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
2021-05-27 8920.00 8537.00 8958.00 8515.00 9190.00 8850.00 9222.00 8840.00 -270.00 -313.00 -264.00 -325.00
2021-05-26 9270.00 9179.00 9328.00 9051.00 9142.00 8976.00 9170.00 8865.00 128.00 203.00 158.00 186.00
2021-05-25 9225.00 9306.00 9358.00 9181.00 9026.00 9145.00 9218.00 9001.00 199.00 161.00 140.00 180.00
2021-05-24 9310.00 9225.00 9394.00 9173.00 9120.00 9021.00 9180.00 8988.00 190.00 204.00 214.00 185.00
2021-05-21 9600.00 9301.00 9690.00 9300.00 9355.00 9080.00 9397.00 9080.00 245.00 221.00 293.00 220.00
2021-05-20 9800.00 9733.00 9842.00 9475.00 9500.00 9417.00 9536.00 9187.00 300.00 316.00 306.00 288.00
2021-05-19 10029.00 9908.00 10098.00 9757.00 9751.00 9595.00 9823.00 9454.00 278.00 313.00 275.00 303.00
2021-05-18 9880.00 10029.00 10190.00 9870.00 9630.00 9777.00 9894.00 9572.00 250.00 252.00 296.00 298.00
2021-05-17 9835.00 9929.00 10109.00 9801.00 9526.00 9630.00 9779.00 9500.00 309.00 299.00 330.00 301.00
2021-05-14 9738.00 9755.00 9845.00 9540.00 9464.00 9422.00 9525.00 9250.00 274.00 333.00 320.00 290.00
2021-05-13 9890.00 9749.00 10242.00 9605.00 9645.00 9477.00 9937.00 9339.00 245.00 272.00 305.00 266.00
2021-05-12 9786.00 9890.00 10072.00 9690.00 9528.00 9664.00 9782.00 9425.00 258.00 226.00 290.00 265.00
2021-05-11 9951.00 9798.00 9952.00 9657.00 9654.00 9530.00 9660.00 9391.00 297.00 268.00 292.00 266.00
2021-05-10 9748.00 9951.00 10112.00 9610.00 9396.00 9659.00 9771.00 9336.00 352.00 292.00 341.00 274.00
2021-05-07 9362.00 9761.00 9766.00 9313.00 9172.00 9460.00 9460.00 9052.00 190.00 301.00 306.00 261.00
2021-05-06 9100.00 9362.00 9370.00 8990.00 8711.00 9074.00 9090.00 8711.00 389.00 288.00 280.00 279.00
2021-04-30 9070.00 8936.00 9179.00 8880.00 8888.00 8711.00 8905.00 8650.00 182.00 225.00 274.00 230.00
2021-04-29 9018.00 9062.00 9246.00 8985.00 9160.00 9204.00 9368.00 9160.00 -142.00 -142.00 -122.00 -175.00
2021-04-28 9037.00 9020.00 9150.00 8924.00 9150.00 9166.00 9274.00 9111.00 -113.00 -146.00 -124.00 -187.00
2021-04-27 9047.00 9037.00 9088.00 8866.00 9200.00 9198.00 9247.00 9046.00 -153.00 -161.00 -159.00 -180.00
2021-04-26 9348.00 9240.00 9530.00 9207.00 9169.00 9048.00 9359.00 8950.00 179.00 192.00 171.00 257.00
2021-04-23 9219.00 9348.00 9392.00 9101.00 9120.00 9169.00 9185.00 8941.00 99.00 179.00 207.00 160.00
2021-04-22 9520.00 9219.00 9520.00 9175.00 8891.00 9059.00 9090.00 8788.00 629.00 160.00 430.00 387.00
2021-04-21 9446.00 9537.00 9598.00 9264.00 8996.00 8933.00 9011.00 8765.00 450.00 604.00 587.00 499.00
2021-04-20 9237.00 9446.00 9450.00 9205.00 8950.00 8931.00 8986.00 8756.00 287.00 515.00 464.00 449.00
2021-04-19 8962.00 9237.00 9297.00 8930.00 8718.00 8861.00 8890.00 8700.00 244.00 376.00 407.00 230.00
2021-04-16 8954.00 8958.00 9096.00 8860.00 8680.00 8698.00 8798.00 8612.00 274.00 260.00 298.00 248.00
2021-04-15 8911.00 8954.00 9025.00 8871.00 8687.00 8685.00 8723.00 8607.00 224.00 269.00 302.00 264.00
2021-04-14 8721.00 8911.00 8921.00 8606.00 8469.00 8680.00 8680.00 8440.00 252.00 231.00 241.00 166.00
2021-04-13 8550.00 8634.00 8771.00 8361.00 8427.00 8448.00 8547.00 8211.00 123.00 186.00 224.00 150.00
2021-04-12 8550.00 8523.00 8665.00 8452.00 8406.00 8379.00 8473.00 8330.00 144.00 144.00 192.00 122.00
2021-04-09 8696.00 8543.00 8739.00 8530.00 8538.00 8406.00 8575.00 8400.00 158.00 137.00 164.00 130.00
2021-04-08 9020.00 8696.00 9058.00 8651.00 8701.00 8538.00 8744.00 8478.00 319.00 158.00 314.00 173.00
2021-04-07 9187.00 9023.00 9244.00 8953.00 8810.00 8689.00 8870.00 8630.00 377.00 334.00 374.00 323.00
2021-04-06 8849.00 9149.00 9196.00 8813.00 8503.00 8790.00 8820.00 8500.00 346.00 359.00 376.00 313.00
2021-04-02 8900.00 8913.00 8986.00 8720.00 8640.00 8589.00 8640.00 8420.00 260.00 324.00 346.00 300.00
2021-04-01 8522.00 8943.00 8950.00 8522.00 8246.00 8620.00 8620.00 8246.00 276.00 323.00 330.00 276.00
2021-03-31 8400.00 8522.00 8553.00 8358.00 8248.00 8244.00 8294.00 8162.00 152.00 278.00 259.00 196.00
2021-03-30 8263.00 8413.00 8420.00 8222.00 8111.00 8227.00 8247.00 8055.00 152.00 186.00 173.00 167.00
2021-03-29 8341.00 8208.00 8488.00 8165.00 8170.00 8038.00 8308.00 8000.00 171.00 170.00 180.00 165.00
2021-03-26 8150.00 8360.00 8391.00 8120.00 7961.00 8186.00 8211.00 7961.00 189.00 174.00 180.00 159.00
2021-03-25 8225.00 8172.00 8326.00 8131.00 8088.00 8042.00 8150.00 7981.00 137.00 130.00 176.00 150.00
2021-03-24 7880.00 8177.00 8222.00 7846.00 7767.00 8007.00 8070.00 7731.00 113.00 170.00 152.00 115.00
2021-03-23 8085.00 7978.00 8146.00 7861.00 7925.00 7846.00 8018.00 7726.00 160.00 132.00 128.00 135.00
2021-03-22 7858.00 8077.00 8138.00 7805.00 7767.00 7957.00 8031.00 7706.00 91.00 120.00 107.00 99.00
2021-03-19 8288.00 7855.00 8359.00 7785.00 8139.00 7725.00 8239.00 7676.00 149.00 130.00 120.00 109.00
2021-03-18 8277.00 8338.00 8400.00 8188.00 8057.00 8205.00 8260.00 8057.00 220.00 133.00 140.00 131.00
2021-03-17 8577.00 8329.00 8577.00 8305.00 8329.00 8163.00 8400.00 8132.00 248.00 166.00 177.00 173.00
2021-03-16 8650.00 8587.00 8836.00 8552.00 8410.00 8363.00 8623.00 8344.00 240.00 224.00 213.00 208.00
2021-03-15 8760.00 8767.00 9055.00 8580.00 8579.00 8495.00 8762.00 8326.00 181.00 272.00 293.00 254.00
2021-03-12 9035.00 8781.00 9100.00 8750.00 8700.00 8527.00 8774.00 8505.00 335.00 254.00 326.00 245.00
2021-03-11 8932.00 8983.00 9032.00 8710.00 8733.00 8668.00 8743.00 8468.00 199.00 315.00 289.00 242.00
2021-03-10 8912.00 8873.00 9040.00 8616.00 8616.00 8612.00 8709.00 8348.00 296.00 261.00 331.00 268.00
2021-03-09 9330.00 8820.00 9443.00 8778.00 8820.00 8447.00 9045.00 8414.00 510.00 373.00 398.00 364.00
2021-03-08 9299.00 9416.00 9829.00 9269.00 8827.00 9019.00 9385.00 8827.00 472.00 397.00 444.00 442.00
2021-03-05 9160.00 9247.00 9440.00 9066.00 8700.00 8794.00 8966.00 8649.00 460.00 453.00 474.00 417.00
2021-03-04 9140.00 9170.00 9488.00 9022.00 8775.00 8740.00 9038.00 8629.00 365.00 430.00 450.00 393.00
2021-03-03 9119.00 9041.00 9310.00 8893.00 8800.00 8670.00 8994.00 8529.00 319.00 371.00 316.00 364.00
2021-03-02 9340.00 9050.00 9387.00 8845.00 9420.00 9199.00 9508.00 8995.00 -80.00 -149.00 -121.00 -150.00
2021-03-01 9670.00 9370.00 9940.00 9270.00 9800.00 9650.00 10228.00 9571.00 -130.00 -280.00 -288.00 -301.00
2021-02-26 9700.00 9900.00 10090.00 9384.00 9480.00 9760.00 9862.00 9328.00 220.00 140.00 228.00 56.00
2021-02-25 9320.00 9574.00 9822.00 9155.00 9150.00 9455.00 9618.00 9025.00 170.00 119.00 204.00 130.00
2021-02-24 9160.00 9255.00 9318.00 9072.00 8910.00 9090.00 9134.00 8839.00 250.00 165.00 184.00 233.00
2021-02-23 9358.00 9244.00 9580.00 9038.00 8898.00 8931.00 9230.00 8740.00 460.00 313.00 350.00 298.00
2021-02-22 8851.00 9338.00 9500.00 8780.00 8350.00 8894.00 8973.00 8304.00 501.00 444.00 527.00 476.00
2021-02-19 8780.00 8811.00 8928.00 8586.00 8455.00 8338.00 8460.00 8173.00 325.00 473.00 468.00 413.00
2021-02-18 8581.00 8581.00 8581.00 8410.00 8359.00 8335.00 8359.00 8041.00 222.00 246.00 222.00 369.00
2021-02-10 7911.00 7678.00 7912.00 7625.00 7680.00 7493.00 7680.00 7453.00 231.00 185.00 232.00 172.00
2021-02-09 7762.00 7918.00 7960.00 7687.00 7611.00 7666.00 7690.00 7534.00 151.00 252.00 270.00 153.00
2021-02-08 7716.00 7734.00 7920.00 7643.00 7600.00 7563.00 7680.00 7516.00 116.00 171.00 240.00 127.00
2021-02-05 7617.00 7687.00 7705.00 7582.00 7526.00 7571.00 7591.00 7482.00 91.00 116.00 114.00 100.00
2021-02-04 7450.00 7641.00 7650.00 7345.00 7400.00 7526.00 7532.00 7306.00 50.00 115.00 118.00 39.00
2021-02-03 7485.00 7423.00 7550.00 7308.00 7430.00 7364.00 7466.00 7278.00 55.00 59.00 84.00 30.00
2021-02-02 7364.00 7451.00 7529.00 7355.00 7310.00 7398.00 7429.00 7310.00 54.00 53.00 100.00 45.00
2021-02-01 7300.00 7335.00 7386.00 7225.00 7240.00 7298.00 7304.00 7188.00 60.00 37.00 82.00 37.00
2021-01-29 7120.00 7299.00 7305.00 6965.00 7051.00 7241.00 7245.00 6962.00 69.00 58.00 60.00 3.00
2021-01-28 7397.00 7092.00 7400.00 7071.00 7278.00 7051.00 7289.00 7032.00 119.00 41.00 111.00 39.00
2021-01-27 7089.00 7419.00 7426.00 7088.00 6953.00 7292.00 7297.00 6953.00 136.00 127.00 129.00 135.00
2021-01-26 6910.00 7056.00 7120.00 6894.00 6850.00 6953.00 7048.00 6850.00 60.00 103.00 72.00 44.00
2021-01-25 6812.00 6884.00 6963.00 6769.00 6805.00 6916.00 6962.00 6786.00 7.00 -32.00 1.00 -17.00
2021-01-22 6900.00 6871.00 7011.00 6738.00 6920.00 6855.00 6965.00 6785.00 -20.00 16.00 46.00 -47.00
2021-01-21 7128.00 6900.00 7223.00 6840.00 7060.00 6910.00 7130.00 6875.00 68.00 -10.00 93.00 -35.00
2021-01-20 7116.00 7125.00 7280.00 7061.00 7056.00 7098.00 7189.00 7025.00 60.00 27.00 91.00 36.00
2021-01-19 6858.00 7116.00 7200.00 6830.00 6919.00 7053.00 7138.00 6880.00 -61.00 63.00 62.00 -50.00
2021-01-18 6790.00 6858.00 7369.00 6729.00 6834.00 6887.00 7035.00 6791.00 -44.00 -29.00 334.00 -62.00
2021-01-15 6703.00 6790.00 6868.00 6674.00 6748.00 6846.00 6915.00 6748.00 -45.00 -56.00 -47.00 -74.00
2021-01-14 6891.00 6689.00 6969.00 6652.00 6935.00 6761.00 7019.00 6738.00 -44.00 -72.00 -50.00 -86.00
2021-01-13 6752.00 6898.00 6997.00 6747.00 6810.00 6945.00 7003.00 6806.00 -58.00 -47.00 -6.00 -59.00
2021-01-12 6721.00 6758.00 6808.00 6551.00 6770.00 6802.00 6846.00 6631.00 -49.00 -44.00 -38.00 -80.00
2021-01-11 6671.00 6679.00 6885.00 6570.00 6795.00 6752.00 6930.00 6664.00 -124.00 -73.00 -45.00 -94.00
2021-01-08 6675.00 6698.00 6795.00 6536.00 6716.00 6777.00 6844.00 6615.00 -41.00 -79.00 -49.00 -79.00
2021-01-07 6580.00 6660.00 6730.00 6462.00 6621.00 6712.00 6763.00 6545.00 -41.00 -52.00 -33.00 -83.00
2021-01-06 6430.00 6600.00 6688.00 6428.00 6630.00 6725.00 6771.00 6606.00 -200.00 -125.00 -83.00 -178.00
2021-01-05 6335.00 6411.00 6532.00 6325.00 6516.00 6598.00 6675.00 6515.00 -181.00 -187.00 -143.00 -190.00
2021-01-04 6375.00 6364.00 6415.00 6233.00 6522.00 6544.00 6587.00 6441.00 -147.00 -180.00 -172.00 -208.00
2020-12-31 6204.00 6356.00 6367.00 6126.00 6438.00 6549.00 6550.00 6361.00 -234.00 -193.00 -183.00 -235.00
2020-12-30 6120.00 6185.00 6237.00 6072.00 6340.00 6435.00 6466.00 6340.00 -220.00 -250.00 -229.00 -268.00
2020-12-29 6141.00 6082.00 6155.00 6011.00 6370.00 6329.00 6440.00 6320.00 -229.00 -247.00 -285.00 -309.00
2020-12-28 6450.00 6130.00 6455.00 6095.00 6522.00 6222.00 6549.00 6192.00 -72.00 -92.00 -94.00 -97.00
2020-12-25 6440.00 6455.00 6665.00 6416.00 6565.00 6471.00 6638.00 6471.00 -125.00 -16.00 27.00 -55.00
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