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
2020-07-28 7550.00 7471.00 7560.00 7423.00 7670.00 7636.00 7698.00 7609.00 -120.00 -165.00 -138.00 -186.00
2020-07-27 7534.00 7474.00 7555.00 7416.00 7597.00 7627.00 7652.00 7560.00 -63.00 -153.00 -97.00 -144.00
2020-07-24 7455.00 7539.00 7572.00 7320.00 7549.00 7615.00 7641.00 7448.00 -94.00 -76.00 -69.00 -128.00
2020-07-23 7665.00 7465.00 7696.00 7410.00 7682.00 7553.00 7709.00 7521.00 -17.00 -88.00 -13.00 -111.00
2020-07-22 7581.00 7644.00 7722.00 7568.00 7621.00 7662.00 7708.00 7621.00 -40.00 -18.00 14.00 -53.00
2020-07-21 7705.00 7595.00 7765.00 7580.00 7700.00 7634.00 7755.00 7614.00 5.00 -39.00 10.00 -34.00
2020-07-20 7600.00 7705.00 7750.00 7537.00 7633.00 7705.00 7735.00 7582.00 -33.00 0.00 15.00 -45.00
2020-07-17 7581.00 7580.00 7618.00 7522.00 7591.00 7634.00 7688.00 7585.00 -10.00 -54.00 -70.00 -63.00
2020-07-16 7748.00 7581.00 7799.00 7566.00 7780.00 7590.00 7808.00 7581.00 -32.00 -9.00 -9.00 -15.00
2020-07-15 7780.00 7760.00 7835.00 7739.00 7786.00 7791.00 7843.00 7752.00 -6.00 -31.00 -8.00 -13.00
2020-07-14 7766.00 7784.00 7838.00 7720.00 7747.00 7798.00 7845.00 7710.00 19.00 -14.00 -7.00 10.00
2020-07-13 7880.00 7779.00 7930.00 7744.00 7739.00 7753.00 7844.00 7688.00 141.00 26.00 86.00 56.00
2020-07-10 8150.00 7870.00 8172.00 7860.00 7981.00 7733.00 7981.00 7728.00 169.00 137.00 191.00 132.00
2020-07-09 8115.00 8170.00 8231.00 8115.00 7914.00 7986.00 8004.00 7914.00 201.00 184.00 227.00 201.00
2020-07-08 8089.00 8107.00 8128.00 8065.00 7899.00 7913.00 7928.00 7883.00 190.00 194.00 200.00 182.00
2020-07-07 8117.00 8063.00 8165.00 8044.00 7911.00 7885.00 7978.00 7879.00 206.00 178.00 187.00 165.00
2020-07-06 8095.00 8114.00 8153.00 8031.00 7933.00 7925.00 7974.00 7864.00 162.00 189.00 179.00 167.00
2020-07-03 8113.00 8111.00 8180.00 8087.00 7916.00 7935.00 7999.00 7909.00 197.00 176.00 181.00 178.00
2020-07-02 7980.00 8113.00 8146.00 7957.00 7793.00 7916.00 7946.00 7781.00 187.00 197.00 200.00 176.00
2020-07-01 7941.00 7975.00 8025.00 7941.00 7760.00 7785.00 7829.00 7758.00 181.00 190.00 196.00 183.00
2020-06-30 7940.00 7968.00 8045.00 7940.00 7785.00 7779.00 7909.00 7763.00 155.00 189.00 136.00 177.00
2020-06-29 7923.00 7932.00 7970.00 7814.00 7749.00 7770.00 7809.00 7682.00 174.00 162.00 161.00 132.00
2020-06-24 7976.00 7895.00 8012.00 7883.00 7825.00 7727.00 7851.00 7720.00 151.00 168.00 161.00 163.00
2020-06-23 7956.00 7982.00 8039.00 7904.00 7800.00 7827.00 7905.00 7755.00 156.00 155.00 134.00 149.00
2020-06-22 8022.00 7968.00 8057.00 7940.00 7935.00 7804.00 7955.00 7804.00 87.00 164.00 102.00 136.00
2020-06-19 8264.00 8062.00 8300.00 8045.00 8236.00 7973.00 8248.00 7971.00 28.00 89.00 52.00 74.00
2020-06-18 8302.00 8264.00 8313.00 8217.00 8315.00 8241.00 8324.00 8200.00 -13.00 23.00 -11.00 17.00
2020-06-17 8238.00 8288.00 8336.00 8210.00 8252.00 8302.00 8350.00 8222.00 -14.00 -14.00 -14.00 -12.00
2020-06-16 8268.00 8259.00 8348.00 8235.00 8201.00 8272.00 8344.00 8201.00 67.00 -13.00 4.00 34.00
2020-06-15 8310.00 8240.00 8396.00 8189.00 8306.00 8215.00 8369.00 8161.00 4.00 25.00 27.00 28.00
2020-06-12 8280.00 8363.00 8420.00 8158.00 8324.00 8344.00 8442.00 8188.00 -44.00 19.00 -22.00 -30.00
2020-06-11 8270.00 8293.00 8320.00 8231.00 8295.00 8323.00 8390.00 8271.00 -25.00 -30.00 -70.00 -40.00
2020-06-10 8472.00 8262.00 8507.00 8220.00 8430.00 8290.00 8453.00 8202.00 42.00 -28.00 54.00 18.00
2020-06-09 8538.00 8472.00 8598.00 8471.00 8555.00 8430.00 8640.00 8426.00 -17.00 42.00 -42.00 45.00
2020-06-08 8601.00 8546.00 8698.00 8502.00 8720.00 8578.00 8720.00 8521.00 -119.00 -32.00 -22.00 -19.00
2020-06-05 8665.00 8624.00 8697.00 8582.00 8841.00 8733.00 8860.00 8712.00 -176.00 -109.00 -163.00 -130.00
2020-06-04 8700.00 8653.00 8745.00 8620.00 8970.00 8840.00 9007.00 8828.00 -270.00 -187.00 -262.00 -208.00
2020-06-03 8839.00 8712.00 8854.00 8665.00 9110.00 8993.00 9125.00 8957.00 -271.00 -281.00 -271.00 -292.00
2020-06-02 8725.00 8816.00 8868.00 8666.00 9030.00 9098.00 9145.00 8970.00 -305.00 -282.00 -277.00 -304.00
2020-06-01 8768.00 8702.00 8956.00 8680.00 9100.00 9011.00 9227.00 8990.00 -332.00 -309.00 -271.00 -310.00
2020-05-29 8734.00 8773.00 8799.00 8721.00 9069.00 9102.00 9117.00 9066.00 -335.00 -329.00 -318.00 -345.00
2020-05-28 8880.00 8734.00 8892.00 8712.00 9168.00 9077.00 9172.00 9064.00 -288.00 -343.00 -280.00 -352.00
2020-05-27 8862.00 8890.00 8938.00 8850.00 9160.00 9177.00 9209.00 9143.00 -298.00 -287.00 -271.00 -293.00
2020-05-26 8948.00 8883.00 8965.00 8830.00 9259.00 9182.00 9265.00 9131.00 -311.00 -299.00 -300.00 -301.00
2020-05-25 8999.00 8963.00 9120.00 8940.00 9272.00 9270.00 9365.00 9221.00 -273.00 -307.00 -245.00 -281.00
2020-05-22 8890.00 8985.00 9009.00 8845.00 9160.00 9248.00 9275.00 9115.00 -270.00 -263.00 -266.00 -270.00
2020-05-21 9020.00 8898.00 9044.00 8859.00 9346.00 9172.00 9347.00 9132.00 -326.00 -274.00 -303.00 -273.00
2020-05-20 9136.00 9026.00 9161.00 8983.00 9441.00 9338.00 9485.00 9307.00 -305.00 -312.00 -324.00 -324.00
2020-05-19 9056.00 9137.00 9155.00 9023.00 9411.00 9473.00 9480.00 9373.00 -355.00 -336.00 -325.00 -350.00
2020-05-18 9220.00 9046.00 9373.00 9040.00 9581.00 9391.00 9729.00 9378.00 -361.00 -345.00 -356.00 -338.00
2020-05-15 9074.00 9065.00 9137.00 9018.00 9453.00 9449.00 9486.00 9388.00 -379.00 -384.00 -349.00 -370.00
2020-05-14 9121.00 9034.00 9134.00 8944.00 9480.00 9413.00 9523.00 9300.00 -359.00 -379.00 -389.00 -356.00
2020-05-13 9236.00 9146.00 9256.00 9054.00 9581.00 9528.00 9608.00 9452.00 -345.00 -382.00 -352.00 -398.00
2020-05-12 9340.00 9282.00 9363.00 9240.00 9678.00 9640.00 9685.00 9576.00 -338.00 -358.00 -322.00 -336.00
2020-05-11 9107.00 9338.00 9340.00 9032.00 9470.00 9644.00 9647.00 9400.00 -363.00 -306.00 -307.00 -368.00
2020-05-08 9090.00 9070.00 9110.00 8923.00 9465.00 9427.00 9477.00 9289.00 -375.00 -357.00 -367.00 -366.00
2020-05-07 9050.00 9090.00 9180.00 8970.00 9350.00 9477.00 9530.00 9280.00 -300.00 -387.00 -350.00 -310.00
2020-05-06 9150.00 9071.00 9409.00 8980.00 9480.00 9373.00 9541.00 9193.00 -330.00 -302.00 -132.00 -213.00
2020-04-30 9037.00 8994.00 9092.00 8794.00 9465.00 9272.00 9490.00 8990.00 -428.00 -278.00 -398.00 -196.00
2020-04-29 9066.00 9026.00 9075.00 8935.00 9390.00 9449.00 9513.00 9284.00 -324.00 -423.00 -438.00 -349.00
2020-04-28 9049.00 9035.00 9148.00 8800.00 7280.00 7059.00 7338.00 7059.00 1769.00 1976.00 1810.00 1741.00
2020-04-27 9160.00 9161.00 9276.00 8965.00 6600.00 6360.00 6820.00 6321.00 2560.00 2801.00 2456.00 2644.00
2020-04-24 8281.00 8663.00 8663.00 8256.00 6380.00 6473.00 6650.00 6348.00 1901.00 2190.00 2013.00 1908.00
2020-04-23 8273.00 8167.00 8277.00 8091.00 6460.00 6333.00 6482.00 6304.00 1813.00 1834.00 1795.00 1787.00
2020-04-22 7830.00 8226.00 8244.00 7720.00 6279.00 6488.00 6488.00 6177.00 1551.00 1738.00 1756.00 1543.00
2020-04-21 8026.00 7789.00 8058.00 7760.00 6346.00 6220.00 6350.00 6204.00 1680.00 1569.00 1708.00 1556.00
2020-04-20 8009.00 7980.00 8125.00 7960.00 6390.00 6348.00 6450.00 6316.00 1619.00 1632.00 1675.00 1644.00
2020-04-17 6401.00 6386.00 6436.00 6350.00 8000.00 7963.00 8038.00 7883.00 -1599.00 -1577.00 -1602.00 -1533.00
2020-04-16 6525.00 6390.00 6550.00 6340.00 8241.00 7982.00 8288.00 7956.00 -1716.00 -1592.00 -1738.00 -1616.00
2020-04-15 6611.00 6530.00 6618.00 6500.00 8318.00 8234.00 8343.00 8205.00 -1707.00 -1704.00 -1725.00 -1705.00
2020-04-14 6678.00 6620.00 6733.00 6567.00 8300.00 8327.00 8397.00 8252.00 -1622.00 -1707.00 -1664.00 -1685.00
2020-04-13 6658.00 6677.00 6746.00 6635.00 8288.00 8285.00 8422.00 8222.00 -1630.00 -1608.00 -1676.00 -1587.00
2020-04-10 6776.00 6720.00 6814.00 6700.00 8450.00 8325.00 8656.00 8318.00 -1674.00 -1605.00 -1842.00 -1618.00
2020-04-09 6748.00 6740.00 6798.00 6693.00 8420.00 8371.00 8450.00 8336.00 -1672.00 -1631.00 -1652.00 -1643.00
2020-04-08 6673.00 6744.00 6790.00 6620.00 8100.00 8392.00 8426.00 8033.00 -1427.00 -1648.00 -1636.00 -1413.00
2020-04-07 6616.00 6684.00 6750.00 6615.00 7935.00 8062.00 8103.00 7935.00 -1319.00 -1378.00 -1353.00 -1320.00
2020-04-03 6692.00 6601.00 6694.00 6520.00 8030.00 7927.00 8032.00 7890.00 -1338.00 -1326.00 -1338.00 -1370.00
2020-04-02 6578.00 6684.00 6721.00 6573.00 7934.00 8016.00 8020.00 7890.00 -1356.00 -1332.00 -1299.00 -1317.00
2020-04-01 6730.00 6573.00 6736.00 6550.00 8085.00 7912.00 8100.00 7880.00 -1355.00 -1339.00 -1364.00 -1330.00
2020-03-31 6522.00 6700.00 6710.00 6506.00 7980.00 8080.00 8098.00 7941.00 -1458.00 -1380.00 -1388.00 -1435.00
2020-03-30 6648.00 6486.00 6673.00 6462.00 8150.00 7945.00 8150.00 7921.00 -1502.00 -1459.00 -1477.00 -1459.00
2020-03-27 6650.00 6664.00 6754.00 6605.00 8071.00 8116.00 8189.00 8022.00 -1421.00 -1452.00 -1435.00 -1417.00
2020-03-26 6500.00 6630.00 6640.00 6469.00 7730.00 8016.00 8045.00 7706.00 -1230.00 -1386.00 -1405.00 -1237.00
2020-03-25 6595.00 6488.00 6603.00 6445.00 7786.00 7711.00 7788.00 7666.00 -1191.00 -1223.00 -1185.00 -1221.00
2020-03-24 6578.00 6540.00 6660.00 6478.00 7640.00 7700.00 7768.00 7637.00 -1062.00 -1160.00 -1108.00 -1159.00
2020-03-23 6577.00 6553.00 6630.00 6464.00 7709.00 7646.00 7722.00 7597.00 -1132.00 -1093.00 -1092.00 -1133.00
2020-03-20 6523.00 6570.00 6595.00 6440.00 7700.00 7715.00 7740.00 7620.00 -1177.00 -1145.00 -1145.00 -1180.00
2020-03-19 6539.00 6477.00 6582.00 6277.00 7620.00 7619.00 7687.00 7441.00 -1081.00 -1142.00 -1105.00 -1164.00
2020-03-18 6729.00 6534.00 6748.00 6501.00 7800.00 7610.00 7827.00 7608.00 -1071.00 -1076.00 -1079.00 -1107.00
2020-03-17 6720.00 6731.00 6772.00 6680.00 7853.00 7825.00 7875.00 7782.00 -1133.00 -1094.00 -1103.00 -1102.00
2020-03-16 6606.00 6740.00 6796.00 6522.00 7825.00 7890.00 7944.00 7721.00 -1219.00 -1150.00 -1148.00 -1199.00
2020-03-13 6581.00 6501.00 6627.00 6410.00 7830.00 7752.00 7900.00 7713.00 -1249.00 -1251.00 -1273.00 -1303.00
2020-03-12 6779.00 6635.00 6808.00 6568.00 7932.00 7895.00 7955.00 7850.00 -1153.00 -1260.00 -1147.00 -1282.00
2020-03-11 6805.00 6783.00 6827.00 6768.00 8028.00 7937.00 8034.00 7930.00 -1223.00 -1154.00 -1207.00 -1162.00
2020-03-10 6837.00 6798.00 6878.00 6786.00 8045.00 8011.00 8045.00 7989.00 -1208.00 -1213.00 -1167.00 -1203.00
2020-03-09 6700.00 6838.00 6841.00 6611.00 7919.00 8007.00 8052.00 7808.00 -1219.00 -1169.00 -1211.00 -1197.00
2020-03-06 6806.00 6783.00 6823.00 6751.00 7907.00 7951.00 7966.00 7890.00 -1101.00 -1168.00 -1143.00 -1139.00
2020-03-05 6857.00 6824.00 6885.00 6811.00 7932.00 7937.00 7980.00 7930.00 -1075.00 -1113.00 -1095.00 -1119.00
2020-03-04 6823.00 6843.00 6863.00 6780.00 7880.00 7932.00 7948.00 7880.00 -1057.00 -1089.00 -1085.00 -1100.00
2020-03-03 6877.00 6823.00 7005.00 6754.00 7980.00 7907.00 8052.00 7875.00 -1103.00 -1084.00 -1047.00 -1121.00
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