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
2025-02-14 8536.00 8534.00 8609.00 8511.00 8600.00 8583.00 8649.00 8554.00 -64.00 -49.00 -40.00 -43.00
2025-02-13 8611.00 8575.00 8622.00 8531.00 8675.00 8613.00 8675.00 8575.00 -64.00 -38.00 -53.00 -44.00
2025-02-12 8655.00 8643.00 8675.00 8615.00 8705.00 8686.00 8714.00 8660.00 -50.00 -43.00 -39.00 -45.00
2025-02-11 8610.00 8633.00 8664.00 8523.00 8629.00 8667.00 8699.00 8563.00 -19.00 -34.00 -35.00 -40.00
2025-02-10 8606.00 8601.00 8634.00 8570.00 8639.00 8631.00 8656.00 8597.00 -33.00 -30.00 -22.00 -27.00
2025-02-07 8605.00 8632.00 8660.00 8532.00 8640.00 8654.00 8678.00 8555.00 -35.00 -22.00 -18.00 -23.00
2025-02-06 8692.00 8605.00 8700.00 8576.00 8727.00 8622.00 8727.00 8595.00 -35.00 -17.00 -27.00 -19.00
2025-02-05 8715.00 8738.00 8815.00 8705.00 8696.00 8748.00 8829.00 8696.00 19.00 -10.00 -14.00 9.00
2025-01-27 8727.00 8704.00 8777.00 8648.00 8717.00 8711.00 8780.00 8657.00 10.00 -7.00 -3.00 -9.00
2025-01-24 8555.00 8694.00 8723.00 8535.00 8567.00 8707.00 8733.00 8563.00 -12.00 -13.00 -10.00 -28.00
2025-01-23 8565.00 8518.00 8585.00 8495.00 8495.00 8452.00 8515.00 8431.00 70.00 66.00 70.00 64.00
2025-01-22 8490.00 8551.00 8561.00 8445.00 8398.00 8477.00 8492.00 8371.00 92.00 74.00 69.00 74.00
2025-01-21 8490.00 8520.00 8534.00 8474.00 8422.00 8443.00 8455.00 8395.00 68.00 77.00 79.00 79.00
2025-01-20 8577.00 8501.00 8586.00 8478.00 8505.00 8422.00 8515.00 8405.00 72.00 79.00 71.00 73.00
2025-01-17 8552.00 8595.00 8625.00 8524.00 8500.00 8514.00 8548.00 8462.00 52.00 81.00 77.00 62.00
2025-01-16 8517.00 8523.00 8605.00 8475.00 8582.00 8584.00 8665.00 8528.00 -65.00 -61.00 -60.00 -53.00
2025-01-15 8445.00 8519.00 8526.00 8408.00 8493.00 8570.00 8580.00 8458.00 -48.00 -51.00 -54.00 -50.00
2025-01-14 8431.00 8452.00 8467.00 8395.00 8512.00 8499.00 8514.00 8439.00 -81.00 -47.00 -47.00 -44.00
2025-01-13 8352.00 8449.00 8535.00 8350.00 8398.00 8493.00 8572.00 8388.00 -46.00 -44.00 -37.00 -38.00
2025-01-10 8185.00 8299.00 8312.00 8160.00 8264.00 8340.00 8350.00 8203.00 -79.00 -41.00 -38.00 -43.00
2025-01-09 8120.00 8185.00 8214.00 8094.00 8170.00 8230.00 8255.00 8140.00 -50.00 -45.00 -41.00 -46.00
2025-01-08 8158.00 8117.00 8160.00 8007.00 8198.00 8156.00 8208.00 8057.00 -40.00 -39.00 -48.00 -50.00
2025-01-07 8213.00 8145.00 8225.00 8123.00 8251.00 8194.00 8262.00 8161.00 -38.00 -49.00 -37.00 -38.00
2025-01-06 8204.00 8189.00 8276.00 8171.00 8240.00 8226.00 8315.00 8211.00 -36.00 -37.00 -39.00 -40.00
2025-01-03 8230.00 8207.00 8259.00 8200.00 8271.00 8254.00 8304.00 8247.00 -41.00 -47.00 -45.00 -47.00
2025-01-02 8131.00 8196.00 8230.00 8131.00 8198.00 8245.00 8286.00 8181.00 -67.00 -49.00 -56.00 -50.00
2024-12-31 8120.00 8098.00 8130.00 8073.00 8179.00 8153.00 8179.00 8124.00 -59.00 -55.00 -49.00 -51.00
2024-12-30 8188.00 8106.00 8198.00 8047.00 8334.00 8157.00 8334.00 8105.00 -146.00 -51.00 -136.00 -58.00
2024-12-27 8321.00 8185.00 8321.00 8153.00 8280.00 8179.00 8338.00 8158.00 41.00 6.00 -17.00 -5.00
2024-12-26 8303.00 8279.00 8328.00 8261.00 8300.00 8306.00 8334.00 8283.00 3.00 -27.00 -6.00 -22.00
2024-12-25 8422.00 8328.00 8429.00 8320.00 8392.00 8327.00 8400.00 8320.00 30.00 1.00 29.00 0.00
2024-12-24 8439.00 8439.00 8484.00 8390.00 8446.00 8413.00 8446.00 8380.00 -7.00 26.00 38.00 10.00
2024-12-23 8471.00 8442.00 8527.00 8415.00 8468.00 8426.00 8468.00 8375.00 3.00 16.00 59.00 40.00
2024-12-20 8483.00 8424.00 8574.00 8384.00 8555.00 8471.00 8629.00 8438.00 -72.00 -47.00 -55.00 -54.00
2024-12-19 8505.00 8483.00 8516.00 8448.00 8580.00 8539.00 8586.00 8513.00 -75.00 -56.00 -70.00 -65.00
2024-12-18 8484.00 8484.00 8542.00 8460.00 8566.00 8559.00 8608.00 8535.00 -82.00 -75.00 -66.00 -75.00
2024-12-17 8480.00 8509.00 8525.00 8464.00 8561.00 8585.00 8600.00 8539.00 -81.00 -76.00 -75.00 -75.00
2024-12-16 8517.00 8510.00 8531.00 8476.00 8580.00 8580.00 8588.00 8543.00 -63.00 -70.00 -57.00 -67.00
2024-12-13 8520.00 8513.00 8538.00 8455.00 8550.00 8570.00 8595.00 8514.00 -30.00 -57.00 -57.00 -59.00
2024-12-12 8447.00 8494.00 8525.00 8447.00 8541.00 8556.00 8585.00 8521.00 -94.00 -62.00 -60.00 -74.00
2024-12-11 8420.00 8464.00 8524.00 8404.00 8484.00 8534.00 8589.00 8484.00 -64.00 -70.00 -65.00 -80.00
2024-12-10 8404.00 8420.00 8480.00 8391.00 8460.00 8498.00 8550.00 8460.00 -56.00 -78.00 -70.00 -69.00
2024-12-09 8396.00 8371.00 8432.00 8330.00 8450.00 8437.00 8486.00 8399.00 -54.00 -66.00 -54.00 -69.00
2024-12-06 8484.00 8402.00 8518.00 8372.00 8535.00 8459.00 8569.00 8429.00 -51.00 -57.00 -51.00 -57.00
2024-12-05 8523.00 8484.00 8576.00 8445.00 8605.00 8538.00 8625.00 8504.00 -82.00 -54.00 -49.00 -59.00
2024-12-04 8524.00 8525.00 8570.00 8461.00 8610.00 8585.00 8620.00 8507.00 -86.00 -60.00 -50.00 -46.00
2024-12-03 8550.00 8507.00 8550.00 8476.00 8579.00 8554.00 8581.00 8516.00 -29.00 -47.00 -31.00 -40.00
2024-12-02 8410.00 8543.00 8547.00 8350.00 8460.00 8576.00 8581.00 8394.00 -50.00 -33.00 -34.00 -44.00
2024-11-29 8315.00 8404.00 8419.00 8288.00 8372.00 8445.00 8457.00 8335.00 -57.00 -41.00 -38.00 -47.00
2024-11-28 8303.00 8308.00 8378.00 8288.00 8374.00 8351.00 8415.00 8333.00 -71.00 -43.00 -37.00 -45.00
2024-11-27 8334.00 8299.00 8350.00 8234.00 8346.00 8334.00 8403.00 8286.00 -12.00 -35.00 -53.00 -52.00
2024-11-26 8415.00 8308.00 8428.00 8291.00 8418.00 8367.00 8480.00 8356.00 -3.00 -59.00 -52.00 -65.00
2024-11-25 8413.00 8392.00 8492.00 8364.00 8460.00 8453.00 8542.00 8428.00 -47.00 -61.00 -50.00 -64.00
2024-11-22 8465.00 8439.00 8481.00 8407.00 8491.00 8491.00 8530.00 8465.00 -26.00 -52.00 -49.00 -58.00
2024-11-21 8520.00 8471.00 8520.00 8443.00 8430.00 8412.00 8453.00 8386.00 90.00 59.00 67.00 57.00
2024-11-20 8458.00 8487.00 8517.00 8433.00 8380.00 8426.00 8456.00 8372.00 78.00 61.00 61.00 61.00
2024-11-19 8346.00 8475.00 8495.00 8338.00 8291.00 8396.00 8414.00 8260.00 55.00 79.00 81.00 78.00
2024-11-18 8340.00 8363.00 8438.00 8299.00 8231.00 8279.00 8328.00 8223.00 109.00 84.00 110.00 76.00
2024-11-15 8345.00 8312.00 8380.00 8296.00 8250.00 8227.00 8296.00 8213.00 95.00 85.00 84.00 83.00
2024-11-14 8400.00 8309.00 8400.00 8277.00 8316.00 8231.00 8316.00 8205.00 84.00 78.00 84.00 72.00
2024-11-13 8321.00 8374.00 8403.00 8301.00 8246.00 8295.00 8324.00 8236.00 75.00 79.00 79.00 65.00
2024-11-12 8278.00 8301.00 8344.00 8278.00 8213.00 8235.00 8270.00 8203.00 65.00 66.00 74.00 75.00
2024-11-11 8320.00 8325.00 8372.00 8263.00 8275.00 8248.00 8317.00 8190.00 45.00 77.00 55.00 73.00
2024-11-08 8391.00 8343.00 8458.00 8320.00 8341.00 8294.00 8393.00 8273.00 50.00 49.00 65.00 47.00
2024-11-07 8296.00 8443.00 8466.00 8275.00 8270.00 8384.00 8410.00 8234.00 26.00 59.00 56.00 41.00
2024-11-06 8465.00 8333.00 8562.00 8300.00 8406.00 8284.00 8495.00 8250.00 59.00 49.00 67.00 50.00
2024-11-05 8450.00 8445.00 8475.00 8398.00 8384.00 8392.00 8413.00 8334.00 66.00 53.00 62.00 64.00
2024-11-04 8420.00 8434.00 8490.00 8354.00 8358.00 8366.00 8419.00 8285.00 62.00 68.00 71.00 69.00
2024-11-01 8460.00 8420.00 8474.00 8391.00 8375.00 8355.00 8394.00 8321.00 85.00 65.00 80.00 70.00
2024-10-31 8480.00 8449.00 8516.00 8411.00 8400.00 8364.00 8426.00 8334.00 80.00 85.00 90.00 77.00
2024-10-30 8366.00 8446.00 8450.00 8300.00 8280.00 8363.00 8372.00 8227.00 86.00 83.00 78.00 73.00
2024-10-29 8519.00 8327.00 8554.00 8325.00 8466.00 8260.00 8485.00 8257.00 53.00 67.00 69.00 68.00
2024-10-28 8536.00 8575.00 8666.00 8512.00 8625.00 8690.00 8745.00 8595.00 -89.00 -115.00 -79.00 -83.00
2024-10-25 8531.00 8526.00 8565.00 8472.00 8650.00 8609.00 8650.00 8558.00 -119.00 -83.00 -85.00 -86.00
2024-10-24 8500.00 8531.00 8546.00 8436.00 8570.00 8611.00 8628.00 8517.00 -70.00 -80.00 -82.00 -81.00
2024-10-23 8667.00 8600.00 8672.00 8587.00 8595.00 8530.00 8600.00 8515.00 72.00 70.00 72.00 72.00
2024-10-22 8530.00 8635.00 8642.00 8495.00 8464.00 8569.00 8579.00 8433.00 66.00 66.00 63.00 62.00
2024-10-21 8470.00 8498.00 8506.00 8372.00 8427.00 8431.00 8438.00 8315.00 43.00 67.00 68.00 57.00
2024-10-18 8454.00 8513.00 8534.00 8432.00 8365.00 8452.00 8466.00 8362.00 89.00 61.00 68.00 70.00
2024-10-17 8440.00 8433.00 8527.00 8420.00 8340.00 8355.00 8455.00 8340.00 100.00 78.00 72.00 80.00
2024-10-16 8435.00 8411.00 8529.00 8403.00 8364.00 8329.00 8449.00 8325.00 71.00 82.00 80.00 78.00
2024-10-15 8596.00 8455.00 8634.00 8440.00 8500.00 8385.00 8563.00 8369.00 96.00 70.00 71.00 71.00
2024-10-14 8713.00 8608.00 8772.00 8584.00 8650.00 8543.00 8708.00 8523.00 63.00 65.00 64.00 61.00
2024-10-11 8765.00 8713.00 8790.00 8621.00 8718.00 8651.00 8718.00 8548.00 47.00 62.00 72.00 73.00
2024-10-10 8860.00 8764.00 8866.00 8730.00 8760.00 8678.00 8772.00 8641.00 100.00 86.00 94.00 89.00
2024-10-09 8952.00 8896.00 8964.00 8853.00 8815.00 8800.00 8844.00 8732.00 137.00 96.00 120.00 121.00
2024-10-08 9108.00 8984.00 9188.00 8945.00 9066.00 8857.00 9100.00 8826.00 42.00 127.00 88.00 119.00
2024-09-30 8516.00 8860.00 8885.00 8457.00 8366.00 8748.00 8763.00 8329.00 150.00 112.00 122.00 128.00
2024-09-27 8395.00 8516.00 8535.00 8386.00 8288.00 8383.00 8405.00 8256.00 107.00 133.00 130.00 130.00
2024-09-26 8330.00 8381.00 8489.00 8283.00 8190.00 8245.00 8341.00 8132.00 140.00 136.00 148.00 151.00
2024-09-25 8576.00 8370.00 8646.00 8360.00 8748.00 8541.00 8815.00 8523.00 -172.00 -171.00 -169.00 -163.00
2024-09-24 8382.00 8559.00 8570.00 8342.00 8539.00 8734.00 8743.00 8515.00 -157.00 -175.00 -173.00 -173.00
2024-09-23 8611.00 8390.00 8611.00 8382.00 8768.00 8569.00 8782.00 8562.00 -157.00 -179.00 -171.00 -180.00
2024-09-20 8920.00 8795.00 8958.00 8785.00 8777.00 8628.00 8783.00 8621.00 143.00 167.00 175.00 164.00
2024-09-19 8812.00 8938.00 8942.00 8717.00 8620.00 8750.00 8754.00 8526.00 192.00 188.00 188.00 191.00
2024-09-18 9000.00 8791.00 9120.00 8690.00 8738.00 8616.00 8899.00 8522.00 262.00 175.00 221.00 168.00
2024-09-13 8644.00 8667.00 8717.00 8545.00 8471.00 8497.00 8540.00 8364.00 173.00 170.00 177.00 181.00
2024-09-12 8553.00 8644.00 8654.00 8420.00 8386.00 8471.00 8485.00 8243.00 167.00 173.00 169.00 177.00
2024-09-11 8500.00 8536.00 8547.00 8265.00 8370.00 8390.00 8395.00 8045.00 130.00 146.00 152.00 220.00
2024-09-10 8856.00 8580.00 8896.00 8563.00 8702.00 8401.00 8720.00 8390.00 154.00 179.00 176.00 173.00
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