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
2019-09-26 7630.00 7640.00 7736.00 7556.00 7620.00 7786.00 7848.00 7620.00 10.00 -146.00 -112.00 -64.00
2019-09-25 7590.00 7618.00 7658.00 7522.00 7618.00 7599.00 7649.00 7447.00 -28.00 19.00 9.00 75.00
2019-09-24 7560.00 7582.00 7613.00 7517.00 7860.00 7615.00 7894.00 7580.00 -300.00 -33.00 -281.00 -63.00
2019-09-23 7728.00 7545.00 7735.00 7466.00 8258.00 7864.00 8274.00 7864.00 -530.00 -319.00 -539.00 -398.00
2019-09-20 7884.00 7750.00 7889.00 7749.00 8408.00 8305.00 8444.00 8226.00 -524.00 -555.00 -555.00 -477.00
2019-09-19 8020.00 7877.00 8047.00 7818.00 8411.00 8387.00 8435.00 8350.00 -391.00 -510.00 -388.00 -532.00
2019-09-18 8305.00 8400.00 8465.00 8291.00 7957.00 8011.00 8058.00 7940.00 348.00 389.00 407.00 351.00
2019-09-17 8291.00 8314.00 8357.00 8266.00 7960.00 7957.00 7990.00 7915.00 331.00 357.00 367.00 351.00
2019-09-16 8339.00 8294.00 8400.00 8216.00 7870.00 7957.00 8061.00 7870.00 469.00 337.00 339.00 346.00
2019-09-12 8456.00 8267.00 8527.00 8260.00 8054.00 7898.00 8085.00 7876.00 402.00 369.00 442.00 384.00
2019-09-11 8506.00 8475.00 8531.00 8306.00 8012.00 8059.00 8120.00 7986.00 494.00 416.00 411.00 320.00
2019-09-10 8510.00 8533.00 8620.00 8494.00 7980.00 8028.00 8093.00 7980.00 530.00 505.00 527.00 514.00
2019-09-09 8855.00 8510.00 8855.00 8470.00 8020.00 7995.00 8038.00 7931.00 835.00 515.00 817.00 539.00
2019-09-06 8895.00 8893.00 8968.00 8818.00 8060.00 8075.00 8131.00 8022.00 835.00 818.00 837.00 796.00
2019-09-05 9170.00 8914.00 9196.00 8907.00 8350.00 8078.00 8380.00 8073.00 820.00 836.00 816.00 834.00
2019-09-04 9325.00 9175.00 9360.00 9171.00 8440.00 8384.00 8498.00 8383.00 885.00 791.00 862.00 788.00
2019-09-03 9290.00 9321.00 9458.00 9214.00 8500.00 8463.00 8573.00 8440.00 790.00 858.00 885.00 774.00
2019-09-02 9468.00 9288.00 9487.00 9255.00 8593.00 8495.00 8624.00 8492.00 875.00 793.00 863.00 763.00
2019-08-30 9389.00 9468.00 9533.00 9371.00 8535.00 8603.00 8675.00 8521.00 854.00 865.00 858.00 850.00
2019-08-29 9310.00 9394.00 9411.00 9306.00 8490.00 8529.00 8542.00 8477.00 820.00 865.00 869.00 829.00
2019-08-28 9337.00 9323.00 9380.00 9274.00 8502.00 8489.00 8560.00 8457.00 835.00 834.00 820.00 817.00
2019-08-27 9107.00 9328.00 9339.00 9094.00 8411.00 8479.00 8488.00 8390.00 696.00 849.00 851.00 704.00
2019-08-26 9102.00 9122.00 9190.00 9031.00 8456.00 8408.00 8494.00 8370.00 646.00 714.00 696.00 661.00
2019-08-23 9045.00 9133.00 9146.00 9003.00 8431.00 8465.00 8489.00 8402.00 614.00 668.00 657.00 601.00
2019-08-22 9087.00 9062.00 9126.00 9008.00 8539.00 8452.00 8539.00 8439.00 548.00 610.00 587.00 569.00
2019-08-21 9050.00 9095.00 9110.00 8952.00 8531.00 8525.00 8548.00 8448.00 519.00 570.00 562.00 504.00
2019-08-20 9050.00 9062.00 9158.00 9035.00 8530.00 8554.00 8624.00 8530.00 520.00 508.00 534.00 505.00
2019-08-19 9051.00 9070.00 9082.00 9001.00 8506.00 8543.00 8561.00 8497.00 545.00 527.00 521.00 504.00
2019-08-16 9060.00 9034.00 9111.00 8988.00 8543.00 8504.00 8577.00 8502.00 517.00 530.00 534.00 486.00
2019-08-15 8932.00 9034.00 9050.00 8905.00 8426.00 8523.00 8544.00 8419.00 506.00 511.00 506.00 486.00
2019-08-14 8935.00 8975.00 8996.00 8830.00 8437.00 8479.00 8510.00 8360.00 498.00 496.00 486.00 470.00
2019-08-13 9081.00 8931.00 9088.00 8850.00 8493.00 8419.00 8509.00 8383.00 588.00 512.00 579.00 467.00
2019-08-12 9166.00 9089.00 9288.00 9010.00 8522.00 8500.00 8729.00 8434.00 644.00 589.00 559.00 576.00
2019-08-09 9254.00 9123.00 9268.00 8920.00 8573.00 8469.00 8603.00 8305.00 681.00 654.00 665.00 615.00
2019-08-08 9246.00 9222.00 9314.00 9171.00 8600.00 8561.00 8630.00 8520.00 646.00 661.00 684.00 651.00
2019-08-07 9381.00 9228.00 9416.00 9202.00 8656.00 8586.00 8696.00 8537.00 725.00 642.00 720.00 665.00
2019-08-06 9136.00 9400.00 9450.00 9112.00 8526.00 8672.00 8684.00 8490.00 610.00 728.00 766.00 622.00
2019-08-05 9345.00 9136.00 9388.00 9066.00 8714.00 8519.00 8752.00 8480.00 631.00 617.00 636.00 586.00
2019-08-02 9156.00 9338.00 9350.00 9120.00 8580.00 8693.00 8705.00 8552.00 576.00 645.00 645.00 568.00
2019-08-01 9284.00 9216.00 9400.00 9210.00 8675.00 8648.00 8750.00 8644.00 609.00 568.00 650.00 566.00
2019-07-31 9339.00 9318.00 9357.00 9282.00 8718.00 8714.00 8760.00 8695.00 621.00 604.00 597.00 587.00
2019-07-30 9244.00 9337.00 9390.00 9180.00 8646.00 8720.00 8757.00 8630.00 598.00 617.00 633.00 550.00
2019-07-29 9281.00 9246.00 9315.00 9166.00 8667.00 8652.00 8708.00 8622.00 614.00 594.00 607.00 544.00
2019-07-26 9200.00 9264.00 9299.00 9131.00 8578.00 8656.00 8690.00 8562.00 622.00 608.00 609.00 569.00
2019-07-25 9241.00 9214.00 9260.00 9165.00 8533.00 8585.00 8596.00 8476.00 708.00 629.00 664.00 689.00
2019-07-24 9180.00 9234.00 9265.00 9102.00 8545.00 8538.00 8608.00 8518.00 635.00 696.00 657.00 584.00
2019-07-23 9518.00 9215.00 9565.00 9185.00 8730.00 8595.00 8761.00 8587.00 788.00 620.00 804.00 598.00
2019-07-22 9668.00 9518.00 9710.00 9487.00 8893.00 8732.00 8900.00 8691.00 775.00 786.00 810.00 796.00
2019-07-19 9571.00 9637.00 9668.00 9478.00 8684.00 8845.00 9297.00 8668.00 887.00 792.00 371.00 810.00
2019-07-18 9637.00 9602.00 9695.00 9552.00 8862.00 8720.00 8886.00 8681.00 775.00 882.00 809.00 871.00
2019-07-17 9718.00 9652.00 9866.00 9620.00 8950.00 8862.00 9044.00 8810.00 768.00 790.00 822.00 810.00
2019-07-16 9643.00 9727.00 9766.00 9499.00 8936.00 8948.00 8953.00 8865.00 707.00 779.00 813.00 634.00
2019-07-15 9644.00 9645.00 9745.00 9594.00 8845.00 8911.00 9008.00 8843.00 799.00 734.00 737.00 751.00
2019-07-12 9630.00 9690.00 9808.00 9560.00 8956.00 8895.00 9001.00 8780.00 674.00 795.00 807.00 780.00
2019-07-11 9660.00 9603.00 9660.00 9440.00 9198.00 8936.00 9209.00 8816.00 462.00 667.00 451.00 624.00
2019-07-10 9712.00 9612.00 9731.00 9540.00 9310.00 9165.00 9340.00 9150.00 402.00 447.00 391.00 390.00
2019-07-09 9650.00 9669.00 9745.00 9518.00 9262.00 9290.00 9363.00 9133.00 388.00 379.00 382.00 385.00
2019-07-08 9338.00 9644.00 9664.00 9338.00 8950.00 9265.00 9300.00 8950.00 388.00 379.00 364.00 388.00
2019-07-05 9258.00 9297.00 9317.00 9205.00 8891.00 8918.00 8938.00 8835.00 367.00 379.00 379.00 370.00
2019-07-04 9089.00 9245.00 9277.00 9068.00 8745.00 8875.00 8894.00 8711.00 344.00 370.00 383.00 357.00
2019-07-03 9116.00 9059.00 9175.00 8965.00 8750.00 8710.00 8796.00 8634.00 366.00 349.00 379.00 331.00
2019-07-02 9086.00 9130.00 9182.00 9031.00 8702.00 8750.00 8796.00 8672.00 384.00 380.00 386.00 359.00
2019-07-01 9150.00 9089.00 9193.00 9050.00 8761.00 8720.00 8827.00 8684.00 389.00 369.00 366.00 366.00
2019-06-28 9285.00 9120.00 9345.00 9111.00 8953.00 8745.00 8993.00 8740.00 332.00 375.00 352.00 371.00
2019-06-27 9099.00 9259.00 9350.00 9080.00 8762.00 8921.00 9003.00 8760.00 337.00 338.00 347.00 320.00
2019-06-26 9144.00 9103.00 9168.00 9072.00 8787.00 8778.00 8826.00 8746.00 357.00 325.00 342.00 326.00
2019-06-25 9091.00 9117.00 9155.00 9011.00 8797.00 8782.00 8819.00 8700.00 294.00 335.00 336.00 311.00
2019-06-24 9105.00 9128.00 9179.00 9062.00 8810.00 8799.00 8877.00 8738.00 295.00 329.00 302.00 324.00
2019-06-21 8905.00 9112.00 9160.00 8875.00 8659.00 8810.00 8843.00 8564.00 246.00 302.00 317.00 311.00
2019-06-20 9010.00 8880.00 9068.00 8801.00 8685.00 8586.00 8730.00 8501.00 325.00 294.00 338.00 300.00
2019-06-19 9002.00 8991.00 9076.00 8900.00 8638.00 8666.00 8736.00 8579.00 364.00 325.00 340.00 321.00
2019-06-18 9130.00 8944.00 9158.00 8931.00 8828.00 8619.00 8856.00 8606.00 302.00 325.00 302.00 325.00
2019-06-17 9126.00 9137.00 9197.00 9058.00 8861.00 8839.00 8908.00 8774.00 265.00 298.00 289.00 284.00
2019-06-14 9280.00 9145.00 9389.00 9123.00 8986.00 8850.00 9070.00 8828.00 294.00 295.00 319.00 295.00
2019-06-13 9051.00 9280.00 9350.00 9051.00 8759.00 8989.00 9051.00 8748.00 292.00 291.00 299.00 303.00
2019-06-12 9098.00 9036.00 9099.00 8928.00 8777.00 8734.00 8800.00 8640.00 321.00 302.00 299.00 288.00
2019-06-11 9080.00 9128.00 9176.00 9034.00 8761.00 8816.00 8850.00 8720.00 319.00 312.00 326.00 314.00
2019-06-10 8869.00 9000.00 9097.00 8860.00 8561.00 8685.00 8788.00 8554.00 308.00 315.00 309.00 306.00
2019-06-06 9427.00 9057.00 9428.00 8955.00 9150.00 8729.00 9150.00 8661.00 277.00 328.00 278.00 294.00
2019-06-05 9567.00 9480.00 9592.00 9432.00 9259.00 9182.00 9294.00 9137.00 308.00 298.00 298.00 295.00
2019-06-04 9487.00 9517.00 9548.00 9330.00 9224.00 9232.00 9259.00 9043.00 263.00 285.00 289.00 287.00
2019-06-03 9650.00 9428.00 9758.00 9338.00 9400.00 9150.00 9493.00 9087.00 250.00 278.00 265.00 251.00
2019-05-31 9680.00 9681.00 9738.00 9590.00 9431.00 9419.00 9473.00 9345.00 249.00 262.00 265.00 245.00
2019-05-30 9700.00 9721.00 9836.00 9530.00 9510.00 9453.00 9573.00 9284.00 190.00 268.00 263.00 246.00
2019-05-29 9561.00 9611.00 9694.00 9523.00 9340.00 9354.00 9458.00 9286.00 221.00 257.00 236.00 237.00
2019-05-28 9740.00 9528.00 9783.00 9438.00 9506.00 9302.00 9568.00 9210.00 234.00 226.00 215.00 228.00
2019-05-27 10000.00 9703.00 10185.00 9660.00 9701.00 9498.00 9942.00 9450.00 299.00 205.00 243.00 210.00
2019-05-24 9842.00 10159.00 10190.00 9783.00 9521.00 9886.00 9920.00 9494.00 321.00 273.00 270.00 289.00
2019-05-23 9876.00 9841.00 9927.00 9767.00 9582.00 9533.00 9645.00 9450.00 294.00 308.00 282.00 317.00
2019-05-22 9650.00 9869.00 9995.00 9580.00 9416.00 9561.00 9757.00 9344.00 234.00 308.00 238.00 236.00
2019-05-21 9720.00 9703.00 9755.00 9613.00 9488.00 9456.00 9508.00 9368.00 232.00 247.00 247.00 245.00
2019-05-20 9426.00 9689.00 9698.00 9426.00 9110.00 9443.00 9445.00 9110.00 316.00 246.00 253.00 316.00
2019-05-17 9320.00 9395.00 9436.00 9253.00 9052.00 9100.00 9148.00 8983.00 268.00 295.00 288.00 270.00
2019-05-16 9220.00 9274.00 9471.00 9161.00 9020.00 9005.00 9214.00 8891.00 200.00 269.00 257.00 270.00
2019-05-15 8767.00 9218.00 9295.00 8672.00 8418.00 8974.00 8974.00 8321.00 349.00 244.00 321.00 351.00
2019-05-14 8861.00 8723.00 8911.00 8682.00 8600.00 8374.00 8654.00 8356.00 261.00 349.00 257.00 326.00
2019-05-13 8580.00 8862.00 8888.00 8561.00 8449.00 8616.00 8641.00 8400.00 131.00 246.00 247.00 161.00
2019-05-10 8538.00 8562.00 8612.00 8501.00 8364.00 8396.00 8444.00 8329.00 174.00 166.00 168.00 172.00
2019-05-09 8300.00 8511.00 8528.00 8298.00 8169.00 8352.00 8367.00 8169.00 131.00 159.00 161.00 129.00
2019-05-08 8205.00 8302.00 8334.00 8205.00 8025.00 8168.00 8225.00 8025.00 180.00 134.00 109.00 180.00
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