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
暂无数据

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
暂无数据

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
2020-03-03 6808.00 6701.00 6850.00 6700.00 6927.00 6854.00 6979.00 6851.00 -119.00 -153.00 -129.00 -151.00
2020-03-02 6680.00 6759.00 6788.00 6646.00 6730.00 6890.00 6911.00 6730.00 -50.00 -131.00 -123.00 -84.00
2020-02-28 6800.00 6697.00 6829.00 6681.00 6906.00 6810.00 6940.00 6810.00 -106.00 -113.00 -111.00 -129.00
2020-02-27 6883.00 6840.00 6890.00 6820.00 7027.00 6971.00 7027.00 6946.00 -144.00 -131.00 -137.00 -126.00
2020-02-26 6980.00 6911.00 7044.00 6907.00 7087.00 7040.00 7161.00 7036.00 -107.00 -129.00 -117.00 -129.00
2020-02-25 6966.00 7009.00 7020.00 6954.00 7082.00 7128.00 7129.00 7082.00 -116.00 -119.00 -109.00 -128.00
2020-02-24 7007.00 7024.00 7030.00 6951.00 7089.00 7147.00 7147.00 7061.00 -82.00 -123.00 -117.00 -110.00
2020-02-21 7027.00 7044.00 7078.00 7012.00 7152.00 7150.00 7168.00 7124.00 -125.00 -106.00 -90.00 -112.00
2020-02-20 7020.00 7027.00 7068.00 6983.00 7127.00 7130.00 7178.00 7084.00 -107.00 -103.00 -110.00 -101.00
2020-02-19 6956.00 7000.00 7030.00 6935.00 7084.00 7118.00 7149.00 7064.00 -128.00 -118.00 -119.00 -129.00
2020-02-18 6956.00 6938.00 7008.00 6930.00 7024.00 7013.00 7024.00 6990.00 -68.00 -75.00 -16.00 -60.00
2020-02-17 6899.00 6956.00 6990.00 6870.00 6948.00 6991.00 7004.00 6948.00 -49.00 -35.00 -14.00 -78.00
2020-02-14 6883.00 6886.00 6915.00 6841.00 6870.00 6910.00 6910.00 6870.00 13.00 -24.00 5.00 -29.00
2020-02-13 6890.00 6879.00 6898.00 6831.00 6954.00 7008.00 7028.00 6954.00 -64.00 -129.00 -130.00 -123.00
2020-02-12 6920.00 6868.00 6948.00 6816.00 6902.00 6846.00 6902.00 6808.00 18.00 22.00 46.00 8.00
2020-02-11 6943.00 6938.00 6980.00 6913.00 7087.00 7071.00 7120.00 7055.00 -144.00 -133.00 -140.00 -142.00
2020-02-10 6950.00 6966.00 6989.00 6923.00 7089.00 7098.00 7138.00 7089.00 -139.00 -132.00 -149.00 -166.00
2020-02-07 6973.00 6971.00 6985.00 6943.00 7087.00 7117.00 7117.00 7072.00 -114.00 -146.00 -132.00 -129.00
2020-02-06 6980.00 6991.00 7022.00 6925.00 6986.00 7110.00 7118.00 6974.00 -6.00 -119.00 -96.00 -49.00
2020-02-05 6810.00 6945.00 7013.00 6810.00 6887.00 6947.00 6950.00 6870.00 -77.00 -2.00 63.00 -60.00
2020-02-04 6700.00 6865.00 6876.00 6497.00 6423.00 6912.00 6916.00 6423.00 277.00 -47.00 -40.00 74.00
2020-02-03 6890.00 6890.00 6930.00 6890.00 6910.00 6880.00 6999.00 6880.00 -20.00 10.00 -69.00 10.00
2020-01-23 7395.00 7282.00 7410.00 7266.00 7381.00 7281.00 7381.00 7270.00 14.00 1.00 29.00 -4.00
2020-01-22 7420.00 7394.00 7438.00 7310.00 7399.00 7371.00 7420.00 7300.00 21.00 23.00 18.00 10.00
2020-01-21 7510.00 7434.00 7538.00 7421.00 7498.00 7410.00 7498.00 7408.00 12.00 24.00 40.00 13.00
2020-01-20 7470.00 7515.00 7530.00 7456.00 7455.00 7481.00 7494.00 7447.00 15.00 34.00 36.00 9.00
2020-01-17 7459.00 7459.00 7498.00 7440.00 7440.00 7447.00 7477.00 7426.00 19.00 12.00 21.00 14.00
2020-01-16 7530.00 7467.00 7550.00 7389.00 7525.00 7431.00 7525.00 7400.00 5.00 36.00 25.00 -11.00
2020-01-15 7551.00 7531.00 7576.00 7480.00 7538.00 7515.00 7550.00 7467.00 13.00 16.00 26.00 13.00
2020-01-14 7541.00 7541.00 7587.00 7478.00 7556.00 7510.00 7560.00 7463.00 -15.00 31.00 27.00 15.00
2020-01-13 7438.00 7541.00 7566.00 7422.00 7449.00 7520.00 7550.00 7432.00 -11.00 21.00 16.00 -10.00
2020-01-10 7311.00 7428.00 7428.00 7259.00 7333.00 7420.00 7420.00 7308.00 -22.00 8.00 8.00 -49.00
2020-01-09 7344.00 7305.00 7385.00 7266.00 7360.00 7342.00 7392.00 7296.00 -16.00 -37.00 -7.00 -30.00
2020-01-08 7308.00 7374.00 7438.00 7303.00 7310.00 7394.00 7436.00 7308.00 -2.00 -20.00 2.00 -5.00
2020-01-07 7390.00 7318.00 7390.00 7281.00 7360.00 7321.00 7369.00 7285.00 30.00 -3.00 21.00 -4.00
2020-01-06 7330.00 7387.00 7410.00 7316.00 7335.00 7387.00 7395.00 7318.00 -5.00 0.00 15.00 -2.00
2020-01-03 7294.00 7321.00 7345.00 7271.00 7278.00 7321.00 7346.00 7270.00 16.00 0.00 -1.00 1.00
2020-01-02 7288.00 7291.00 7336.00 7261.00 7265.00 7281.00 7332.00 7262.00 23.00 10.00 4.00 -1.00
2019-12-31 7382.00 7276.00 7397.00 7237.00 7365.00 7259.00 7365.00 7236.00 17.00 17.00 32.00 1.00
2019-12-30 7408.00 7375.00 7426.00 7373.00 7400.00 7371.00 7411.00 7370.00 8.00 4.00 15.00 3.00
2019-12-27 7367.00 7408.00 7419.00 7352.00 7365.00 7400.00 7409.00 7341.00 2.00 8.00 10.00 11.00
2019-12-26 7348.00 7366.00 7375.00 7320.00 7345.00 7358.00 7375.00 7321.00 3.00 8.00 0.00 -1.00
2019-12-25 7370.00 7351.00 7392.00 7346.00 7368.00 7373.00 7373.00 7351.00 2.00 -22.00 19.00 -5.00
2019-12-24 7356.00 7359.00 7380.00 7323.00 7302.00 7368.00 7368.00 7302.00 54.00 -9.00 12.00 21.00
2019-12-23 7420.00 7350.00 7424.00 7315.00 7320.00 7330.00 7395.00 7316.00 100.00 20.00 29.00 -1.00
2019-12-20 7430.00 7404.00 7466.00 7394.00 7500.00 7391.00 7500.00 7386.00 -70.00 13.00 -34.00 8.00
2019-12-19 7376.00 7434.00 7442.00 7344.00 7460.00 7425.00 7460.00 7333.00 -84.00 9.00 -18.00 11.00
2019-12-18 7450.00 7364.00 7480.00 7343.00 7432.00 7350.00 7448.00 7332.00 18.00 14.00 32.00 11.00
2019-12-17 7330.00 7430.00 7447.00 7330.00 7342.00 7405.00 7410.00 7339.00 -12.00 25.00 37.00 -9.00
2019-12-16 7330.00 7346.00 7383.00 7302.00 7326.00 7330.00 7360.00 7304.00 4.00 16.00 23.00 -2.00
2019-12-13 7333.00 7323.00 7388.00 7261.00 7312.00 7305.00 7353.00 7260.00 21.00 18.00 35.00 1.00
2019-12-12 7270.00 7326.00 7331.00 7220.00 7264.00 7306.00 7314.00 7200.00 6.00 20.00 17.00 20.00
2019-12-11 7396.00 7268.00 7443.00 7246.00 7305.00 7264.00 7412.00 7241.00 91.00 4.00 31.00 5.00
2019-12-10 7270.00 7376.00 7381.00 7266.00 7356.00 7357.00 7357.00 7270.00 -86.00 19.00 24.00 -4.00
2019-12-09 7326.00 7276.00 7494.00 7268.00 7319.00 7276.00 7450.00 7268.00 7.00 0.00 44.00 0.00
2019-12-06 7330.00 7327.00 7343.00 7281.00 7271.00 7300.00 7308.00 7271.00 59.00 27.00 35.00 10.00
2019-12-05 7200.00 7302.00 7324.00 7200.00 7212.00 7270.00 7317.00 7192.00 -12.00 32.00 7.00 8.00
2019-12-04 7170.00 7176.00 7264.00 7156.00 7175.00 7178.00 7246.00 7171.00 -5.00 -2.00 18.00 -15.00
2019-12-03 7055.00 7167.00 7191.00 7053.00 7103.00 7166.00 7182.00 7071.00 -48.00 1.00 9.00 -18.00
2019-12-02 7114.00 7056.00 7144.00 7010.00 7142.00 7070.00 7153.00 7040.00 -28.00 -14.00 -9.00 -30.00
2019-11-29 7164.00 7125.00 7164.00 7070.00 7130.00 7116.00 7144.00 7100.00 34.00 9.00 20.00 -30.00
2019-11-28 7160.00 7152.00 7194.00 7106.00 7158.00 7156.00 7209.00 7117.00 2.00 -4.00 -15.00 -11.00
2019-11-27 7153.00 7141.00 7235.00 7126.00 7143.00 7164.00 7239.00 7143.00 10.00 -23.00 -4.00 -17.00
2019-11-26 7085.00 7150.00 7156.00 7036.00 7111.00 7143.00 7164.00 7070.00 -26.00 7.00 -8.00 -34.00
2019-11-25 6986.00 7086.00 7087.00 6986.00 7035.00 7100.00 7100.00 7035.00 -49.00 -14.00 -13.00 -49.00
2019-11-22 6976.00 6986.00 7046.00 6962.00 7046.00 7030.00 7077.00 7024.00 -70.00 -44.00 -31.00 -62.00
2019-11-21 6932.00 6974.00 6992.00 6912.00 6992.00 7022.00 7030.00 6980.00 -60.00 -48.00 -38.00 -68.00
2019-11-20 6947.00 6930.00 6950.00 6888.00 6980.00 6992.00 7002.00 6950.00 -33.00 -62.00 -52.00 -62.00
2019-11-19 6997.00 6954.00 7020.00 6911.00 7047.00 6996.00 7066.00 6953.00 -50.00 -42.00 -46.00 -42.00
2019-11-18 6950.00 7004.00 7019.00 6935.00 7048.00 7042.00 7070.00 7014.00 -98.00 -38.00 -51.00 -79.00
2019-11-15 6940.00 6949.00 6992.00 6925.00 6949.00 6946.00 7002.00 6933.00 -9.00 3.00 -10.00 -8.00
2019-11-14 6976.00 6940.00 6982.00 6872.00 7040.00 6999.00 7049.00 6968.00 -64.00 -59.00 -67.00 -96.00
2019-11-13 6950.00 6964.00 7068.00 6941.00 6980.00 6951.00 7226.00 6949.00 -30.00 13.00 -158.00 -8.00
2019-11-12 6958.00 6951.00 6982.00 6905.00 6968.00 6980.00 6980.00 6918.00 -10.00 -29.00 2.00 -13.00
2019-11-11 7088.00 6963.00 7097.00 6953.00 7066.00 6974.00 7105.00 6969.00 22.00 -11.00 -8.00 -16.00
2019-11-08 7293.00 7087.00 7294.00 7070.00 7296.00 7135.00 7296.00 7119.00 -3.00 -48.00 -2.00 -49.00
2019-11-07 7327.00 7258.00 7336.00 7228.00 7349.00 7265.00 7358.00 7262.00 -22.00 -7.00 -22.00 -34.00
2019-11-06 7356.00 7330.00 7362.00 7324.00 7360.00 7334.00 7360.00 7332.00 -4.00 -4.00 2.00 -8.00
2019-11-05 7313.00 7331.00 7372.00 7305.00 7265.00 7364.00 7517.00 7265.00 48.00 -33.00 -145.00 40.00
2019-11-04 7251.00 7312.00 7321.00 7250.00 7345.00 7315.00 7346.00 7265.00 -94.00 -3.00 -25.00 -15.00
2019-11-01 7316.00 7248.00 7350.00 7244.00 7321.00 7260.00 7349.00 7260.00 -5.00 -12.00 1.00 -16.00
2019-10-31 7320.00 7325.00 7354.00 7316.00 7366.00 7329.00 7366.00 7328.00 -46.00 -4.00 -12.00 -12.00
2019-10-30 7370.00 7336.00 7399.00 7325.00 7409.00 7361.00 7430.00 7360.00 -39.00 -25.00 -31.00 -35.00
2019-10-29 7430.00 7383.00 7456.00 7370.00 7429.00 7383.00 7429.00 7366.00 1.00 0.00 27.00 4.00
2019-10-28 7450.00 7430.00 7502.00 7411.00 7447.00 7424.00 7470.00 7400.00 3.00 6.00 32.00 11.00
2019-10-25 7520.00 7456.00 7530.00 7455.00 7554.00 7501.00 7554.00 7501.00 -34.00 -45.00 -24.00 -46.00
2019-10-24 7430.00 7509.00 7544.00 7400.00 7368.00 7431.00 7458.00 7368.00 62.00 78.00 86.00 32.00
2019-10-23 7502.00 7447.00 7515.00 7442.00 7408.00 7390.00 7426.00 7382.00 94.00 57.00 89.00 60.00
2019-10-22 7503.00 7469.00 7509.00 7409.00 7510.00 7491.00 7536.00 7446.00 -7.00 -22.00 -27.00 -37.00
2019-10-21 7560.00 7494.00 7585.00 7466.00 7573.00 7530.00 7607.00 7487.00 -13.00 -36.00 -22.00 -21.00
2019-10-18 7490.00 7546.00 7574.00 7467.00 7518.00 7587.00 7593.00 7499.00 -28.00 -41.00 -19.00 -32.00
2019-10-17 7510.00 7478.00 7518.00 7425.00 7530.00 7498.00 7545.00 7455.00 -20.00 -20.00 -27.00 -30.00
2019-10-16 7675.00 7526.00 7676.00 7490.00 7717.00 7569.00 7717.00 7522.00 -42.00 -43.00 -41.00 -32.00
2019-10-15 7760.00 7649.00 7760.00 7592.00 7797.00 7676.00 7797.00 7566.00 -37.00 -27.00 -37.00 26.00
2019-10-14 7828.00 7770.00 7850.00 7756.00 7851.00 7820.00 7880.00 7804.00 -23.00 -50.00 -30.00 -48.00
2019-10-11 7832.00 7826.00 7880.00 7794.00 7920.00 7865.00 7920.00 7830.00 -88.00 -39.00 -40.00 -36.00
2019-10-10 7950.00 7843.00 7968.00 7835.00 7987.00 7869.00 7987.00 7861.00 -37.00 -26.00 -19.00 -26.00
2019-10-09 7971.00 7952.00 8018.00 7940.00 7962.00 7979.00 8020.00 7962.00 9.00 -27.00 -2.00 -22.00
2019-10-08 7950.00 7968.00 7998.00 7920.00 7950.00 7972.00 8012.00 7938.00 0.00 -4.00 -14.00 -18.00
2019-09-30 7905.00 7976.00 7999.00 7905.00 7982.00 7986.00 8011.00 7953.00 -77.00 -10.00 -12.00 -48.00
导出Excel数据