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
2023-01-13 8482.00 8786.00 8795.00 8474.00 8520.00 8655.00 8701.00 8520.00 -38.00 131.00 94.00 -46.00
2023-01-12 8490.00 8482.00 8593.00 8425.00 8473.00 8510.00 8543.00 8450.00 17.00 -28.00 50.00 -25.00
2023-01-11 8482.00 8475.00 8519.00 8407.00 8435.00 8464.00 8500.00 8388.00 47.00 11.00 19.00 19.00
2023-01-10 8428.00 8440.00 8454.00 8365.00 8620.00 8645.00 8651.00 8598.00 -192.00 -205.00 -197.00 -233.00
2023-01-09 8480.00 8431.00 8623.00 8383.00 8694.00 8631.00 8793.00 8597.00 -214.00 -200.00 -170.00 -214.00
2023-01-06 8387.00 8433.00 8465.00 8346.00 8571.00 8645.00 8677.00 8571.00 -184.00 -212.00 -212.00 -225.00
2023-01-05 8382.00 8408.00 8545.00 8349.00 8650.00 8609.00 8804.00 8599.00 -268.00 -201.00 -259.00 -250.00
2023-01-04 8351.00 8378.00 8380.00 8282.00 8563.00 8653.00 8666.00 8512.00 -212.00 -275.00 -286.00 -230.00
2023-01-03 7920.00 8351.00 8358.00 7915.00 8800.00 9001.00 9345.00 8661.00 -880.00 -650.00 -987.00 -746.00
2022-12-30 7860.00 7880.00 7913.00 7831.00 8664.00 8800.00 8841.00 8566.00 -804.00 -920.00 -928.00 -735.00
2022-12-29 7869.00 7865.00 7908.00 7825.00 8685.00 8668.00 8710.00 8630.00 -816.00 -803.00 -802.00 -805.00
2022-12-28 7914.00 7853.00 7914.00 7780.00 8784.00 8690.00 8784.00 8667.00 -870.00 -837.00 -870.00 -887.00
2022-12-27 7882.00 7911.00 7973.00 7855.00 8746.00 8750.00 8813.00 8745.00 -864.00 -839.00 -840.00 -890.00
2022-12-26 7651.00 7877.00 7888.00 7651.00 8591.00 8750.00 8758.00 8591.00 -940.00 -873.00 -870.00 -940.00
2022-12-23 7616.00 7632.00 7679.00 7571.00 8506.00 8591.00 8624.00 8506.00 -890.00 -959.00 -945.00 -935.00
2022-12-22 7618.00 7621.00 7699.00 7598.00 8548.00 8535.00 8612.00 8505.00 -930.00 -914.00 -913.00 -907.00
2022-12-21 7801.00 7616.00 7835.00 7608.00 8678.00 8528.00 8688.00 8512.00 -877.00 -912.00 -853.00 -904.00
2022-12-20 7864.00 7797.00 7998.00 7762.00 8554.00 8666.00 8718.00 8546.00 -690.00 -869.00 -720.00 -784.00
2022-12-19 7910.00 7864.00 7945.00 7822.00 8461.00 8566.00 8588.00 8461.00 -551.00 -702.00 -643.00 -639.00
2022-12-16 7823.00 7956.00 8010.00 7784.00 8382.00 8543.00 8580.00 8352.00 -559.00 -587.00 -570.00 -568.00
2022-12-15 7850.00 7804.00 7888.00 7706.00 8412.00 8375.00 8447.00 8327.00 -562.00 -571.00 -559.00 -621.00
2022-12-14 8422.00 8440.00 8465.00 8368.00 7680.00 7824.00 7848.00 7670.00 742.00 616.00 617.00 698.00
2022-12-13 8408.00 8454.00 8496.00 8362.00 7726.00 7687.00 7748.00 7660.00 682.00 767.00 748.00 702.00
2022-12-12 8526.00 8455.00 8560.00 8421.00 7890.00 7720.00 7920.00 7701.00 636.00 735.00 640.00 720.00
2022-12-09 8454.00 8533.00 8541.00 8432.00 7836.00 7901.00 7928.00 7824.00 618.00 632.00 613.00 608.00
2022-12-08 8336.00 8440.00 8476.00 8310.00 7766.00 7793.00 7869.00 7721.00 570.00 647.00 607.00 589.00
2022-12-07 8268.00 8334.00 8453.00 8250.00 7730.00 7749.00 7896.00 7721.00 538.00 585.00 557.00 529.00
2022-12-06 8175.00 8270.00 8270.00 8162.00 7690.00 7722.00 7734.00 7660.00 485.00 548.00 536.00 502.00
2022-12-05 8266.00 8192.00 8303.00 8153.00 7700.00 7697.00 7743.00 7637.00 566.00 495.00 560.00 516.00
2022-12-02 8202.00 8224.00 8296.00 8168.00 7668.00 7643.00 7687.00 7620.00 534.00 581.00 609.00 548.00
2022-12-01 8099.00 8204.00 8233.00 8058.00 7549.00 7657.00 7706.00 7530.00 550.00 547.00 527.00 528.00
2022-11-30 8090.00 8022.00 8118.00 7980.00 7500.00 7476.00 7528.00 7456.00 590.00 546.00 590.00 524.00
2022-11-29 8049.00 8158.00 8250.00 8030.00 7460.00 7535.00 7625.00 7452.00 589.00 623.00 625.00 578.00
2022-11-28 8171.00 8049.00 8175.00 7976.00 7538.00 7473.00 7538.00 7435.00 633.00 576.00 637.00 541.00
2022-11-25 8140.00 8171.00 8211.00 8128.00 7560.00 7548.00 7598.00 7546.00 580.00 623.00 613.00 582.00
2022-11-24 8018.00 8140.00 8188.00 8010.00 7568.00 7560.00 7656.00 7545.00 450.00 580.00 532.00 465.00
2022-11-23 8012.00 7996.00 8050.00 7985.00 7606.00 7544.00 7632.00 7540.00 406.00 452.00 418.00 445.00
2022-11-22 7992.00 8017.00 8040.00 7966.00 7588.00 7599.00 7614.00 7538.00 404.00 418.00 426.00 428.00
2022-11-21 8200.00 7992.00 8222.00 7986.00 7800.00 7574.00 7805.00 7570.00 400.00 418.00 417.00 416.00
2022-11-18 8160.00 8234.00 8258.00 8028.00 7805.00 7818.00 7838.00 7686.00 355.00 416.00 420.00 342.00
2022-11-17 8090.00 8168.00 8208.00 8090.00 7782.00 7804.00 7830.00 7781.00 308.00 364.00 378.00 309.00
2022-11-16 8168.00 8141.00 8240.00 8135.00 7846.00 7800.00 7865.00 7783.00 322.00 341.00 375.00 352.00
2022-11-15 8100.00 8168.00 8210.00 8080.00 7801.00 7831.00 7866.00 7770.00 299.00 337.00 344.00 310.00
2022-11-14 8091.00 8132.00 8185.00 8091.00 7777.00 7816.00 7855.00 7777.00 314.00 316.00 330.00 314.00
2022-11-11 8070.00 8099.00 8195.00 8066.00 7750.00 7778.00 7878.00 7740.00 320.00 321.00 317.00 326.00
2022-11-10 8186.00 8085.00 8229.00 8063.00 7852.00 7751.00 7911.00 7746.00 334.00 334.00 318.00 317.00
2022-11-09 8429.00 8237.00 8429.00 8180.00 8118.00 7913.00 8120.00 7883.00 311.00 324.00 309.00 297.00
2022-11-08 8438.00 8441.00 8494.00 8408.00 8127.00 8123.00 8176.00 8095.00 311.00 318.00 318.00 313.00
2022-11-07 8500.00 8441.00 8512.00 8362.00 8200.00 8124.00 8238.00 8062.00 300.00 317.00 274.00 300.00
2022-11-04 8424.00 8591.00 8595.00 8393.00 8130.00 8338.00 8339.00 8100.00 294.00 253.00 256.00 293.00
2022-11-03 8280.00 8457.00 8488.00 8260.00 7981.00 8149.00 8246.00 7964.00 299.00 308.00 242.00 296.00
2022-11-02 8280.00 8265.00 8325.00 8190.00 8028.00 7960.00 8050.00 7882.00 252.00 305.00 275.00 308.00
2022-11-01 8266.00 8297.00 8393.00 8238.00 8060.00 8020.00 8150.00 7962.00 206.00 277.00 243.00 276.00
2022-10-31 8349.00 8279.00 8349.00 8194.00 8135.00 8075.00 8140.00 7966.00 214.00 204.00 209.00 228.00
2022-10-28 8160.00 8322.00 8346.00 8016.00 8003.00 8116.00 8182.00 7745.00 157.00 206.00 164.00 271.00
2022-10-27 8180.00 8160.00 8206.00 8112.00 8026.00 8019.00 8055.00 7939.00 154.00 141.00 151.00 173.00
2022-10-26 8450.00 8171.00 8491.00 8165.00 8425.00 7998.00 8427.00 7987.00 25.00 173.00 64.00 178.00
2022-10-25 8450.00 8445.00 8480.00 8382.00 8415.00 8401.00 8455.00 8331.00 35.00 44.00 25.00 51.00
2022-10-24 8506.00 8465.00 8509.00 8323.00 8489.00 8442.00 8495.00 8294.00 17.00 23.00 14.00 29.00
2022-10-21 8597.00 8547.00 8597.00 8455.00 8580.00 8490.00 8580.00 8368.00 17.00 57.00 17.00 87.00
2022-10-20 8520.00 8603.00 8625.00 8505.00 8530.00 8588.00 8650.00 8486.00 -10.00 15.00 -25.00 19.00
2022-10-19 8418.00 8549.00 8556.00 8381.00 8400.00 8545.00 8546.00 8362.00 18.00 4.00 10.00 19.00
2022-10-18 8408.00 8389.00 8458.00 8370.00 8390.00 8354.00 8445.00 8321.00 18.00 35.00 13.00 49.00
2022-10-17 8255.00 8413.00 8468.00 8244.00 8300.00 8382.00 8471.00 8280.00 -45.00 31.00 -3.00 -36.00
2022-10-14 8107.00 8175.00 8187.00 8027.00 8170.00 8178.00 8228.00 8081.00 -63.00 -3.00 -41.00 -54.00
2022-10-13 8066.00 8102.00 8156.00 8026.00 8118.00 8166.00 8280.00 8071.00 -52.00 -64.00 -124.00 -45.00
2022-10-12 7960.00 7982.00 8017.00 7905.00 8026.00 8050.00 8090.00 7971.00 -66.00 -68.00 -73.00 -66.00
2022-10-11 8036.00 7909.00 8070.00 7873.00 8200.00 8005.00 8213.00 7947.00 -164.00 -96.00 -143.00 -74.00
2022-10-10 8399.00 8054.00 8400.00 7991.00 8400.00 8315.00 8400.00 8310.00 -1.00 -261.00 0.00 -319.00
2022-09-30 8262.00 8332.00 8350.00 8137.00 8260.00 8430.00 8500.00 8170.00 2.00 -98.00 -150.00 -33.00
2022-09-29 8266.00 8262.00 8298.00 8206.00 8300.00 8290.00 8335.00 8272.00 -34.00 -28.00 -37.00 -66.00
2022-09-28 8202.00 8255.00 8333.00 8165.00 8214.00 8285.00 8359.00 8181.00 -12.00 -30.00 -26.00 -16.00
2022-09-27 8206.00 8205.00 8282.00 8145.00 8268.00 8222.00 8391.00 8193.00 -62.00 -17.00 -109.00 -48.00
2022-09-26 8250.00 8240.00 8300.00 8103.00 8380.00 8270.00 8398.00 8073.00 -130.00 -30.00 -98.00 30.00
2022-09-23 8479.00 8228.00 8479.00 8226.00 8599.00 8410.00 8615.00 8407.00 -120.00 -182.00 -136.00 -181.00
2022-09-22 8370.00 8440.00 8517.00 8357.00 8440.00 8560.00 8666.00 8425.00 -70.00 -120.00 -149.00 -68.00
2022-09-21 8460.00 8410.00 8493.00 8302.00 8445.00 8449.00 8503.00 8312.00 15.00 -39.00 -10.00 -10.00
2022-09-20 8449.00 8479.00 8544.00 8430.00 8426.00 8452.00 8520.00 8386.00 23.00 27.00 24.00 44.00
2022-09-19 8373.00 8450.00 8488.00 8373.00 8333.00 8415.00 8460.00 8333.00 40.00 35.00 28.00 40.00
2022-09-16 8692.00 8412.00 8692.00 8405.00 8640.00 8368.00 8640.00 8362.00 52.00 44.00 52.00 43.00
2022-09-15 8668.00 8717.00 8740.00 8655.00 8620.00 8641.00 8668.00 8570.00 48.00 76.00 72.00 85.00
2022-09-14 8750.00 8645.00 8765.00 8604.00 8700.00 8579.00 8702.00 8521.00 50.00 66.00 63.00 83.00
2022-09-13 8821.00 8769.00 8903.00 8736.00 8760.00 8672.00 8795.00 8646.00 61.00 97.00 108.00 90.00
2022-09-09 8700.00 8679.00 8743.00 8666.00 8638.00 8610.00 8675.00 8595.00 62.00 69.00 68.00 71.00
2022-09-08 8751.00 8693.00 8770.00 8686.00 8690.00 8637.00 8719.00 8630.00 61.00 56.00 51.00 56.00
2022-09-07 8638.00 8677.00 8749.00 8591.00 8664.00 8754.00 8823.00 8630.00 -26.00 -77.00 -74.00 -39.00
2022-09-06 8690.00 8642.00 8745.00 8631.00 8680.00 8685.00 8740.00 8666.00 10.00 -43.00 5.00 -35.00
2022-09-05 9075.00 8721.00 9099.00 8720.00 9098.00 8754.00 9098.00 8750.00 -23.00 -33.00 1.00 -30.00
2022-09-02 9158.00 9222.00 9265.00 9072.00 9170.00 9211.00 9220.00 9080.00 -12.00 11.00 45.00 -8.00
2022-09-01 9137.00 9158.00 9188.00 9105.00 9135.00 9140.00 9160.00 9089.00 2.00 18.00 28.00 16.00
2022-08-31 9096.00 9156.00 9195.00 9078.00 9089.00 9135.00 9173.00 9067.00 7.00 21.00 22.00 11.00
2022-08-30 9180.00 9091.00 9205.00 9006.00 9159.00 9076.00 9172.00 9004.00 21.00 15.00 33.00 2.00
2022-08-29 9200.00 9180.00 9275.00 9154.00 9187.00 9158.00 9224.00 9138.00 13.00 22.00 51.00 16.00
2022-08-26 9180.00 9255.00 9264.00 9131.00 9161.00 9189.00 9227.00 9130.00 19.00 66.00 37.00 1.00
2022-08-25 9113.00 9180.00 9298.00 9075.00 9122.00 9162.00 9251.00 9071.00 -9.00 18.00 47.00 4.00
2022-08-24 9151.00 9113.00 9207.00 9064.00 9176.00 9123.00 9232.00 9080.00 -25.00 -10.00 -25.00 -16.00
2022-08-23 9035.00 9151.00 9188.00 9015.00 9059.00 9167.00 9199.00 9031.00 -24.00 -16.00 -11.00 -16.00
2022-08-22 9105.00 9071.00 9124.00 9031.00 9109.00 9092.00 9168.00 9074.00 -4.00 -21.00 -44.00 -43.00
2022-08-19 9046.00 9165.00 9178.00 8950.00 9050.00 9174.00 9192.00 8962.00 -4.00 -9.00 -14.00 -12.00
2022-08-18 9067.00 9047.00 9085.00 9007.00 9090.00 9064.00 9135.00 9030.00 -23.00 -17.00 -50.00 -23.00
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