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
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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
2022-03-22 9321.00 9512.00 9545.00 9288.00 7758.00 7791.00 7856.00 7720.00 1563.00 1721.00 1689.00 1568.00
2022-03-21 9222.00 9298.00 9398.00 9188.00 7943.00 7758.00 7963.00 7757.00 1279.00 1540.00 1435.00 1431.00
2022-03-18 9306.00 9238.00 9373.00 9180.00 8061.00 7980.00 8148.00 7946.00 1245.00 1258.00 1225.00 1234.00
2022-03-17 9230.00 9271.00 9325.00 9024.00 8090.00 8057.00 8147.00 8012.00 1140.00 1214.00 1178.00 1012.00
2022-03-16 9188.00 9232.00 9400.00 9188.00 7895.00 8101.00 8119.00 7869.00 1293.00 1131.00 1281.00 1319.00
2022-03-15 9409.00 9058.00 9438.00 9050.00 7722.00 7814.00 8013.00 7677.00 1687.00 1244.00 1425.00 1373.00
2022-03-14 9600.00 9494.00 9746.00 9412.00 7667.00 7739.00 7845.00 7631.00 1933.00 1755.00 1901.00 1781.00
2022-03-11 10019.00 9754.00 10060.00 9730.00 7986.00 7753.00 7994.00 7744.00 2033.00 2001.00 2066.00 1986.00
2022-03-10 9992.00 10019.00 10138.00 9820.00 8134.00 7998.00 8207.00 7950.00 1858.00 2021.00 1931.00 1870.00
2022-03-09 10492.00 10122.00 10500.00 10056.00 8286.00 8200.00 8335.00 8172.00 2206.00 1922.00 2165.00 1884.00
2022-03-08 10207.00 10630.00 10666.00 10097.00 8319.00 8353.00 8409.00 8281.00 1888.00 2277.00 2257.00 1816.00
2022-03-07 9910.00 10229.00 10245.00 9910.00 8301.00 8348.00 8430.00 8205.00 1609.00 1881.00 1815.00 1705.00
2022-03-04 9826.00 9878.00 9883.00 9761.00 8291.00 8237.00 8310.00 8160.00 1535.00 1641.00 1573.00 1601.00
2022-03-03 9753.00 9898.00 9994.00 9659.00 8196.00 8312.00 8438.00 8101.00 1557.00 1586.00 1556.00 1558.00
2022-03-02 9717.00 9783.00 9792.00 9650.00 8180.00 8199.00 8216.00 8051.00 1537.00 1584.00 1576.00 1599.00
2022-03-01 9503.00 9699.00 9702.00 9476.00 7817.00 8136.00 8176.00 7817.00 1686.00 1563.00 1526.00 1659.00
2022-02-28 9333.00 9503.00 9605.00 9281.00 7738.00 7817.00 7848.00 7674.00 1595.00 1686.00 1757.00 1607.00
2022-02-25 9428.00 9333.00 9464.00 9224.00 7700.00 7701.00 7768.00 7635.00 1728.00 1632.00 1696.00 1589.00
2022-02-24 9360.00 9441.00 9496.00 9320.00 7632.00 7717.00 7742.00 7607.00 1728.00 1724.00 1754.00 1713.00
2022-02-23 9408.00 9375.00 9478.00 9355.00 7678.00 7637.00 7735.00 7631.00 1730.00 1738.00 1743.00 1724.00
2022-02-22 9375.00 9408.00 9618.00 9337.00 7636.00 7656.00 7774.00 7628.00 1739.00 1752.00 1844.00 1709.00
2022-02-21 9506.00 9375.00 9506.00 9282.00 7700.00 7651.00 7717.00 7621.00 1806.00 1724.00 1789.00 1661.00
2022-02-18 9275.00 9506.00 9529.00 9275.00 7812.00 7713.00 7882.00 7701.00 1463.00 1793.00 1647.00 1574.00
2022-02-17 9255.00 9274.00 9298.00 9224.00 7730.00 7803.00 7885.00 7713.00 1525.00 1471.00 1413.00 1511.00
2022-02-16 9203.00 9288.00 9318.00 9156.00 7717.00 7740.00 7775.00 7660.00 1486.00 1548.00 1543.00 1496.00
2022-02-15 9121.00 9204.00 9209.00 9087.00 7752.00 7743.00 7785.00 7702.00 1369.00 1461.00 1424.00 1385.00
2022-02-14 8985.00 9133.00 9186.00 8912.00 7748.00 7740.00 7818.00 7605.00 1237.00 1393.00 1368.00 1307.00
2022-02-11 8979.00 8958.00 9078.00 8840.00 7930.00 7776.00 7979.00 7764.00 1049.00 1182.00 1099.00 1076.00
2022-02-10 9011.00 8979.00 9062.00 8924.00 7847.00 7952.00 7961.00 7823.00 1164.00 1027.00 1101.00 1101.00
2022-02-09 9048.00 9008.00 9108.00 8940.00 7806.00 7837.00 7885.00 7798.00 1242.00 1171.00 1223.00 1142.00
2022-02-08 9281.00 9080.00 9299.00 9036.00 7892.00 7845.00 7916.00 7820.00 1389.00 1235.00 1383.00 1216.00
2022-02-07 8888.00 9281.00 9354.00 8875.00 7861.00 7895.00 8059.00 7800.00 1027.00 1386.00 1295.00 1075.00
2022-01-28 9054.00 8921.00 9068.00 8819.00 7897.00 7850.00 7928.00 7805.00 1157.00 1071.00 1140.00 1014.00
2022-01-27 8889.00 9054.00 9107.00 8810.00 7887.00 7917.00 7979.00 7830.00 1002.00 1137.00 1128.00 980.00
2022-01-26 8879.00 8884.00 8900.00 8810.00 7835.00 7859.00 7870.00 7804.00 1044.00 1025.00 1030.00 1006.00
2022-01-25 8880.00 8878.00 8928.00 8756.00 7930.00 7840.00 7930.00 7780.00 950.00 1038.00 998.00 976.00
2022-01-24 8947.00 8881.00 9018.00 8812.00 7922.00 7886.00 7945.00 7810.00 1025.00 995.00 1073.00 1002.00
2022-01-21 8849.00 8947.00 8955.00 8805.00 7851.00 7898.00 7920.00 7820.00 998.00 1049.00 1035.00 985.00
2022-01-20 8668.00 8849.00 8930.00 8640.00 7800.00 7850.00 7905.00 7800.00 868.00 999.00 1025.00 840.00
2022-01-19 8540.00 8616.00 8644.00 8454.00 7792.00 7797.00 7826.00 7741.00 748.00 819.00 818.00 713.00
2022-01-18 8301.00 8547.00 8588.00 8299.00 7622.00 7770.00 7791.00 7620.00 679.00 777.00 797.00 679.00
2022-01-17 8583.00 8286.00 8583.00 8251.00 7720.00 7622.00 7727.00 7594.00 863.00 664.00 856.00 657.00
2022-01-14 8441.00 8553.00 8621.00 8422.00 7640.00 7693.00 7743.00 7620.00 801.00 860.00 878.00 802.00
2022-01-13 8495.00 8441.00 8526.00 8350.00 7637.00 7649.00 7705.00 7603.00 858.00 792.00 821.00 747.00
2022-01-12 8592.00 8480.00 8612.00 8417.00 7720.00 7633.00 7735.00 7612.00 872.00 847.00 877.00 805.00
2022-01-11 8633.00 8580.00 8652.00 8505.00 7740.00 7720.00 7750.00 7633.00 893.00 860.00 902.00 872.00
2022-01-10 8598.00 8630.00 8672.00 8550.00 7706.00 7739.00 7741.00 7632.00 892.00 891.00 931.00 918.00
2022-01-07 8180.00 8634.00 8850.00 8172.00 7411.00 7700.00 7700.00 7411.00 769.00 934.00 1150.00 761.00
2022-01-06 8041.00 8203.00 8229.00 8031.00 7440.00 7447.00 7512.00 7415.00 601.00 756.00 717.00 616.00
2022-01-05 8195.00 8070.00 8229.00 7952.00 7399.00 7451.00 7452.00 7340.00 796.00 619.00 777.00 612.00
2022-01-04 8394.00 8177.00 8407.00 8150.00 8508.00 8550.00 8608.00 8483.00 -114.00 -373.00 -201.00 -333.00
2021-12-31 8363.00 8394.00 8428.00 8302.00 8398.00 8598.00 8600.00 8370.00 -35.00 -204.00 -172.00 -68.00
2021-12-30 8461.00 8363.00 8505.00 8354.00 8370.00 8397.00 8426.00 8361.00 91.00 -34.00 79.00 -7.00
2021-12-29 8546.00 8474.00 8549.00 8425.00 8395.00 8412.00 8446.00 8366.00 151.00 62.00 103.00 59.00
2021-12-28 8403.00 8546.00 8595.00 8365.00 8287.00 8420.00 8420.00 8270.00 116.00 126.00 175.00 95.00
2021-12-27 8425.00 8403.00 8446.00 8333.00 8280.00 8287.00 8335.00 8234.00 145.00 116.00 111.00 99.00
2021-12-24 8388.00 8462.00 8495.00 8352.00 8250.00 8271.00 8292.00 8220.00 138.00 191.00 203.00 132.00
2021-12-23 8299.00 8392.00 8397.00 8090.00 8238.00 8254.00 8312.00 8144.00 61.00 138.00 85.00 -54.00
2021-12-22 8367.00 8303.00 8367.00 8211.00 8102.00 8229.00 8249.00 8091.00 265.00 74.00 118.00 120.00
2021-12-21 8192.00 8367.00 8393.00 8101.00 8025.00 8100.00 8121.00 7989.00 167.00 267.00 272.00 112.00
2021-12-20 8330.00 8192.00 8500.00 8189.00 7953.00 8023.00 8081.00 7944.00 377.00 169.00 419.00 245.00
2021-12-17 8750.00 8355.00 8885.00 8330.00 8130.00 7928.00 8139.00 7880.00 620.00 427.00 746.00 450.00
2021-12-16 8180.00 8126.00 8188.00 8118.00 8865.00 8780.00 8919.00 8763.00 -685.00 -654.00 -731.00 -645.00
2021-12-15 8182.00 8183.00 8212.00 8120.00 8847.00 8865.00 8945.00 8740.00 -665.00 -682.00 -733.00 -620.00
2021-12-14 8264.00 8182.00 8277.00 8140.00 8890.00 8847.00 8895.00 8805.00 -626.00 -665.00 -618.00 -665.00
2021-12-13 8199.00 8235.00 8275.00 8109.00 8798.00 8856.00 9020.00 8756.00 -599.00 -621.00 -745.00 -647.00
2021-12-10 7888.00 8189.00 8192.00 7862.00 8649.00 8773.00 8786.00 8510.00 -761.00 -584.00 -594.00 -648.00
2021-12-09 7970.00 7873.00 8025.00 7852.00 8787.00 8654.00 8805.00 8640.00 -817.00 -781.00 -780.00 -788.00
2021-12-08 8028.00 7970.00 8028.00 7859.00 8854.00 8787.00 8864.00 8684.00 -826.00 -817.00 -836.00 -825.00
2021-12-07 8018.00 8028.00 8078.00 7950.00 8870.00 8854.00 8884.00 8789.00 -852.00 -826.00 -806.00 -839.00
2021-12-06 7932.00 8012.00 8077.00 7901.00 8777.00 8857.00 8885.00 8754.00 -845.00 -845.00 -808.00 -853.00
2021-12-03 7761.00 7963.00 7982.00 7733.00 8649.00 8778.00 8815.00 8615.00 -888.00 -815.00 -833.00 -882.00
2021-12-02 7902.00 7793.00 7998.00 7780.00 8788.00 8676.00 8863.00 8670.00 -886.00 -883.00 -865.00 -890.00
2021-12-01 8000.00 7941.00 8015.00 7870.00 8880.00 8842.00 8918.00 8780.00 -880.00 -901.00 -903.00 -910.00
2021-11-30 7986.00 8000.00 8088.00 7826.00 8900.00 8901.00 8976.00 8781.00 -914.00 -901.00 -888.00 -955.00
2021-11-29 8180.00 7986.00 8198.00 7936.00 9045.00 8900.00 9050.00 8863.00 -865.00 -914.00 -852.00 -927.00
2021-11-26 8020.00 8219.00 8236.00 7957.00 8906.00 9069.00 9088.00 8849.00 -886.00 -850.00 -852.00 -892.00
2021-11-25 8095.00 8073.00 8294.00 8060.00 9000.00 8963.00 9186.00 8924.00 -905.00 -890.00 -892.00 -864.00
2021-11-24 8090.00 8096.00 8148.00 7984.00 9016.00 9000.00 9066.00 8921.00 -926.00 -904.00 -918.00 -937.00
2021-11-23 8100.00 8114.00 8145.00 7912.00 9100.00 9016.00 9130.00 8850.00 -1000.00 -902.00 -985.00 -938.00
2021-11-22 8161.00 8148.00 8268.00 8092.00 9173.00 9150.00 9279.00 9091.00 -1012.00 -1002.00 -1011.00 -999.00
2021-11-19 8135.00 8161.00 8199.00 8025.00 8999.00 9153.00 9194.00 8902.00 -864.00 -992.00 -995.00 -877.00
2021-11-18 7801.00 8109.00 8113.00 7773.00 8606.00 8958.00 8958.00 8588.00 -805.00 -849.00 -845.00 -815.00
2021-11-17 8089.00 7819.00 8089.00 7805.00 8813.00 8631.00 8816.00 8630.00 -724.00 -812.00 -727.00 -825.00
2021-11-16 8064.00 8090.00 8128.00 7845.00 8730.00 8809.00 8856.00 8610.00 -666.00 -719.00 -728.00 -765.00
2021-11-15 7999.00 8064.00 8115.00 7953.00 8702.00 8734.00 8790.00 8628.00 -703.00 -670.00 -675.00 -675.00
2021-11-12 7944.00 7990.00 8195.00 7893.00 8740.00 8706.00 8959.00 8623.00 -796.00 -716.00 -764.00 -730.00
2021-11-11 7900.00 7934.00 7984.00 7813.00 8740.00 8737.00 8787.00 8600.00 -840.00 -803.00 -803.00 -787.00
2021-11-10 7741.00 7895.00 7938.00 7658.00 8600.00 8734.00 8866.00 8542.00 -859.00 -839.00 -928.00 -884.00
2021-11-09 7650.00 7707.00 7735.00 7551.00 8506.00 8559.00 8598.00 8447.00 -856.00 -852.00 -863.00 -896.00
2021-11-08 7771.00 7662.00 7899.00 7611.00 8399.00 8540.00 8628.00 8267.00 -628.00 -878.00 -729.00 -656.00
2021-11-05 7637.00 7777.00 7825.00 7500.00 8267.00 8390.00 8482.00 8180.00 -630.00 -613.00 -657.00 -680.00
2021-11-04 8098.00 7671.00 8235.00 7625.00 8853.00 8340.00 8982.00 8300.00 -755.00 -669.00 -747.00 -675.00
2021-11-03 8140.00 8116.00 8256.00 7982.00 8900.00 8894.00 9050.00 8765.00 -760.00 -778.00 -794.00 -783.00
2021-11-02 7800.00 8165.00 8236.00 7663.00 8675.00 8927.00 9000.00 8556.00 -875.00 -762.00 -764.00 -893.00
2021-11-01 7919.00 7815.00 7920.00 7680.00 8806.00 8700.00 8848.00 8602.00 -887.00 -885.00 -928.00 -922.00
2021-10-29 7958.00 7926.00 8038.00 7745.00 8967.00 8850.00 8967.00 8734.00 -1009.00 -924.00 -929.00 -989.00
2021-10-28 8261.00 7950.00 8319.00 7535.00 9207.00 8904.00 9266.00 8353.00 -946.00 -954.00 -947.00 -818.00
2021-10-27 8388.00 8283.00 8420.00 8141.00 9285.00 9207.00 9290.00 9090.00 -897.00 -924.00 -870.00 -949.00
2021-10-26 8364.00 8431.00 8548.00 8170.00 9444.00 9335.00 9545.00 9085.00 -1080.00 -904.00 -997.00 -915.00
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