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
2024-04-16 9546.00 9612.00 9674.00 9490.00 9470.00 9548.00 9596.00 9411.00 76.00 64.00 78.00 79.00
2024-04-15 9451.00 9528.00 9575.00 9451.00 9390.00 9458.00 9500.00 9386.00 61.00 70.00 75.00 65.00
2024-04-12 9400.00 9430.00 9453.00 9376.00 9320.00 9362.00 9376.00 9304.00 80.00 68.00 77.00 72.00
2024-04-11 9435.00 9416.00 9459.00 9382.00 9370.00 9348.00 9386.00 9307.00 65.00 68.00 73.00 75.00
2024-04-10 9568.00 9432.00 9589.00 9411.00 9500.00 9358.00 9500.00 9337.00 68.00 74.00 89.00 74.00
2024-04-09 9543.00 9596.00 9646.00 9520.00 9434.00 9509.00 9548.00 9426.00 109.00 87.00 98.00 94.00
2024-04-08 9535.00 9510.00 9579.00 9447.00 9393.00 9416.00 9475.00 9353.00 142.00 94.00 104.00 94.00
2024-04-03 9470.00 9481.00 9500.00 9425.00 9380.00 9390.00 9410.00 9335.00 90.00 91.00 90.00 90.00
2024-04-02 9370.00 9442.00 9468.00 9366.00 9305.00 9346.00 9374.00 9278.00 65.00 96.00 94.00 88.00
2024-04-01 9360.00 9397.00 9498.00 9355.00 9251.00 9310.00 9398.00 9251.00 109.00 87.00 100.00 104.00
2024-03-29 9337.00 9346.00 9378.00 9259.00 9242.00 9251.00 9289.00 9173.00 95.00 95.00 89.00 86.00
2024-03-28 9240.00 9289.00 9340.00 9190.00 9187.00 9216.00 9255.00 9121.00 53.00 73.00 85.00 69.00
2024-03-27 9300.00 9265.00 9379.00 9241.00 9231.00 9196.00 9295.00 9170.00 69.00 69.00 84.00 71.00
2024-03-26 9205.00 9296.00 9365.00 9205.00 9260.00 9348.00 9399.00 9245.00 -55.00 -52.00 -34.00 -40.00
2024-03-25 9207.00 9218.00 9288.00 9155.00 9230.00 9259.00 9325.00 9194.00 -23.00 -41.00 -37.00 -39.00
2024-03-22 9194.00 9188.00 9253.00 9140.00 9215.00 9227.00 9288.00 9180.00 -21.00 -39.00 -35.00 -40.00
2024-03-21 9125.00 9217.00 9246.00 9104.00 9266.00 9248.00 9270.00 9149.00 -141.00 -31.00 -24.00 -45.00
2024-03-20 9314.00 9251.00 9328.00 9243.00 9320.00 9286.00 9346.00 9276.00 -6.00 -35.00 -18.00 -33.00
2024-03-19 9390.00 9314.00 9420.00 9305.00 9361.00 9330.00 9438.00 9326.00 29.00 -16.00 -18.00 -21.00
2024-03-18 9419.00 9401.00 9470.00 9352.00 9388.00 9382.00 9444.00 9326.00 31.00 19.00 26.00 26.00
2024-03-15 9496.00 9428.00 9577.00 9428.00 9482.00 9400.00 9546.00 9396.00 14.00 28.00 31.00 32.00
2024-03-14 9350.00 9492.00 9499.00 9313.00 9318.00 9462.00 9464.00 9274.00 32.00 30.00 35.00 39.00
2024-03-13 9320.00 9319.00 9348.00 9273.00 9233.00 9273.00 9299.00 9228.00 87.00 46.00 49.00 45.00
2024-03-12 9352.00 9299.00 9375.00 9251.00 9310.00 9255.00 9320.00 9207.00 42.00 44.00 55.00 44.00
2024-03-11 9190.00 9351.00 9358.00 9190.00 9158.00 9298.00 9306.00 9150.00 32.00 53.00 52.00 40.00
2024-03-08 9148.00 9226.00 9255.00 9135.00 9084.00 9178.00 9200.00 9084.00 64.00 48.00 55.00 51.00
2024-03-07 9170.00 9130.00 9195.00 9080.00 9140.00 9095.00 9155.00 9054.00 30.00 35.00 40.00 26.00
2024-03-06 9169.00 9182.00 9235.00 9115.00 9111.00 9148.00 9185.00 9082.00 58.00 34.00 50.00 33.00
2024-03-05 9097.00 9166.00 9170.00 9025.00 9081.00 9111.00 9115.00 9010.00 16.00 55.00 55.00 15.00
2024-03-04 9098.00 9097.00 9174.00 9058.00 9075.00 9082.00 9143.00 9040.00 23.00 15.00 31.00 18.00
2024-03-01 9050.00 9044.00 9089.00 8990.00 9055.00 9031.00 9067.00 8981.00 -5.00 13.00 22.00 9.00
2024-02-29 9000.00 9050.00 9078.00 8961.00 8988.00 9033.00 9060.00 8940.00 12.00 17.00 18.00 21.00
2024-02-28 9151.00 9018.00 9197.00 9007.00 9090.00 8993.00 9150.00 8985.00 61.00 25.00 47.00 22.00
2024-02-27 9055.00 9141.00 9143.00 9013.00 9022.00 9097.00 9097.00 8980.00 33.00 44.00 46.00 33.00
2024-02-26 9048.00 9036.00 9124.00 9023.00 9105.00 9071.00 9166.00 9070.00 -57.00 -35.00 -42.00 -47.00
2024-02-23 9160.00 9067.00 9178.00 9062.00 9180.00 9113.00 9214.00 9108.00 -20.00 -46.00 -36.00 -46.00
2024-02-22 9110.00 9177.00 9234.00 9101.00 9120.00 9200.00 9250.00 9120.00 -10.00 -23.00 -16.00 -19.00
2024-02-21 9080.00 9123.00 9192.00 9025.00 9067.00 9075.00 9148.00 8996.00 13.00 48.00 44.00 29.00
2024-02-20 9294.00 9145.00 9296.00 9130.00 9240.00 9098.00 9250.00 9090.00 54.00 47.00 46.00 40.00
2024-02-19 9330.00 9273.00 9387.00 9218.00 9301.00 9230.00 9327.00 9195.00 29.00 43.00 60.00 23.00
2024-02-08 9099.00 9093.00 9196.00 9030.00 9050.00 9060.00 9133.00 8999.00 49.00 33.00 63.00 31.00
2024-02-07 8918.00 9091.00 9117.00 8918.00 8894.00 9044.00 9049.00 8888.00 24.00 47.00 68.00 30.00
2024-02-06 8766.00 8906.00 8914.00 8711.00 8770.00 8868.00 8877.00 8697.00 -4.00 38.00 37.00 14.00
2024-02-05 8613.00 8795.00 8845.00 8613.00 8650.00 8770.00 8818.00 8640.00 -37.00 25.00 27.00 -27.00
2024-02-02 8824.00 8649.00 8830.00 8621.00 8830.00 8668.00 8844.00 8645.00 -6.00 -19.00 -14.00 -24.00
2024-02-01 8787.00 8826.00 8865.00 8755.00 8780.00 8838.00 8853.00 8751.00 7.00 -12.00 12.00 4.00
2024-01-31 8878.00 8796.00 8879.00 8698.00 8850.00 8794.00 8870.00 8710.00 28.00 2.00 9.00 -12.00
2024-01-30 8796.00 8892.00 8938.00 8760.00 8750.00 8873.00 8914.00 8742.00 46.00 19.00 24.00 18.00
2024-01-29 8777.00 8784.00 8886.00 8743.00 8745.00 8776.00 8852.00 8704.00 32.00 8.00 34.00 39.00
2024-01-26 8792.00 8767.00 9000.00 8765.00 8747.00 8751.00 8940.00 8741.00 45.00 16.00 60.00 24.00
2024-01-25 8915.00 8795.00 8937.00 8794.00 8835.00 8715.00 8853.00 8715.00 80.00 80.00 84.00 79.00
2024-01-24 8886.00 8916.00 8948.00 8850.00 8804.00 8831.00 8863.00 8766.00 82.00 85.00 85.00 84.00
2024-01-23 8801.00 8894.00 8898.00 8736.00 8810.00 8816.00 8818.00 8676.00 -9.00 78.00 80.00 60.00
2024-01-22 8730.00 8768.00 8888.00 8702.00 8766.00 8830.00 8936.00 8753.00 -36.00 -62.00 -48.00 -51.00
2024-01-19 8656.00 8726.00 8767.00 8647.00 8708.00 8765.00 8811.00 8705.00 -52.00 -39.00 -44.00 -58.00
2024-01-18 8600.00 8673.00 8719.00 8597.00 8650.00 8726.00 8778.00 8650.00 -50.00 -53.00 -59.00 -53.00
2024-01-17 8820.00 8640.00 8825.00 8629.00 8860.00 8695.00 8860.00 8682.00 -40.00 -55.00 -35.00 -53.00
2024-01-16 8447.00 8796.00 8803.00 8433.00 8488.00 8824.00 8828.00 8488.00 -41.00 -28.00 -25.00 -55.00
2024-01-15 8515.00 8466.00 8515.00 8370.00 8586.00 8530.00 8586.00 8436.00 -71.00 -64.00 -71.00 -66.00
2024-01-12 8480.00 8477.00 8534.00 8420.00 8545.00 8542.00 8588.00 8473.00 -65.00 -65.00 -54.00 -53.00
2024-01-11 8399.00 8469.00 8475.00 8292.00 8480.00 8513.00 8520.00 8357.00 -81.00 -44.00 -45.00 -65.00
2024-01-10 8326.00 8418.00 8445.00 8267.00 8377.00 8463.00 8500.00 8328.00 -51.00 -45.00 -55.00 -61.00
2024-01-09 8266.00 8257.00 8328.00 8227.00 8300.00 8322.00 8387.00 8293.00 -34.00 -65.00 -59.00 -66.00
2024-01-08 8414.00 8279.00 8502.00 8276.00 8450.00 8340.00 8555.00 8340.00 -36.00 -61.00 -53.00 -64.00
2024-01-05 8450.00 8366.00 8468.00 8306.00 8532.00 8421.00 8532.00 8361.00 -82.00 -55.00 -64.00 -55.00
2024-01-04 8543.00 8468.00 8599.00 8448.00 8600.00 8519.00 8648.00 8497.00 -57.00 -51.00 -49.00 -49.00
2024-01-03 8630.00 8543.00 8665.00 8476.00 8650.00 8594.00 8700.00 8526.00 -20.00 -51.00 -35.00 -50.00
2024-01-02 8480.00 8618.00 8630.00 8437.00 8502.00 8645.00 8660.00 8476.00 -22.00 -27.00 -30.00 -39.00
2023-12-29 8440.00 8484.00 8485.00 8371.00 8453.00 8517.00 8520.00 8410.00 -13.00 -33.00 -35.00 -39.00
2023-12-28 8578.00 8456.00 8582.00 8420.00 8598.00 8487.00 8600.00 8454.00 -20.00 -31.00 -18.00 -34.00
2023-12-27 8570.00 8578.00 8654.00 8543.00 8580.00 8605.00 8664.00 8557.00 -10.00 -27.00 -10.00 -14.00
2023-12-26 8575.00 8540.00 8624.00 8525.00 8570.00 8553.00 8631.00 8538.00 5.00 -13.00 -7.00 -13.00
2023-12-25 8521.00 8553.00 8675.00 8466.00 8539.00 8570.00 8677.00 8481.00 -18.00 -17.00 -2.00 -15.00
2023-12-22 8530.00 8520.00 8628.00 8441.00 8528.00 8502.00 8605.00 8419.00 2.00 18.00 23.00 22.00
2023-12-21 8500.00 8584.00 8617.00 8462.00 8475.00 8559.00 8586.00 8430.00 25.00 25.00 31.00 32.00
2023-12-20 8240.00 8473.00 8489.00 8212.00 8207.00 8432.00 8447.00 8179.00 33.00 41.00 42.00 33.00
2023-12-19 8246.00 8240.00 8290.00 8191.00 8246.00 8205.00 8252.00 8155.00 0.00 35.00 38.00 36.00
2023-12-18 8124.00 8226.00 8232.00 8073.00 8148.00 8259.00 8270.00 8095.00 -24.00 -33.00 -38.00 -22.00
2023-12-15 8118.00 8124.00 8165.00 8045.00 8129.00 8140.00 8184.00 8058.00 -11.00 -16.00 -19.00 -13.00
2023-12-14 7974.00 8090.00 8255.00 7974.00 8000.00 8094.00 8235.00 7978.00 -26.00 -4.00 20.00 -4.00
2023-12-13 8109.00 7956.00 8163.00 7931.00 8120.00 7947.00 8166.00 7927.00 -11.00 9.00 -3.00 4.00
2023-12-12 8100.00 8141.00 8177.00 7975.00 8086.00 8144.00 8185.00 7994.00 14.00 -3.00 -8.00 -19.00
2023-12-11 8098.00 8103.00 8148.00 8010.00 8120.00 8111.00 8155.00 8016.00 -22.00 -8.00 -7.00 -6.00
2023-12-08 7998.00 8097.00 8137.00 7974.00 7988.00 8112.00 8148.00 7985.00 10.00 -15.00 -11.00 -11.00
2023-12-07 8000.00 7977.00 8029.00 7825.00 8035.00 7995.00 8046.00 7852.00 -35.00 -18.00 -17.00 -27.00
2023-12-06 7852.00 8033.00 8035.00 7823.00 7876.00 8051.00 8053.00 7844.00 -24.00 -18.00 -18.00 -21.00
2023-12-05 7841.00 7882.00 7898.00 7756.00 7843.00 7894.00 7913.00 7779.00 -2.00 -12.00 -15.00 -23.00
2023-12-04 7950.00 7841.00 8011.00 7819.00 7925.00 7855.00 8008.00 7832.00 25.00 -14.00 3.00 -13.00
2023-12-01 8150.00 7954.00 8193.00 7905.00 8136.00 7937.00 8166.00 7892.00 14.00 17.00 27.00 13.00
2023-11-30 8088.00 8153.00 8176.00 8023.00 8041.00 8122.00 8146.00 7991.00 47.00 31.00 30.00 32.00
2023-11-29 8052.00 8046.00 8145.00 8013.00 8017.00 8005.00 8100.00 7969.00 35.00 41.00 45.00 44.00
2023-11-28 8246.00 8044.00 8278.00 8028.00 8180.00 8002.00 8238.00 7989.00 66.00 42.00 40.00 39.00
2023-11-27 8370.00 8238.00 8446.00 8190.00 8420.00 8276.00 8481.00 8238.00 -50.00 -38.00 -35.00 -48.00
2023-11-24 8428.00 8358.00 8465.00 8315.00 8428.00 8393.00 8498.00 8345.00 0.00 -35.00 -33.00 -30.00
2023-11-23 8397.00 8425.00 8449.00 8277.00 8420.00 8458.00 8480.00 8318.00 -23.00 -33.00 -31.00 -41.00
2023-11-22 8469.00 8450.00 8544.00 8405.00 8471.00 8468.00 8560.00 8431.00 -2.00 -18.00 -16.00 -26.00
2023-11-21 8738.00 8499.00 8744.00 8486.00 8712.00 8469.00 8718.00 8461.00 26.00 30.00 26.00 25.00
2023-11-20 8751.00 8711.00 8784.00 8620.00 8688.00 8689.00 8757.00 8585.00 63.00 22.00 27.00 35.00
2023-11-17 8688.00 8703.00 8888.00 8659.00 8646.00 8650.00 8818.00 8610.00 42.00 53.00 70.00 49.00
2023-11-16 8633.00 8697.00 8704.00 8562.00 8586.00 8646.00 8651.00 8514.00 47.00 51.00 53.00 48.00
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