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:
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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。
关于苯乙烯期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 9683.00 | 9419.00 | 9781.00 | 9390.00 | 9750.00 | 9440.00 | 9762.00 | 9410.00 | -67.00 | -21.00 | 19.00 | -20.00 |
| 2021-10-25 | 9311.00 | 9727.00 | 9791.00 | 9311.00 | 9332.00 | 9686.00 | 9742.00 | 9332.00 | -21.00 | 41.00 | 49.00 | -21.00 |
| 2021-10-22 | 9563.00 | 9285.00 | 9566.00 | 9105.00 | 9448.00 | 9295.00 | 9562.00 | 9125.00 | 115.00 | -10.00 | 4.00 | -20.00 |
| 2021-10-21 | 9409.00 | 9385.00 | 9648.00 | 9357.00 | 9323.00 | 9412.00 | 9649.00 | 9323.00 | 86.00 | -27.00 | -1.00 | 34.00 |
| 2021-10-20 | 9500.00 | 9409.00 | 9551.00 | 9070.00 | 9540.00 | 9413.00 | 9580.00 | 9105.00 | -40.00 | -4.00 | -29.00 | -35.00 |
| 2021-10-19 | 9733.00 | 9536.00 | 9775.00 | 9450.00 | 9740.00 | 9592.00 | 9838.00 | 9508.00 | -7.00 | -56.00 | -63.00 | -58.00 |
| 2021-10-18 | 9855.00 | 9733.00 | 9855.00 | 9565.00 | 9800.00 | 9783.00 | 9887.00 | 9607.00 | 55.00 | -50.00 | -32.00 | -42.00 |
| 2021-10-15 | 9701.00 | 9791.00 | 9845.00 | 9590.00 | 9680.00 | 9835.00 | 9883.00 | 9639.00 | 21.00 | -44.00 | -38.00 | -49.00 |
| 2021-10-14 | 9540.00 | 9660.00 | 9660.00 | 9460.00 | 9440.00 | 9682.00 | 9686.00 | 9440.00 | 100.00 | -22.00 | -26.00 | 20.00 |
| 2021-10-13 | 9850.00 | 9559.00 | 9930.00 | 9350.00 | 9835.00 | 9575.00 | 9949.00 | 9400.00 | 15.00 | -16.00 | -19.00 | -50.00 |
| 2021-10-12 | 10100.00 | 9828.00 | 10279.00 | 9785.00 | 10068.00 | 9870.00 | 10264.00 | 9818.00 | 32.00 | -42.00 | 15.00 | -33.00 |
| 2021-10-11 | 9640.00 | 10026.00 | 10117.00 | 9555.00 | 9700.00 | 10037.00 | 10100.00 | 9557.00 | -60.00 | -11.00 | 17.00 | -2.00 |
| 2021-10-08 | 9511.00 | 9640.00 | 9742.00 | 9357.00 | 9444.00 | 9624.00 | 9686.00 | 9333.00 | 67.00 | 16.00 | 56.00 | 24.00 |
| 2021-09-30 | 9060.00 | 9320.00 | 9353.00 | 9059.00 | 9027.00 | 9284.00 | 9312.00 | 9027.00 | 33.00 | 36.00 | 41.00 | 32.00 |
| 2021-09-29 | 9365.00 | 9034.00 | 9398.00 | 9005.00 | 9215.00 | 8965.00 | 9346.00 | 8908.00 | 150.00 | 69.00 | 52.00 | 97.00 |
| 2021-09-28 | 9010.00 | 9365.00 | 9411.00 | 8973.00 | 9126.00 | 9290.00 | 9343.00 | 8994.00 | -116.00 | 75.00 | 68.00 | -21.00 |
| 2021-09-27 | 9020.00 | 9000.00 | 9365.00 | 8930.00 | 8968.00 | 8985.00 | 9349.00 | 8917.00 | 52.00 | 15.00 | 16.00 | 13.00 |
| 2021-09-24 | 9036.00 | 9057.00 | 9186.00 | 8887.00 | 9048.00 | 9040.00 | 9180.00 | 8870.00 | -12.00 | 17.00 | 6.00 | 17.00 |
| 2021-09-23 | 9066.00 | 9036.00 | 9152.00 | 9000.00 | 9050.00 | 9028.00 | 9133.00 | 8988.00 | 16.00 | 8.00 | 19.00 | 12.00 |
| 2021-09-22 | 9100.00 | 9096.00 | 9213.00 | 9005.00 | 9048.00 | 9064.00 | 9176.00 | 8953.00 | 52.00 | 32.00 | 37.00 | 52.00 |
| 2021-09-17 | 9430.00 | 9182.00 | 9430.00 | 9105.00 | 9298.00 | 9139.00 | 9370.00 | 9056.00 | 132.00 | 43.00 | 60.00 | 49.00 |
| 2021-09-16 | 9564.00 | 9482.00 | 9846.00 | 9465.00 | 9545.00 | 9442.00 | 9793.00 | 9423.00 | 19.00 | 40.00 | 53.00 | 42.00 |
| 2021-09-15 | 9539.00 | 9533.00 | 9599.00 | 9368.00 | 9448.00 | 9492.00 | 9532.00 | 9315.00 | 91.00 | 41.00 | 67.00 | 53.00 |
| 2021-09-14 | 9480.00 | 9539.00 | 9633.00 | 9470.00 | 9368.00 | 9470.00 | 9550.00 | 9368.00 | 112.00 | 69.00 | 83.00 | 102.00 |
| 2021-09-13 | 9208.00 | 9474.00 | 9568.00 | 9163.00 | 9170.00 | 9400.00 | 9485.00 | 9132.00 | 38.00 | 74.00 | 83.00 | 31.00 |
| 2021-09-10 | 9143.00 | 9143.00 | 9242.00 | 9061.00 | 9180.00 | 9115.00 | 9195.00 | 9018.00 | -37.00 | 28.00 | 47.00 | 43.00 |
| 2021-09-09 | 9270.00 | 9149.00 | 9520.00 | 9145.00 | 9205.00 | 9088.00 | 9434.00 | 9088.00 | 65.00 | 61.00 | 86.00 | 57.00 |
| 2021-09-08 | 8810.00 | 9270.00 | 9346.00 | 8760.00 | 8748.00 | 9218.00 | 9313.00 | 8733.00 | 62.00 | 52.00 | 33.00 | 27.00 |
| 2021-09-07 | 8845.00 | 8834.00 | 8950.00 | 8746.00 | 8820.00 | 8790.00 | 8896.00 | 8722.00 | 25.00 | 44.00 | 54.00 | 24.00 |
| 2021-09-06 | 8860.00 | 8845.00 | 8921.00 | 8702.00 | 8815.00 | 8800.00 | 8855.00 | 8663.00 | 45.00 | 45.00 | 66.00 | 39.00 |
| 2021-09-03 | 8855.00 | 8851.00 | 8970.00 | 8770.00 | 8789.00 | 8813.00 | 8910.00 | 8735.00 | 66.00 | 38.00 | 60.00 | 35.00 |
| 2021-09-02 | 8850.00 | 8835.00 | 8919.00 | 8762.00 | 8668.00 | 8757.00 | 8828.00 | 8668.00 | 182.00 | 78.00 | 91.00 | 94.00 |
| 2021-09-01 | 8850.00 | 8821.00 | 8885.00 | 8705.00 | 8820.00 | 8737.00 | 8820.00 | 8625.00 | 30.00 | 84.00 | 65.00 | 80.00 |
| 2021-08-31 | 8700.00 | 8846.00 | 8848.00 | 8652.00 | 8671.00 | 8768.00 | 8768.00 | 8566.00 | 29.00 | 78.00 | 80.00 | 86.00 |
| 2021-08-30 | 8654.00 | 8681.00 | 8775.00 | 8587.00 | 8459.00 | 8581.00 | 8694.00 | 8459.00 | 195.00 | 100.00 | 81.00 | 128.00 |
| 2021-08-27 | 8358.00 | 8613.00 | 8650.00 | 8358.00 | 8366.00 | 8557.00 | 8568.00 | 8274.00 | -8.00 | 56.00 | 82.00 | 84.00 |
| 2021-08-26 | 8520.00 | 8352.00 | 8525.00 | 8350.00 | 8495.00 | 8268.00 | 8495.00 | 8266.00 | 25.00 | 84.00 | 30.00 | 84.00 |
| 2021-08-25 | 8635.00 | 8471.00 | 8675.00 | 8455.00 | 8498.00 | 8397.00 | 8585.00 | 8373.00 | 137.00 | 74.00 | 90.00 | 82.00 |
| 2021-08-24 | 8601.00 | 8584.00 | 8648.00 | 8543.00 | 8550.00 | 8498.00 | 8560.00 | 8466.00 | 51.00 | 86.00 | 88.00 | 77.00 |
| 2021-08-23 | 8331.00 | 8601.00 | 8640.00 | 8270.00 | 8456.00 | 8678.00 | 8719.00 | 8388.00 | -125.00 | -77.00 | -79.00 | -118.00 |
| 2021-08-20 | 8293.00 | 8406.00 | 8435.00 | 8252.00 | 8360.00 | 8515.00 | 8540.00 | 8360.00 | -67.00 | -109.00 | -105.00 | -108.00 |
| 2021-08-19 | 8620.00 | 8310.00 | 8633.00 | 8283.00 | 8700.00 | 8438.00 | 8700.00 | 8406.00 | -80.00 | -128.00 | -67.00 | -123.00 |
| 2021-08-18 | 8529.00 | 8586.00 | 8606.00 | 8470.00 | 8590.00 | 8659.00 | 8668.00 | 8542.00 | -61.00 | -73.00 | -62.00 | -72.00 |
| 2021-08-17 | 8708.00 | 8570.00 | 8780.00 | 8570.00 | 8700.00 | 8529.00 | 8738.00 | 8524.00 | 8.00 | 41.00 | 42.00 | 46.00 |
| 2021-08-16 | 8765.00 | 8759.00 | 8910.00 | 8727.00 | 8762.00 | 8722.00 | 8858.00 | 8680.00 | 3.00 | 37.00 | 52.00 | 47.00 |
| 2021-08-13 | 8806.00 | 8769.00 | 8877.00 | 8718.00 | 8743.00 | 8729.00 | 8834.00 | 8680.00 | 63.00 | 40.00 | 43.00 | 38.00 |
| 2021-08-12 | 8785.00 | 8812.00 | 8958.00 | 8733.00 | 8708.00 | 8742.00 | 8900.00 | 8677.00 | 77.00 | 70.00 | 58.00 | 56.00 |
| 2021-08-11 | 8603.00 | 8818.00 | 8860.00 | 8603.00 | 8520.00 | 8750.00 | 8805.00 | 8500.00 | 83.00 | 68.00 | 55.00 | 103.00 |
| 2021-08-10 | 8508.00 | 8669.00 | 8722.00 | 8500.00 | 8388.00 | 8589.00 | 8623.00 | 8388.00 | 120.00 | 80.00 | 99.00 | 112.00 |
| 2021-08-09 | 8662.00 | 8552.00 | 8724.00 | 8435.00 | 8600.00 | 8459.00 | 8642.00 | 8379.00 | 62.00 | 93.00 | 82.00 | 56.00 |
| 2021-08-06 | 8632.00 | 8662.00 | 8710.00 | 8500.00 | 8494.00 | 8583.00 | 8625.00 | 8412.00 | 138.00 | 79.00 | 85.00 | 88.00 |
| 2021-08-05 | 8688.00 | 8602.00 | 8796.00 | 8571.00 | 8655.00 | 8496.00 | 8711.00 | 8481.00 | 33.00 | 106.00 | 85.00 | 90.00 |
| 2021-08-04 | 8550.00 | 8760.00 | 8804.00 | 8530.00 | 8440.00 | 8687.00 | 8730.00 | 8440.00 | 110.00 | 73.00 | 74.00 | 90.00 |
| 2021-08-03 | 8770.00 | 8578.00 | 8830.00 | 8565.00 | 8750.00 | 8499.00 | 8762.00 | 8487.00 | 20.00 | 79.00 | 68.00 | 78.00 |
| 2021-08-02 | 9050.00 | 8839.00 | 9114.00 | 8804.00 | 8923.00 | 8769.00 | 9033.00 | 8738.00 | 127.00 | 70.00 | 81.00 | 66.00 |
| 2021-07-30 | 9121.00 | 8965.00 | 9199.00 | 8914.00 | 9065.00 | 8901.00 | 9128.00 | 8858.00 | 56.00 | 64.00 | 71.00 | 56.00 |
| 2021-07-29 | 9231.00 | 9121.00 | 9304.00 | 9100.00 | 9140.00 | 9040.00 | 9205.00 | 9022.00 | 91.00 | 81.00 | 99.00 | 78.00 |
| 2021-07-28 | 9285.00 | 9250.00 | 9295.00 | 9120.00 | 9114.00 | 9143.00 | 9178.00 | 9008.00 | 171.00 | 107.00 | 117.00 | 112.00 |
| 2021-07-27 | 9230.00 | 9285.00 | 9423.00 | 9192.00 | 9325.00 | 9345.00 | 9480.00 | 9260.00 | -95.00 | -60.00 | -57.00 | -68.00 |
| 2021-07-26 | 9240.00 | 9204.00 | 9390.00 | 9182.00 | 9266.00 | 9278.00 | 9451.00 | 9252.00 | -26.00 | -74.00 | -61.00 | -70.00 |
| 2021-07-23 | 9189.00 | 9240.00 | 9346.00 | 9135.00 | 9186.00 | 9299.00 | 9400.00 | 9186.00 | 3.00 | -59.00 | -54.00 | -51.00 |
| 2021-07-22 | 9020.00 | 9161.00 | 9191.00 | 8970.00 | 9065.00 | 9223.00 | 9265.00 | 9055.00 | -45.00 | -62.00 | -74.00 | -85.00 |
| 2021-07-21 | 8800.00 | 8995.00 | 9065.00 | 8788.00 | 8750.00 | 8910.00 | 8984.00 | 8740.00 | 50.00 | 85.00 | 81.00 | 48.00 |
| 2021-07-20 | 9155.00 | 8833.00 | 9170.00 | 8782.00 | 9100.00 | 8797.00 | 9100.00 | 8732.00 | 55.00 | 36.00 | 70.00 | 50.00 |
| 2021-07-19 | 9190.00 | 9288.00 | 9353.00 | 9118.00 | 9095.00 | 9236.00 | 9288.00 | 9052.00 | 95.00 | 52.00 | 65.00 | 66.00 |
| 2021-07-16 | 9190.00 | 9121.00 | 9225.00 | 9022.00 | 9039.00 | 9064.00 | 9155.00 | 8958.00 | 151.00 | 57.00 | 70.00 | 64.00 |
| 2021-07-15 | 9266.00 | 9132.00 | 9308.00 | 9050.00 | 9198.00 | 9039.00 | 9198.00 | 8930.00 | 68.00 | 93.00 | 110.00 | 120.00 |
| 2021-07-14 | 9080.00 | 9266.00 | 9331.00 | 8943.00 | 8946.00 | 9137.00 | 9177.00 | 8813.00 | 134.00 | 129.00 | 154.00 | 130.00 |
| 2021-07-13 | 9035.00 | 9097.00 | 9099.00 | 8950.00 | 8850.00 | 8947.00 | 8948.00 | 8769.00 | 185.00 | 150.00 | 151.00 | 181.00 |
| 2021-07-12 | 9190.00 | 9077.00 | 9389.00 | 9031.00 | 8999.00 | 8877.00 | 9139.00 | 8846.00 | 191.00 | 200.00 | 250.00 | 185.00 |
| 2021-07-09 | 9120.00 | 9160.00 | 9222.00 | 9021.00 | 8992.00 | 8950.00 | 8992.00 | 8829.00 | 128.00 | 210.00 | 230.00 | 192.00 |
| 2021-07-08 | 9055.00 | 9156.00 | 9185.00 | 8982.00 | 8901.00 | 8934.00 | 8973.00 | 8788.00 | 154.00 | 222.00 | 212.00 | 194.00 |
| 2021-07-07 | 9086.00 | 9106.00 | 9114.00 | 8940.00 | 8950.00 | 8942.00 | 8950.00 | 8777.00 | 136.00 | 164.00 | 164.00 | 163.00 |
| 2021-07-06 | 9374.00 | 9114.00 | 9493.00 | 9100.00 | 9180.00 | 8971.00 | 9250.00 | 8955.00 | 194.00 | 143.00 | 243.00 | 145.00 |
| 2021-07-05 | 9461.00 | 9374.00 | 9587.00 | 9300.00 | 9241.00 | 9160.00 | 9300.00 | 9082.00 | 220.00 | 214.00 | 287.00 | 218.00 |
| 2021-07-02 | 9500.00 | 9461.00 | 9570.00 | 9323.00 | 9366.00 | 9200.00 | 9366.00 | 9090.00 | 134.00 | 261.00 | 204.00 | 233.00 |
| 2021-07-01 | 9122.00 | 9345.00 | 9353.00 | 9120.00 | 8990.00 | 9087.00 | 9091.00 | 8900.00 | 132.00 | 258.00 | 262.00 | 220.00 |
| 2021-06-30 | 9000.00 | 9122.00 | 9220.00 | 8997.00 | 8830.00 | 8897.00 | 8963.00 | 8830.00 | 170.00 | 225.00 | 257.00 | 167.00 |
| 2021-06-29 | 8980.00 | 8909.00 | 8988.00 | 8806.00 | 8870.00 | 8769.00 | 8870.00 | 8685.00 | 110.00 | 140.00 | 118.00 | 121.00 |
| 2021-06-28 | 8880.00 | 8986.00 | 8997.00 | 8761.00 | 8688.00 | 8856.00 | 8856.00 | 8662.00 | 192.00 | 130.00 | 141.00 | 99.00 |
| 2021-06-25 | 8749.00 | 8829.00 | 8954.00 | 8692.00 | 8756.00 | 8912.00 | 9034.00 | 8756.00 | -7.00 | -83.00 | -80.00 | -64.00 |
| 2021-06-24 | 8800.00 | 8749.00 | 8896.00 | 8669.00 | 8910.00 | 8852.00 | 8983.00 | 8782.00 | -110.00 | -103.00 | -87.00 | -113.00 |
| 2021-06-23 | 8535.00 | 8769.00 | 8830.00 | 8495.00 | 8653.00 | 8864.00 | 8919.00 | 8596.00 | -118.00 | -95.00 | -89.00 | -101.00 |
| 2021-06-22 | 8305.00 | 8625.00 | 8633.00 | 8253.00 | 8143.00 | 8535.00 | 8541.00 | 8126.00 | 162.00 | 90.00 | 92.00 | 127.00 |
| 2021-06-21 | 8390.00 | 8287.00 | 8475.00 | 8238.00 | 8296.00 | 8144.00 | 8350.00 | 8112.00 | 94.00 | 143.00 | 125.00 | 126.00 |
| 2021-06-18 | 8521.00 | 8434.00 | 8521.00 | 8295.00 | 8381.00 | 8309.00 | 8394.00 | 8172.00 | 140.00 | 125.00 | 127.00 | 123.00 |
| 2021-06-17 | 8595.00 | 8521.00 | 8600.00 | 8350.00 | 8376.00 | 8381.00 | 8440.00 | 8183.00 | 219.00 | 140.00 | 160.00 | 167.00 |
| 2021-06-16 | 8494.00 | 8606.00 | 8636.00 | 8452.00 | 8334.00 | 8385.00 | 8436.00 | 8285.00 | 160.00 | 221.00 | 200.00 | 167.00 |
| 2021-06-15 | 8520.00 | 8494.00 | 8590.00 | 8195.00 | 8320.00 | 8318.00 | 8405.00 | 8045.00 | 200.00 | 176.00 | 185.00 | 150.00 |
| 2021-06-11 | 8330.00 | 8437.00 | 8509.00 | 8288.00 | 8188.00 | 8266.00 | 8344.00 | 8140.00 | 142.00 | 171.00 | 165.00 | 148.00 |
| 2021-06-10 | 8455.00 | 8287.00 | 8536.00 | 8254.00 | 8362.00 | 8167.00 | 8379.00 | 8130.00 | 93.00 | 120.00 | 157.00 | 124.00 |
| 2021-06-09 | 8560.00 | 8520.00 | 8567.00 | 8380.00 | 8406.00 | 8362.00 | 8427.00 | 8242.00 | 154.00 | 158.00 | 140.00 | 138.00 |
| 2021-06-08 | 8600.00 | 8588.00 | 8644.00 | 8325.00 | 8481.00 | 8431.00 | 8500.00 | 8208.00 | 119.00 | 157.00 | 144.00 | 117.00 |
| 2021-06-07 | 8940.00 | 8580.00 | 8978.00 | 8550.00 | 8729.00 | 8474.00 | 8813.00 | 8430.00 | 211.00 | 106.00 | 165.00 | 120.00 |
| 2021-06-04 | 9043.00 | 8887.00 | 9059.00 | 8785.00 | 8842.00 | 8722.00 | 8898.00 | 8620.00 | 201.00 | 165.00 | 161.00 | 165.00 |
| 2021-06-03 | 8964.00 | 9043.00 | 9200.00 | 8943.00 | 8715.00 | 8887.00 | 9025.00 | 8715.00 | 249.00 | 156.00 | 175.00 | 228.00 |
| 2021-06-02 | 9050.00 | 8913.00 | 9189.00 | 8910.00 | 8800.00 | 8715.00 | 8966.00 | 8712.00 | 250.00 | 198.00 | 223.00 | 198.00 |
| 2021-06-01 | 8800.00 | 8926.00 | 8966.00 | 8726.00 | 8492.00 | 8553.00 | 8600.00 | 8435.00 | 308.00 | 373.00 | 366.00 | 291.00 |
| 2021-05-31 | 8500.00 | 8739.00 | 8753.00 | 8500.00 | 8360.00 | 8450.00 | 8462.00 | 8294.00 | 140.00 | 289.00 | 291.00 | 206.00 |
| 2021-05-28 | 8530.00 | 8499.00 | 8865.00 | 8437.00 | 8868.00 | 8880.00 | 9122.00 | 8788.00 | -338.00 | -381.00 | -257.00 | -351.00 |