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
2022-08-17 9019.00 9086.00 9099.00 8960.00 8998.00 9119.00 9146.00 8972.00 21.00 -33.00 -47.00 -12.00
2022-08-16 8978.00 8998.00 9030.00 8900.00 9000.00 8998.00 9016.00 8905.00 -22.00 0.00 14.00 -5.00
2022-08-15 8628.00 8991.00 9000.00 8626.00 8686.00 8997.00 9000.00 8686.00 -58.00 -6.00 0.00 -60.00
2022-08-12 8650.00 8578.00 8748.00 8545.00 8675.00 8634.00 8777.00 8581.00 -25.00 -56.00 -29.00 -36.00
2022-08-11 8617.00 8655.00 8685.00 8609.00 8650.00 8673.00 8717.00 8641.00 -33.00 -18.00 -32.00 -32.00
2022-08-10 8575.00 8632.00 8712.00 8575.00 8605.00 8662.00 8723.00 8605.00 -30.00 -30.00 -11.00 -30.00
2022-08-09 8501.00 8603.00 8680.00 8480.00 8546.00 8634.00 8707.00 8530.00 -45.00 -31.00 -27.00 -50.00
2022-08-08 8598.00 8513.00 8640.00 8502.00 8632.00 8568.00 8684.00 8546.00 -34.00 -55.00 -44.00 -44.00
2022-08-05 8736.00 8606.00 8748.00 8588.00 8754.00 8640.00 8759.00 8620.00 -18.00 -34.00 -11.00 -32.00
2022-08-04 8602.00 8772.00 8828.00 8553.00 8626.00 8762.00 8790.00 8581.00 -24.00 10.00 38.00 -28.00
2022-08-03 8631.00 8640.00 8707.00 8608.00 8653.00 8658.00 8732.00 8615.00 -22.00 -18.00 -25.00 -7.00
2022-08-02 8687.00 8631.00 8761.00 8582.00 8683.00 8657.00 8772.00 8607.00 4.00 -26.00 -11.00 -25.00
2022-08-01 8862.00 8687.00 8862.00 8636.00 8880.00 8728.00 8880.00 8686.00 -18.00 -41.00 -18.00 -50.00
2022-07-29 8750.00 8886.00 8916.00 8709.00 8788.00 8906.00 8930.00 8742.00 -38.00 -20.00 -14.00 -33.00
2022-07-28 8726.00 8728.00 8830.00 8672.00 8758.00 8762.00 8867.00 8737.00 -32.00 -34.00 -37.00 -65.00
2022-07-27 8673.00 8708.00 8755.00 8632.00 8700.00 8758.00 8790.00 8675.00 -27.00 -50.00 -35.00 -43.00
2022-07-26 8887.00 8703.00 8887.00 8638.00 8904.00 8745.00 8905.00 8684.00 -17.00 -42.00 -18.00 -46.00
2022-07-25 8997.00 8922.00 9015.00 8856.00 8994.00 8925.00 8999.00 8864.00 3.00 -3.00 16.00 -8.00
2022-07-22 8812.00 8907.00 8939.00 8700.00 8805.00 8908.00 8930.00 8688.00 7.00 -1.00 9.00 12.00
2022-07-21 8905.00 8812.00 8927.00 8757.00 8931.00 8811.00 8950.00 8758.00 -26.00 1.00 -23.00 -1.00
2022-07-20 8855.00 8902.00 9028.00 8825.00 8890.00 8934.00 9040.00 8848.00 -35.00 -32.00 -12.00 -23.00
2022-07-19 8875.00 8802.00 8930.00 8765.00 8950.00 8835.00 9007.00 8806.00 -75.00 -33.00 -77.00 -41.00
2022-07-18 8600.00 8875.00 8930.00 8575.00 8756.00 8954.00 8999.00 8702.00 -156.00 -79.00 -69.00 -127.00
2022-07-15 8430.00 8433.00 8518.00 8352.00 8518.00 8558.00 8643.00 8469.00 -88.00 -125.00 -125.00 -117.00
2022-07-14 8503.00 8441.00 8550.00 8416.00 8621.00 8562.00 8676.00 8540.00 -118.00 -121.00 -126.00 -124.00
2022-07-13 8448.00 8526.00 8567.00 8292.00 8570.00 8664.00 8711.00 8422.00 -122.00 -138.00 -144.00 -130.00
2022-07-12 8550.00 8493.00 8596.00 8462.00 8669.00 8629.00 8717.00 8600.00 -119.00 -136.00 -121.00 -138.00
2022-07-11 8810.00 8569.00 8810.00 8504.00 8920.00 8685.00 8922.00 8590.00 -110.00 -116.00 -112.00 -86.00
2022-07-08 8849.00 8830.00 8920.00 8744.00 9002.00 8941.00 9040.00 8903.00 -153.00 -111.00 -120.00 -159.00
2022-07-07 8871.00 8819.00 8931.00 8760.00 9028.00 9002.00 9080.00 8950.00 -157.00 -183.00 -149.00 -190.00
2022-07-06 9150.00 8911.00 9180.00 8801.00 9240.00 9069.00 9264.00 8958.00 -90.00 -158.00 -84.00 -157.00
2022-07-05 9239.00 9222.00 9260.00 9133.00 9328.00 9310.00 9345.00 9213.00 -89.00 -88.00 -85.00 -80.00
2022-07-04 8960.00 9239.00 9287.00 8927.00 9045.00 9337.00 9352.00 9020.00 -85.00 -98.00 -65.00 -93.00
2022-07-01 8786.00 9045.00 9060.00 8786.00 8901.00 9143.00 9146.00 8901.00 -115.00 -98.00 -86.00 -115.00
2022-06-30 8890.00 8786.00 8911.00 8773.00 9022.00 8923.00 9035.00 8906.00 -132.00 -137.00 -124.00 -133.00
2022-06-29 8885.00 8919.00 9023.00 8846.00 9018.00 9051.00 9121.00 8986.00 -133.00 -132.00 -98.00 -140.00
2022-06-28 8960.00 8873.00 8970.00 8808.00 9101.00 9019.00 9102.00 8958.00 -141.00 -146.00 -132.00 -150.00
2022-06-27 8687.00 8941.00 8980.00 8687.00 8877.00 9076.00 9102.00 8875.00 -190.00 -135.00 -122.00 -188.00
2022-06-24 8789.00 8714.00 8824.00 8647.00 8965.00 8888.00 8980.00 8836.00 -176.00 -174.00 -156.00 -189.00
2022-06-23 8994.00 8816.00 9020.00 8754.00 9102.00 8976.00 9122.00 8928.00 -108.00 -160.00 -102.00 -174.00
2022-06-22 8986.00 8955.00 9047.00 8892.00 9120.00 9065.00 9150.00 9017.00 -134.00 -110.00 -103.00 -125.00
2022-06-21 9070.00 8989.00 9090.00 8945.00 9180.00 9120.00 9213.00 9087.00 -110.00 -131.00 -123.00 -142.00
2022-06-20 8759.00 9075.00 9089.00 8623.00 8981.00 9208.00 9228.00 8872.00 -222.00 -133.00 -139.00 -249.00
2022-06-17 8805.00 8797.00 8900.00 8760.00 9032.00 8994.00 9105.00 8966.00 -227.00 -197.00 -205.00 -206.00
2022-06-16 8923.00 8806.00 8980.00 8783.00 9122.00 9029.00 9172.00 9003.00 -199.00 -223.00 -192.00 -220.00
2022-06-15 8733.00 8903.00 8946.00 8711.00 8972.00 9106.00 9140.00 8951.00 -239.00 -203.00 -194.00 -240.00
2022-06-14 8872.00 8762.00 8918.00 8742.00 9081.00 8988.00 9132.00 8976.00 -209.00 -226.00 -214.00 -234.00
2022-06-13 8750.00 8877.00 8901.00 8729.00 8964.00 9108.00 9118.00 8951.00 -214.00 -231.00 -217.00 -222.00
2022-06-10 8808.00 8780.00 8856.00 8653.00 8996.00 8985.00 9076.00 8871.00 -188.00 -205.00 -220.00 -218.00
2022-06-09 8805.00 8800.00 8862.00 8755.00 8999.00 8973.00 9044.00 8939.00 -194.00 -173.00 -182.00 -184.00
2022-06-08 8983.00 8802.00 8994.00 8782.00 9100.00 8999.00 9128.00 8970.00 -117.00 -197.00 -134.00 -188.00
2022-06-07 9043.00 8944.00 9050.00 8928.00 9199.00 9085.00 9199.00 9057.00 -156.00 -141.00 -149.00 -129.00
2022-06-06 8858.00 9096.00 9102.00 8858.00 8989.00 9230.00 9244.00 8948.00 -131.00 -134.00 -142.00 -90.00
2022-06-02 8781.00 8857.00 8895.00 8780.00 8880.00 8948.00 8978.00 8860.00 -99.00 -91.00 -83.00 -80.00
2022-06-01 8816.00 8806.00 8945.00 8792.00 8899.00 8900.00 9039.00 8874.00 -83.00 -94.00 -94.00 -82.00
2022-05-31 8730.00 8853.00 8889.00 8728.00 8805.00 8932.00 8980.00 8805.00 -75.00 -79.00 -91.00 -77.00
2022-05-30 8900.00 8746.00 8928.00 8741.00 9050.00 8849.00 9050.00 8841.00 -150.00 -103.00 -122.00 -100.00
2022-05-27 8945.00 8943.00 8996.00 8818.00 9030.00 9078.00 9126.00 8925.00 -85.00 -135.00 -130.00 -107.00
2022-05-26 9180.00 8945.00 9199.00 8932.00 9253.00 9033.00 9280.00 9024.00 -73.00 -88.00 -81.00 -92.00
2022-05-25 9170.00 9163.00 9248.00 9110.00 9282.00 9254.00 9344.00 9202.00 -112.00 -91.00 -96.00 -92.00
2022-05-24 9121.00 9184.00 9216.00 8977.00 9183.00 9282.00 9312.00 9091.00 -62.00 -98.00 -96.00 -114.00
2022-05-23 9370.00 9104.00 9370.00 9076.00 9490.00 9164.00 9490.00 9130.00 -120.00 -60.00 -120.00 -54.00
2022-05-20 9208.00 9380.00 9410.00 9208.00 9331.00 9465.00 9488.00 9320.00 -123.00 -85.00 -78.00 -112.00
2022-05-19 9165.00 9232.00 9280.00 9108.00 9240.00 9335.00 9395.00 9221.00 -75.00 -103.00 -115.00 -113.00
2022-05-18 9300.00 9103.00 9325.00 9095.00 9396.00 9223.00 9417.00 9206.00 -96.00 -120.00 -92.00 -111.00
2022-05-17 9246.00 9318.00 9438.00 9225.00 9313.00 9396.00 9557.00 9313.00 -67.00 -78.00 -119.00 -88.00
2022-05-16 9300.00 9248.00 9369.00 9202.00 9410.00 9336.00 9466.00 9315.00 -110.00 -88.00 -97.00 -113.00
2022-05-13 9430.00 9344.00 9556.00 9323.00 9540.00 9464.00 9692.00 9457.00 -110.00 -120.00 -136.00 -134.00
2022-05-12 9468.00 9418.00 9510.00 9350.00 9612.00 9561.00 9669.00 9480.00 -144.00 -143.00 -159.00 -130.00
2022-05-11 9173.00 9433.00 9438.00 9111.00 9300.00 9585.00 9591.00 9243.00 -127.00 -152.00 -153.00 -132.00
2022-05-10 9170.00 9217.00 9288.00 9051.00 9263.00 9345.00 9438.00 9196.00 -93.00 -128.00 -150.00 -145.00
2022-05-09 9442.00 9213.00 9460.00 9156.00 9615.00 9362.00 9630.00 9326.00 -173.00 -149.00 -170.00 -170.00
2022-05-06 9355.00 9415.00 9500.00 9250.00 9600.00 9577.00 9745.00 9402.00 -245.00 -162.00 -245.00 -152.00
2022-05-05 9620.00 9400.00 9637.00 9359.00 9720.00 9670.00 9720.00 9452.00 -100.00 -270.00 -83.00 -93.00
2022-04-29 9310.00 9398.00 9457.00 9200.00 9350.00 9430.00 9495.00 9211.00 -40.00 -32.00 -38.00 -11.00
2022-04-28 9273.00 9359.00 9466.00 9227.00 9300.00 9378.00 9484.00 9230.00 -27.00 -19.00 -18.00 -3.00
2022-04-27 9143.00 9273.00 9296.00 9043.00 9200.00 9301.00 9311.00 9047.00 -57.00 -28.00 -15.00 -4.00
2022-04-26 8652.00 9110.00 9129.00 8577.00 11260.00 11230.00 11350.00 11155.00 -2608.00 -2120.00 -2221.00 -2578.00
2022-04-25 8470.00 8642.00 8722.00 8415.00 11540.00 11218.00 11540.00 11060.00 -3070.00 -2576.00 -2818.00 -2645.00
2022-04-22 8741.00 8507.00 8784.00 8480.00 11365.00 11567.00 11573.00 11365.00 -2624.00 -3060.00 -2789.00 -2885.00
2022-04-21 8765.00 8713.00 8810.00 8688.00 11340.00 11370.00 11390.00 11240.00 -2575.00 -2657.00 -2580.00 -2552.00
2022-04-20 8783.00 8738.00 8896.00 8680.00 11035.00 11269.00 11400.00 11000.00 -2252.00 -2531.00 -2504.00 -2320.00
2022-04-19 8715.00 8765.00 8850.00 8715.00 10870.00 10987.00 10998.00 10865.00 -2155.00 -2222.00 -2148.00 -2150.00
2022-04-18 8833.00 8724.00 8936.00 8680.00 10836.00 10929.00 11009.00 10833.00 -2003.00 -2205.00 -2073.00 -2153.00
2022-04-15 8818.00 8800.00 8940.00 8720.00 10780.00 10781.00 10830.00 10675.00 -1962.00 -1981.00 -1890.00 -1955.00
2022-04-14 8850.00 8808.00 9013.00 8758.00 10611.00 10748.00 10860.00 10592.00 -1761.00 -1940.00 -1847.00 -1834.00
2022-04-13 9120.00 8812.00 9218.00 8800.00 10810.00 10506.00 10850.00 10461.00 -1690.00 -1694.00 -1632.00 -1661.00
2022-04-12 9200.00 9097.00 9200.00 9021.00 10905.00 10810.00 10910.00 10731.00 -1705.00 -1713.00 -1710.00 -1710.00
2022-04-11 9051.00 9115.00 9217.00 9013.00 10886.00 10860.00 10941.00 10659.00 -1835.00 -1745.00 -1724.00 -1646.00
2022-04-08 8650.00 8931.00 8950.00 8580.00 10305.00 10709.00 10720.00 10260.00 -1655.00 -1778.00 -1770.00 -1680.00
2022-04-07 8832.00 8667.00 8978.00 8600.00 10682.00 10313.00 10712.00 10184.00 -1850.00 -1646.00 -1734.00 -1584.00
2022-04-06 8888.00 8884.00 8942.00 8696.00 10520.00 10726.00 10817.00 10420.00 -1632.00 -1842.00 -1875.00 -1724.00
2022-04-01 8288.00 8666.00 8668.00 8286.00 9941.00 10318.00 10320.00 9915.00 -1653.00 -1652.00 -1652.00 -1629.00
2022-03-31 8190.00 8288.00 8365.00 8088.00 9735.00 9874.00 9938.00 9705.00 -1545.00 -1586.00 -1573.00 -1617.00
2022-03-30 8300.00 8214.00 8479.00 8200.00 9882.00 9750.00 9920.00 9746.00 -1582.00 -1536.00 -1441.00 -1546.00
2022-03-29 9857.00 9900.00 10020.00 9763.00 8168.00 8323.00 8355.00 8121.00 1689.00 1577.00 1665.00 1642.00
2022-03-28 10050.00 9869.00 10142.00 9768.00 8155.00 8162.00 8250.00 8045.00 1895.00 1707.00 1892.00 1723.00
2022-03-25 9804.00 9996.00 9999.00 9715.00 7970.00 8145.00 8215.00 7925.00 1834.00 1851.00 1784.00 1790.00
2022-03-24 9811.00 9830.00 9964.00 9740.00 7920.00 7962.00 8044.00 7906.00 1891.00 1868.00 1920.00 1834.00
2022-03-23 9443.00 9796.00 9840.00 9428.00 7760.00 7894.00 7948.00 7756.00 1683.00 1902.00 1892.00 1672.00
导出Excel数据