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
2023-06-16 7080.00 7256.00 7261.00 7062.00 7358.00 7498.00 7498.00 7334.00 -278.00 -242.00 -237.00 -272.00
2023-06-15 7111.00 7052.00 7139.00 6980.00 7303.00 7332.00 7400.00 7256.00 -192.00 -280.00 -261.00 -276.00
2023-06-14 7300.00 7355.00 7425.00 7181.00 7010.00 7075.00 7179.00 6910.00 290.00 280.00 246.00 271.00
2023-06-13 7230.00 7251.00 7266.00 7094.00 6951.00 6971.00 6988.00 6791.00 279.00 280.00 278.00 303.00
2023-06-12 7500.00 7278.00 7527.00 7256.00 7240.00 7004.00 7265.00 6982.00 260.00 274.00 262.00 274.00
2023-06-09 7463.00 7500.00 7542.00 7395.00 7212.00 7256.00 7309.00 7135.00 251.00 244.00 233.00 260.00
2023-06-08 7640.00 7436.00 7672.00 7415.00 7485.00 7210.00 7485.00 7200.00 155.00 226.00 187.00 215.00
2023-06-07 7630.00 7612.00 7732.00 7600.00 7435.00 7448.00 7548.00 7420.00 195.00 164.00 184.00 180.00
2023-06-06 7762.00 7642.00 7762.00 7585.00 7570.00 7458.00 7577.00 7411.00 192.00 184.00 185.00 174.00
2023-06-05 7792.00 7719.00 7850.00 7681.00 7608.00 7547.00 7650.00 7508.00 184.00 172.00 200.00 173.00
2023-06-02 7677.00 7770.00 7835.00 7542.00 7478.00 7593.00 7657.00 7348.00 199.00 177.00 178.00 194.00
2023-06-01 7640.00 7692.00 7778.00 7631.00 7265.00 7363.00 7397.00 7259.00 375.00 329.00 381.00 372.00
2023-05-31 7711.00 7706.00 7745.00 7580.00 7417.00 7335.00 7449.00 7240.00 294.00 371.00 296.00 340.00
2023-05-30 7734.00 7741.00 7798.00 7685.00 7444.00 7452.00 7514.00 7400.00 290.00 289.00 284.00 285.00
2023-05-29 7720.00 7765.00 7820.00 7703.00 7420.00 7473.00 7568.00 7413.00 300.00 292.00 252.00 290.00
2023-05-26 7521.00 7709.00 7730.00 7465.00 7368.00 7518.00 7535.00 7297.00 153.00 191.00 195.00 168.00
2023-05-25 7505.00 7563.00 7600.00 7385.00 7390.00 7391.00 7451.00 7264.00 115.00 172.00 149.00 121.00
2023-05-24 7482.00 7502.00 7565.00 7460.00 7710.00 7699.00 7769.00 7677.00 -228.00 -197.00 -204.00 -217.00
2023-05-23 7668.00 7455.00 7681.00 7378.00 7762.00 7686.00 7855.00 7655.00 -94.00 -231.00 -174.00 -277.00
2023-05-22 7765.00 7615.00 7803.00 7543.00 7866.00 7818.00 7914.00 7741.00 -101.00 -203.00 -111.00 -198.00
2023-05-19 7888.00 7816.00 7935.00 7744.00 7862.00 7721.00 7862.00 7664.00 26.00 95.00 73.00 80.00
2023-05-18 7808.00 7888.00 7897.00 7792.00 7750.00 7812.00 7830.00 7713.00 58.00 76.00 67.00 79.00
2023-05-17 7735.00 7789.00 7805.00 7642.00 7672.00 7735.00 7742.00 7574.00 63.00 54.00 63.00 68.00
2023-05-16 7879.00 7735.00 7909.00 7704.00 7710.00 7674.00 7824.00 7650.00 169.00 61.00 85.00 54.00
2023-05-15 7886.00 7809.00 7910.00 7708.00 7792.00 7723.00 7823.00 7631.00 94.00 86.00 87.00 77.00
2023-05-12 7974.00 7855.00 8040.00 7850.00 7912.00 7768.00 7961.00 7768.00 62.00 87.00 79.00 82.00
2023-05-11 8160.00 8023.00 8166.00 8005.00 8083.00 7962.00 8105.00 7935.00 77.00 61.00 61.00 70.00
2023-05-10 8140.00 8145.00 8200.00 8076.00 8060.00 8084.00 8137.00 8023.00 80.00 61.00 63.00 53.00
2023-05-09 8225.00 8113.00 8231.00 8108.00 8172.00 8067.00 8174.00 8065.00 53.00 46.00 57.00 43.00
2023-05-08 8050.00 8212.00 8225.00 8050.00 8025.00 8155.00 8179.00 8001.00 25.00 57.00 46.00 49.00
2023-05-05 8030.00 8019.00 8044.00 7950.00 7988.00 7962.00 8002.00 7903.00 42.00 57.00 42.00 47.00
2023-05-04 8050.00 8029.00 8080.00 7943.00 7950.00 7982.00 8047.00 7922.00 100.00 47.00 33.00 21.00
2023-04-28 8230.00 8251.00 8280.00 8208.00 8230.00 8231.00 8260.00 8197.00 0.00 20.00 20.00 11.00
2023-04-27 8290.00 8230.00 8343.00 8228.00 8258.00 8222.00 8326.00 8220.00 32.00 8.00 17.00 8.00
2023-04-26 8368.00 8320.00 8373.00 8280.00 8350.00 8300.00 8352.00 8261.00 18.00 20.00 21.00 19.00
2023-04-25 8428.00 8390.00 8480.00 8371.00 8400.00 8384.00 8479.00 8372.00 28.00 6.00 1.00 -1.00
2023-04-24 8493.00 8384.00 8512.00 8380.00 8481.00 8387.00 8512.00 8382.00 12.00 -3.00 0.00 -2.00
2023-04-21 8540.00 8462.00 8584.00 8453.00 8525.00 8466.00 8587.00 8457.00 15.00 -4.00 -3.00 -4.00
2023-04-20 8561.00 8528.00 8585.00 8455.00 8551.00 8535.00 8579.00 8458.00 10.00 -7.00 6.00 -3.00
2023-04-19 8631.00 8567.00 8695.00 8550.00 8616.00 8570.00 8690.00 8552.00 15.00 -3.00 5.00 -2.00
2023-04-18 8668.00 8631.00 8682.00 8572.00 8690.00 8623.00 8690.00 8568.00 -22.00 8.00 -8.00 4.00
2023-04-17 8650.00 8697.00 8775.00 8623.00 8575.00 8689.00 8749.00 8575.00 75.00 8.00 26.00 48.00
2023-04-14 8601.00 8623.00 8674.00 8560.00 8603.00 8607.00 8650.00 8553.00 -2.00 16.00 24.00 7.00
2023-04-13 8710.00 8601.00 8735.00 8592.00 8673.00 8595.00 8699.00 8574.00 37.00 6.00 36.00 18.00
2023-04-12 8590.00 8693.00 8696.00 8573.00 8581.00 8656.00 8660.00 8540.00 9.00 37.00 36.00 33.00
2023-04-11 8620.00 8625.00 8693.00 8591.00 8550.00 8594.00 8649.00 8550.00 70.00 31.00 44.00 41.00
2023-04-10 8663.00 8622.00 8748.00 8602.00 8618.00 8583.00 8700.00 8560.00 45.00 39.00 48.00 42.00
2023-04-07 8662.00 8671.00 8705.00 8630.00 8640.00 8618.00 8656.00 8588.00 22.00 53.00 49.00 42.00
2023-04-06 8695.00 8662.00 8717.00 8565.00 8700.00 8629.00 8700.00 8535.00 -5.00 33.00 17.00 30.00
2023-04-04 8657.00 8747.00 8750.00 8622.00 8645.00 8715.00 8715.00 8581.00 12.00 32.00 35.00 41.00
2023-04-03 8507.00 8679.00 8765.00 8495.00 8472.00 8636.00 8700.00 8442.00 35.00 43.00 65.00 53.00
2023-03-31 8469.00 8518.00 8558.00 8465.00 8421.00 8463.00 8491.00 8412.00 48.00 55.00 67.00 53.00
2023-03-30 8496.00 8459.00 8530.00 8401.00 8445.00 8410.00 8474.00 8348.00 51.00 49.00 56.00 53.00
2023-03-29 8443.00 8482.00 8490.00 8426.00 8390.00 8431.00 8433.00 8359.00 53.00 51.00 57.00 67.00
2023-03-28 8406.00 8465.00 8498.00 8405.00 8326.00 8393.00 8428.00 8326.00 80.00 72.00 70.00 79.00
2023-03-27 8280.00 8394.00 8400.00 8243.00 8335.00 8463.00 8473.00 8316.00 -55.00 -69.00 -73.00 -73.00
2023-03-24 8275.00 8316.00 8335.00 8209.00 8399.00 8390.00 8405.00 8290.00 -124.00 -74.00 -70.00 -81.00
2023-03-23 8301.00 8298.00 8349.00 8271.00 8386.00 8378.00 8415.00 8349.00 -85.00 -80.00 -66.00 -78.00
2023-03-22 8320.00 8291.00 8345.00 8268.00 8388.00 8364.00 8410.00 8340.00 -68.00 -73.00 -65.00 -72.00
2023-03-21 8234.00 8270.00 8318.00 8210.00 8271.00 8342.00 8384.00 8271.00 -37.00 -72.00 -66.00 -61.00
2023-03-20 8223.00 8295.00 8357.00 8212.00 8155.00 8204.00 8292.00 8155.00 68.00 91.00 65.00 57.00
2023-03-17 8130.00 8247.00 8299.00 8049.00 8090.00 8183.00 8250.00 8027.00 40.00 64.00 49.00 22.00
2023-03-16 8300.00 8103.00 8319.00 8083.00 8305.00 8101.00 8322.00 8088.00 -5.00 2.00 -3.00 -5.00
2023-03-15 8377.00 8365.00 8388.00 8295.00 8340.00 8366.00 8390.00 8307.00 37.00 -1.00 -2.00 -12.00
2023-03-14 8400.00 8335.00 8459.00 8327.00 8458.00 8351.00 8467.00 8345.00 -58.00 -16.00 -8.00 -18.00
2023-03-13 8412.00 8526.00 8564.00 8379.00 8355.00 8534.00 8564.00 8355.00 57.00 -8.00 0.00 24.00
2023-03-10 8530.00 8364.00 8538.00 8352.00 8491.00 8369.00 8548.00 8361.00 39.00 -5.00 -10.00 -9.00
2023-03-09 8563.00 8507.00 8583.00 8449.00 8522.00 8519.00 8587.00 8464.00 41.00 -12.00 -4.00 -15.00
2023-03-08 8550.00 8544.00 8636.00 8512.00 8561.00 8550.00 8630.00 8521.00 -11.00 -6.00 6.00 -9.00
2023-03-07 8512.00 8566.00 8647.00 8491.00 8509.00 8574.00 8642.00 8500.00 3.00 -8.00 5.00 -9.00
2023-03-06 8615.00 8527.00 8615.00 8462.00 8616.00 8529.00 8620.00 8473.00 -1.00 -2.00 -5.00 -11.00
2023-03-03 8517.00 8620.00 8649.00 8440.00 8608.00 8627.00 8645.00 8465.00 -91.00 -7.00 4.00 -25.00
2023-03-02 8550.00 8569.00 8595.00 8514.00 8519.00 8570.00 8596.00 8507.00 31.00 -1.00 -1.00 7.00
2023-03-01 8550.00 8557.00 8584.00 8455.00 8511.00 8544.00 8561.00 8442.00 39.00 13.00 23.00 13.00
2023-02-28 8554.00 8511.00 8554.00 8421.00 8486.00 8491.00 8518.00 8402.00 68.00 20.00 36.00 19.00
2023-02-27 8569.00 8502.00 8645.00 8500.00 8540.00 8476.00 8620.00 8476.00 29.00 26.00 25.00 24.00
2023-02-24 8578.00 8569.00 8682.00 8535.00 8595.00 8552.00 8663.00 8520.00 -17.00 17.00 19.00 15.00
2023-02-23 8624.00 8559.00 8624.00 8521.00 8608.00 8545.00 8608.00 8516.00 16.00 14.00 16.00 5.00
2023-02-22 8570.00 8563.00 8629.00 8529.00 8624.00 8581.00 8640.00 8535.00 -54.00 -18.00 -11.00 -6.00
2023-02-21 8512.00 8579.00 8614.00 8487.00 8470.00 8590.00 8634.00 8470.00 42.00 -11.00 -20.00 17.00
2023-02-20 8316.00 8472.00 8480.00 8260.00 8345.00 8496.00 8501.00 8290.00 -29.00 -24.00 -21.00 -30.00
2023-02-17 8392.00 8348.00 8450.00 8345.00 8478.00 8379.00 8478.00 8374.00 -86.00 -31.00 -28.00 -29.00
2023-02-16 8354.00 8439.00 8486.00 8331.00 8313.00 8452.00 8495.00 8313.00 41.00 -13.00 -9.00 18.00
2023-02-15 8361.00 8323.00 8368.00 8275.00 8349.00 8344.00 8386.00 8304.00 12.00 -21.00 -18.00 -29.00
2023-02-14 8345.00 8349.00 8405.00 8310.00 8372.00 8375.00 8416.00 8335.00 -27.00 -26.00 -11.00 -25.00
2023-02-13 8501.00 8342.00 8510.00 8340.00 8482.00 8361.00 8509.00 8357.00 19.00 -19.00 1.00 -17.00
2023-02-10 8367.00 8435.00 8439.00 8250.00 8366.00 8434.00 8446.00 8270.00 1.00 1.00 -7.00 -20.00
2023-02-09 8390.00 8367.00 8434.00 8336.00 8400.00 8392.00 8445.00 8362.00 -10.00 -25.00 -11.00 -26.00
2023-02-08 8402.00 8384.00 8476.00 8350.00 8403.00 8412.00 8480.00 8360.00 -1.00 -28.00 -4.00 -10.00
2023-02-07 8365.00 8404.00 8468.00 8343.00 8350.00 8410.00 8463.00 8345.00 15.00 -6.00 5.00 -2.00
2023-02-06 8511.00 8357.00 8533.00 8304.00 8746.00 8361.00 8746.00 8318.00 -235.00 -4.00 -213.00 -14.00
2023-02-03 8568.00 8521.00 8583.00 8428.00 8537.00 8511.00 8558.00 8410.00 31.00 10.00 25.00 18.00
2023-02-02 8717.00 8595.00 8735.00 8561.00 8704.00 8557.00 8704.00 8530.00 13.00 38.00 31.00 31.00
2023-02-01 8700.00 8717.00 8817.00 8689.00 8639.00 8683.00 8769.00 8635.00 61.00 34.00 48.00 54.00
2023-01-31 8830.00 8699.00 8830.00 8632.00 8800.00 8659.00 8800.00 8591.00 30.00 40.00 30.00 41.00
2023-01-30 8978.00 8810.00 9068.00 8785.00 9038.00 8786.00 9708.00 8771.00 -60.00 24.00 -640.00 14.00
2023-01-20 8830.00 8978.00 8992.00 8825.00 8834.00 8966.00 8981.00 8799.00 -4.00 12.00 11.00 26.00
2023-01-19 8888.00 8812.00 8909.00 8764.00 8888.00 8780.00 8888.00 8747.00 0.00 32.00 21.00 17.00
2023-01-18 8716.00 8846.00 8877.00 8675.00 8730.00 8869.00 8897.00 8690.00 -14.00 -23.00 -20.00 -15.00
2023-01-17 8706.00 8707.00 8795.00 8621.00 8725.00 8709.00 8790.00 8626.00 -19.00 -2.00 5.00 -5.00
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