苯乙烯期货跨期套利数据回测

本页面展示苯乙烯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

关于苯乙烯期货跨期套利的详细数据分析,请查看文章:。

苯乙烯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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苯乙烯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
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苯乙烯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
2022-03-23 9600.00 9768.00 9827.00 9600.00 9745.00 9782.00 9830.00 9615.00 -145.00 -14.00 -3.00 -15.00
2022-03-22 9613.00 9649.00 9766.00 9580.00 9648.00 9661.00 9774.00 9595.00 -35.00 -12.00 -8.00 -15.00
2022-03-21 9587.00 9582.00 9669.00 9491.00 9620.00 9585.00 9675.00 9510.00 -33.00 -3.00 -6.00 -19.00
2022-03-18 9650.00 9699.00 9732.00 9560.00 9601.00 9696.00 9715.00 9531.00 49.00 3.00 17.00 29.00
2022-03-17 9530.00 9526.00 9656.00 9409.00 9600.00 9496.00 9620.00 9378.00 -70.00 30.00 36.00 31.00
2022-03-16 9514.00 9513.00 9555.00 9341.00 9398.00 9480.00 9515.00 9302.00 116.00 33.00 40.00 39.00
2022-03-15 9613.00 9564.00 9793.00 9560.00 9588.00 9512.00 9728.00 9505.00 25.00 52.00 65.00 55.00
2022-03-14 9886.00 9673.00 9960.00 9655.00 9842.00 9616.00 9875.00 9601.00 44.00 57.00 85.00 54.00
2022-03-11 10192.00 9966.00 10238.00 9890.00 10086.00 9888.00 10128.00 9770.00 106.00 78.00 110.00 120.00
2022-03-10 10299.00 10071.00 10299.00 9850.00 10106.00 9967.00 10214.00 9755.00 193.00 104.00 85.00 95.00
2022-03-09 10430.00 10510.00 10608.00 10300.00 10350.00 10440.00 10499.00 10144.00 80.00 70.00 109.00 156.00
2022-03-08 10200.00 10483.00 10520.00 10045.00 10010.00 10310.00 10336.00 9849.00 190.00 173.00 184.00 196.00
2022-03-07 9806.00 10290.00 10442.00 9806.00 9744.00 10109.00 10241.00 9689.00 62.00 181.00 201.00 117.00
2022-03-04 9900.00 9796.00 9909.00 9685.00 9756.00 9661.00 9844.00 9568.00 144.00 135.00 65.00 117.00
2022-03-03 9579.00 9871.00 9936.00 9517.00 9490.00 9803.00 9871.00 9453.00 89.00 68.00 65.00 64.00
2022-03-02 9270.00 9540.00 9550.00 9251.00 9260.00 9481.00 9487.00 9190.00 10.00 59.00 63.00 61.00
2022-03-01 9270.00 9200.00 9307.00 9050.00 9187.00 9144.00 9261.00 9012.00 83.00 56.00 46.00 38.00
2022-02-28 9180.00 9270.00 9408.00 9169.00 9104.00 9230.00 9350.00 9104.00 76.00 40.00 58.00 65.00
2022-02-25 9400.00 9264.00 9570.00 9185.00 9886.00 9235.00 9886.00 9165.00 -486.00 29.00 -316.00 20.00
2022-02-24 9187.00 9346.00 9510.00 9126.00 9188.00 9372.00 9535.00 9140.00 -1.00 -26.00 -25.00 -14.00
2022-02-23 9035.00 9158.00 9212.00 9035.00 9200.00 9169.00 9225.00 9089.00 -165.00 -11.00 -13.00 -54.00
2022-02-22 8991.00 9119.00 9182.00 8961.00 9030.00 9150.00 9200.00 8986.00 -39.00 -31.00 -18.00 -25.00
2022-02-21 8820.00 8991.00 9014.00 8791.00 8850.00 9015.00 9034.00 8820.00 -30.00 -24.00 -20.00 -29.00
2022-02-18 8790.00 8900.00 8925.00 8775.00 8810.00 8925.00 8950.00 8810.00 -20.00 -25.00 -25.00 -35.00
2022-02-17 9000.00 8770.00 9000.00 8706.00 9037.00 8810.00 9042.00 8737.00 -37.00 -40.00 -42.00 -31.00
2022-02-16 9011.00 8921.00 9013.00 8832.00 9000.00 8964.00 9047.00 8880.00 11.00 -43.00 -34.00 -48.00
2022-02-15 9020.00 9126.00 9175.00 8986.00 9150.00 9152.00 9205.00 9020.00 -130.00 -26.00 -30.00 -34.00
2022-02-14 9085.00 9081.00 9345.00 9033.00 9098.00 9114.00 9359.00 9059.00 -13.00 -33.00 -14.00 -26.00
2022-02-11 9038.00 9000.00 9136.00 8938.00 9088.00 9034.00 9157.00 8971.00 -50.00 -34.00 -21.00 -33.00
2022-02-10 9023.00 8978.00 9085.00 8920.00 9008.00 9007.00 9102.00 8945.00 15.00 -29.00 -17.00 -25.00
2022-02-09 9200.00 9023.00 9200.00 8934.00 9166.00 9025.00 9175.00 8943.00 34.00 -2.00 25.00 -9.00
2022-02-08 9260.00 9292.00 9347.00 9175.00 9353.00 9295.00 9353.00 9181.00 -93.00 -3.00 -6.00 -6.00
2022-02-07 9406.00 9289.00 9600.00 9257.00 9300.00 9274.00 9501.00 9242.00 106.00 15.00 99.00 15.00
2022-01-28 9100.00 9093.00 9282.00 9038.00 9045.00 9026.00 9211.00 8970.00 55.00 67.00 71.00 68.00
2022-01-27 8963.00 9069.00 9123.00 8931.00 8958.00 9054.00 9100.00 8900.00 5.00 15.00 23.00 31.00
2022-01-26 8560.00 8925.00 8970.00 8560.00 8544.00 8882.00 8920.00 8520.00 16.00 43.00 50.00 40.00
2022-01-25 8493.00 8596.00 8710.00 8451.00 8420.00 8561.00 8665.00 8401.00 73.00 35.00 45.00 50.00
2022-01-24 8400.00 8442.00 8525.00 8354.00 8420.00 8490.00 8556.00 8408.00 -20.00 -48.00 -31.00 -54.00
2022-01-21 8585.00 8325.00 8585.00 8322.00 8585.00 8389.00 8625.00 8388.00 0.00 -64.00 -40.00 -66.00
2022-01-20 8600.00 8590.00 8673.00 8510.00 8700.00 8636.00 8715.00 8560.00 -100.00 -46.00 -42.00 -50.00
2022-01-19 8625.00 8658.00 8884.00 8594.00 8610.00 8699.00 8899.00 8610.00 15.00 -41.00 -15.00 -16.00
2022-01-18 8700.00 8590.00 8707.00 8456.00 8736.00 8638.00 8736.00 8502.00 -36.00 -48.00 -29.00 -46.00
2022-01-17 8733.00 8734.00 8796.00 8630.00 8777.00 8765.00 8814.00 8663.00 -44.00 -31.00 -18.00 -33.00
2022-01-14 8494.00 8733.00 8762.00 8423.00 8556.00 8750.00 8778.00 8465.00 -62.00 -17.00 -16.00 -42.00
2022-01-13 8635.00 8494.00 8685.00 8481.00 8700.00 8539.00 8705.00 8520.00 -65.00 -45.00 -20.00 -39.00
2022-01-12 8490.00 8635.00 8745.00 8480.00 8535.00 8645.00 8746.00 8503.00 -45.00 -10.00 -1.00 -23.00
2022-01-11 8343.00 8475.00 8502.00 8325.00 8378.00 8501.00 8521.00 8363.00 -35.00 -26.00 -19.00 -38.00
2022-01-10 8608.00 8343.00 8636.00 8305.00 8646.00 8368.00 8650.00 8343.00 -38.00 -25.00 -14.00 -38.00
2022-01-07 8505.00 8645.00 8740.00 8403.00 8487.00 8662.00 8741.00 8441.00 18.00 -17.00 -1.00 -38.00
2022-01-06 8460.00 8429.00 8516.00 8370.00 8488.00 8457.00 8532.00 8395.00 -28.00 -28.00 -16.00 -25.00
2022-01-05 8606.00 8434.00 8652.00 8401.00 8663.00 8454.00 8663.00 8423.00 -57.00 -20.00 -11.00 -22.00
2022-01-04 8550.00 8606.00 8884.00 8534.00 8557.00 8611.00 8844.00 8527.00 -7.00 -5.00 40.00 7.00
2021-12-31 8491.00 8552.00 8616.00 8458.00 8500.00 8549.00 8598.00 8450.00 -9.00 3.00 18.00 8.00
2021-12-30 8360.00 8491.00 8543.00 8310.00 8350.00 8478.00 8545.00 8326.00 10.00 13.00 -2.00 -16.00
2021-12-29 8350.00 8350.00 8385.00 8221.00 8366.00 8359.00 8400.00 8249.00 -16.00 -9.00 -15.00 -28.00
2021-12-28 8186.00 8304.00 8350.00 8148.00 8158.00 8327.00 8363.00 8158.00 28.00 -23.00 -13.00 -10.00
2021-12-27 8265.00 8136.00 8340.00 8127.00 8260.00 8167.00 8355.00 8154.00 5.00 -31.00 -15.00 -27.00
2021-12-24 8050.00 8283.00 8364.00 8021.00 8040.00 8300.00 8379.00 8040.00 10.00 -17.00 -15.00 -19.00
2021-12-23 7729.00 7979.00 7986.00 7707.00 7665.00 7943.00 7964.00 7665.00 64.00 36.00 22.00 42.00
2021-12-22 7795.00 7730.00 7831.00 7701.00 7794.00 7713.00 7818.00 7696.00 1.00 17.00 13.00 5.00
2021-12-21 7850.00 7795.00 7884.00 7731.00 7833.00 7787.00 7877.00 7730.00 17.00 8.00 7.00 1.00
2021-12-20 8000.00 7897.00 8000.00 7808.00 7946.00 7897.00 7965.00 7790.00 54.00 0.00 35.00 18.00
2021-12-17 8180.00 8027.00 8242.00 7974.00 8118.00 7992.00 8195.00 7948.00 62.00 35.00 47.00 26.00
2021-12-16 8140.00 8119.00 8221.00 8022.00 8150.00 8162.00 8236.00 8048.00 -10.00 -43.00 -15.00 -26.00
2021-12-15 8247.00 8152.00 8260.00 8105.00 8278.00 8185.00 8278.00 8134.00 -31.00 -33.00 -18.00 -29.00
2021-12-14 8118.00 8242.00 8244.00 8037.00 8100.00 8258.00 8260.00 8054.00 18.00 -16.00 -16.00 -17.00
2021-12-13 8088.00 8154.00 8215.00 8045.00 8100.00 8141.00 8175.00 8020.00 -12.00 13.00 40.00 25.00
2021-12-10 7850.00 8079.00 8155.00 7802.00 7800.00 8050.00 8130.00 7800.00 50.00 29.00 25.00 2.00
2021-12-09 8070.00 7863.00 8080.00 7788.00 8050.00 7858.00 8088.00 7816.00 20.00 5.00 -8.00 -28.00
2021-12-08 8090.00 8051.00 8120.00 7964.00 8110.00 8051.00 8110.00 7961.00 -20.00 0.00 10.00 3.00
2021-12-07 7926.00 8057.00 8094.00 7873.00 7880.00 8045.00 8077.00 7861.00 46.00 12.00 17.00 12.00
2021-12-06 8020.00 7872.00 8090.00 7850.00 7936.00 7850.00 8052.00 7837.00 84.00 22.00 38.00 13.00
2021-12-03 7721.00 8004.00 8005.00 7661.00 7642.00 7950.00 7950.00 7642.00 79.00 54.00 55.00 19.00
2021-12-02 7848.00 7721.00 7899.00 7705.00 7770.00 7702.00 7899.00 7693.00 78.00 19.00 0.00 12.00
2021-12-01 7524.00 7777.00 7798.00 7481.00 7557.00 7790.00 7805.00 7490.00 -33.00 -13.00 -7.00 -9.00
2021-11-30 7577.00 7524.00 7745.00 7508.00 7606.00 7537.00 7744.00 7515.00 -29.00 -13.00 1.00 -7.00
2021-11-29 7605.00 7569.00 7696.00 7465.00 7700.00 7581.00 7716.00 7483.00 -95.00 -12.00 -20.00 -18.00
2021-11-26 8006.00 7728.00 8020.00 7712.00 8041.00 7749.00 8042.00 7736.00 -35.00 -21.00 -22.00 -24.00
2021-11-25 8210.00 8026.00 8210.00 8009.00 8264.00 8122.00 8288.00 8102.00 -54.00 -96.00 -78.00 -93.00
2021-11-24 8118.00 8180.00 8217.00 7974.00 8151.00 8265.00 8300.00 8062.00 -33.00 -85.00 -83.00 -88.00
2021-11-23 8221.00 8118.00 8336.00 8110.00 8379.00 8195.00 8384.00 8189.00 -158.00 -77.00 -48.00 -79.00
2021-11-22 8215.00 8293.00 8498.00 8162.00 8300.00 8376.00 8574.00 8275.00 -85.00 -83.00 -76.00 -113.00
2021-11-19 8260.00 8436.00 8535.00 8196.00 8138.00 8341.00 8450.00 8048.00 122.00 95.00 85.00 148.00
2021-11-18 8386.00 8235.00 8440.00 8217.00 8250.00 8094.00 8316.00 8080.00 136.00 141.00 124.00 137.00
2021-11-17 8565.00 8381.00 8640.00 8341.00 8574.00 8246.00 8574.00 8210.00 -9.00 135.00 66.00 131.00
2021-11-16 8541.00 8622.00 8694.00 8460.00 8350.00 8494.00 8578.00 8313.00 191.00 128.00 116.00 147.00
2021-11-15 8700.00 8542.00 8800.00 8532.00 8551.00 8410.00 8649.00 8399.00 149.00 132.00 151.00 133.00
2021-11-12 8730.00 8790.00 8878.00 8705.00 8610.00 8650.00 8747.00 8588.00 120.00 140.00 131.00 117.00
2021-11-11 9030.00 8762.00 9031.00 8612.00 8890.00 8666.00 8944.00 8540.00 140.00 96.00 87.00 72.00
2021-11-10 8955.00 9042.00 9066.00 8855.00 8820.00 8965.00 8988.00 8749.00 135.00 77.00 78.00 106.00
2021-11-09 9279.00 8955.00 9279.00 8863.00 9082.00 8821.00 9111.00 8715.00 197.00 134.00 168.00 148.00
2021-11-08 9000.00 9279.00 9299.00 8987.00 8888.00 9120.00 9146.00 8835.00 112.00 159.00 153.00 152.00
2021-11-05 9295.00 9045.00 9350.00 9011.00 9140.00 8884.00 9213.00 8844.00 155.00 161.00 137.00 167.00
2021-11-04 9240.00 9210.00 9240.00 9001.00 9096.00 9074.00 9140.00 8869.00 144.00 136.00 100.00 132.00
2021-11-03 9150.00 9293.00 9310.00 8960.00 9040.00 9170.00 9186.00 8813.00 110.00 123.00 124.00 147.00
2021-11-02 9370.00 9172.00 9395.00 9103.00 9180.00 9057.00 9268.00 8969.00 190.00 115.00 127.00 134.00
2021-11-01 9281.00 9290.00 9545.00 9260.00 9188.00 9124.00 9367.00 9111.00 93.00 166.00 178.00 149.00
2021-10-29 9180.00 9367.00 9470.00 9133.00 9028.00 9194.00 9290.00 9023.00 152.00 173.00 180.00 110.00
2021-10-28 9060.00 9167.00 9250.00 8895.00 9000.00 9066.00 9133.00 8800.00 60.00 101.00 117.00 95.00
2021-10-27 9430.00 9055.00 9461.00 9020.00 9440.00 9118.00 9463.00 9087.00 -10.00 -63.00 -2.00 -67.00
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