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
2025 -25.87 -693.00 1272.00 -27.24 -703.00 1367.00 -22.13 -705.00 1267.00 -32.67 -715.00 1328.00
2024 -13.26 -705.00 1577.00 -5.71 -720.00 1733.00 -12.47 -721.00 1575.00 -5.08 -662.00 1725.00
2023 46.87 -880.00 695.00 50.35 -843.00 698.00 59.46 -987.00 675.00 36.96 -850.00 702.00
2022 145.69 -3070.00 2206.00 149.51 -3060.00 2277.00 159.55 -2818.00 2257.00 136.10 -2885.00 1986.00
2021 -314.77 -1838.00 943.00 -325.09 -1853.00 817.00 -319.49 -1844.00 896.00 -320.64 -1813.00 786.00
2020 -227.01 -1716.00 2560.00 -224.70 -1707.00 2801.00 -222.87 -1842.00 2456.00 -231.75 -1705.00 2644.00
2019 829.74 -4231.00 4026.00 835.93 -4230.00 4141.00 839.59 -4299.00 4026.00 814.64 -4255.00 4083.00
2018 6.18 -621.00 916.00 -3.98 -682.00 945.00 7.68 -655.00 898.00 -13.90 -660.00 926.00

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
2025-12 75.60 -130.00 269.00 16.60 -242.00 228.00 53.40 -235.00 298.00 23.00 -162.00 228.00
2025-11 -46.30 -374.00 130.00 -40.90 -370.00 120.00 -56.60 -374.00 112.00 -55.20 -383.00 110.00
2025-10 -284.88 -644.00 120.00 -310.82 -628.00 69.00 -304.88 -646.00 94.00 -265.65 -613.00 110.00
2025-09 -49.59 -207.00 125.00 -68.50 -218.00 131.00 -46.73 -219.00 138.00 -67.36 -278.00 142.00
2025-08 118.95 63.00 225.00 113.95 61.00 198.00 124.71 66.00 209.00 105.00 62.00 195.00
2025-07 123.48 81.00 170.00 118.17 67.00 157.00 131.04 85.00 259.00 113.61 71.00 145.00
2025-06 113.15 70.00 151.00 109.20 84.00 139.00 115.00 94.00 137.00 102.30 80.00 129.00
2025-05 61.68 -90.00 117.00 73.00 -66.00 125.00 75.11 -10.00 135.00 66.89 -124.00 131.00
2025-04 26.86 -232.00 251.00 23.33 -256.00 272.00 7.33 -592.00 251.00 22.57 -341.00 262.00
2025-03 -298.33 -677.00 152.00 -265.57 -633.00 129.00 -264.48 -652.00 122.00 -294.62 -649.00 121.00
2025-02 -425.28 -693.00 498.00 -431.94 -703.00 435.00 -404.33 -705.00 498.00 -456.17 -715.00 409.00
2025-01 291.33 59.00 1272.00 309.89 53.00 1367.00 300.83 108.00 1267.00 301.39 73.00 1328.00
2024-12 49.05 -304.00 571.00 88.68 -289.00 1146.00 53.59 -281.00 536.00 86.73 -283.00 1051.00
2024-11 -411.05 -622.00 -246.00 -410.24 -634.00 -252.00 -415.95 -624.00 -230.00 -401.67 -575.00 -255.00
2024-10 -334.78 -705.00 -93.00 -371.67 -720.00 -100.00 -364.28 -710.00 -110.00 -327.94 -662.00 -68.00
2024-09 37.32 -229.00 279.00 59.37 -202.00 280.00 29.84 -211.00 239.00 64.74 -290.00 250.00
2024-08 87.23 -6.00 197.00 89.68 -8.00 188.00 95.32 23.00 185.00 89.36 10.00 189.00
2024-07 79.74 48.00 107.00 77.65 48.00 101.00 85.70 59.00 115.00 69.65 41.00 96.00
2024-06 159.63 94.00 349.00 155.63 80.00 326.00 159.00 96.00 355.00 153.42 84.00 365.00
2024-05 279.60 127.00 1577.00 285.40 137.00 1733.00 293.90 160.00 1575.00 273.50 144.00 1725.00
2024-04 322.05 -483.00 1088.00 374.45 -501.00 1656.00 309.10 -468.00 1104.00 386.80 -540.00 1658.00
2024-03 -269.81 -613.00 73.00 -275.29 -593.00 64.00 -265.62 -611.00 74.00 -276.95 -587.00 55.00
2024-02 -108.00 -366.00 24.00 -100.07 -262.00 -6.00 -95.47 -280.00 -4.00 -124.07 -404.00 4.00
2024-01 -85.09 -613.00 36.00 -81.27 -654.00 38.00 -73.23 -721.00 21.00 -92.82 -630.00 16.00
2023-12 -569.67 -867.00 488.00 -557.76 -843.00 691.00 -546.29 -800.00 451.00 -566.33 -850.00 702.00
2023-11 420.59 135.00 695.00 436.50 156.00 698.00 422.36 160.00 675.00 430.23 210.00 693.00
2023-10 -98.59 -228.00 273.00 -83.53 -214.00 294.00 -91.59 -216.00 288.00 -99.35 -294.00 299.00
2023-09 107.20 -210.00 332.00 90.20 -294.00 355.00 115.70 -270.00 416.00 83.45 -198.00 323.00
2023-08 159.61 42.00 306.00 156.13 0.00 301.00 173.96 66.00 314.00 147.35 -5.00 340.00
2023-07 67.00 -4.00 154.00 73.19 21.00 174.00 79.33 -33.00 176.00 62.76 16.00 161.00
2023-06 50.45 5.00 99.00 47.70 11.00 92.00 60.05 29.00 106.00 41.30 11.00 85.00
2023-05 84.30 -13.00 500.00 93.50 13.00 499.00 93.40 21.00 435.00 83.95 5.00 534.00
2023-04 -50.05 -349.00 153.00 -35.00 -317.00 223.00 -46.26 -337.00 174.00 -51.21 -404.00 224.00
2023-03 181.65 -309.00 601.00 144.17 -348.00 634.00 191.17 -310.00 620.00 130.13 -381.00 596.00
2023-02 211.60 -7.00 558.00 236.50 -1.00 608.00 251.25 30.00 556.00 198.85 -19.00 537.00
2023-01 -102.94 -880.00 140.00 -88.88 -650.00 131.00 -91.62 -987.00 140.00 -113.50 -746.00 96.00
2022-12 -156.00 -940.00 742.00 -165.14 -959.00 767.00 -159.05 -945.00 748.00 -167.05 -940.00 720.00
2022-11 376.23 206.00 633.00 398.50 253.00 623.00 393.50 242.00 637.00 378.73 276.00 582.00
2022-10 15.88 -164.00 214.00 27.56 -261.00 206.00 16.12 -143.00 209.00 31.88 -319.00 271.00
2022-09 -3.00 -130.00 62.00 -9.43 -182.00 97.00 -11.62 -150.00 108.00 1.14 -181.00 90.00
2022-08 -14.48 -58.00 21.00 -11.70 -56.00 66.00 -6.83 -50.00 51.00 -21.17 -60.00 16.00
2022-07 -78.19 -157.00 7.00 -79.29 -183.00 1.00 -70.33 -149.00 16.00 -84.00 -190.00 12.00
2022-06 -162.00 -239.00 -83.00 -160.62 -231.00 -91.00 -148.81 -220.00 -83.00 -170.62 -249.00 -80.00
2022-05 -112.63 -245.00 -62.00 -118.53 -270.00 -60.00 -122.79 -245.00 -78.00 -112.05 -170.00 -54.00
2022-04 -1744.95 -3070.00 -27.00 -1760.05 -3060.00 -19.00 -1738.84 -2818.00 -15.00 -1722.32 -2885.00 -3.00
2022-03 1387.57 -1582.00 2206.00 1396.61 -1586.00 2277.00 1423.39 -1573.00 2257.00 1343.22 -1617.00 1986.00
2022-02 1454.81 1027.00 1806.00 1495.19 1027.00 1793.00 1504.94 1099.00 1844.00 1430.38 1075.00 1724.00
2022-01 826.42 -114.00 1157.00 829.47 -373.00 1137.00 881.68 -201.00 1150.00 771.16 -333.00 1014.00
2021-12 -314.52 -888.00 620.00 -336.61 -901.00 427.00 -309.26 -903.00 746.00 -349.09 -910.00 450.00
2021-11 -825.27 -1012.00 -628.00 -827.27 -1002.00 -613.00 -833.86 -1011.00 -657.00 -835.23 -999.00 -656.00
2021-10 -944.88 -1365.00 257.00 -986.31 -1349.00 -210.00 -1007.00 -1387.00 -216.00 -951.56 -1364.00 -20.00
2021-09 44.20 -194.00 200.00 52.15 -128.00 173.00 40.90 -201.00 161.00 66.60 -128.00 164.00
2021-08 108.09 -65.00 232.00 119.59 -21.00 228.00 117.41 -39.00 239.00 102.00 -44.00 204.00
2021-07 -0.27 -57.00 90.00 3.64 -58.00 91.00 14.23 -45.00 96.00 -11.41 -63.00 38.00
2021-06 -63.95 -120.00 -23.00 -59.29 -103.00 -27.00 -53.86 -112.00 -4.00 -68.43 -105.00 -27.00
2021-05 -113.89 -202.00 -13.00 -119.78 -203.00 -44.00 -120.11 -213.00 -16.00 -123.78 -215.00 -31.00
2021-04 141.05 -168.00 610.00 119.05 -165.00 559.00 145.38 -176.00 615.00 137.00 -181.00 591.00
2021-03 -969.70 -1838.00 943.00 -982.65 -1853.00 817.00 -979.57 -1844.00 896.00 -952.43 -1813.00 756.00
2021-02 -726.60 -1130.00 -452.00 -776.80 -1205.00 -453.00 -763.00 -1238.00 -434.00 -740.20 -1100.00 -473.00
2021-01 -280.15 -515.00 780.00 -293.65 -518.00 810.00 -278.20 -491.00 730.00 -290.70 -530.00 786.00
2020-12 110.48 -432.00 570.00 130.87 -452.00 587.00 137.83 -442.00 594.00 107.39 -449.00 546.00
2020-11 36.29 -415.00 815.00 21.24 -400.00 796.00 39.48 -373.00 790.00 17.52 -405.00 800.00
2020-10 9.31 -388.00 1268.00 20.56 -413.00 1356.00 32.88 -387.00 1356.00 13.25 -395.00 1233.00
2020-09 -15.27 -853.00 1175.00 1.09 -854.00 1298.00 -19.36 -849.00 1115.00 -22.64 -850.00 1252.00
2020-08 -344.76 -536.00 -109.00 -371.62 -538.00 -156.00 -340.38 -514.00 -123.00 -372.43 -579.00 -131.00
2020-07 31.70 -190.00 206.00 17.04 -182.00 197.00 35.87 -163.00 227.00 8.78 -200.00 201.00
2020-06 -36.10 -332.00 174.00 -12.45 -309.00 189.00 -29.70 -277.00 161.00 -18.60 -310.00 177.00
2020-05 -328.39 -379.00 -270.00 -330.56 -387.00 -263.00 -308.67 -389.00 -132.00 -324.67 -398.00 -213.00
2020-04 -298.76 -1716.00 2560.00 -257.52 -1707.00 2801.00 -310.10 -1842.00 2456.00 -279.00 -1705.00 2644.00
2020-03 -1184.77 -1502.00 -1000.00 -1196.50 -1459.00 -1062.00 -1184.73 -1477.00 -1019.00 -1202.32 -1459.00 -1012.00
2020-02 -682.35 -1082.00 137.00 -711.85 -1054.00 136.00 -692.05 -1041.00 143.00 -696.75 -1101.00 136.00
2020-01 53.12 -660.00 195.00 73.06 -580.00 178.00 39.62 -737.00 178.00 75.75 -576.00 195.00
2019-12 -9.00 -720.00 442.00 -26.00 -716.00 455.00 -22.77 -979.00 430.00 -27.05 -709.00 438.00
2019-11 139.86 -407.00 351.00 144.57 -480.00 361.00 149.62 -475.00 369.00 129.95 -449.00 354.00
2019-10 -69.00 -1167.00 73.00 -48.06 -897.00 72.00 -51.78 -881.00 77.00 -69.94 -985.00 42.00
2019-09 262.40 -530.00 885.00 204.70 -996.00 858.00 229.25 -857.00 885.00 226.80 -532.00 834.00
2019-08 628.55 498.00 854.00 643.77 496.00 865.00 653.86 486.00 869.00 604.64 467.00 850.00
2019-07 585.26 344.00 887.00 593.26 349.00 882.00 574.83 364.00 822.00 571.43 331.00 871.00
2019-06 302.58 246.00 364.00 313.16 278.00 375.00 313.00 265.00 352.00 306.63 251.00 371.00
2019-05 235.00 131.00 349.00 242.30 134.00 349.00 237.85 109.00 321.00 241.30 129.00 351.00
2019-04 335.10 -4231.00 4026.00 354.33 -4230.00 4141.00 344.71 -4299.00 4026.00 331.33 -4255.00 4083.00
2019-03 3156.05 2664.00 3569.00 3209.29 2688.00 3735.00 3199.52 2712.00 3764.00 3145.29 2600.00 3554.00
2019-02 2591.07 -32.00 3305.00 2572.73 -29.00 3307.00 2598.33 -28.00 3318.00 2544.40 -65.00 3263.00
2019-01 2081.50 -186.00 3187.00 2101.91 -101.00 3207.00 2129.59 -161.00 3200.00 2049.55 -107.00 3163.00
2018-12 24.75 -387.00 331.00 37.60 -362.00 330.00 38.55 -373.00 330.00 7.55 -379.00 289.00
2018-11 332.18 -621.00 916.00 313.05 -682.00 945.00 327.73 -655.00 898.00 311.45 -660.00 926.00
2018-10 -412.89 -601.00 -201.00 -437.67 -612.00 -208.00 -417.78 -586.00 -181.00 -435.39 -610.00 -193.00

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
2018-12-03 11629.00 11505.00 12103.00 11446.00 11331.00 11192.00 11808.00 11172.00 298.00 313.00 295.00 274.00
2018-11-30 11352.00 11530.00 11537.00 11321.00 11050.00 11298.00 11298.00 11050.00 302.00 232.00 239.00 271.00
2018-11-29 11741.00 11360.00 11840.00 11300.00 11322.00 11088.00 11390.00 11050.00 419.00 272.00 450.00 250.00
2018-11-28 11800.00 11701.00 11848.00 11671.00 11550.00 11272.00 11583.00 11263.00 250.00 429.00 265.00 408.00
2018-11-27 12150.00 11813.00 12196.00 11783.00 11828.00 11550.00 11869.00 11509.00 322.00 263.00 327.00 274.00
2018-11-26 12365.00 12125.00 12379.00 11978.00 11958.00 11773.00 11970.00 11681.00 407.00 352.00 409.00 297.00
2018-11-23 12290.00 12371.00 12396.00 12243.00 11802.00 11918.00 11947.00 11780.00 488.00 453.00 449.00 463.00
2018-11-22 12530.00 12347.00 12587.00 12315.00 11945.00 11875.00 12088.00 11849.00 585.00 472.00 499.00 466.00
2018-11-21 12249.00 12521.00 12530.00 12150.00 11746.00 11945.00 11949.00 11620.00 503.00 576.00 581.00 530.00
2018-11-20 12400.00 12380.00 12425.00 12251.00 11789.00 11814.00 11838.00 11700.00 611.00 566.00 587.00 551.00
2018-11-19 12420.00 12394.00 12540.00 12331.00 11800.00 11788.00 11847.00 11724.00 620.00 606.00 693.00 607.00
2018-11-16 12366.00 12528.00 12626.00 12365.00 11600.00 11862.00 11918.00 11598.00 766.00 666.00 708.00 767.00
2018-11-15 12360.00 12335.00 12369.00 12225.00 11467.00 11580.00 11585.00 11390.00 893.00 755.00 784.00 835.00
2018-11-14 12209.00 12298.00 12417.00 12194.00 11293.00 11402.00 11519.00 11268.00 916.00 896.00 898.00 926.00
2018-11-13 12155.00 12258.00 12268.00 12051.00 11375.00 11313.00 11398.00 11188.00 780.00 945.00 870.00 863.00
2018-11-12 12305.00 12218.00 12317.00 12165.00 11480.00 11423.00 11483.00 11342.00 825.00 795.00 834.00 823.00
2018-11-09 12295.00 12411.00 12450.00 12250.00 11531.00 11559.00 11590.00 11481.00 764.00 852.00 860.00 769.00
2018-11-08 12199.00 12292.00 12366.00 12096.00 11497.00 11549.00 11656.00 11416.00 702.00 743.00 710.00 680.00
2018-11-07 11530.00 11498.00 11544.00 11405.00 12151.00 12180.00 12199.00 12065.00 -621.00 -682.00 -655.00 -660.00
2018-11-06 11242.00 11558.00 11563.00 11235.00 11810.00 12185.00 12188.00 11810.00 -568.00 -627.00 -625.00 -575.00
2018-11-05 11250.00 11170.00 11288.00 11106.00 11812.00 11740.00 11843.00 11680.00 -562.00 -570.00 -555.00 -574.00
2018-11-02 11125.00 11227.00 11247.00 11026.00 11650.00 11786.00 11800.00 11589.00 -525.00 -559.00 -553.00 -563.00
2018-11-01 11292.00 11126.00 11353.00 11085.00 11861.00 11674.00 11918.00 11641.00 -569.00 -548.00 -565.00 -556.00
2018-10-31 11335.00 11306.00 11386.00 11261.00 11899.00 11874.00 11947.00 11829.00 -564.00 -568.00 -561.00 -568.00
2018-10-30 11149.00 11342.00 11442.00 11080.00 11750.00 11935.00 11975.00 11690.00 -601.00 -593.00 -533.00 -610.00
2018-10-29 11264.00 11190.00 11277.00 11115.00 11778.00 11802.00 11863.00 11662.00 -514.00 -612.00 -586.00 -547.00
2018-10-26 10822.00 11232.00 11260.00 10710.00 11212.00 11763.00 11800.00 11193.00 -390.00 -531.00 -540.00 -483.00
2018-10-25 10801.00 10834.00 10911.00 10750.00 11239.00 11228.00 11340.00 11160.00 -438.00 -394.00 -429.00 -410.00
2018-10-24 10730.00 10851.00 10943.00 10721.00 11176.00 11272.00 11328.00 11134.00 -446.00 -421.00 -385.00 -413.00
2018-10-23 10768.00 10741.00 10887.00 10656.00 11260.00 11177.00 11372.00 11100.00 -492.00 -436.00 -485.00 -444.00
2018-10-22 10711.00 10777.00 10820.00 10611.00 11200.00 11297.00 11335.00 11160.00 -489.00 -520.00 -515.00 -549.00
2018-10-19 11028.00 10686.00 11058.00 10672.00 11595.00 11251.00 11623.00 11245.00 -567.00 -565.00 -565.00 -573.00
2018-10-18 11000.00 11073.00 11244.00 10986.00 11530.00 11654.00 11777.00 11525.00 -530.00 -581.00 -533.00 -539.00
2018-10-17 11078.00 11174.00 11189.00 10933.00 11578.00 11699.00 11706.00 11430.00 -500.00 -525.00 -517.00 -497.00
2018-10-16 11155.00 11051.00 11261.00 10822.00 11565.00 11537.00 11685.00 11348.00 -410.00 -486.00 -424.00 -526.00
2018-10-15 11622.00 11185.00 11622.00 11150.00 11941.00 11588.00 11946.00 11556.00 -319.00 -403.00 -324.00 -406.00
2018-10-12 11605.00 11642.00 11675.00 11345.00 11853.00 11955.00 11966.00 11688.00 -248.00 -313.00 -291.00 -343.00
2018-10-11 11672.00 11681.00 11749.00 11602.00 11873.00 11936.00 11983.00 11868.00 -201.00 -255.00 -234.00 -266.00
2018-10-10 11734.00 11783.00 11838.00 11502.00 11966.00 12009.00 12035.00 11724.00 -232.00 -226.00 -197.00 -222.00
2018-10-09 11639.00 11699.00 11877.00 11611.00 11880.00 11907.00 12058.00 11859.00 -241.00 -208.00 -181.00 -248.00
2018-10-08 11726.00 11673.00 11765.00 11561.00 11976.00 11914.00 11985.00 11754.00 -250.00 -241.00 -220.00 -193.00
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