640.00 8664.00 8705.00 8606.00 8612.00 8661.00 8698.00 8612.00 28.00 3.00 7.00 -6.00
2025-10-13 8723.00 8638.00 8723.00 8625.00 8688.00 8627.00 8707.00 8607.00 35.00 11.00 16.00 18.00
2025-10-10 8683.00 8744.00 8788.00 8644.00 8563.00 8675.00 8694.00 8534.00 120.00 69.00 94.00 110.00
2025-10-09 8700.00 8633.00 8818.00 8597.00 9180.00 9180.00 9180.00 8923.00 -480.00 -547.00 -362.00 -326.00
2025-09-30 8512.00 8617.00 8630.00 8512.00 8508.00 8599.00 8600.00 8486.00 4.00 18.00 30.00 26.00
2025-09-29 8437.00 8486.00 8619.00 8402.00 8401.00 8481.00 8523.00 8401.00 36.00 5.00 96.00 1.00
2025-09-26 8445.00 8401.00 8486.00 8288.00 8650.00 8619.00 8705.00 8566.00 -205.00 -218.00 -219.00 -278.00
2025-09-25 8331.00 8446.00 8450.00 8331.00 8538.00 8647.00 8648.00 8538.00 -207.00 -201.00 -198.00 -207.00
2025-09-24 8316.00 8336.00 8400.00 8295.00 8472.00 8548.00 8566.00 8458.00 -156.00 -212.00 -166.00 -163.00
2025-09-23 8293.00 8288.00 8322.00 8250.00 8450.00 8486.00 8490.00 8441.00 -157.00 -198.00 -168.00 -191.00
2025-09-22 8273.00 8291.00 8350.00 8177.00 8479.00 8455.00 8495.00 8412.00 -206.00 -164.00 -145.00 -235.00
2025-09-19 8285.00 8273.00 8326.00 8253.00 8412.00 8444.00 8454.00 8412.00 -127.00 -171.00 -128.00 -159.00
2025-09-18 8260.00 8281.00 8324.00 8222.00 8404.00 8430.00 8455.00 8386.00 -144.00 -149.00 -131.00 -164.00
2025-09-17 8277.00 8272.00 8308.00 8203.00 8432.00 8412.00 8438.00 8374.00 -155.00 -140.00 -130.00 -171.00
2025-09-16 8336.00 8269.00 8336.00 8229.00 8431.00 8436.00 8450.00 8391.00 -95.00 -167.00 -114.00 -162.00
2025-09-15 8325.00 8304.00 8363.00 8250.00 8395.00 8439.00 8456.00 8371.00 -70.00 -135.00 -93.00 -121.00
2025-09-12 8277.00 8329.00 8333.00 8212.00 8350.00 8438.00 8438.00 8313.00 -73.00 -109.00 -105.00 -101.00
2025-09-11 8159.00 8252.00 8271.00 8131.00 8218.00 8328.00 8351.00 8215.00 -59.00 -76.00 -80.00 -84.00
2025-09-10 8045.00 8130.00 8166.00 8045.00 8045.00 8215.00 8225.00 8041.00 0.00 -85.00 -59.00 4.00
2025-09-09 8381.00 8033.00 8428.00 7995.00 8340.00 8045.00 8346.00 8043.00 41.00 -12.00 82.00 -48.00
2025-09-08 8346.00 8357.00 8397.00 8328.00 8289.00 8370.00 8392.00 8255.00 57.00 -13.00 5.00 73.00
2025-09-05 8285.00 8381.00 8395.00 8262.00 8226.00 8296.00 8300.00 8192.00 59.00 85.00 95.00 70.00
2025-09-04 8301.00 8285.00 8348.00 8260.00 8199.00 8206.00 8249.00 8157.00 102.00 79.00 99.00 103.00
2025-09-03 8425.00 8332.00 8468.00 8282.00 8300.00 8201.00 8330.00 8140.00 125.00 131.00 138.00 142.00
2025-09-02 8350.00 8389.00 8407.00 8350.00 8249.00 8277.00 8311.00 8244.00 101.00 112.00 96.00 106.00
2025-09-01 8358.00 8374.00 8387.00 8301.00 8320.00 8261.00 8320.00 8224.00 38.00 113.00 67.00 77.00
2025-08-29 8402.00 8388.00 8409.00 8304.00 8281.00 8298.00 8300.00 8207.00 121.00 90.00 109.00 97.00
2025-08-28 8278.00 8414.00 8470.00 8260.00 8144.00 8290.00 8340.00 8135.00 134.00 124.00 130.00 125.00
2025-08-27 8146.00 8278.00 8320.00 8140.00 8055.00 8152.00 8160.00 8038.00 91.00 126.00 160.00 102.00
2025-08-26 8141.00 8124.00 8186.00 8115.00 8035.00 8044.00 8078.00 8035.00 106.00 80.00 108.00 80.00
2025-08-25 8120.00 8141.00 8214.00 8082.00 8025.00 8054.00 8124.00 8006.00 95.00 87.00 90.00 76.00
2025-08-22 8120.00 8094.00 8126.00 8059.00 8004.00 8018.00 8030.00 7968.00 116.00 76.00 96.00 91.00
2025-08-21 8058.00 8103.00 8130.00 8044.00 7968.00 8004.00 8032.00 7959.00 90.00 99.00 98.00 85.00
2025-08-20 8123.00 8064.00 8157.00 8035.00 8010.00 7970.00 8035.00 7934.00 113.00 94.00 122.00 101.00
2025-08-19 8220.00 8150.00 8220.00 8106.00 8095.00 8027.00 8098.00 7993.00 125.00 123.00 122.00 113.00
2025-08-18 8185.00 8230.00 8246.00 8089.00 8014.00 8104.00 8115.00 7977.00 171.00 126.00 131.00 112.00
2025-08-15 8132.00 8188.00 8274.00 8105.00 7997.00 8028.00 8065.00 7970.00 135.00 160.00 209.00 135.00
2025-08-14 8155.00 8123.00 8188.00 8079.00 7999.00 7984.00 8005.00 7931.00 156.00 139.00 183.00 148.00
2025-08-13 8178.00 8158.00 8249.00 8140.00 7978.00 7986.00 8059.00 7977.00 200.00 172.00 190.00 163.00
2025-08-12 8145.00 8178.00 8198.00 8100.00 7920.00 7986.00 7994.00 7905.00 225.00 192.00 204.00 195.00
2025-08-11 8100.00 8127.00 8193.00 8062.00 7973.00 7929.00 8014.00 7900.00 127.00 198.00 179.00 162.00
2025-08-08 7951.00 8077.00 8106.00 7921.00 7857.00 7938.00 7989.00 7836.00 94.00 139.00 117.00 85.00
2025-08-07 7930.00 7940.00 7977.00 7897.00 7856.00 7857.00 7894.00 7835.00 74.00 83.00 83.00 62.00
2025-08-06 7859.00 7915.00 7944.00 7843.00 7780.00 7854.00 7875.00 7780.00 79.00 61.00 69.00 63.00
2025-08-05 7830.00 7859.00 7862.00 7796.00 7738.00 7790.00 7796.00 7730.00 92.00 69.00 66.00 66.00
2025-08-04 7773.00 7826.00 7849.00 7738.00 7682.00 7744.00 7768.00 7662.00 91.00 82.00 81.00 76.00
2025-08-01 7806.00 7758.00 7827.00 7753.00 7743.00 7685.00 7755.00 7685.00 63.00 73.00 72.00 68.00
2025-07-31 7881.00 7814.00 7910.00 7788.00 7780.00 7747.00 7819.00 7717.00 101.00 67.00 91.00 71.00
2025-07-30 7920.00 7915.00 7957.00 7888.00 7817.00 7815.00 7847.00 7787.00 103.00 100.00 110.00 101.00
2025-07-29 8050.00 7908.00 8060.00 7868.00 7880.00 7792.00 7903.00 7746.00 170.00 116.00 157.00 122.00
2025-07-28 7979.00 8052.00 8437.00 7924.00 7840.00 7895.00 8178.00 7807.00 139.00 157.00 259.00 117.00
2025-07-25 7990.00 8005.00 8023.00 7964.00 7878.00 7879.00 7894.00 7841.00 112.00 126.00 129.00 123.00
2025-07-24 7938.00 7969.00 8014.00 7921.00 7800.00 7853.00 7874.00 7789.00 138.00 116.00 140.00 132.00
2025-07-23 7929.00 7956.00 7988.00 7909.00 7808.00 7817.00 7846.00 7790.00 121.00 139.00 142.00 119.00
2025-07-22 7923.00 7929.00 7949.00 7856.00 7800.00 7803.00 7828.00 7740.00 123.00 126.00 121.00 116.00
2025-07-21 7900.00 7923.00 7958.00 7880.00 7775.00 7797.00 7825.00 7752.00 125.00 126.00 133.00 128.00
2025-07-18 7855.00 7883.00 7906.00 7842.00 7703.00 7751.00 7770.00 7703.00 152.00 132.00 136.00 139.00
2025-07-17 7850.00 7835.00 7872.00 7810.00 7693.00 7702.00 7720.00 7678.00 157.00 133.00 152.00 132.00
2025-07-16 7873.00 7840.00 7878.00 7807.00 7720.00 7697.00 7729.00 7672.00 153.00 143.00 149.00 135.00
2025-07-15 7840.00 7862.00 7868.00 7820.00 7700.00 7713.00 7717.00 7675.00 140.00 149.00 151.00 145.00
2025-07-14 7780.00 7838.00 7846.00 7764.00 7674.00 7689.00 7718.00 7631.00 106.00 149.00 128.00 133.00
2025-07-11 7798.00 7814.00 7884.00 7773.00 7652.00 7695.00 7730.00 7644.00 146.00 119.00 154.00 129.00
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