沥青期货跨期套利数据回测

本页面展示沥青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

关于沥青期货跨期套利的详细数据分析,请查看文章:。

沥青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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沥青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

沥青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
2019-09-27 3202.00 3162.00 3222.00 3150.00 3060.00 3016.00 3064.00 3006.00 142.00 146.00 158.00 144.00
2019-09-26 3198.00 3212.00 3266.00 3174.00 3024.00 3058.00 3102.00 3016.00 174.00 154.00 164.00 158.00
2019-09-25 3198.00 3210.00 3222.00 3158.00 3054.00 3044.00 3066.00 3018.00 144.00 166.00 156.00 140.00
2019-09-24 3184.00 3200.00 3228.00 3176.00 3042.00 3056.00 3078.00 3036.00 142.00 144.00 150.00 140.00
2019-09-23 3180.00 3198.00 3206.00 3164.00 3046.00 3060.00 3060.00 3028.00 134.00 138.00 146.00 136.00
2019-09-20 3176.00 3182.00 3226.00 3154.00 3044.00 3042.00 3080.00 3018.00 132.00 140.00 146.00 136.00
2019-09-19 3166.00 3142.00 3186.00 3132.00 3000.00 3018.00 3036.00 2992.00 166.00 124.00 150.00 140.00
2019-09-18 3294.00 3178.00 3306.00 3154.00 3100.00 3030.00 3102.00 3004.00 194.00 148.00 204.00 150.00
2019-09-17 3250.00 3304.00 3342.00 3218.00 3090.00 3102.00 3128.00 3052.00 160.00 202.00 214.00 166.00
2019-09-16 3276.00 3220.00 3276.00 3180.00 3136.00 3054.00 3136.00 3050.00 140.00 166.00 140.00 130.00
2019-09-12 3100.00 3046.00 3104.00 3026.00 2972.00 2924.00 2972.00 2904.00 128.00 122.00 132.00 122.00
2019-09-11 3144.00 3092.00 3164.00 3086.00 2990.00 2962.00 3004.00 2946.00 154.00 130.00 160.00 140.00
2019-09-10 3144.00 3134.00 3170.00 3122.00 3002.00 2978.00 3010.00 2972.00 142.00 156.00 160.00 150.00
2019-09-09 3076.00 3146.00 3156.00 3068.00 2942.00 2994.00 2996.00 2926.00 134.00 152.00 160.00 142.00
2019-09-06 3116.00 3102.00 3132.00 3078.00 2968.00 2960.00 2992.00 2942.00 148.00 142.00 140.00 136.00
2019-09-05 3076.00 3098.00 3154.00 3068.00 2958.00 2970.00 3022.00 2954.00 118.00 128.00 132.00 114.00
2019-09-04 3018.00 3054.00 3058.00 2960.00 2914.00 2948.00 2950.00 2854.00 104.00 106.00 108.00 106.00
2019-09-03 3080.00 3042.00 3096.00 3022.00 2966.00 2920.00 2978.00 2908.00 114.00 122.00 118.00 114.00
2019-09-02 3096.00 3090.00 3128.00 3042.00 2936.00 2964.00 2986.00 2912.00 160.00 126.00 142.00 130.00
2019-08-30 3050.00 3090.00 3106.00 3030.00 2910.00 2946.00 2966.00 2898.00 140.00 144.00 140.00 132.00
2019-08-29 3152.00 3040.00 3156.00 3026.00 3004.00 2908.00 3012.00 2900.00 148.00 132.00 144.00 126.00
2019-08-28 3118.00 3146.00 3164.00 3086.00 2990.00 3004.00 3016.00 2944.00 128.00 142.00 148.00 142.00
2019-08-27 3190.00 3106.00 3198.00 3080.00 3036.00 2966.00 3056.00 2950.00 154.00 140.00 142.00 130.00
2019-08-26 3150.00 3152.00 3188.00 3100.00 3022.00 3016.00 3046.00 2978.00 128.00 136.00 142.00 122.00
2019-08-23 3228.00 3198.00 3250.00 3188.00 3100.00 3056.00 3100.00 3042.00 128.00 142.00 150.00 146.00
2019-08-22 3252.00 3206.00 3272.00 3182.00 3088.00 3064.00 3124.00 3048.00 164.00 142.00 148.00 134.00
2019-08-21 3156.00 3244.00 3260.00 3070.00 3022.00 3070.00 3088.00 2942.00 134.00 174.00 172.00 128.00
2019-08-20 3144.00 3152.00 3166.00 3128.00 3006.00 3018.00 3034.00 3004.00 138.00 134.00 132.00 124.00
2019-08-19 3084.00 3144.00 3164.00 3062.00 2960.00 3022.00 3038.00 2950.00 124.00 122.00 126.00 112.00
2019-08-16 3068.00 3084.00 3104.00 3044.00 2968.00 2972.00 2996.00 2942.00 100.00 112.00 108.00 102.00
2019-08-15 3130.00 3072.00 3136.00 3040.00 3040.00 2966.00 3040.00 2938.00 90.00 106.00 96.00 102.00
2019-08-14 3132.00 3164.00 3228.00 3120.00 3036.00 3054.00 3114.00 3010.00 96.00 110.00 114.00 110.00
2019-08-13 3152.00 3134.00 3188.00 3112.00 3018.00 3024.00 3072.00 3004.00 134.00 110.00 116.00 108.00
2019-08-12 3106.00 3146.00 3184.00 3106.00 2996.00 3030.00 3052.00 2974.00 110.00 116.00 132.00 132.00
2019-08-09 3068.00 3098.00 3116.00 3026.00 3258.00 3298.00 3330.00 3248.00 -190.00 -200.00 -214.00 -222.00
2019-08-08 3084.00 3078.00 3106.00 3004.00 2976.00 2948.00 2986.00 2888.00 108.00 130.00 120.00 116.00
2019-08-07 3096.00 3116.00 3144.00 3088.00 2970.00 2994.00 3016.00 2970.00 126.00 122.00 128.00 118.00
2019-08-06 3114.00 3104.00 3130.00 3074.00 3014.00 2988.00 3014.00 2958.00 100.00 116.00 116.00 116.00
2019-08-05 3190.00 3114.00 3216.00 3068.00 3334.00 3306.00 3376.00 3276.00 -144.00 -192.00 -160.00 -208.00
2019-08-02 3308.00 3178.00 3324.00 3140.00 3448.00 3328.00 3466.00 3228.00 -140.00 -150.00 -142.00 -88.00
2019-08-01 3380.00 3312.00 3384.00 3292.00 3518.00 3462.00 3518.00 3440.00 -138.00 -150.00 -134.00 -148.00
2019-07-31 3342.00 3378.00 3428.00 3332.00 3464.00 3508.00 3536.00 3460.00 -122.00 -130.00 -108.00 -128.00
2019-07-30 3370.00 3346.00 3386.00 3330.00 3488.00 3464.00 3490.00 3450.00 -118.00 -118.00 -104.00 -120.00
2019-07-29 3400.00 3372.00 3410.00 3350.00 3476.00 3488.00 3500.00 3462.00 -76.00 -116.00 -90.00 -112.00
2019-07-26 3360.00 3386.00 3396.00 3322.00 3472.00 3476.00 3486.00 3442.00 -112.00 -90.00 -90.00 -120.00
2019-07-25 3388.00 3340.00 3400.00 3324.00 3476.00 3450.00 3490.00 3432.00 -88.00 -110.00 -90.00 -108.00
2019-07-24 3334.00 3386.00 3394.00 3312.00 3430.00 3478.00 3486.00 3418.00 -96.00 -92.00 -92.00 -106.00
2019-07-23 3342.00 3348.00 3378.00 3326.00 3478.00 3456.00 3478.00 3440.00 -136.00 -108.00 -100.00 -114.00
2019-07-22 3280.00 3352.00 3378.00 3268.00 3394.00 3464.00 3486.00 3394.00 -114.00 -112.00 -108.00 -126.00
2019-07-19 3300.00 3290.00 3316.00 3240.00 3408.00 3418.00 3618.00 3378.00 -108.00 -128.00 -302.00 -138.00
2019-07-18 3318.00 3276.00 3338.00 3244.00 3416.00 3392.00 3420.00 3366.00 -98.00 -116.00 -82.00 -122.00
2019-07-17 3352.00 3306.00 3400.00 3290.00 3436.00 3402.00 3470.00 3382.00 -84.00 -96.00 -70.00 -92.00
2019-07-16 3354.00 3344.00 3416.00 3322.00 3424.00 3450.00 3468.00 3404.00 -70.00 -106.00 -52.00 -82.00
2019-07-15 3338.00 3342.00 3352.00 3272.00 3396.00 3408.00 3410.00 3356.00 -58.00 -66.00 -58.00 -84.00
2019-07-12 3364.00 3348.00 3372.00 3306.00 3428.00 3414.00 3434.00 3374.00 -64.00 -66.00 -62.00 -68.00
2019-07-11 3322.00 3376.00 3398.00 3320.00 3404.00 3444.00 3450.00 3384.00 -82.00 -68.00 -52.00 -64.00
2019-07-10 3334.00 3304.00 3334.00 3262.00 3406.00 3374.00 3406.00 3330.00 -72.00 -70.00 -72.00 -68.00
2019-07-09 3314.00 3318.00 3366.00 3302.00 3380.00 3386.00 3422.00 3364.00 -66.00 -68.00 -56.00 -62.00
2019-07-08 3240.00 3324.00 3346.00 3234.00 3340.00 3390.00 3400.00 3336.00 -100.00 -66.00 -54.00 -102.00
2019-07-05 3244.00 3248.00 3264.00 3212.00 3342.00 3352.00 3356.00 3310.00 -98.00 -104.00 -92.00 -98.00
2019-07-04 3252.00 3232.00 3274.00 3202.00 3320.00 3330.00 3348.00 3290.00 -68.00 -98.00 -74.00 -88.00
2019-07-03 3250.00 3232.00 3288.00 3192.00 3320.00 3312.00 3346.00 3274.00 -70.00 -80.00 -58.00 -82.00
2019-07-02 3282.00 3286.00 3314.00 3236.00 3360.00 3344.00 3376.00 3306.00 -78.00 -58.00 -62.00 -70.00
2019-07-01 3142.00 3288.00 3294.00 3114.00 3252.00 3358.00 3368.00 3220.00 -110.00 -70.00 -74.00 -106.00
2019-06-28 3112.00 3122.00 3150.00 3096.00 3220.00 3222.00 3240.00 3188.00 -108.00 -100.00 -90.00 -92.00
2019-06-27 3106.00 3112.00 3174.00 3102.00 3200.00 3230.00 3268.00 3200.00 -94.00 -118.00 -94.00 -98.00
2019-06-26 3048.00 3106.00 3130.00 3034.00 3152.00 3208.00 3226.00 3142.00 -104.00 -102.00 -96.00 -108.00
2019-06-25 3086.00 3044.00 3096.00 3016.00 3178.00 3150.00 3178.00 3126.00 -92.00 -106.00 -82.00 -110.00
2019-06-24 3036.00 3086.00 3094.00 3026.00 3112.00 3180.00 3184.00 3112.00 -76.00 -94.00 -90.00 -86.00
2019-06-21 3030.00 3018.00 3078.00 2998.00 3126.00 3104.00 3152.00 3092.00 -96.00 -86.00 -74.00 -94.00
2019-06-20 2934.00 3028.00 3038.00 2910.00 3032.00 3110.00 3128.00 3018.00 -98.00 -82.00 -90.00 -108.00
2019-06-19 2902.00 2936.00 3002.00 2894.00 3038.00 3050.00 3116.00 3036.00 -136.00 -114.00 -114.00 -142.00
2019-06-18 2920.00 2884.00 2940.00 2862.00 3090.00 3024.00 3090.00 3010.00 -170.00 -140.00 -150.00 -148.00
2019-06-17 2952.00 2928.00 2990.00 2920.00 3108.00 3080.00 3150.00 3080.00 -156.00 -152.00 -160.00 -160.00
2019-06-14 3018.00 2946.00 3032.00 2930.00 3152.00 3116.00 3180.00 3090.00 -134.00 -170.00 -148.00 -160.00
2019-06-13 2986.00 3006.00 3034.00 2894.00 3106.00 3138.00 3160.00 3048.00 -120.00 -132.00 -126.00 -154.00
2019-06-12 3068.00 3016.00 3120.00 3002.00 3214.00 3144.00 3236.00 3136.00 -146.00 -128.00 -116.00 -134.00
2019-06-11 2980.00 3058.00 3092.00 2950.00 3098.00 3192.00 3202.00 3086.00 -118.00 -134.00 -110.00 -136.00
2019-06-10 2982.00 2974.00 3014.00 2942.00 3100.00 3104.00 3146.00 3074.00 -118.00 -130.00 -132.00 -132.00
2019-06-06 2980.00 2906.00 2996.00 2862.00 3092.00 3028.00 3106.00 2974.00 -112.00 -122.00 -110.00 -112.00
2019-06-05 2994.00 2992.00 3028.00 2978.00 3122.00 3106.00 3154.00 3102.00 -128.00 -114.00 -126.00 -124.00
2019-06-04 3018.00 2996.00 3048.00 2968.00 3170.00 3130.00 3182.00 3096.00 -152.00 -134.00 -134.00 -128.00
2019-06-03 3076.00 2978.00 3078.00 2966.00 3204.00 3110.00 3222.00 3050.00 -128.00 -132.00 -144.00 -84.00
2019-05-31 3194.00 3092.00 3204.00 3072.00 3290.00 3230.00 3320.00 3190.00 -96.00 -138.00 -116.00 -118.00
2019-05-30 3144.00 3212.00 3244.00 3072.00 3286.00 3322.00 3346.00 3232.00 -142.00 -110.00 -102.00 -160.00
2019-05-29 3184.00 3180.00 3188.00 3146.00 3424.00 3426.00 3432.00 3394.00 -240.00 -246.00 -244.00 -248.00
2019-05-28 3142.00 3182.00 3196.00 3120.00 3388.00 3414.00 3430.00 3358.00 -246.00 -232.00 -234.00 -238.00
2019-05-27 3202.00 3140.00 3228.00 3102.00 3420.00 3392.00 3468.00 3388.00 -218.00 -252.00 -240.00 -286.00
2019-05-24 3252.00 3194.00 3254.00 3128.00 3566.00 3426.00 3600.00 3388.00 -314.00 -232.00 -346.00 -260.00
2019-05-23 3424.00 3280.00 3438.00 3272.00 3636.00 3574.00 3654.00 3570.00 -212.00 -294.00 -216.00 -298.00
2019-05-22 3480.00 3436.00 3480.00 3406.00 3644.00 3650.00 3658.00 3610.00 -164.00 -214.00 -178.00 -204.00
2019-05-21 3464.00 3468.00 3516.00 3442.00 3632.00 3646.00 3650.00 3612.00 -168.00 -178.00 -134.00 -170.00
2019-05-20 3458.00 3486.00 3522.00 3438.00 3610.00 3650.00 3670.00 3610.00 -152.00 -164.00 -148.00 -172.00
2019-05-17 3496.00 3444.00 3542.00 3440.00 3650.00 3614.00 3684.00 3608.00 -154.00 -170.00 -142.00 -168.00
2019-05-16 3434.00 3484.00 3494.00 3416.00 3602.00 3646.00 3648.00 3590.00 -168.00 -162.00 -154.00 -174.00
2019-05-15 3426.00 3440.00 3450.00 3392.00 3604.00 3596.00 3614.00 3572.00 -178.00 -156.00 -164.00 -180.00
2019-05-14 3546.00 3410.00 3586.00 3370.00 3644.00 3590.00 3670.00 3570.00 -98.00 -180.00 -84.00 -200.00
2019-05-13 3500.00 3528.00 3536.00 3480.00 3558.00 3638.00 3638.00 3540.00 -58.00 -110.00 -102.00 -60.00
2019-05-10 3480.00 3512.00 3564.00 3466.00 3540.00 3568.00 3608.00 3540.00 -60.00 -56.00 -44.00 -74.00
2019-05-09 3514.00 3486.00 3536.00 3464.00 3536.00 3550.00 3568.00 3530.00 -22.00 -64.00 -32.00 -66.00
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