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
2024-04-15 8020.00 8052.00 8077.00 8000.00 7595.00 7692.00 7700.00 7585.00 425.00 360.00 377.00 415.00
2024-04-12 7960.00 8028.00 8062.00 7910.00 7560.00 7573.00 7596.00 7532.00 400.00 455.00 466.00 378.00
2024-04-11 7548.00 7569.00 7610.00 7540.00 8030.00 7979.00 8060.00 7973.00 -482.00 -410.00 -450.00 -433.00
2024-04-10 7571.00 7599.00 7700.00 7553.00 8034.00 8049.00 8127.00 8010.00 -463.00 -450.00 -427.00 -457.00
2024-04-09 7517.00 7542.00 7590.00 7484.00 8000.00 8043.00 8058.00 7922.00 -483.00 -501.00 -468.00 -438.00
2024-04-08 7590.00 7556.00 7620.00 7440.00 8040.00 8024.00 8072.00 7980.00 -450.00 -468.00 -452.00 -540.00
2024-04-03 7688.00 7635.00 7732.00 7591.00 8024.00 8046.00 8122.00 8006.00 -336.00 -411.00 -390.00 -415.00
2024-04-02 7688.00 7699.00 7700.00 7619.00 8024.00 8070.00 8095.00 8009.00 -336.00 -371.00 -395.00 -390.00
2024-04-01 7739.00 7672.00 7778.00 7505.00 7988.00 8012.00 8050.00 7890.00 -249.00 -340.00 -272.00 -385.00
2024-03-29 7803.00 7787.00 7854.00 7752.00 8100.00 8017.00 8188.00 7956.00 -297.00 -230.00 -334.00 -204.00
2024-03-28 7744.00 7789.00 7825.00 7738.00 8130.00 8101.00 8223.00 8080.00 -386.00 -312.00 -398.00 -342.00
2024-03-27 7828.00 7742.00 7828.00 7735.00 8249.00 8145.00 8250.00 8117.00 -421.00 -403.00 -422.00 -382.00
2024-03-26 7777.00 7799.00 7881.00 7672.00 8390.00 8232.00 8390.00 8207.00 -613.00 -433.00 -509.00 -535.00
2024-03-25 7800.00 7785.00 7855.00 7779.00 8381.00 8351.00 8420.00 8347.00 -581.00 -566.00 -565.00 -568.00
2024-03-22 7829.00 7783.00 7878.00 7780.00 8380.00 8376.00 8422.00 8367.00 -551.00 -593.00 -544.00 -587.00
2024-03-21 7850.00 7827.00 7883.00 7806.00 8394.00 8385.00 8430.00 8366.00 -544.00 -558.00 -547.00 -560.00
2024-03-20 7839.00 7850.00 7918.00 7822.00 8405.00 8405.00 8456.00 8379.00 -566.00 -555.00 -538.00 -557.00
2024-03-19 7826.00 7860.00 7970.00 7762.00 8321.00 8405.00 8482.00 8297.00 -495.00 -545.00 -512.00 -535.00
2024-03-18 7802.00 7814.00 7868.00 7777.00 8318.00 8315.00 8348.00 8276.00 -516.00 -501.00 -480.00 -499.00
2024-03-15 7870.00 7834.00 7917.00 7821.00 8425.00 8334.00 8528.00 8255.00 -555.00 -500.00 -611.00 -434.00
2024-03-14 8000.00 7862.00 8040.00 7845.00 8383.00 8429.00 8445.00 8370.00 -383.00 -567.00 -405.00 -525.00
2024-03-13 8522.00 8074.00 8535.00 8065.00 8570.00 8420.00 8578.00 8346.00 -48.00 -346.00 -43.00 -281.00
2024-03-12 8640.00 8524.00 8640.00 8503.00 8567.00 8557.00 8593.00 8525.00 73.00 -33.00 47.00 -22.00
2024-03-11 8678.00 8630.00 8694.00 8603.00 8641.00 8567.00 8674.00 8558.00 37.00 63.00 20.00 45.00
2024-03-08 8635.00 8702.00 8716.00 8625.00 8632.00 8661.00 8680.00 8620.00 3.00 41.00 36.00 5.00
2024-03-07 8635.00 8658.00 8716.00 8622.00 8600.00 8632.00 8696.00 8587.00 35.00 26.00 20.00 35.00
2024-03-06 8585.00 8632.00 8658.00 8585.00 8549.00 8585.00 8616.00 8530.00 36.00 47.00 42.00 55.00
2024-03-05 8660.00 8640.00 8680.00 8591.00 8597.00 8576.00 8606.00 8546.00 63.00 64.00 74.00 45.00
2024-03-04 8646.00 8645.00 8674.00 8610.00 8600.00 8588.00 8624.00 8577.00 46.00 57.00 50.00 33.00
2024-03-01 8545.00 8680.00 8695.00 8545.00 8548.00 8617.00 8654.00 8548.00 -3.00 63.00 41.00 -3.00
2024-02-29 8477.00 8545.00 8550.00 8465.00 8488.00 8562.00 8584.00 8475.00 -11.00 -17.00 -34.00 -10.00
2024-02-28 8450.00 8459.00 8486.00 8405.00 8500.00 8482.00 8515.00 8478.00 -50.00 -23.00 -29.00 -73.00
2024-02-27 8338.00 8427.00 8436.00 8316.00 8493.00 8495.00 8516.00 8480.00 -155.00 -68.00 -80.00 -164.00
2024-02-26 8308.00 8335.00 8360.00 8250.00 8470.00 8498.00 8500.00 8440.00 -162.00 -163.00 -140.00 -190.00
2024-02-23 8350.00 8361.00 8496.00 8312.00 8449.00 8486.00 8500.00 8420.00 -99.00 -125.00 -4.00 -108.00
2024-02-22 8350.00 8365.00 8384.00 8330.00 8436.00 8447.00 8456.00 8404.00 -86.00 -82.00 -72.00 -74.00
2024-02-21 8351.00 8378.00 8393.00 8311.00 8350.00 8435.00 8469.00 8322.00 1.00 -57.00 -76.00 -11.00
2024-02-20 8320.00 8322.00 8348.00 8280.00 8296.00 8328.00 8374.00 8276.00 24.00 -6.00 -26.00 4.00
2024-02-19 8152.00 8335.00 8337.00 8096.00 8518.00 8597.00 8617.00 8500.00 -366.00 -262.00 -280.00 -404.00
2024-02-08 8080.00 8052.00 8130.00 8038.00 8124.00 8138.00 8199.00 8119.00 -44.00 -86.00 -69.00 -81.00
2024-02-07 8052.00 8076.00 8093.00 8015.00 8118.00 8100.00 8158.00 8100.00 -66.00 -24.00 -65.00 -85.00
2024-02-06 7976.00 8014.00 8058.00 7974.00 8140.00 8123.00 8169.00 8116.00 -164.00 -109.00 -111.00 -142.00
2024-02-05 8062.00 8000.00 8062.00 7965.00 8215.00 8152.00 8215.00 8140.00 -153.00 -152.00 -153.00 -175.00
2024-02-02 8097.00 8045.00 8128.00 8036.00 8220.00 8219.00 8255.00 8190.00 -123.00 -174.00 -127.00 -154.00
2024-02-01 8121.00 8097.00 8121.00 7942.00 8287.00 8250.00 8287.00 8136.00 -166.00 -153.00 -166.00 -194.00
2024-01-31 8126.00 8121.00 8185.00 8085.00 8298.00 8282.00 8315.00 8273.00 -172.00 -161.00 -130.00 -188.00
2024-01-30 8176.00 8126.00 8198.00 8110.00 8297.00 8253.00 8319.00 8247.00 -121.00 -127.00 -121.00 -137.00
2024-01-29 8198.00 8174.00 8275.00 8126.00 8320.00 8294.00 8373.00 8245.00 -122.00 -120.00 -98.00 -119.00
2024-01-26 8210.00 8196.00 8264.00 8185.00 8296.00 8278.00 8331.00 8270.00 -86.00 -82.00 -67.00 -85.00
2024-01-25 8348.00 8221.00 8398.00 8221.00 8446.00 8282.00 8465.00 8278.00 -98.00 -61.00 -67.00 -57.00
2024-01-24 8343.00 8325.00 8344.00 8277.00 8460.00 8399.00 8460.00 8379.00 -117.00 -74.00 -116.00 -102.00
2024-01-23 8220.00 8355.00 8360.00 8220.00 8378.00 8456.00 8489.00 8350.00 -158.00 -101.00 -129.00 -130.00
2024-01-22 8365.00 8210.00 8365.00 8171.00 8393.00 8342.00 8393.00 8250.00 -28.00 -132.00 -28.00 -79.00
2024-01-19 8360.00 8370.00 8410.00 8340.00 8348.00 8332.00 8391.00 8324.00 12.00 38.00 19.00 16.00
2024-01-18 8356.00 8342.00 8368.00 8311.00 8358.00 8344.00 8369.00 8307.00 -2.00 -2.00 -1.00 4.00
2024-01-17 8315.00 8356.00 8380.00 8284.00 8360.00 8371.00 8408.00 8352.00 -45.00 -15.00 -28.00 -68.00
2024-01-16 8272.00 8326.00 8340.00 8254.00 8357.00 8380.00 8384.00 8320.00 -85.00 -54.00 -44.00 -66.00
2024-01-15 8270.00 8245.00 8271.00 8200.00 8330.00 8338.00 8347.00 8290.00 -60.00 -93.00 -76.00 -90.00
2024-01-12 8230.00 8296.00 8308.00 8200.00 8310.00 8333.00 8368.00 8302.00 -80.00 -37.00 -60.00 -102.00
2024-01-11 8100.00 8239.00 8250.00 8090.00 8138.00 8247.00 8258.00 8137.00 -38.00 -8.00 -8.00 -47.00
2024-01-10 8105.00 8093.00 8147.00 8062.00 8143.00 8138.00 8149.00 8091.00 -38.00 -45.00 -2.00 -29.00
2024-01-09 8259.00 8097.00 8278.00 8052.00 8255.00 8121.00 8272.00 8095.00 4.00 -24.00 6.00 -43.00
2024-01-08 8210.00 8259.00 8340.00 8205.00 8256.00 8273.00 8337.00 8254.00 -46.00 -14.00 3.00 -49.00
2024-01-05 8340.00 8206.00 8360.00 8202.00 8328.00 8238.00 8344.00 8230.00 12.00 -32.00 16.00 -28.00
2024-01-04 8350.00 8340.00 8425.00 8302.00 8314.00 8327.00 8404.00 8305.00 36.00 13.00 21.00 -3.00
2024-01-03 8230.00 8340.00 8396.00 8196.00 8257.00 8343.00 8376.00 8206.00 -27.00 -3.00 20.00 -10.00
2024-01-02 8130.00 8231.00 8267.00 8113.00 8743.00 8885.00 8988.00 8743.00 -613.00 -654.00 -721.00 -630.00
2023-12-29 8240.00 8163.00 8305.00 8146.00 8915.00 8700.00 9000.00 8603.00 -675.00 -537.00 -695.00 -457.00
2023-12-28 8261.00 8214.00 8271.00 8179.00 9022.00 8877.00 9022.00 8804.00 -761.00 -663.00 -751.00 -625.00
2023-12-27 8277.00 8258.00 8399.00 8232.00 9075.00 9058.00 9111.00 9044.00 -798.00 -800.00 -712.00 -812.00
2023-12-26 8251.00 8262.00 8297.00 8236.00 9013.00 9070.00 9070.00 9013.00 -762.00 -808.00 -773.00 -777.00
2023-12-25 8232.00 8235.00 8296.00 8200.00 9023.00 9033.00 9074.00 9010.00 -791.00 -798.00 -778.00 -810.00
2023-12-22 8202.00 8236.00 8307.00 8172.00 9032.00 9046.00 9081.00 9000.00 -830.00 -810.00 -774.00 -828.00
2023-12-21 8231.00 8225.00 8250.00 8192.00 9036.00 9045.00 9050.00 8993.00 -805.00 -820.00 -800.00 -801.00
2023-12-20 8219.00 8215.00 8256.00 8166.00 8950.00 9034.00 9048.00 8950.00 -731.00 -819.00 -792.00 -784.00
2023-12-19 8389.00 8219.00 8419.00 8192.00 9059.00 8950.00 9065.00 8925.00 -670.00 -731.00 -646.00 -733.00
2023-12-18 8400.00 8389.00 8519.00 8360.00 9035.00 9073.00 9084.00 9020.00 -635.00 -684.00 -565.00 -660.00
2023-12-15 8414.00 8430.00 8468.00 8315.00 9036.00 9081.00 9107.00 9029.00 -622.00 -651.00 -639.00 -714.00
2023-12-14 8397.00 8430.00 8474.00 8338.00 9087.00 9101.00 9120.00 9061.00 -690.00 -671.00 -646.00 -723.00
2023-12-13 8313.00 8355.00 8420.00 8260.00 9095.00 9083.00 9098.00 9002.00 -782.00 -728.00 -678.00 -742.00
2023-12-12 8359.00 8355.00 8438.00 8330.00 9105.00 9098.00 9129.00 9060.00 -746.00 -743.00 -691.00 -730.00
2023-12-11 8480.00 8359.00 8480.00 8260.00 9168.00 9106.00 9169.00 9039.00 -688.00 -747.00 -689.00 -779.00
2023-12-08 8222.00 8489.00 8514.00 8220.00 9089.00 9161.00 9167.00 9060.00 -867.00 -672.00 -653.00 -840.00
2023-12-07 8150.00 8246.00 8386.00 8103.00 8957.00 9089.00 9095.00 8953.00 -807.00 -843.00 -709.00 -850.00
2023-12-06 8326.00 8181.00 8368.00 8159.00 8994.00 8960.00 9046.00 8938.00 -668.00 -779.00 -678.00 -779.00
2023-12-05 9050.00 8991.00 9069.00 8946.00 8618.00 8300.00 8618.00 8244.00 432.00 691.00 451.00 702.00
2023-12-04 9108.00 9050.00 9128.00 8962.00 8620.00 8618.00 8765.00 8605.00 488.00 432.00 363.00 357.00
2023-12-01 9150.00 9148.00 9186.00 9104.00 8705.00 8680.00 8803.00 8612.00 445.00 468.00 383.00 492.00
2023-11-30 9115.00 9145.00 9195.00 9096.00 8618.00 8705.00 8707.00 8585.00 497.00 440.00 488.00 511.00
2023-11-29 9155.00 9115.00 9173.00 9040.00 8600.00 8624.00 8686.00 8430.00 555.00 491.00 487.00 610.00
2023-11-28 8980.00 9139.00 9187.00 8980.00 8346.00 8591.00 8615.00 8346.00 634.00 548.00 572.00 634.00
2023-11-27 9170.00 8980.00 9180.00 8873.00 8500.00 8360.00 8528.00 8318.00 670.00 620.00 652.00 555.00
2023-11-24 9185.00 9211.00 9233.00 9128.00 8490.00 8535.00 8558.00 8464.00 695.00 676.00 675.00 664.00
2023-11-23 9299.00 9190.00 9309.00 9111.00 8689.00 8492.00 8694.00 8418.00 610.00 698.00 615.00 693.00
2023-11-22 9244.00 9299.00 9302.00 9202.00 8711.00 8675.00 8711.00 8656.00 533.00 624.00 591.00 546.00
2023-11-21 9170.00 9244.00 9252.00 9120.00 8676.00 8702.00 8754.00 8652.00 494.00 542.00 498.00 468.00
2023-11-20 9098.00 9170.00 9200.00 9047.00 8649.00 8660.00 8682.00 8604.00 449.00 510.00 518.00 443.00
2023-11-17 9100.00 9089.00 9157.00 9058.00 8668.00 8638.00 8693.00 8616.00 432.00 451.00 464.00 442.00
2023-11-16 9114.00 9128.00 9152.00 9052.00 8651.00 8668.00 8700.00 8624.00 463.00 460.00 452.00 428.00
2023-11-15 9060.00 9114.00 9136.00 9060.00 8616.00 8645.00 8697.00 8616.00 444.00 469.00 439.00 444.00
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