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
2023-06-15 8443.00 8440.00 8480.00 8375.00 8400.00 8406.00 8451.00 8358.00 43.00 34.00 29.00 17.00
2023-06-14 8439.00 8419.00 8485.00 8365.00 8400.00 8396.00 8446.00 8337.00 39.00 23.00 39.00 28.00
2023-06-13 8443.00 8439.00 8478.00 8417.00 8400.00 8403.00 8433.00 8382.00 43.00 36.00 45.00 35.00
2023-06-12 8650.00 8428.00 8650.00 8396.00 8560.00 8396.00 8560.00 8367.00 90.00 32.00 90.00 29.00
2023-06-09 8656.00 8665.00 8711.00 8623.00 8584.00 8581.00 8619.00 8553.00 72.00 84.00 92.00 70.00
2023-06-08 8525.00 8656.00 8698.00 8515.00 8465.00 8576.00 8614.00 8457.00 60.00 80.00 84.00 58.00
2023-06-07 8524.00 8525.00 8581.00 8492.00 8450.00 8458.00 8505.00 8443.00 74.00 67.00 76.00 49.00
2023-06-06 8600.00 8526.00 8628.00 8510.00 8501.00 8444.00 8522.00 8430.00 99.00 82.00 106.00 80.00
2023-06-05 8650.00 8601.00 8671.00 8535.00 8591.00 8509.00 8591.00 8450.00 59.00 92.00 80.00 85.00
2023-06-02 8652.00 8629.00 8734.00 8601.00 8561.00 8554.00 8650.00 8527.00 91.00 75.00 84.00 74.00
2023-06-01 8500.00 8678.00 8699.00 8462.00 8412.00 8599.00 8620.00 8393.00 88.00 79.00 79.00 69.00
2023-05-31 8615.00 8498.00 8646.00 8473.00 8530.00 8419.00 8545.00 8398.00 85.00 79.00 101.00 75.00
2023-05-30 8740.00 8666.00 8740.00 8611.00 8651.00 8567.00 8651.00 8512.00 89.00 99.00 89.00 99.00
2023-05-29 8700.00 8743.00 8782.00 8660.00 8622.00 8638.00 8689.00 8560.00 78.00 105.00 93.00 100.00
2023-05-26 8578.00 8738.00 8747.00 8552.00 8494.00 8637.00 8654.00 8455.00 84.00 101.00 93.00 97.00
2023-05-25 8440.00 8573.00 8593.00 8413.00 8350.00 8475.00 8487.00 8334.00 90.00 98.00 106.00 79.00
2023-05-24 8450.00 8442.00 8514.00 8374.00 8383.00 8359.00 8417.00 8289.00 67.00 83.00 97.00 85.00
2023-05-23 8630.00 8480.00 8635.00 8433.00 8550.00 8382.00 8550.00 8357.00 80.00 98.00 85.00 76.00
2023-05-22 8521.00 8657.00 8660.00 8311.00 8444.00 8551.00 8556.00 8252.00 77.00 106.00 104.00 59.00
2023-05-19 8562.00 8552.00 8585.00 8480.00 8483.00 8450.00 8495.00 8393.00 79.00 102.00 90.00 87.00
2023-05-18 8488.00 8581.00 8596.00 8434.00 8394.00 8500.00 8500.00 8371.00 94.00 81.00 96.00 63.00
2023-05-17 8401.00 8476.00 8520.00 8360.00 8366.00 8409.00 8453.00 8311.00 35.00 67.00 67.00 49.00
2023-05-16 8533.00 8390.00 8535.00 8368.00 8454.00 8348.00 8454.00 8332.00 79.00 42.00 81.00 36.00
2023-05-15 8451.00 8533.00 8548.00 8450.00 8410.00 8462.00 8480.00 8402.00 41.00 71.00 68.00 48.00
2023-05-12 8500.00 8474.00 8526.00 8408.00 8462.00 8426.00 8485.00 8374.00 38.00 48.00 41.00 34.00
2023-05-11 8656.00 8482.00 8686.00 8470.00 8590.00 8438.00 8636.00 8430.00 66.00 44.00 50.00 40.00
2023-05-10 8618.00 8656.00 8693.00 8586.00 8580.00 8605.00 8636.00 8538.00 38.00 51.00 57.00 48.00
2023-05-09 8610.00 8616.00 8714.00 8552.00 8623.00 8590.00 8686.00 8547.00 -13.00 26.00 28.00 5.00
2023-05-08 8763.00 8631.00 8813.00 8621.00 8705.00 8618.00 8747.00 8593.00 58.00 13.00 66.00 28.00
2023-05-05 8908.00 8775.00 8908.00 8730.00 8887.00 8718.00 8887.00 8693.00 21.00 57.00 21.00 37.00
2023-05-04 8900.00 8898.00 8930.00 8734.00 8400.00 8399.00 8495.00 8200.00 500.00 499.00 435.00 534.00
2023-04-28 8546.00 8622.00 8645.00 8502.00 8398.00 8399.00 8531.00 8326.00 148.00 223.00 114.00 176.00
2023-04-27 8504.00 8515.00 8576.00 8430.00 8400.00 8388.00 8402.00 8348.00 104.00 127.00 174.00 82.00
2023-04-26 8514.00 8518.00 8576.00 8458.00 8390.00 8379.00 8416.00 8324.00 124.00 139.00 160.00 134.00
2023-04-25 8493.00 8514.00 8593.00 8401.00 8340.00 8334.00 8438.00 8301.00 153.00 180.00 155.00 100.00
2023-04-24 8600.00 8546.00 8738.00 8531.00 8577.00 8382.00 8590.00 8307.00 23.00 164.00 148.00 224.00
2023-04-21 8438.00 8458.00 8553.00 8310.00 8431.00 8487.00 8557.00 8367.00 7.00 -29.00 -4.00 -57.00
2023-04-20 8410.00 8438.00 8479.00 8385.00 8480.00 8467.00 8538.00 8405.00 -70.00 -29.00 -59.00 -20.00
2023-04-19 8253.00 8408.00 8495.00 8223.00 8260.00 8449.00 8595.00 8230.00 -7.00 -41.00 -100.00 -7.00
2023-04-18 8300.00 8269.00 8339.00 8203.00 8226.00 8244.00 8293.00 8191.00 74.00 25.00 46.00 12.00
2023-04-17 8143.00 8276.00 8300.00 8143.00 8080.00 8225.00 8238.00 8056.00 63.00 51.00 62.00 87.00
2023-04-14 8030.00 8127.00 8187.00 8017.00 8050.00 8090.00 8226.00 8045.00 -20.00 37.00 -39.00 -28.00
2023-04-13 7960.00 8010.00 8035.00 7912.00 8093.00 8060.00 8120.00 8015.00 -133.00 -50.00 -85.00 -103.00
2023-04-12 8130.00 7960.00 8159.00 7940.00 8233.00 8131.00 8259.00 8092.00 -103.00 -171.00 -100.00 -152.00
2023-04-11 8160.00 8107.00 8219.00 8055.00 8295.00 8233.00 8345.00 8224.00 -135.00 -126.00 -126.00 -169.00
2023-04-10 8149.00 8139.00 8190.00 8104.00 8276.00 8307.00 8338.00 8260.00 -127.00 -168.00 -148.00 -156.00
2023-04-07 8078.00 8104.00 8138.00 8033.00 8252.00 8294.00 8360.00 8216.00 -174.00 -190.00 -222.00 -183.00
2023-04-06 8101.00 8046.00 8145.00 8011.00 8366.00 8259.00 8370.00 8231.00 -265.00 -213.00 -225.00 -220.00
2023-04-04 8272.00 8095.00 8279.00 8072.00 8536.00 8372.00 8572.00 8361.00 -264.00 -277.00 -293.00 -289.00
2023-04-03 8221.00 8235.00 8300.00 8107.00 8570.00 8552.00 8637.00 8511.00 -349.00 -317.00 -337.00 -404.00
2023-03-31 8262.00 8241.00 8310.00 8162.00 8571.00 8589.00 8620.00 8543.00 -309.00 -348.00 -310.00 -381.00
2023-03-30 8250.00 8253.00 8340.00 8231.00 8502.00 8550.00 8585.00 8502.00 -252.00 -297.00 -245.00 -271.00
2023-03-29 8258.00 8240.00 8301.00 8142.00 8428.00 8474.00 8498.00 8426.00 -170.00 -234.00 -197.00 -284.00
2023-03-28 8380.00 8260.00 8433.00 8257.00 8428.00 8442.00 8500.00 8421.00 -48.00 -182.00 -67.00 -164.00
2023-03-27 8787.00 8415.00 8787.00 8401.00 8655.00 8444.00 8659.00 8412.00 132.00 -29.00 128.00 -11.00
2023-03-24 8682.00 8846.00 8883.00 8624.00 8591.00 8698.00 8720.00 8570.00 91.00 148.00 163.00 54.00
2023-03-23 8661.00 8661.00 8715.00 8600.00 8543.00 8596.00 8623.00 8520.00 118.00 65.00 92.00 80.00
2023-03-22 8581.00 8631.00 8684.00 8559.00 8510.00 8530.00 8590.00 8491.00 71.00 101.00 94.00 68.00
2023-03-21 8580.00 8563.00 8640.00 8508.00 8611.00 8526.00 8636.00 8515.00 -31.00 37.00 4.00 -7.00
2023-03-20 8660.00 8536.00 8826.00 8530.00 8615.00 8590.00 8789.00 8550.00 45.00 -54.00 37.00 -20.00
2023-03-17 8788.00 8647.00 8790.00 8645.00 8640.00 8615.00 8663.00 8588.00 148.00 32.00 127.00 57.00
2023-03-16 8880.00 8787.00 8900.00 8720.00 8651.00 8610.00 8678.00 8532.00 229.00 177.00 222.00 188.00
2023-03-15 8825.00 8923.00 8998.00 8825.00 8669.00 8685.00 8739.00 8653.00 156.00 238.00 259.00 172.00
2023-03-14 8898.00 8825.00 8899.00 8804.00 8694.00 8664.00 8720.00 8658.00 204.00 161.00 179.00 146.00
2023-03-13 9035.00 8877.00 9038.00 8762.00 8791.00 8690.00 8810.00 8650.00 244.00 187.00 228.00 112.00
2023-03-10 8845.00 9082.00 9100.00 8833.00 8600.00 8804.00 8806.00 8600.00 245.00 278.00 294.00 233.00
2023-03-09 9092.00 8845.00 9150.00 8832.00 8741.00 8608.00 8769.00 8601.00 351.00 237.00 381.00 231.00
2023-03-08 9070.00 9090.00 9119.00 9032.00 8740.00 8740.00 8765.00 8688.00 330.00 350.00 354.00 344.00
2023-03-07 9105.00 9080.00 9178.00 9046.00 8711.00 8766.00 8780.00 8700.00 394.00 314.00 398.00 346.00
2023-03-06 9030.00 9100.00 9184.00 8953.00 8530.00 8708.00 8715.00 8525.00 500.00 392.00 469.00 428.00
2023-03-03 9133.00 9054.00 9190.00 9032.00 8532.00 8537.00 8570.00 8491.00 601.00 517.00 620.00 541.00
2023-03-02 9125.00 9167.00 9195.00 9095.00 8553.00 8533.00 8584.00 8499.00 572.00 634.00 611.00 596.00
2023-03-01 9112.00 9125.00 9146.00 9022.00 8555.00 8533.00 8590.00 8487.00 557.00 592.00 556.00 535.00
2023-02-28 9246.00 9168.00 9262.00 9087.00 8688.00 8560.00 8706.00 8550.00 558.00 608.00 556.00 537.00
2023-02-27 9207.00 9246.00 9274.00 9166.00 8711.00 8700.00 8718.00 8663.00 496.00 546.00 556.00 503.00
2023-02-24 9150.00 9234.00 9237.00 9134.00 8727.00 8718.00 8767.00 8687.00 423.00 516.00 470.00 447.00
2023-02-23 9041.00 9160.00 9184.00 9020.00 8720.00 8733.00 8773.00 8693.00 321.00 427.00 411.00 327.00
2023-02-22 9025.00 9040.00 9136.00 8950.00 8690.00 8698.00 8764.00 8602.00 335.00 342.00 372.00 348.00
2023-02-21 8998.00 9048.00 9250.00 8998.00 8710.00 8704.00 8850.00 8686.00 288.00 344.00 400.00 312.00
2023-02-20 8966.00 8948.00 8985.00 8907.00 8724.00 8700.00 8762.00 8668.00 242.00 248.00 223.00 239.00
2023-02-17 8815.00 8958.00 9002.00 8797.00 8640.00 8727.00 8746.00 8640.00 175.00 231.00 256.00 157.00
2023-02-16 8790.00 8825.00 8882.00 8769.00 8617.00 8623.00 8645.00 8570.00 173.00 202.00 237.00 199.00
2023-02-15 8800.00 8803.00 8868.00 8780.00 8640.00 8627.00 8695.00 8613.00 160.00 176.00 173.00 167.00
2023-02-14 8600.00 8826.00 8837.00 8560.00 8600.00 8743.00 8770.00 8579.00 0.00 83.00 67.00 -19.00
2023-02-13 8575.00 8608.00 8650.00 8460.00 8556.00 8539.00 8566.00 8460.00 19.00 69.00 84.00 0.00
2023-02-10 8521.00 8575.00 8607.00 8520.00 8528.00 8536.00 8577.00 8508.00 -7.00 39.00 30.00 12.00
2023-02-09 8639.00 8533.00 8672.00 8519.00 8568.00 8534.00 8605.00 8511.00 71.00 -1.00 67.00 8.00
2023-02-08 8660.00 8639.00 8708.00 8594.00 8591.00 8577.00 8627.00 8542.00 69.00 62.00 81.00 52.00
2023-02-07 8700.00 8631.00 8745.00 8583.00 8531.00 8562.00 8580.00 8454.00 169.00 69.00 165.00 129.00
2023-02-06 8937.00 8777.00 8975.00 8703.00 8602.00 8559.00 8640.00 8491.00 335.00 218.00 335.00 212.00
2023-02-03 8850.00 8975.00 9010.00 8788.00 8550.00 8618.00 8691.00 8540.00 300.00 357.00 319.00 248.00
2023-02-02 8877.00 8925.00 9028.00 8804.00 8834.00 8901.00 8971.00 8793.00 43.00 24.00 57.00 11.00
2023-02-01 8729.00 8886.00 8926.00 8727.00 8667.00 8716.00 8760.00 8639.00 62.00 170.00 166.00 88.00
2023-01-31 8772.00 8686.00 8850.00 8652.00 8700.00 8653.00 8748.00 8632.00 72.00 33.00 102.00 20.00
2023-01-30 8820.00 8787.00 8986.00 8742.00 8782.00 8805.00 8950.00 8736.00 38.00 -18.00 36.00 6.00
2023-01-20 8602.00 8724.00 8804.00 8536.00 8621.00 8711.00 8747.00 8595.00 -19.00 13.00 57.00 -59.00
2023-01-19 8567.00 8623.00 8655.00 8416.00 8652.00 8660.00 8690.00 8455.00 -85.00 -37.00 -35.00 -39.00
2023-01-18 8580.00 8576.00 8630.00 8520.00 8531.00 8484.00 8558.00 8457.00 49.00 92.00 72.00 63.00
2023-01-17 8600.00 8558.00 8677.00 8538.00 8518.00 8520.00 8567.00 8491.00 82.00 38.00 110.00 47.00
2023-01-16 8785.00 8610.00 8785.00 8567.00 8645.00 8524.00 8645.00 8471.00 140.00 86.00 140.00 96.00
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