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
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
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