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
暂无数据

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
2025-02-14 3755.00 3827.00 3846.00 3755.00 3802.00 3845.00 3862.00 3771.00 -47.00 -18.00 -16.00 -16.00
2025-02-13 3805.00 3774.00 3885.00 3734.00 3821.00 3787.00 3881.00 3750.00 -16.00 -13.00 4.00 -16.00
2025-02-12 3791.00 3815.00 3820.00 3782.00 3797.00 3824.00 3830.00 3792.00 -6.00 -9.00 -10.00 -10.00
2025-02-11 3790.00 3776.00 3817.00 3772.00 3797.00 3788.00 3827.00 3782.00 -7.00 -12.00 -10.00 -10.00
2025-02-10 3802.00 3778.00 3804.00 3766.00 3825.00 3787.00 3828.00 3778.00 -23.00 -9.00 -24.00 -12.00
2025-02-07 3785.00 3812.00 3829.00 3775.00 3800.00 3820.00 3837.00 3786.00 -15.00 -8.00 -8.00 -11.00
2025-02-06 3775.00 3779.00 3794.00 3753.00 3798.00 3800.00 3808.00 3768.00 -23.00 -21.00 -14.00 -15.00
2025-02-05 3700.00 3797.00 3802.00 3690.00 3714.00 3809.00 3815.00 3704.00 -14.00 -12.00 -13.00 -14.00
2025-01-27 3755.00 3715.00 3760.00 3680.00 3780.00 3731.00 3780.00 3700.00 -25.00 -16.00 -20.00 -20.00
2025-01-24 3757.00 3750.00 3771.00 3707.00 3770.00 3768.00 3790.00 3728.00 -13.00 -18.00 -19.00 -21.00
2025-01-23 3764.00 3739.00 3765.00 3727.00 3772.00 3757.00 3780.00 3745.00 -8.00 -18.00 -15.00 -18.00
2025-01-22 3717.00 3749.00 3771.00 3704.00 3719.00 3766.00 3784.00 3719.00 -2.00 -17.00 -13.00 -15.00
2025-01-21 3748.00 3736.00 3771.00 3727.00 3757.00 3752.00 3784.00 3743.00 -9.00 -16.00 -13.00 -16.00
2025-01-20 3771.00 3735.00 3782.00 3721.00 3793.00 3752.00 3793.00 3738.00 -22.00 -17.00 -11.00 -17.00
2025-01-17 3818.00 3795.00 3837.00 3781.00 3785.00 3771.00 3804.00 3763.00 33.00 24.00 33.00 18.00
2025-01-16 3822.00 3847.00 3860.00 3765.00 3780.00 3818.00 3822.00 3752.00 42.00 29.00 38.00 13.00
2025-01-15 3749.00 3795.00 3797.00 3726.00 3730.00 3781.00 3781.00 3712.00 19.00 14.00 16.00 14.00
2025-01-14 3793.00 3748.00 3799.00 3691.00 3793.00 3736.00 3793.00 3679.00 0.00 12.00 6.00 12.00
2025-01-13 3728.00 3807.00 3846.00 3728.00 3716.00 3789.00 3828.00 3703.00 12.00 18.00 18.00 25.00
2025-01-10 3668.00 3691.00 3705.00 3631.00 3645.00 3669.00 3680.00 3610.00 23.00 22.00 25.00 21.00
2025-01-09 3608.00 3649.00 3656.00 3590.00 3600.00 3629.00 3636.00 3566.00 8.00 20.00 20.00 24.00
2025-01-08 3615.00 3615.00 3638.00 3580.00 3589.00 3593.00 3613.00 3556.00 26.00 22.00 25.00 24.00
2025-01-07 3615.00 3578.00 3636.00 3572.00 3657.00 3603.00 3661.00 3599.00 -42.00 -25.00 -25.00 -27.00
2025-01-06 3675.00 3610.00 3687.00 3609.00 3694.00 3638.00 3711.00 3635.00 -19.00 -28.00 -24.00 -26.00
2025-01-03 3689.00 3678.00 3707.00 3669.00 3722.00 3702.00 3730.00 3694.00 -33.00 -24.00 -23.00 -25.00
2025-01-02 3697.00 3669.00 3727.00 3649.00 3720.00 3692.00 3735.00 3673.00 -23.00 -23.00 -8.00 -24.00
2024-12-31 3625.00 3689.00 3691.00 3623.00 3675.00 3708.00 3709.00 3655.00 -50.00 -19.00 -18.00 -32.00
2024-12-30 3588.00 3624.00 3627.00 3571.00 3610.00 3655.00 3660.00 3596.00 -22.00 -31.00 -33.00 -25.00
2024-12-27 3546.00 3558.00 3611.00 3544.00 3578.00 3579.00 3627.00 3564.00 -32.00 -21.00 -16.00 -20.00
2024-12-26 3532.00 3544.00 3560.00 3525.00 3552.00 3560.00 3573.00 3542.00 -20.00 -16.00 -13.00 -17.00
2024-12-25 3530.00 3532.00 3565.00 3521.00 3545.00 3548.00 3574.00 3537.00 -15.00 -16.00 -9.00 -16.00
2024-12-24 3525.00 3521.00 3533.00 3508.00 3533.00 3535.00 3542.00 3518.00 -8.00 -14.00 -9.00 -10.00
2024-12-23 3524.00 3538.00 3549.00 3492.00 3541.00 3544.00 3553.00 3503.00 -17.00 -6.00 -4.00 -11.00
2024-12-20 3520.00 3534.00 3549.00 3501.00 3535.00 3540.00 3552.00 3508.00 -15.00 -6.00 -3.00 -7.00
2024-12-19 3524.00 3528.00 3571.00 3500.00 3510.00 3530.00 3562.00 3505.00 14.00 -2.00 9.00 -5.00
2024-12-18 3502.00 3496.00 3509.00 3472.00 3500.00 3495.00 3510.00 3481.00 2.00 1.00 -1.00 -9.00
2024-12-17 3510.00 3522.00 3526.00 3492.00 3526.00 3530.00 3532.00 3502.00 -16.00 -8.00 -6.00 -10.00
2024-12-16 3529.00 3522.00 3534.00 3485.00 3525.00 3526.00 3539.00 3495.00 4.00 -4.00 -5.00 -10.00
2024-12-13 3510.00 3512.00 3522.00 3492.00 3536.00 3519.00 3536.00 3503.00 -26.00 -7.00 -14.00 -11.00
2024-12-12 3485.00 3510.00 3532.00 3470.00 3446.00 3476.00 3496.00 3441.00 39.00 34.00 36.00 29.00
2024-12-11 3464.00 3473.00 3502.00 3455.00 3449.00 3442.00 3474.00 3425.00 15.00 31.00 28.00 30.00
2024-12-10 3549.00 3476.00 3554.00 3458.00 3500.00 3447.00 3519.00 3430.00 49.00 29.00 35.00 28.00
2024-12-09 3493.00 3495.00 3519.00 3481.00 3520.00 3523.00 3547.00 3506.00 -27.00 -28.00 -28.00 -25.00
2024-12-06 3526.00 3512.00 3540.00 3491.00 3550.00 3538.00 3565.00 3514.00 -24.00 -26.00 -25.00 -23.00
2024-12-05 3569.00 3529.00 3595.00 3523.00 3606.00 3547.00 3619.00 3543.00 -37.00 -18.00 -24.00 -20.00
2024-12-04 3571.00 3580.00 3606.00 3554.00 3598.00 3600.00 3625.00 3574.00 -27.00 -20.00 -19.00 -20.00
2024-12-03 3548.00 3555.00 3562.00 3512.00 3564.00 3578.00 3583.00 3530.00 -16.00 -23.00 -21.00 -18.00
2024-12-02 3515.00 3534.00 3630.00 3509.00 3535.00 3540.00 3644.00 3534.00 -20.00 -6.00 -14.00 -25.00
2024-11-29 3465.00 3512.00 3523.00 3443.00 3487.00 3532.00 3543.00 3476.00 -22.00 -20.00 -20.00 -33.00
2024-11-28 3393.00 3437.00 3446.00 3392.00 3449.00 3470.00 3480.00 3431.00 -56.00 -33.00 -34.00 -39.00
2024-11-27 3407.00 3402.00 3432.00 3396.00 3446.00 3441.00 3472.00 3435.00 -39.00 -39.00 -40.00 -39.00
2024-11-26 3409.00 3392.00 3413.00 3354.00 3446.00 3428.00 3446.00 3391.00 -37.00 -36.00 -33.00 -37.00
2024-11-25 3375.00 3397.00 3407.00 3365.00 3409.00 3430.00 3445.00 3393.00 -34.00 -33.00 -38.00 -28.00
2024-11-22 3406.00 3393.00 3412.00 3379.00 3419.00 3422.00 3442.00 3403.00 -13.00 -29.00 -30.00 -24.00
2024-11-21 3371.00 3367.00 3399.00 3350.00 3391.00 3396.00 3420.00 3380.00 -20.00 -29.00 -21.00 -30.00
2024-11-20 3332.00 3360.00 3362.00 3322.00 3371.00 3384.00 3387.00 3350.00 -39.00 -24.00 -25.00 -28.00
2024-11-19 3312.00 3340.00 3360.00 3279.00 3322.00 3365.00 3386.00 3305.00 -10.00 -25.00 -26.00 -26.00
2024-11-18 3290.00 3301.00 3304.00 3225.00 3299.00 3326.00 3330.00 3256.00 -9.00 -25.00 -26.00 -31.00
2024-11-15 3312.00 3262.00 3344.00 3260.00 3335.00 3290.00 3365.00 3289.00 -23.00 -28.00 -21.00 -29.00
2024-11-14 3331.00 3294.00 3341.00 3281.00 3354.00 3319.00 3358.00 3305.00 -23.00 -25.00 -17.00 -24.00
2024-11-13 3332.00 3329.00 3360.00 3313.00 3345.00 3348.00 3375.00 3337.00 -13.00 -19.00 -15.00 -24.00
2024-11-12 3333.00 3317.00 3344.00 3296.00 3350.00 3337.00 3357.00 3317.00 -17.00 -20.00 -13.00 -21.00
2024-11-11 3335.00 3364.00 3371.00 3317.00 3350.00 3376.00 3388.00 3337.00 -15.00 -12.00 -17.00 -20.00
2024-11-08 3342.00 3345.00 3379.00 3326.00 3340.00 3359.00 3388.00 3337.00 2.00 -14.00 -9.00 -11.00
2024-11-07 3300.00 3365.00 3383.00 3272.00 3305.00 3374.00 3390.00 3285.00 -5.00 -9.00 -7.00 -13.00
2024-11-06 3316.00 3302.00 3369.00 3289.00 3320.00 3312.00 3375.00 3302.00 -4.00 -10.00 -6.00 -13.00
2024-11-05 3276.00 3301.00 3316.00 3263.00 3282.00 3311.00 3319.00 3270.00 -6.00 -10.00 -3.00 -7.00
2024-11-04 3290.00 3276.00 3290.00 3260.00 3258.00 3260.00 3267.00 3242.00 32.00 16.00 23.00 18.00
2024-11-01 3279.00 3276.00 3298.00 3268.00 3266.00 3251.00 3273.00 3242.00 13.00 25.00 25.00 26.00
2024-10-31 3279.00 3277.00 3316.00 3273.00 3248.00 3245.00 3293.00 3243.00 31.00 32.00 23.00 30.00
2024-10-30 3251.00 3263.00 3266.00 3208.00 3220.00 3237.00 3244.00 3186.00 31.00 26.00 22.00 22.00
2024-10-29 3239.00 3231.00 3268.00 3216.00 3194.00 3199.00 3230.00 3180.00 45.00 32.00 38.00 36.00
2024-10-28 3297.00 3261.00 3316.00 3209.00 3269.00 3224.00 3283.00 3175.00 28.00 37.00 33.00 34.00
2024-10-25 3312.00 3284.00 3333.00 3272.00 3267.00 3250.00 3291.00 3239.00 45.00 34.00 42.00 33.00
2024-10-24 3299.00 3312.00 3326.00 3272.00 3251.00 3269.00 3285.00 3232.00 48.00 43.00 41.00 40.00
2024-10-23 3240.00 3312.00 3345.00 3234.00 3199.00 3266.00 3296.00 3197.00 41.00 46.00 49.00 37.00
2024-10-22 3236.00 3225.00 3257.00 3215.00 3166.00 3185.00 3204.00 3166.00 70.00 40.00 53.00 49.00
2024-10-21 3272.00 3213.00 3281.00 3189.00 3204.00 3159.00 3213.00 3132.00 68.00 54.00 68.00 57.00
2024-10-18 3220.00 3273.00 3290.00 3218.00 3260.00 3306.00 3323.00 3253.00 -40.00 -33.00 -33.00 -35.00
2024-10-17 3258.00 3214.00 3278.00 3212.00 3298.00 3252.00 3329.00 3250.00 -40.00 -38.00 -51.00 -38.00
2024-10-16 3331.00 3310.00 3386.00 3304.00 3271.00 3254.00 3316.00 3249.00 60.00 56.00 70.00 55.00
2024-10-15 3377.00 3339.00 3422.00 3308.00 3320.00 3278.00 3349.00 3257.00 57.00 61.00 73.00 51.00
2024-10-14 3345.00 3371.00 3400.00 3297.00 3286.00 3318.00 3341.00 3270.00 59.00 53.00 59.00 27.00
2024-10-11 3320.00 3330.00 3364.00 3311.00 3253.00 3287.00 3321.00 3253.00 67.00 43.00 43.00 58.00
2024-10-10 3304.00 3304.00 3338.00 3275.00 3242.00 3247.00 3267.00 3216.00 62.00 57.00 71.00 59.00
2024-10-09 3328.00 3315.00 3334.00 3272.00 3240.00 3248.00 3258.00 3203.00 88.00 67.00 76.00 69.00
2024-10-08 3448.00 3328.00 3458.00 3308.00 3348.00 3252.00 3355.00 3226.00 100.00 76.00 103.00 82.00
2024-09-30 3112.00 3190.00 3251.00 3072.00 3027.00 3106.00 3148.00 2993.00 85.00 84.00 103.00 79.00
2024-09-27 3119.00 3125.00 3143.00 3083.00 3033.00 3039.00 3050.00 2998.00 86.00 86.00 93.00 85.00
2024-09-26 3128.00 3123.00 3149.00 3081.00 3054.00 3027.00 3060.00 2990.00 74.00 96.00 89.00 91.00
2024-09-25 3185.00 3154.00 3226.00 3145.00 3106.00 3071.00 3139.00 3063.00 79.00 83.00 87.00 82.00
2024-09-24 3073.00 3174.00 3179.00 3070.00 3015.00 3096.00 3099.00 3015.00 58.00 78.00 80.00 55.00
2024-09-23 3101.00 3077.00 3125.00 3066.00 3064.00 3024.00 3081.00 3021.00 37.00 53.00 44.00 45.00
2024-09-20 3151.00 3115.00 3152.00 3055.00 3076.00 3064.00 3079.00 3012.00 75.00 51.00 73.00 43.00
2024-09-19 3105.00 3131.00 3131.00 3060.00 3043.00 3059.00 3060.00 2992.00 62.00 72.00 71.00 68.00
2024-09-18 3130.00 3109.00 3160.00 3079.00 3062.00 3042.00 3087.00 3019.00 68.00 67.00 73.00 60.00
2024-09-13 3095.00 3110.00 3131.00 3085.00 3022.00 3042.00 3064.00 3010.00 73.00 68.00 67.00 75.00
2024-09-12 3048.00 3105.00 3110.00 2996.00 2995.00 3022.00 3035.00 2930.00 53.00 83.00 75.00 66.00
2024-09-11 3043.00 3041.00 3052.00 2961.00 2976.00 2977.00 2979.00 2895.00 67.00 64.00 73.00 66.00
2024-09-10 3184.00 3048.00 3184.00 3025.00 3089.00 2968.00 3090.00 2949.00 95.00 80.00 94.00 76.00
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