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
2023-11-14 9103.00 9042.00 9215.00 8998.00 8730.00 8617.00 8786.00 8610.00 373.00 425.00 429.00 388.00
2023-11-13 9130.00 9103.00 9146.00 9062.00 8799.00 8730.00 8800.00 8691.00 331.00 373.00 346.00 371.00
2023-11-10 9118.00 9130.00 9155.00 9008.00 8800.00 8807.00 8848.00 8660.00 318.00 323.00 307.00 348.00
2023-11-09 8990.00 9120.00 9127.00 8950.00 8570.00 8801.00 8849.00 8556.00 420.00 319.00 278.00 394.00
2023-11-08 8999.00 9035.00 9044.00 8972.00 8693.00 8601.00 8694.00 8570.00 306.00 434.00 350.00 402.00
2023-11-07 8924.00 8999.00 9018.00 8877.00 8760.00 8683.00 8777.00 8653.00 164.00 316.00 241.00 224.00
2023-11-06 8400.00 8874.00 8886.00 8355.00 8165.00 8718.00 8726.00 8145.00 235.00 156.00 160.00 210.00
2023-11-03 8535.00 8479.00 8596.00 8471.00 8298.00 8262.00 8320.00 8242.00 237.00 217.00 276.00 229.00
2023-11-02 8668.00 8511.00 8668.00 8462.00 8410.00 8272.00 8420.00 8240.00 258.00 239.00 248.00 222.00
2023-11-01 8600.00 8692.00 8718.00 8405.00 8465.00 8420.00 8512.00 8166.00 135.00 272.00 206.00 239.00
2023-10-31 8581.00 8596.00 8624.00 8555.00 8483.00 8480.00 8517.00 8454.00 98.00 116.00 107.00 101.00
2023-10-30 8651.00 8571.00 8652.00 8490.00 8620.00 8490.00 8630.00 8476.00 31.00 81.00 22.00 14.00
2023-10-27 8740.00 8689.00 8831.00 8680.00 8787.00 8698.00 8832.00 8694.00 -47.00 -9.00 -1.00 -14.00
2023-10-26 8720.00 8734.00 8773.00 8651.00 8860.00 8793.00 8873.00 8740.00 -140.00 -59.00 -100.00 -89.00
2023-10-25 8731.00 8757.00 8797.00 8710.00 8932.00 8895.00 8943.00 8844.00 -201.00 -138.00 -146.00 -134.00
2023-10-24 8952.00 8705.00 8972.00 8680.00 9160.00 8891.00 9175.00 8829.00 -208.00 -186.00 -203.00 -149.00
2023-10-23 9201.00 8941.00 9226.00 8936.00 9335.00 9155.00 9379.00 9148.00 -134.00 -214.00 -153.00 -212.00
2023-10-20 9236.00 9250.00 9282.00 9160.00 9450.00 9412.00 9454.00 9382.00 -214.00 -162.00 -172.00 -222.00
2023-10-19 9194.00 9264.00 9290.00 9168.00 9422.00 9456.00 9502.00 9395.00 -228.00 -192.00 -212.00 -227.00
2023-10-18 9350.00 9240.00 9350.00 9203.00 9535.00 9449.00 9555.00 9387.00 -185.00 -209.00 -205.00 -184.00
2023-10-17 9327.00 9360.00 9392.00 9166.00 9488.00 9555.00 9608.00 9460.00 -161.00 -195.00 -216.00 -294.00
2023-10-16 9374.00 9394.00 9440.00 9350.00 9101.00 9100.00 9152.00 9051.00 273.00 294.00 288.00 299.00
2023-10-13 9389.00 9362.00 9417.00 9305.00 9500.00 9456.00 9522.00 9429.00 -111.00 -94.00 -105.00 -124.00
2023-10-12 9280.00 9373.00 9374.00 9280.00 9396.00 9479.00 9485.00 9392.00 -116.00 -106.00 -111.00 -112.00
2023-10-11 9388.00 9274.00 9393.00 9255.00 9520.00 9396.00 9525.00 9371.00 -132.00 -122.00 -132.00 -116.00
2023-10-10 9440.00 9373.00 9442.00 9333.00 9540.00 9511.00 9545.00 9483.00 -100.00 -138.00 -103.00 -150.00
2023-10-09 9450.00 9470.00 9559.00 9402.00 9551.00 9557.00 9674.00 9478.00 -101.00 -87.00 -115.00 -76.00
2023-09-28 9450.00 9369.00 9466.00 9330.00 9595.00 9503.00 9595.00 9470.00 -145.00 -134.00 -129.00 -140.00
2023-09-27 9339.00 9438.00 9442.00 9315.00 9549.00 9602.00 9603.00 9487.00 -210.00 -164.00 -161.00 -172.00
2023-09-26 9320.00 9343.00 9373.00 9256.00 9500.00 9547.00 9566.00 9454.00 -180.00 -204.00 -193.00 -198.00
2023-09-25 9353.00 9326.00 9373.00 9265.00 9405.00 9502.00 9510.00 9400.00 -52.00 -176.00 -137.00 -135.00
2023-09-22 9116.00 9293.00 9299.00 9090.00 8943.00 8995.00 8995.00 8930.00 173.00 298.00 304.00 160.00
2023-09-21 9124.00 9101.00 9177.00 9087.00 8963.00 8940.00 8998.00 8916.00 161.00 161.00 179.00 171.00
2023-09-20 9159.00 9124.00 9214.00 9020.00 8977.00 8951.00 9003.00 8938.00 182.00 173.00 211.00 82.00
2023-09-19 9188.00 9144.00 9218.00 9134.00 8954.00 8962.00 9006.00 8953.00 234.00 182.00 212.00 181.00
2023-09-18 9327.00 9162.00 9350.00 9120.00 9052.00 8955.00 9100.00 8911.00 275.00 207.00 250.00 209.00
2023-09-15 9220.00 9361.00 9400.00 9219.00 9000.00 9050.00 9128.00 8996.00 220.00 311.00 272.00 223.00
2023-09-14 9238.00 9215.00 9258.00 9135.00 8981.00 8995.00 9000.00 8955.00 257.00 220.00 258.00 180.00
2023-09-13 9159.00 9230.00 9299.00 9141.00 8923.00 8969.00 8988.00 8906.00 236.00 261.00 311.00 235.00
2023-09-12 9130.00 9161.00 9220.00 9130.00 8880.00 8904.00 8938.00 8880.00 250.00 257.00 282.00 250.00
2023-09-11 9226.00 9164.00 9275.00 9102.00 8901.00 8902.00 8922.00 8820.00 325.00 262.00 353.00 282.00
2023-09-08 9180.00 9220.00 9246.00 9151.00 8848.00 8865.00 8878.00 8838.00 332.00 355.00 368.00 313.00
2023-09-07 9110.00 9180.00 9316.00 9099.00 8808.00 8830.00 8900.00 8776.00 302.00 350.00 416.00 323.00
2023-09-06 8812.00 8820.00 8888.00 8805.00 8948.00 9114.00 9158.00 8928.00 -136.00 -294.00 -270.00 -123.00
2023-09-05 8845.00 8793.00 8845.00 8737.00 8919.00 8922.00 8987.00 8882.00 -74.00 -129.00 -142.00 -145.00
2023-09-04 8766.00 8817.00 8874.00 8760.00 8778.00 8914.00 8946.00 8778.00 -12.00 -97.00 -72.00 -18.00
2023-09-01 8783.00 8772.00 8834.00 8761.00 8777.00 8807.00 8832.00 8770.00 6.00 -35.00 2.00 -9.00
2023-08-31 8928.00 8781.00 8948.00 8753.00 8854.00 8781.00 8882.00 8758.00 74.00 0.00 66.00 -5.00
2023-08-30 8904.00 8928.00 9000.00 8904.00 8795.00 8843.00 8848.00 8793.00 109.00 85.00 152.00 111.00
2023-08-29 8860.00 8904.00 8935.00 8843.00 8818.00 8779.00 8829.00 8729.00 42.00 125.00 106.00 114.00
2023-08-28 8915.00 8868.00 8945.00 8838.00 8850.00 8811.00 8878.00 8790.00 65.00 57.00 67.00 48.00
2023-08-25 8966.00 8917.00 9037.00 8851.00 8890.00 8868.00 8956.00 8814.00 76.00 49.00 81.00 37.00
2023-08-24 8926.00 8927.00 8990.00 8880.00 8860.00 8857.00 8893.00 8824.00 66.00 70.00 97.00 56.00
2023-08-23 8901.00 8926.00 8948.00 8890.00 8810.00 8850.00 8877.00 8809.00 91.00 76.00 71.00 81.00
2023-08-22 8790.00 8919.00 8967.00 8790.00 8567.00 8810.00 8900.00 8558.00 223.00 109.00 67.00 232.00
2023-08-21 8810.00 8786.00 8820.00 8718.00 8600.00 8567.00 8600.00 8530.00 210.00 219.00 220.00 188.00
2023-08-18 8662.00 8825.00 8846.00 8640.00 8520.00 8605.00 8640.00 8511.00 142.00 220.00 206.00 129.00
2023-08-17 8697.00 8645.00 8746.00 8607.00 8498.00 8508.00 8538.00 8482.00 199.00 137.00 208.00 125.00
2023-08-16 8776.00 8691.00 8776.00 8670.00 8539.00 8499.00 8555.00 8437.00 237.00 192.00 221.00 233.00
2023-08-15 8734.00 8776.00 8804.00 8730.00 8524.00 8531.00 8547.00 8505.00 210.00 245.00 257.00 225.00
2023-08-14 8881.00 8759.00 8910.00 8702.00 8575.00 8529.00 8596.00 8502.00 306.00 230.00 314.00 200.00
2023-08-11 8865.00 8871.00 8900.00 8833.00 8592.00 8570.00 8600.00 8493.00 273.00 301.00 300.00 340.00
2023-08-10 8858.00 8857.00 8882.00 8818.00 8607.00 8583.00 8624.00 8562.00 251.00 274.00 258.00 256.00
2023-08-09 8770.00 8864.00 8892.00 8770.00 8586.00 8607.00 8640.00 8586.00 184.00 257.00 252.00 184.00
2023-08-08 8788.00 8770.00 8802.00 8720.00 8618.00 8585.00 8625.00 8558.00 170.00 185.00 177.00 162.00
2023-08-07 8794.00 8784.00 8838.00 8770.00 8606.00 8613.00 8622.00 8590.00 188.00 171.00 216.00 180.00
2023-08-04 8780.00 8794.00 8879.00 8730.00 8620.00 8606.00 8667.00 8606.00 160.00 188.00 212.00 124.00
2023-08-03 8698.00 8756.00 8788.00 8650.00 8583.00 8620.00 8625.00 8540.00 115.00 136.00 163.00 110.00
2023-08-02 8720.00 8735.00 8756.00 8704.00 8570.00 8604.00 8628.00 8560.00 150.00 131.00 128.00 144.00
2023-08-01 8750.00 8733.00 8792.00 8666.00 8620.00 8599.00 8630.00 8551.00 130.00 134.00 162.00 115.00
2023-07-31 8750.00 8758.00 8816.00 8712.00 8596.00 8619.00 8640.00 8551.00 154.00 139.00 176.00 161.00
2023-07-28 8770.00 8795.00 8799.00 8741.00 8620.00 8621.00 8637.00 8600.00 150.00 174.00 162.00 141.00
2023-07-27 8652.00 8767.00 8788.00 8633.00 8520.00 8620.00 8628.00 8520.00 132.00 147.00 160.00 113.00
2023-07-26 8680.00 8637.00 8705.00 8591.00 8588.00 8533.00 8600.00 8520.00 92.00 104.00 105.00 71.00
2023-07-25 8709.00 8670.00 8712.00 8646.00 8596.00 8578.00 8605.00 8558.00 113.00 92.00 107.00 88.00
2023-07-24 8580.00 8682.00 8699.00 8578.00 8520.00 8591.00 8608.00 8520.00 60.00 91.00 91.00 58.00
2023-07-21 8700.00 8590.00 8700.00 8565.00 8600.00 8535.00 8605.00 8509.00 100.00 55.00 95.00 56.00
2023-07-20 8645.00 8687.00 8714.00 8635.00 8570.00 8601.00 8616.00 8570.00 75.00 86.00 98.00 65.00
2023-07-19 8645.00 8648.00 8685.00 8605.00 8580.00 8581.00 8608.00 8541.00 65.00 67.00 77.00 64.00
2023-07-18 8666.00 8647.00 8700.00 8624.00 8621.00 8576.00 8621.00 8550.00 45.00 71.00 79.00 74.00
2023-07-17 8619.00 8676.00 8736.00 8552.00 8537.00 8605.00 8650.00 8493.00 82.00 71.00 86.00 59.00
2023-07-14 8650.00 8651.00 8697.00 8626.00 8553.00 8558.00 8606.00 8545.00 97.00 93.00 91.00 81.00
2023-07-13 8632.00 8654.00 8690.00 8621.00 8590.00 8565.00 8619.00 8540.00 42.00 89.00 71.00 81.00
2023-07-12 8620.00 8663.00 8750.00 8602.00 8568.00 8612.00 8699.00 8566.00 52.00 51.00 51.00 36.00
2023-07-11 8506.00 8594.00 8626.00 8502.00 8487.00 8550.00 8578.00 8484.00 19.00 44.00 48.00 18.00
2023-07-10 8623.00 8506.00 8630.00 8482.00 8600.00 8480.00 8663.00 8466.00 23.00 26.00 -33.00 16.00
2023-07-07 8594.00 8668.00 8678.00 8594.00 8598.00 8637.00 8642.00 8568.00 -4.00 31.00 36.00 26.00
2023-07-06 8582.00 8621.00 8700.00 8571.00 8539.00 8600.00 8650.00 8531.00 43.00 21.00 50.00 40.00
2023-07-05 8576.00 8560.00 8600.00 8520.00 8546.00 8535.00 8559.00 8492.00 30.00 25.00 41.00 28.00
2023-07-04 8570.00 8576.00 8619.00 8506.00 8565.00 8542.00 8580.00 8489.00 5.00 34.00 39.00 17.00
2023-07-03 8581.00 8598.00 8616.00 8556.00 8549.00 8572.00 8580.00 8531.00 32.00 26.00 36.00 25.00
2023-06-30 8530.00 8591.00 8660.00 8530.00 8525.00 8564.00 8615.00 8507.00 5.00 27.00 45.00 23.00
2023-06-29 8560.00 8563.00 8593.00 8528.00 8507.00 8542.00 8563.00 8507.00 53.00 21.00 30.00 21.00
2023-06-28 8566.00 8560.00 8640.00 8540.00 8510.00 8519.00 8591.00 8495.00 56.00 41.00 49.00 45.00
2023-06-27 8445.00 8577.00 8596.00 8432.00 8413.00 8537.00 8553.00 8413.00 32.00 40.00 43.00 19.00
2023-06-26 8405.00 8439.00 8477.00 8367.00 8400.00 8417.00 8440.00 8356.00 5.00 22.00 37.00 11.00
2023-06-21 8430.00 8458.00 8522.00 8379.00 8414.00 8420.00 8471.00 8368.00 16.00 38.00 51.00 11.00
2023-06-20 8470.00 8451.00 8548.00 8433.00 8440.00 8421.00 8500.00 8408.00 30.00 30.00 48.00 25.00
2023-06-19 8510.00 8438.00 8540.00 8408.00 8502.00 8427.00 8502.00 8386.00 8.00 11.00 38.00 22.00
2023-06-16 8457.00 8556.00 8626.00 8457.00 8411.00 8516.00 8570.00 8402.00 46.00 40.00 56.00 55.00
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