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
2019-05-07 8204.00 8229.00 8267.00 8165.00 8002.00 8038.00 8058.00 7970.00 202.00 191.00 209.00 195.00
2019-05-06 8164.00 8177.00 8281.00 8109.00 7950.00 7984.00 8053.00 7906.00 214.00 193.00 228.00 203.00
2019-04-30 8175.00 8126.00 8192.00 8076.00 7969.00 7930.00 7990.00 7868.00 206.00 196.00 202.00 208.00
2019-04-29 8183.00 8160.00 8225.00 8128.00 7985.00 7961.00 8030.00 7918.00 198.00 199.00 195.00 210.00
2019-04-26 8228.00 8117.00 8293.00 8040.00 8033.00 7920.00 8089.00 7848.00 195.00 197.00 204.00 192.00
2019-04-25 8221.00 8216.00 8278.00 8170.00 8023.00 8035.00 8099.00 7992.00 198.00 181.00 179.00 178.00
2019-04-24 8222.00 8220.00 8344.00 8202.00 8067.00 7999.00 8164.00 7983.00 155.00 221.00 180.00 219.00
2019-04-23 8268.00 8211.00 8299.00 8180.00 12460.00 12381.00 12504.00 12351.00 -4192.00 -4170.00 -4205.00 -4171.00
2019-04-22 8316.00 8269.00 8366.00 8178.00 12330.00 12499.00 12500.00 12246.00 -4014.00 -4230.00 -4134.00 -4068.00
2019-04-19 8032.00 8286.00 8330.00 8032.00 11961.00 12273.00 12293.00 11940.00 -3929.00 -3987.00 -3963.00 -3908.00
2019-04-18 8081.00 8013.00 8098.00 7968.00 11921.00 11951.00 11980.00 11900.00 -3840.00 -3938.00 -3882.00 -3932.00
2019-04-17 7994.00 8101.00 8126.00 7988.00 11979.00 11935.00 12000.00 11921.00 -3985.00 -3834.00 -3874.00 -3933.00
2019-04-16 7690.00 8010.00 8048.00 7675.00 11855.00 11983.00 11985.00 11855.00 -4165.00 -3973.00 -3937.00 -4180.00
2019-04-15 7660.00 7691.00 7707.00 7585.00 11891.00 11879.00 12006.00 11840.00 -4231.00 -4188.00 -4299.00 -4255.00
2019-04-12 11906.00 11825.00 11906.00 11761.00 7880.00 7684.00 7880.00 7678.00 4026.00 4141.00 4026.00 4083.00
2019-04-11 11940.00 11908.00 11956.00 11840.00 7970.00 7904.00 7993.00 7899.00 3970.00 4004.00 3963.00 3941.00
2019-04-10 11882.00 11900.00 11928.00 11830.00 7996.00 7960.00 7996.00 7915.00 3886.00 3940.00 3932.00 3915.00
2019-04-09 11757.00 11876.00 11917.00 11757.00 7885.00 7956.00 7990.00 7885.00 3872.00 3920.00 3927.00 3872.00
2019-04-08 11656.00 11724.00 11738.00 11620.00 7867.00 7876.00 7897.00 7839.00 3789.00 3848.00 3841.00 3781.00
2019-04-04 11731.00 11622.00 11741.00 11580.00 7930.00 7867.00 7955.00 7818.00 3801.00 3755.00 3786.00 3762.00
2019-04-03 11605.00 11732.00 11750.00 11601.00 7966.00 7929.00 7998.00 7910.00 3639.00 3803.00 3752.00 3691.00
2019-04-02 11610.00 11587.00 11636.00 11530.00 7880.00 7955.00 8000.00 7874.00 3730.00 3632.00 3636.00 3656.00
2019-04-01 11634.00 11606.00 11648.00 11562.00 7906.00 7882.00 7938.00 7865.00 3728.00 3724.00 3710.00 3697.00
2019-03-29 11384.00 11618.00 11678.00 11355.00 7842.00 7883.00 7914.00 7829.00 3542.00 3735.00 3764.00 3526.00
2019-03-28 11403.00 11374.00 11419.00 11354.00 7834.00 7825.00 7850.00 7800.00 3569.00 3549.00 3569.00 3554.00
2019-03-27 11263.00 11390.00 11393.00 11248.00 7870.00 7834.00 7899.00 7810.00 3393.00 3556.00 3494.00 3438.00
2019-03-26 11276.00 11275.00 11295.00 11231.00 7964.00 7872.00 7978.00 7835.00 3312.00 3403.00 3317.00 3396.00
2019-03-25 11248.00 11271.00 11296.00 11212.00 8034.00 7952.00 8037.00 7951.00 3214.00 3319.00 3259.00 3261.00
2019-03-22 11358.00 11265.00 11395.00 11260.00 8040.00 8044.00 8080.00 8035.00 3318.00 3221.00 3315.00 3225.00
2019-03-21 11331.00 11355.00 11377.00 11300.00 8040.00 8035.00 8060.00 8013.00 3291.00 3320.00 3317.00 3287.00
2019-03-20 11383.00 11335.00 11405.00 11330.00 7988.00 8033.00 8111.00 7988.00 3395.00 3302.00 3294.00 3342.00
2019-03-19 11403.00 11421.00 11437.00 11341.00 7936.00 7981.00 7991.00 7936.00 3467.00 3440.00 3446.00 3405.00
2019-03-18 11246.00 11388.00 11397.00 11213.00 7925.00 7944.00 7998.00 7909.00 3321.00 3444.00 3399.00 3304.00
2019-03-15 11221.00 11245.00 11248.00 11131.00 8048.00 7916.00 8059.00 7902.00 3173.00 3329.00 3189.00 3229.00
2019-03-14 11229.00 11200.00 11380.00 11143.00 8080.00 8033.00 8120.00 8013.00 3149.00 3167.00 3260.00 3130.00
2019-03-13 11265.00 11225.00 11283.00 11180.00 8108.00 8067.00 8111.00 8062.00 3157.00 3158.00 3172.00 3118.00
2019-03-12 11220.00 11255.00 11288.00 11206.00 8050.00 8091.00 8124.00 8038.00 3170.00 3164.00 3164.00 3168.00
2019-03-11 11345.00 11216.00 11345.00 11150.00 8310.00 8086.00 8316.00 8064.00 3035.00 3130.00 3029.00 3086.00
2019-03-08 11322.00 11345.00 11414.00 11258.00 8340.00 8318.00 8358.00 8309.00 2982.00 3027.00 3056.00 2949.00
2019-03-07 11318.00 11348.00 11369.00 11288.00 8389.00 8354.00 8396.00 8354.00 2929.00 2994.00 2973.00 2934.00
2019-03-06 11125.00 11318.00 11339.00 11090.00 8326.00 8373.00 8394.00 8326.00 2799.00 2945.00 2945.00 2764.00
2019-03-05 11017.00 11143.00 11150.00 10966.00 8331.00 8343.00 8355.00 8290.00 2686.00 2800.00 2795.00 2676.00
2019-03-04 11100.00 11035.00 11120.00 10920.00 8389.00 8331.00 8399.00 8320.00 2711.00 2704.00 2721.00 2600.00
2019-03-01 11050.00 11077.00 11122.00 11020.00 8386.00 8389.00 8410.00 8361.00 2664.00 2688.00 2712.00 2659.00
2019-02-28 11030.00 11017.00 11073.00 10936.00 8321.00 8374.00 8388.00 8315.00 2709.00 2643.00 2685.00 2621.00
2019-02-27 11300.00 11018.00 11325.00 11007.00 8398.00 8335.00 8414.00 8324.00 2902.00 2683.00 2911.00 2683.00
2019-02-26 11372.00 11366.00 11419.00 11311.00 8435.00 8425.00 8466.00 8322.00 2937.00 2941.00 2953.00 2989.00
2019-02-25 11444.00 11410.00 11474.00 11351.00 8481.00 8450.00 8508.00 8420.00 2963.00 2960.00 2966.00 2931.00
2019-02-22 11309.00 11430.00 11459.00 11252.00 8372.00 8468.00 8481.00 8336.00 2937.00 2962.00 2978.00 2916.00
2019-02-21 11285.00 11299.00 11433.00 11284.00 8344.00 8380.00 8428.00 8344.00 2941.00 2919.00 3005.00 2940.00
2019-02-20 11294.00 11271.00 11325.00 11183.00 8292.00 8330.00 8342.00 8278.00 3002.00 2941.00 2983.00 2905.00
2019-02-19 11233.00 11289.00 11290.00 11167.00 8281.00 8316.00 8326.00 8263.00 2952.00 2973.00 2964.00 2904.00
2019-02-18 11286.00 11231.00 11400.00 11188.00 8302.00 8263.00 8450.00 8225.00 2984.00 2968.00 2950.00 2963.00
2019-02-15 11185.00 11274.00 11333.00 11160.00 7986.00 8279.00 8357.00 7975.00 3199.00 2995.00 2976.00 3185.00
2019-02-14 11186.00 11214.00 11260.00 11152.00 11206.00 11240.00 11267.00 11200.00 -20.00 -26.00 -7.00 -48.00
2019-02-13 11194.00 11188.00 11305.00 11105.00 11226.00 11217.00 11333.00 11170.00 -32.00 -29.00 -28.00 -65.00
2019-02-12 11200.00 11235.00 11247.00 11158.00 7895.00 7928.00 7929.00 7895.00 3305.00 3307.00 3318.00 3263.00
2019-02-11 10900.00 11199.00 11199.00 10841.00 7863.00 7901.00 7938.00 7843.00 3037.00 3298.00 3261.00 2998.00
2019-02-01 10906.00 10901.00 10918.00 10810.00 7856.00 7845.00 7858.00 7829.00 3050.00 3056.00 3060.00 2981.00
2019-01-31 10892.00 10906.00 10924.00 10791.00 10766.00 10759.00 10820.00 10681.00 126.00 147.00 104.00 110.00
2019-01-30 10891.00 10893.00 10982.00 10855.00 7844.00 7839.00 7850.00 7830.00 3047.00 3054.00 3132.00 3025.00
2019-01-29 11055.00 10905.00 11055.00 10850.00 7868.00 7833.00 7868.00 7823.00 3187.00 3072.00 3187.00 3027.00
2019-01-28 11092.00 11079.00 11128.00 11028.00 7921.00 7872.00 7928.00 7865.00 3171.00 3207.00 3200.00 3163.00
2019-01-25 10850.00 11080.00 11085.00 10820.00 7888.00 7907.00 7927.00 7858.00 2962.00 3173.00 3158.00 2962.00
2019-01-24 10735.00 10814.00 10818.00 10721.00 7843.00 7865.00 7873.00 7837.00 2892.00 2949.00 2945.00 2884.00
2019-01-23 10700.00 10719.00 10787.00 10656.00 7831.00 7846.00 7879.00 7828.00 2869.00 2873.00 2908.00 2828.00
2019-01-22 10789.00 10696.00 10845.00 10640.00 7854.00 7844.00 7895.00 7820.00 2935.00 2852.00 2950.00 2820.00
2019-01-21 10600.00 10749.00 10759.00 10486.00 7837.00 7849.00 7881.00 7794.00 2763.00 2900.00 2878.00 2692.00
2019-01-18 10701.00 10572.00 10750.00 10565.00 7849.00 7823.00 7872.00 7820.00 2852.00 2749.00 2878.00 2745.00
2019-01-17 10660.00 10658.00 10715.00 10591.00 7830.00 7833.00 7855.00 7817.00 2830.00 2825.00 2860.00 2774.00
2019-01-16 10764.00 10660.00 10818.00 10653.00 7902.00 7831.00 7909.00 7828.00 2862.00 2829.00 2909.00 2825.00
2019-01-15 10690.00 10712.00 10788.00 10650.00 7928.00 7890.00 7935.00 7880.00 2762.00 2822.00 2853.00 2770.00
2019-01-14 10590.00 10690.00 10740.00 10476.00 7890.00 7901.00 7966.00 7873.00 2700.00 2789.00 2774.00 2603.00
2019-01-11 10622.00 10616.00 10749.00 10558.00 7872.00 7891.00 7958.00 7858.00 2750.00 2725.00 2791.00 2700.00
2019-01-10 10650.00 10634.00 10694.00 10504.00 7833.00 7865.00 7868.00 7800.00 2817.00 2769.00 2826.00 2704.00
2019-01-09 10721.00 10652.00 10900.00 10644.00 7912.00 7816.00 7969.00 7813.00 2809.00 2836.00 2931.00 2831.00
2019-01-08 10624.00 10701.00 10767.00 10624.00 10714.00 10745.00 10815.00 10681.00 -90.00 -44.00 -48.00 -57.00
2019-01-07 10744.00 10615.00 10781.00 10534.00 10837.00 10678.00 10880.00 10628.00 -93.00 -63.00 -99.00 -94.00
2019-01-04 10601.00 10768.00 10833.00 10600.00 10761.00 10869.00 10900.00 10707.00 -160.00 -101.00 -67.00 -107.00
2019-01-03 10900.00 10671.00 10974.00 10647.00 10912.00 10770.00 11032.00 10740.00 -12.00 -99.00 -58.00 -93.00
2019-01-02 11310.00 10888.00 11335.00 10879.00 11496.00 10910.00 11496.00 10901.00 -186.00 -22.00 -161.00 -22.00
2018-12-28 11294.00 11352.00 11470.00 11261.00 11367.00 11472.00 11579.00 11329.00 -73.00 -120.00 -109.00 -68.00
2018-12-27 11450.00 11285.00 11488.00 11218.00 11627.00 11371.00 11710.00 11342.00 -177.00 -86.00 -222.00 -124.00
2018-12-26 11355.00 11318.00 11450.00 11255.00 11570.00 11529.00 11648.00 11493.00 -215.00 -211.00 -198.00 -238.00
2018-12-25 11150.00 11327.00 11355.00 10988.00 11423.00 11556.00 11562.00 11247.00 -273.00 -229.00 -207.00 -259.00
2018-12-24 11298.00 11280.00 11367.00 11222.00 11558.00 11568.00 11638.00 11497.00 -260.00 -288.00 -271.00 -275.00
2018-12-21 11211.00 11339.00 11380.00 11002.00 11504.00 11560.00 11588.00 11323.00 -293.00 -221.00 -208.00 -321.00
2018-12-20 11187.00 11237.00 11287.00 11147.00 11530.00 11505.00 11611.00 11451.00 -343.00 -268.00 -324.00 -304.00
2018-12-19 11636.00 11209.00 11660.00 11187.00 12021.00 11565.00 12021.00 11553.00 -385.00 -356.00 -361.00 -366.00
2018-12-18 11712.00 11671.00 11726.00 11621.00 12099.00 12033.00 12099.00 12000.00 -387.00 -362.00 -373.00 -379.00
2018-12-17 11571.00 11739.00 11796.00 11545.00 11578.00 11722.00 11778.00 11565.00 -7.00 17.00 18.00 -20.00
2018-12-14 11603.00 11571.00 11626.00 11511.00 11361.00 11344.00 11391.00 11311.00 242.00 227.00 235.00 200.00
2018-12-13 11750.00 11603.00 11789.00 11541.00 11500.00 11382.00 11500.00 11333.00 250.00 221.00 289.00 208.00
2018-12-12 11805.00 11792.00 11842.00 11720.00 11510.00 11504.00 11548.00 11455.00 295.00 288.00 294.00 265.00
2018-12-11 11800.00 11807.00 11920.00 11669.00 11469.00 11500.00 11591.00 11422.00 331.00 307.00 329.00 247.00
2018-12-10 11851.00 11849.00 11892.00 11742.00 11550.00 11562.00 11590.00 11486.00 301.00 287.00 302.00 256.00
2018-12-07 11670.00 11937.00 11966.00 11615.00 11410.00 11608.00 11650.00 11363.00 260.00 329.00 316.00 252.00
2018-12-06 11789.00 11700.00 11868.00 11652.00 11477.00 11430.00 11538.00 11363.00 312.00 270.00 330.00 289.00
2018-12-05 11650.00 11818.00 11825.00 11558.00 11334.00 11488.00 11500.00 11305.00 316.00 330.00 325.00 253.00
2018-12-04 11513.00 11697.00 11741.00 11345.00 11210.00 11393.00 11430.00 11084.00 303.00 304.00 311.00 261.00
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