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
2023-11-15 8400.00 8665.00 8735.00 8394.00 8367.00 8604.00 8640.00 8357.00 33.00 61.00 95.00 37.00
2023-11-14 8400.00 8417.00 8456.00 8345.00 8360.00 8381.00 8413.00 8301.00 40.00 36.00 43.00 44.00
2023-11-13 8490.00 8376.00 8493.00 8274.00 8440.00 8336.00 8445.00 8241.00 50.00 40.00 48.00 33.00
2023-11-10 8450.00 8471.00 8507.00 8364.00 8400.00 8418.00 8458.00 8323.00 50.00 53.00 49.00 41.00
2023-11-09 8370.00 8440.00 8475.00 8313.00 8360.00 8393.00 8444.00 8269.00 10.00 47.00 31.00 44.00
2023-11-08 8480.00 8439.00 8517.00 8351.00 8442.00 8405.00 8473.00 8315.00 38.00 34.00 44.00 36.00
2023-11-07 8655.00 8499.00 8709.00 8479.00 8606.00 8457.00 8653.00 8436.00 49.00 42.00 56.00 43.00
2023-11-06 8700.00 8644.00 8704.00 8512.00 8636.00 8589.00 8639.00 8471.00 64.00 55.00 65.00 41.00
2023-11-03 8630.00 8679.00 8750.00 8604.00 8594.00 8614.00 8677.00 8536.00 36.00 65.00 73.00 68.00
2023-11-02 8818.00 8668.00 8825.00 8628.00 8744.00 8594.00 8744.00 8552.00 74.00 74.00 81.00 76.00
2023-11-01 8780.00 8767.00 8836.00 8715.00 8710.00 8681.00 8738.00 8626.00 70.00 86.00 98.00 89.00
2023-10-31 8699.00 8795.00 8800.00 8573.00 8631.00 8699.00 8702.00 8493.00 68.00 96.00 98.00 80.00
2023-10-30 8559.00 8720.00 8756.00 8548.00 8489.00 8631.00 8660.00 8458.00 70.00 89.00 96.00 90.00
2023-10-27 8301.00 8559.00 8587.00 8300.00 8450.00 8625.00 8649.00 8385.00 -149.00 -66.00 -62.00 -85.00
2023-10-26 8430.00 8418.00 8484.00 8340.00 8531.00 8481.00 8555.00 8428.00 -101.00 -63.00 -71.00 -88.00
2023-10-25 8545.00 8461.00 8570.00 8412.00 8512.00 8405.00 8512.00 8349.00 33.00 56.00 58.00 63.00
2023-10-24 8621.00 8572.00 8662.00 8483.00 8518.00 8509.00 8568.00 8421.00 103.00 63.00 94.00 62.00
2023-10-23 8576.00 8593.00 8626.00 8433.00 8524.00 8499.00 8549.00 8367.00 52.00 94.00 77.00 66.00
2023-10-20 8619.00 8576.00 8765.00 8544.00 8513.00 8524.00 8674.00 8467.00 106.00 52.00 91.00 77.00
2023-10-19 8625.00 8619.00 8686.00 8478.00 8520.00 8539.00 8590.00 8400.00 105.00 80.00 96.00 78.00
2023-10-18 8515.00 8615.00 8671.00 8496.00 8412.00 8520.00 8585.00 8412.00 103.00 95.00 86.00 84.00
2023-10-17 8615.00 8515.00 8643.00 8415.00 8566.00 8442.00 8569.00 8360.00 49.00 73.00 74.00 55.00
2023-10-16 8600.00 8609.00 8686.00 8506.00 8488.00 8538.00 8603.00 8419.00 112.00 71.00 83.00 87.00
2023-10-13 8470.00 8458.00 8556.00 8355.00 8372.00 8357.00 8448.00 8267.00 98.00 101.00 108.00 88.00
2023-10-12 8421.00 8401.00 8436.00 8235.00 8326.00 8302.00 8369.00 8158.00 95.00 99.00 67.00 77.00
2023-10-11 8414.00 8469.00 8498.00 8333.00 8342.00 8394.00 8426.00 8270.00 72.00 75.00 72.00 63.00
2023-10-10 8616.00 8391.00 8637.00 8361.00 8546.00 8320.00 8558.00 8298.00 70.00 71.00 79.00 63.00
2023-10-09 8588.00 8602.00 8624.00 8475.00 8512.00 8531.00 8543.00 8388.00 76.00 71.00 81.00 87.00
2023-09-28 8855.00 8846.00 9045.00 8825.00 9087.00 8894.00 9097.00 8882.00 -232.00 -48.00 -52.00 -57.00
2023-09-27 8696.00 8809.00 8855.00 8696.00 8773.00 8853.00 8897.00 8770.00 -77.00 -44.00 -42.00 -74.00
2023-09-26 8796.00 8690.00 8847.00 8674.00 8900.00 8760.00 8950.00 8746.00 -104.00 -70.00 -103.00 -72.00
2023-09-25 9077.00 8826.00 9167.00 8775.00 9194.00 8931.00 9270.00 8884.00 -117.00 -105.00 -103.00 -109.00
2023-09-22 8960.00 9104.00 9175.00 8941.00 8900.00 9004.00 9078.00 8830.00 60.00 100.00 97.00 111.00
2023-09-21 9175.00 8926.00 9193.00 8919.00 9088.00 8810.00 9088.00 8805.00 87.00 116.00 105.00 114.00
2023-09-20 9488.00 9186.00 9554.00 9142.00 9400.00 9077.00 9432.00 9025.00 88.00 109.00 122.00 117.00
2023-09-19 9491.00 9464.00 9575.00 9392.00 9338.00 9347.00 9443.00 9270.00 153.00 117.00 132.00 122.00
2023-09-18 9720.00 9467.00 9720.00 9353.00 9501.00 9315.00 9508.00 9204.00 219.00 152.00 212.00 149.00
2023-09-15 9890.00 9729.00 9900.00 9611.00 9550.00 9527.00 9587.00 9430.00 340.00 202.00 313.00 181.00
2023-09-14 9860.00 9817.00 9998.00 9757.00 9564.00 9490.00 9620.00 9453.00 296.00 327.00 378.00 304.00
2023-09-13 9680.00 9811.00 9820.00 9590.00 9400.00 9516.00 9525.00 9326.00 280.00 295.00 295.00 264.00
2023-09-12 9255.00 9566.00 9666.00 9233.00 9068.00 9358.00 9416.00 9047.00 187.00 208.00 250.00 186.00
2023-09-11 9200.00 9262.00 9365.00 9145.00 9010.00 9076.00 9155.00 8949.00 190.00 186.00 210.00 196.00
2023-09-08 9292.00 9133.00 9325.00 9083.00 9076.00 8942.00 9088.00 8888.00 216.00 191.00 237.00 195.00
2023-09-07 9290.00 9268.00 9405.00 9179.00 9100.00 9046.00 9189.00 8965.00 190.00 222.00 216.00 214.00
2023-09-06 8850.00 9270.00 9330.00 8778.00 8685.00 9077.00 9116.00 8644.00 165.00 193.00 214.00 134.00
2023-09-05 8762.00 8827.00 8880.00 8762.00 8610.00 8691.00 8729.00 8610.00 152.00 136.00 151.00 152.00
2023-09-04 8750.00 8762.00 8850.00 8710.00 8605.00 8606.00 8696.00 8564.00 145.00 156.00 154.00 146.00
2023-09-01 8506.00 8722.00 8747.00 8500.00 8376.00 8588.00 8607.00 8370.00 130.00 134.00 140.00 130.00
2023-08-31 8534.00 8458.00 8543.00 8427.00 8423.00 8336.00 8423.00 8307.00 111.00 122.00 120.00 120.00
2023-08-30 8390.00 8534.00 8575.00 8358.00 8274.00 8413.00 8436.00 8235.00 116.00 121.00 139.00 123.00
2023-08-29 8333.00 8372.00 8450.00 8323.00 8201.00 8247.00 8313.00 8201.00 132.00 125.00 137.00 122.00
2023-08-28 8424.00 8347.00 8458.00 8314.00 8282.00 8224.00 8320.00 8193.00 142.00 123.00 138.00 121.00
2023-08-25 8460.00 8392.00 8476.00 8352.00 8314.00 8256.00 8331.00 8215.00 146.00 136.00 145.00 137.00
2023-08-24 8512.00 8467.00 8576.00 8437.00 8615.00 8603.00 8704.00 8575.00 -103.00 -136.00 -128.00 -138.00
2023-08-23 8485.00 8543.00 8606.00 8461.00 8561.00 8685.00 8745.00 8561.00 -76.00 -142.00 -139.00 -100.00
2023-08-22 8553.00 8460.00 8590.00 8355.00 8667.00 8599.00 8700.00 8502.00 -114.00 -139.00 -110.00 -147.00
2023-08-21 8310.00 8553.00 8573.00 8310.00 8477.00 8659.00 8680.00 8423.00 -167.00 -106.00 -107.00 -113.00
2023-08-18 8410.00 8492.00 8694.00 8410.00 8266.00 8363.00 8529.00 8266.00 144.00 129.00 165.00 144.00
2023-08-17 8350.00 8386.00 8388.00 8213.00 8178.00 8239.00 8240.00 8064.00 172.00 147.00 148.00 149.00
2023-08-16 8248.00 8317.00 8349.00 8242.00 8080.00 8150.00 8184.00 8074.00 168.00 167.00 165.00 168.00
2023-08-15 8280.00 8305.00 8326.00 8221.00 8100.00 8138.00 8165.00 8043.00 180.00 167.00 161.00 178.00
2023-08-14 8464.00 8280.00 8508.00 8246.00 8288.00 8110.00 8317.00 8080.00 176.00 170.00 191.00 166.00
2023-08-11 8490.00 8442.00 8497.00 8381.00 8308.00 8265.00 8308.00 8201.00 182.00 177.00 189.00 180.00
2023-08-10 8380.00 8494.00 8546.00 8363.00 8196.00 8294.00 8339.00 8165.00 184.00 200.00 207.00 198.00
2023-08-09 8220.00 8354.00 8394.00 8220.00 8000.00 8150.00 8168.00 7980.00 220.00 204.00 226.00 240.00
2023-08-08 8286.00 8301.00 8354.00 8174.00 8097.00 8051.00 8133.00 7975.00 189.00 250.00 221.00 199.00
2023-08-07 8376.00 8300.00 8376.00 8181.00 8191.00 8113.00 8201.00 8010.00 185.00 187.00 175.00 171.00
2023-08-04 8300.00 8343.00 8439.00 8268.00 8108.00 8176.00 8257.00 8073.00 192.00 167.00 182.00 195.00
2023-08-03 8427.00 8236.00 8430.00 8198.00 8260.00 8066.00 8306.00 8033.00 167.00 170.00 124.00 165.00
2023-08-02 8310.00 8399.00 8493.00 8262.00 8207.00 8276.00 8383.00 8139.00 103.00 123.00 110.00 123.00
2023-08-01 8388.00 8326.00 8464.00 8303.00 8230.00 8216.00 8300.00 8181.00 158.00 110.00 164.00 122.00
2023-07-31 8238.00 8327.00 8410.00 8238.00 8111.00 8181.00 8260.00 8111.00 127.00 146.00 150.00 127.00
2023-07-28 8080.00 8212.00 8226.00 8022.00 8029.00 8095.00 8106.00 7938.00 51.00 117.00 120.00 84.00
2023-07-27 8055.00 8054.00 8138.00 7983.00 8023.00 7969.00 8054.00 7900.00 32.00 85.00 84.00 83.00
2023-07-26 8030.00 8159.00 8188.00 8003.00 7944.00 8080.00 8090.00 7924.00 86.00 79.00 98.00 79.00
2023-07-25 7940.00 8027.00 8049.00 7842.00 8015.00 8095.00 8108.00 7901.00 -75.00 -68.00 -59.00 -59.00
2023-07-24 8048.00 7890.00 8088.00 7882.00 8109.00 7941.00 8137.00 7936.00 -61.00 -51.00 -49.00 -54.00
2023-07-21 7909.00 8021.00 8055.00 7909.00 7977.00 8070.00 8112.00 7969.00 -68.00 -49.00 -57.00 -60.00
2023-07-20 7900.00 7887.00 7957.00 7801.00 7988.00 7945.00 8030.00 7873.00 -88.00 -58.00 -73.00 -72.00
2023-07-19 7930.00 7956.00 8074.00 7914.00 7830.00 7874.00 7969.00 7830.00 100.00 82.00 105.00 84.00
2023-07-18 7871.00 7937.00 7978.00 7764.00 7755.00 7833.00 7873.00 7671.00 116.00 104.00 105.00 93.00
2023-07-17 7902.00 7835.00 7905.00 7760.00 7860.00 7752.00 7863.00 7685.00 42.00 83.00 42.00 75.00
2023-07-14 7732.00 7868.00 7954.00 7715.00 7700.00 7828.00 7903.00 7681.00 32.00 40.00 51.00 34.00
2023-07-13 7580.00 7759.00 7765.00 7578.00 7556.00 7721.00 7727.00 7552.00 24.00 38.00 38.00 26.00
2023-07-12 7538.00 7560.00 7584.00 7513.00 7490.00 7535.00 7549.00 7482.00 48.00 25.00 35.00 31.00
2023-07-11 7500.00 7526.00 7594.00 7480.00 7432.00 7484.00 7542.00 7420.00 68.00 42.00 52.00 60.00
2023-07-10 7450.00 7499.00 7552.00 7426.00 7402.00 7445.00 7491.00 7369.00 48.00 54.00 61.00 57.00
2023-07-07 7340.00 7450.00 7525.00 7320.00 7294.00 7382.00 7466.00 7285.00 46.00 68.00 59.00 35.00
2023-07-06 7350.00 7340.00 7370.00 7286.00 7325.00 7301.00 7330.00 7253.00 25.00 39.00 40.00 33.00
2023-07-05 7342.00 7351.00 7396.00 7310.00 7303.00 7307.00 7356.00 7266.00 39.00 44.00 40.00 44.00
2023-07-04 7296.00 7317.00 7325.00 7218.00 7281.00 7280.00 7285.00 7182.00 15.00 37.00 40.00 36.00
2023-07-03 7175.00 7277.00 7349.00 7175.00 7158.00 7235.00 7300.00 7156.00 17.00 42.00 49.00 19.00
2023-06-30 7083.00 7173.00 7213.00 7081.00 7099.00 7137.00 7176.00 7065.00 -16.00 36.00 37.00 16.00
2023-06-29 7038.00 7117.00 7186.00 7014.00 6989.00 7095.00 7150.00 6985.00 49.00 22.00 36.00 29.00
2023-06-28 6996.00 7036.00 7080.00 6991.00 6976.00 7003.00 7033.00 6955.00 20.00 33.00 47.00 36.00
2023-06-27 7090.00 7058.00 7117.00 6981.00 7005.00 7011.00 7063.00 6938.00 85.00 47.00 54.00 43.00
2023-06-26 7180.00 7067.00 7200.00 7028.00 7155.00 7016.00 7155.00 6970.00 25.00 51.00 45.00 58.00
2023-06-21 7131.00 7260.00 7318.00 7120.00 7085.00 7204.00 7268.00 7060.00 46.00 56.00 50.00 60.00
2023-06-20 7177.00 7157.00 7238.00 7107.00 7075.00 7098.00 7180.00 7039.00 102.00 59.00 58.00 68.00
2023-06-19 7256.00 7126.00 7295.00 7093.00 7513.00 7322.00 7520.00 7305.00 -257.00 -196.00 -225.00 -212.00
导出Excel数据