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
2024-09-09 8930.00 8873.00 8970.00 8792.00 8800.00 8708.00 8810.00 8603.00 130.00 165.00 160.00 189.00
2024-09-06 8983.00 8939.00 8993.00 8880.00 8801.00 8783.00 8841.00 8725.00 182.00 156.00 152.00 155.00
2024-09-05 9042.00 8955.00 9075.00 8910.00 8902.00 8807.00 8939.00 8773.00 140.00 148.00 136.00 137.00
2024-09-04 9222.00 9039.00 9223.00 9030.00 9085.00 8902.00 9090.00 8892.00 137.00 137.00 133.00 138.00
2024-09-03 9252.00 9263.00 9297.00 9242.00 9105.00 9127.00 9155.00 9098.00 147.00 136.00 142.00 144.00
2024-09-02 9315.00 9238.00 9315.00 9212.00 9180.00 9093.00 9180.00 9077.00 135.00 145.00 135.00 135.00
2024-08-30 9225.00 9315.00 9334.00 9201.00 9097.00 9180.00 9202.00 9076.00 128.00 135.00 132.00 125.00
2024-08-29 9135.00 9199.00 9237.00 9135.00 9030.00 9079.00 9115.00 9028.00 105.00 120.00 122.00 107.00
2024-08-28 9170.00 9152.00 9182.00 9116.00 9055.00 9046.00 9069.00 9015.00 115.00 106.00 113.00 101.00
2024-08-27 9230.00 9185.00 9250.00 9137.00 9095.00 9074.00 9115.00 9014.00 135.00 111.00 135.00 123.00
2024-08-26 9088.00 9197.00 9217.00 9040.00 9242.00 9357.00 9372.00 9192.00 -154.00 -160.00 -155.00 -152.00
2024-08-23 8949.00 9054.00 9075.00 8936.00 9158.00 9209.00 9223.00 9111.00 -209.00 -155.00 -148.00 -175.00
2024-08-22 9065.00 8940.00 9174.00 8925.00 9205.00 9119.00 9312.00 9105.00 -140.00 -179.00 -138.00 -180.00
2024-08-21 9060.00 9051.00 9069.00 8970.00 9182.00 9204.00 9224.00 9143.00 -122.00 -153.00 -155.00 -173.00
2024-08-20 9200.00 9213.00 9243.00 9121.00 8981.00 9040.00 9076.00 8943.00 219.00 173.00 167.00 178.00
2024-08-19 9250.00 9175.00 9314.00 9171.00 9050.00 8980.00 9133.00 8976.00 200.00 195.00 181.00 195.00
2024-08-16 9228.00 9277.00 9375.00 9224.00 9044.00 9085.00 9174.00 9040.00 184.00 192.00 201.00 184.00
2024-08-15 9254.00 9204.00 9300.00 9150.00 9080.00 9023.00 9111.00 8940.00 174.00 181.00 189.00 210.00
2024-08-14 9327.00 9254.00 9354.00 9240.00 9193.00 9072.00 9193.00 9054.00 134.00 182.00 161.00 186.00
2024-08-13 9286.00 9361.00 9383.00 9267.00 9122.00 9185.00 9209.00 9088.00 164.00 176.00 174.00 179.00
2024-08-12 9225.00 9285.00 9289.00 9178.00 9065.00 9104.00 9110.00 9005.00 160.00 181.00 179.00 173.00
2024-08-09 9146.00 9228.00 9260.00 9063.00 8957.00 9060.00 9084.00 8888.00 189.00 168.00 176.00 175.00
2024-08-08 9160.00 9130.00 9182.00 9110.00 8972.00 8939.00 8998.00 8934.00 188.00 191.00 184.00 176.00
2024-08-07 9110.00 9101.00 9195.00 9080.00 8891.00 8920.00 8995.00 8891.00 219.00 181.00 200.00 189.00
2024-08-06 9078.00 9132.00 9229.00 9070.00 8887.00 8926.00 9025.00 8862.00 191.00 206.00 204.00 208.00
2024-08-05 9240.00 9107.00 9287.00 9089.00 9053.00 8901.00 9081.00 8890.00 187.00 206.00 206.00 199.00
2024-08-02 9322.00 9299.00 9325.00 9228.00 9144.00 9108.00 9144.00 9028.00 178.00 191.00 181.00 200.00
2024-08-01 9208.00 9322.00 9359.00 9180.00 9019.00 9120.00 9146.00 8964.00 189.00 202.00 213.00 216.00
2024-07-31 8975.00 9183.00 9189.00 8925.00 8720.00 8988.00 8993.00 8720.00 255.00 195.00 196.00 205.00
2024-07-30 8948.00 8940.00 8984.00 8900.00 8764.00 8742.00 8797.00 8729.00 184.00 198.00 187.00 171.00
2024-07-29 8929.00 8931.00 8965.00 8867.00 8770.00 8779.00 8810.00 8721.00 159.00 152.00 155.00 146.00
2024-07-26 8822.00 8944.00 9012.00 8804.00 8680.00 8796.00 8859.00 8656.00 142.00 148.00 153.00 148.00
2024-07-25 8969.00 8852.00 8969.00 8841.00 9099.00 8988.00 9099.00 8958.00 -130.00 -136.00 -130.00 -117.00
2024-07-24 9000.00 8947.00 9015.00 8831.00 9133.00 9075.00 9133.00 8970.00 -133.00 -128.00 -118.00 -139.00
2024-07-23 9000.00 9032.00 9071.00 8984.00 9147.00 9150.00 9189.00 9120.00 -147.00 -118.00 -118.00 -136.00
2024-07-22 9139.00 9031.00 9139.00 9014.00 9205.00 9152.00 9252.00 9137.00 -66.00 -121.00 -113.00 -123.00
2024-07-19 9275.00 9225.00 9276.00 9203.00 9155.00 9114.00 9177.00 9089.00 120.00 111.00 99.00 114.00
2024-07-18 9250.00 9287.00 9296.00 9210.00 9153.00 9183.00 9190.00 9116.00 97.00 104.00 106.00 94.00
2024-07-17 9194.00 9229.00 9278.00 9187.00 9088.00 9128.00 9174.00 9080.00 106.00 101.00 104.00 107.00
2024-07-16 9248.00 9221.00 9276.00 9197.00 9159.00 9112.00 9174.00 9093.00 89.00 109.00 102.00 104.00
2024-07-15 9276.00 9244.00 9315.00 9223.00 9165.00 9144.00 9212.00 9122.00 111.00 100.00 103.00 101.00
2024-07-12 9416.00 9271.00 9420.00 9253.00 9300.00 9165.00 9308.00 9153.00 116.00 106.00 112.00 100.00
2024-07-11 9309.00 9416.00 9443.00 9300.00 9160.00 9298.00 9300.00 9160.00 149.00 118.00 143.00 140.00
2024-07-10 9388.00 9282.00 9388.00 9232.00 9271.00 9146.00 9271.00 9115.00 117.00 136.00 117.00 117.00
2024-07-09 9380.00 9398.00 9502.00 9328.00 9275.00 9275.00 9349.00 9211.00 105.00 123.00 153.00 117.00
2024-07-08 9348.00 9378.00 9479.00 9342.00 9231.00 9255.00 9352.00 9231.00 117.00 123.00 127.00 111.00
2024-07-05 9450.00 9348.00 9535.00 9343.00 9343.00 9238.00 9416.00 9234.00 107.00 110.00 119.00 109.00
2024-07-04 9422.00 9450.00 9488.00 9392.00 9333.00 9344.00 9393.00 9296.00 89.00 106.00 95.00 96.00
2024-07-03 9451.00 9442.00 9489.00 9374.00 9365.00 9349.00 9390.00 9281.00 86.00 93.00 99.00 93.00
2024-07-02 9412.00 9447.00 9478.00 9385.00 9322.00 9349.00 9375.00 9283.00 90.00 98.00 103.00 102.00
2024-07-01 9481.00 9441.00 9481.00 9372.00 9342.00 9343.00 9384.00 9279.00 139.00 98.00 97.00 93.00
2024-06-28 9250.00 9472.00 9478.00 9250.00 9156.00 9375.00 9380.00 9156.00 94.00 97.00 98.00 94.00
2024-06-27 9222.00 9224.00 9295.00 9152.00 9136.00 9138.00 9200.00 9068.00 86.00 86.00 95.00 84.00
2024-06-26 9295.00 9222.00 9326.00 9171.00 9348.00 9301.00 9395.00 9251.00 -53.00 -79.00 -69.00 -80.00
2024-06-25 9182.00 9281.00 9303.00 9127.00 9176.00 9352.00 9370.00 9176.00 6.00 -71.00 -67.00 -49.00
2024-06-24 9192.00 9212.00 9262.00 9133.00 9130.00 9143.00 9184.00 9066.00 62.00 69.00 78.00 67.00
2024-06-21 9236.00 9217.00 9283.00 9203.00 9153.00 9140.00 9214.00 9133.00 83.00 77.00 69.00 70.00
2024-06-20 9242.00 9250.00 9310.00 9207.00 9175.00 9173.00 9228.00 9138.00 67.00 77.00 82.00 69.00
2024-06-19 9285.00 9223.00 9373.00 9213.00 9181.00 9157.00 9295.00 9145.00 104.00 66.00 78.00 68.00
2024-06-18 9355.00 9281.00 9386.00 9276.00 9250.00 9201.00 9309.00 9200.00 105.00 80.00 77.00 76.00
2024-06-17 9385.00 9320.00 9399.00 9305.00 9346.00 9240.00 9346.00 9222.00 39.00 80.00 53.00 83.00
2024-06-14 9426.00 9365.00 9445.00 9353.00 9340.00 9300.00 9377.00 9281.00 86.00 65.00 68.00 72.00
2024-06-13 9630.00 9426.00 9645.00 9411.00 9554.00 9360.00 9568.00 9344.00 76.00 66.00 77.00 67.00
2024-06-12 9498.00 9610.00 9628.00 9463.00 9428.00 9534.00 9538.00 9390.00 70.00 76.00 90.00 73.00
2024-06-11 9493.00 9515.00 9548.00 9446.00 9437.00 9442.00 9477.00 9381.00 56.00 73.00 71.00 65.00
2024-06-07 9374.00 9424.00 9493.00 9370.00 9310.00 9368.00 9434.00 9307.00 64.00 56.00 59.00 63.00
2024-06-06 9366.00 9383.00 9429.00 9353.00 9313.00 9325.00 9367.00 9291.00 53.00 58.00 62.00 62.00
2024-06-05 9538.00 9337.00 9546.00 9336.00 9494.00 9277.00 9494.00 9277.00 44.00 60.00 52.00 59.00
2024-06-04 9587.00 9570.00 9624.00 9514.00 9548.00 9505.00 9562.00 9450.00 39.00 65.00 62.00 64.00
2024-06-03 9768.00 9587.00 9819.00 9550.00 9702.00 9528.00 9758.00 9490.00 66.00 59.00 61.00 60.00
2024-05-31 9653.00 9730.00 9773.00 9634.00 9600.00 9675.00 9710.00 9576.00 53.00 55.00 63.00 58.00
2024-05-30 9675.00 9663.00 9720.00 9588.00 9625.00 9608.00 9658.00 9538.00 50.00 55.00 62.00 50.00
2024-05-29 9600.00 9663.00 9696.00 9567.00 9545.00 9610.00 9633.00 9510.00 55.00 53.00 63.00 57.00
2024-05-28 9650.00 9576.00 9705.00 9561.00 9708.00 9670.00 9781.00 9656.00 -58.00 -94.00 -76.00 -95.00
2024-05-27 9452.00 9618.00 9620.00 9425.00 9500.00 9698.00 9698.00 9471.00 -48.00 -80.00 -78.00 -46.00
2024-05-24 9418.00 9444.00 9503.00 9385.00 9477.00 9486.00 9547.00 9433.00 -59.00 -42.00 -44.00 -48.00
2024-05-23 9444.00 9392.00 9485.00 9353.00 9450.00 9439.00 9533.00 9400.00 -6.00 -47.00 -48.00 -47.00
2024-05-22 9612.00 9488.00 9646.00 9465.00 9538.00 9438.00 9593.00 9408.00 74.00 50.00 53.00 57.00
2024-05-21 9585.00 9612.00 9691.00 9530.00 9475.00 9558.00 9638.00 9475.00 110.00 54.00 53.00 55.00
2024-05-20 9311.00 9572.00 9575.00 9311.00 9285.00 9519.00 9520.00 9261.00 26.00 53.00 55.00 50.00
2024-05-17 9279.00 9306.00 9314.00 9222.00 9246.00 9256.00 9259.00 9170.00 33.00 50.00 55.00 52.00
2024-05-16 9126.00 9274.00 9280.00 9121.00 9085.00 9215.00 9222.00 9077.00 41.00 59.00 58.00 44.00
2024-05-15 9133.00 9146.00 9175.00 9089.00 9085.00 9101.00 9134.00 9055.00 48.00 45.00 41.00 34.00
2024-05-14 9247.00 9144.00 9247.00 9141.00 9165.00 9108.00 9205.00 9105.00 82.00 36.00 42.00 36.00
2024-05-13 9265.00 9187.00 9269.00 9076.00 9240.00 9145.00 9240.00 9050.00 25.00 42.00 29.00 26.00
2024-05-10 9233.00 9278.00 9293.00 9185.00 9172.00 9209.00 9229.00 9130.00 61.00 69.00 64.00 55.00
2024-05-09 9285.00 9216.00 9349.00 9215.00 9200.00 9161.00 9270.00 9154.00 85.00 55.00 79.00 61.00
2024-05-08 9397.00 9295.00 9397.00 9291.00 9282.00 9215.00 9298.00 9210.00 115.00 80.00 99.00 81.00
2024-05-07 9410.00 9397.00 9446.00 9338.00 9309.00 9308.00 9355.00 9253.00 101.00 89.00 91.00 85.00
2024-05-06 9287.00 9411.00 9412.00 9276.00 9200.00 9318.00 9321.00 9192.00 87.00 93.00 91.00 84.00
2024-04-30 9383.00 9387.00 9418.00 9333.00 9275.00 9302.00 9335.00 9255.00 108.00 85.00 83.00 78.00
2024-04-29 9520.00 9359.00 9530.00 9326.00 9541.00 9437.00 9597.00 9404.00 -21.00 -78.00 -67.00 -78.00
2024-04-26 9500.00 9495.00 9539.00 9440.00 9597.00 9560.00 9606.00 9514.00 -97.00 -65.00 -67.00 -74.00
2024-04-25 9498.00 9499.00 9548.00 9455.00 9586.00 9567.00 9611.00 9525.00 -88.00 -68.00 -63.00 -70.00
2024-04-24 9386.00 9498.00 9535.00 9386.00 9455.00 9562.00 9596.00 9451.00 -69.00 -64.00 -61.00 -65.00
2024-04-23 9460.00 9415.00 9525.00 9405.00 9520.00 9479.00 9583.00 9475.00 -60.00 -64.00 -58.00 -70.00
2024-04-22 9605.00 9531.00 9685.00 9528.00 9575.00 9468.00 9625.00 9465.00 30.00 63.00 60.00 63.00
2024-04-19 9652.00 9652.00 9780.00 9580.00 9600.00 9586.00 9695.00 9506.00 52.00 66.00 85.00 74.00
2024-04-18 9567.00 9646.00 9665.00 9526.00 9510.00 9584.00 9594.00 9471.00 57.00 62.00 71.00 55.00
2024-04-17 9572.00 9594.00 9648.00 9561.00 9510.00 9543.00 9584.00 9508.00 62.00 51.00 64.00 53.00
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