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:
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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。
关于苯乙烯期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 7808.00 | 7680.00 | 7887.00 | 7663.00 | 7647.00 | 7500.00 | 7745.00 | 7490.00 | 161.00 | 180.00 | 142.00 | 173.00 |
| 2022-08-17 | 8008.00 | 7839.00 | 8042.00 | 7835.00 | 7900.00 | 7710.00 | 7909.00 | 7700.00 | 108.00 | 129.00 | 133.00 | 135.00 |
| 2022-08-16 | 8180.00 | 7960.00 | 8200.00 | 7920.00 | 7986.00 | 7821.00 | 8056.00 | 7787.00 | 194.00 | 139.00 | 144.00 | 133.00 |
| 2022-08-15 | 8452.00 | 8291.00 | 8533.00 | 8256.00 | 8306.00 | 8156.00 | 8391.00 | 8123.00 | 146.00 | 135.00 | 142.00 | 133.00 |
| 2022-08-12 | 8534.00 | 8502.00 | 8586.00 | 8431.00 | 8400.00 | 8343.00 | 8431.00 | 8280.00 | 134.00 | 159.00 | 155.00 | 151.00 |
| 2022-08-11 | 8453.00 | 8492.00 | 8552.00 | 8366.00 | 8288.00 | 8347.00 | 8398.00 | 8220.00 | 165.00 | 145.00 | 154.00 | 146.00 |
| 2022-08-10 | 8598.00 | 8381.00 | 8611.00 | 8335.00 | 8416.00 | 8233.00 | 8460.00 | 8190.00 | 182.00 | 148.00 | 151.00 | 145.00 |
| 2022-08-09 | 8240.00 | 8509.00 | 8557.00 | 8240.00 | 8149.00 | 8356.00 | 8413.00 | 8136.00 | 91.00 | 153.00 | 144.00 | 104.00 |
| 2022-08-08 | 8210.00 | 8386.00 | 8397.00 | 8069.00 | 8146.00 | 8273.00 | 8292.00 | 7991.00 | 64.00 | 113.00 | 105.00 | 78.00 |
| 2022-08-05 | 8446.00 | 8275.00 | 8485.00 | 8215.00 | 8328.00 | 8173.00 | 8340.00 | 8121.00 | 118.00 | 102.00 | 145.00 | 94.00 |
| 2022-08-04 | 8823.00 | 8440.00 | 8830.00 | 8409.00 | 8600.00 | 8303.00 | 8682.00 | 8271.00 | 223.00 | 137.00 | 148.00 | 138.00 |
| 2022-08-03 | 8642.00 | 8678.00 | 8823.00 | 8633.00 | 8500.00 | 8528.00 | 8667.00 | 8500.00 | 142.00 | 150.00 | 156.00 | 133.00 |
| 2022-08-02 | 8730.00 | 8642.00 | 8756.00 | 8516.00 | 8645.00 | 8509.00 | 8645.00 | 8386.00 | 85.00 | 133.00 | 111.00 | 130.00 |
| 2022-08-01 | 8800.00 | 8859.00 | 9050.00 | 8770.00 | 8648.00 | 8710.00 | 8899.00 | 8629.00 | 152.00 | 149.00 | 151.00 | 141.00 |
| 2022-07-29 | 9000.00 | 8728.00 | 9026.00 | 8674.00 | 8826.00 | 8587.00 | 8851.00 | 8520.00 | 174.00 | 141.00 | 175.00 | 154.00 |
| 2022-07-28 | 8667.00 | 8991.00 | 8997.00 | 8663.00 | 8459.00 | 8818.00 | 8827.00 | 8459.00 | 208.00 | 173.00 | 170.00 | 204.00 |
| 2022-07-27 | 8700.00 | 8642.00 | 8732.00 | 8530.00 | 8512.00 | 8446.00 | 8555.00 | 8372.00 | 188.00 | 196.00 | 177.00 | 158.00 |
| 2022-07-26 | 8258.00 | 8706.00 | 8748.00 | 8196.00 | 8693.00 | 9061.00 | 9089.00 | 8693.00 | -435.00 | -355.00 | -341.00 | -497.00 |
| 2022-07-25 | 8455.00 | 8156.00 | 8640.00 | 8155.00 | 8830.00 | 8634.00 | 9060.00 | 8631.00 | -375.00 | -478.00 | -420.00 | -476.00 |
| 2022-07-22 | 8700.00 | 8850.00 | 8960.00 | 8694.00 | 8400.00 | 8508.00 | 8595.00 | 8360.00 | 300.00 | 342.00 | 365.00 | 334.00 |
| 2022-07-21 | 9065.00 | 8874.00 | 9150.00 | 8870.00 | 8821.00 | 8575.00 | 8850.00 | 8558.00 | 244.00 | 299.00 | 300.00 | 312.00 |
| 2022-07-20 | 9047.00 | 9066.00 | 9198.00 | 8932.00 | 8766.00 | 8807.00 | 8935.00 | 8683.00 | 281.00 | 259.00 | 263.00 | 249.00 |
| 2022-07-19 | 9210.00 | 9085.00 | 9265.00 | 9031.00 | 9024.00 | 8850.00 | 9101.00 | 8770.00 | 186.00 | 235.00 | 164.00 | 261.00 |
| 2022-07-18 | 8851.00 | 9247.00 | 9266.00 | 8750.00 | 8529.00 | 9009.00 | 9028.00 | 8420.00 | 322.00 | 238.00 | 238.00 | 330.00 |
| 2022-07-15 | 8831.00 | 8778.00 | 8977.00 | 8681.00 | 8400.00 | 8400.00 | 8605.00 | 8354.00 | 431.00 | 378.00 | 372.00 | 327.00 |
| 2022-07-14 | 9125.00 | 8831.00 | 9125.00 | 8817.00 | 8870.00 | 8531.00 | 8870.00 | 8519.00 | 255.00 | 300.00 | 255.00 | 298.00 |
| 2022-07-13 | 9142.00 | 9192.00 | 9243.00 | 9020.00 | 8880.00 | 8920.00 | 8982.00 | 8759.00 | 262.00 | 272.00 | 261.00 | 261.00 |
| 2022-07-12 | 9490.00 | 9203.00 | 9544.00 | 9161.00 | 9250.00 | 8938.00 | 9288.00 | 8900.00 | 240.00 | 265.00 | 256.00 | 261.00 |
| 2022-07-11 | 9597.00 | 9579.00 | 9655.00 | 9436.00 | 9301.00 | 9308.00 | 9390.00 | 9175.00 | 296.00 | 271.00 | 265.00 | 261.00 |
| 2022-07-08 | 9524.00 | 9600.00 | 9687.00 | 9508.00 | 9205.00 | 9320.00 | 9422.00 | 9205.00 | 319.00 | 280.00 | 265.00 | 303.00 |
| 2022-07-07 | 9760.00 | 9456.00 | 9760.00 | 9423.00 | 9369.00 | 9152.00 | 9491.00 | 9126.00 | 391.00 | 304.00 | 269.00 | 297.00 |
| 2022-07-06 | 9938.00 | 9703.00 | 9941.00 | 9458.00 | 9770.00 | 9436.00 | 9770.00 | 9125.00 | 168.00 | 267.00 | 171.00 | 333.00 |
| 2022-07-05 | 10112.00 | 9984.00 | 10196.00 | 9970.00 | 9902.00 | 9797.00 | 10010.00 | 9784.00 | 210.00 | 187.00 | 186.00 | 186.00 |
| 2022-07-04 | 9918.00 | 10099.00 | 10150.00 | 9805.00 | 9757.00 | 9877.00 | 9924.00 | 9633.00 | 161.00 | 222.00 | 226.00 | 172.00 |
| 2022-07-01 | 10055.00 | 9840.00 | 10145.00 | 9840.00 | 9880.00 | 9697.00 | 9991.00 | 9694.00 | 175.00 | 143.00 | 154.00 | 146.00 |
| 2022-06-30 | 10128.00 | 10055.00 | 10128.00 | 9902.00 | 9956.00 | 9901.00 | 9995.00 | 9766.00 | 172.00 | 154.00 | 133.00 | 136.00 |
| 2022-06-29 | 10169.00 | 9962.00 | 10212.00 | 9914.00 | 10093.00 | 9835.00 | 10105.00 | 9786.00 | 76.00 | 127.00 | 107.00 | 128.00 |
| 2022-06-28 | 10056.00 | 10169.00 | 10222.00 | 10040.00 | 9960.00 | 10063.00 | 10113.00 | 9938.00 | 96.00 | 106.00 | 109.00 | 102.00 |
| 2022-06-27 | 9960.00 | 10056.00 | 10178.00 | 9787.00 | 10095.00 | 10154.00 | 10277.00 | 9889.00 | -135.00 | -98.00 | -99.00 | -102.00 |
| 2022-06-24 | 10234.00 | 9840.00 | 10259.00 | 9808.00 | 10231.00 | 9952.00 | 10368.00 | 9924.00 | 3.00 | -112.00 | -109.00 | -116.00 |
| 2022-06-23 | 10223.00 | 10241.00 | 10428.00 | 10180.00 | 10100.00 | 10135.00 | 10319.00 | 10060.00 | 123.00 | 106.00 | 109.00 | 120.00 |
| 2022-06-22 | 10412.00 | 10272.00 | 10476.00 | 10253.00 | 10380.00 | 10165.00 | 10401.00 | 10150.00 | 32.00 | 107.00 | 75.00 | 103.00 |
| 2022-06-21 | 10354.00 | 10411.00 | 10532.00 | 10305.00 | 10263.00 | 10333.00 | 10455.00 | 10227.00 | 91.00 | 78.00 | 77.00 | 78.00 |
| 2022-06-20 | 10536.00 | 10324.00 | 10593.00 | 10305.00 | 10455.00 | 10271.00 | 10547.00 | 10255.00 | 81.00 | 53.00 | 46.00 | 50.00 |
| 2022-06-17 | 10720.00 | 10536.00 | 10731.00 | 10445.00 | 10700.00 | 10494.00 | 10700.00 | 10416.00 | 20.00 | 42.00 | 31.00 | 29.00 |
| 2022-06-16 | 10830.00 | 10736.00 | 10919.00 | 10734.00 | 10800.00 | 10701.00 | 10879.00 | 10700.00 | 30.00 | 35.00 | 40.00 | 34.00 |
| 2022-06-15 | 11001.00 | 10840.00 | 11091.00 | 10813.00 | 10958.00 | 10801.00 | 11049.00 | 10779.00 | 43.00 | 39.00 | 42.00 | 34.00 |
| 2022-06-14 | 11001.00 | 10968.00 | 11065.00 | 10883.00 | 10930.00 | 10922.00 | 10995.00 | 10842.00 | 71.00 | 46.00 | 70.00 | 41.00 |
| 2022-06-13 | 11326.00 | 11014.00 | 11386.00 | 10971.00 | 11280.00 | 10945.00 | 11309.00 | 10910.00 | 46.00 | 69.00 | 77.00 | 61.00 |
| 2022-06-10 | 11250.00 | 11396.00 | 11463.00 | 11223.00 | 11190.00 | 11315.00 | 11385.00 | 11152.00 | 60.00 | 81.00 | 78.00 | 71.00 |
| 2022-06-09 | 11298.00 | 11231.00 | 11515.00 | 11206.00 | 11248.00 | 11161.00 | 11423.00 | 11136.00 | 50.00 | 70.00 | 92.00 | 70.00 |
| 2022-06-08 | 10900.00 | 11262.00 | 11289.00 | 10835.00 | 10861.00 | 11181.00 | 11230.00 | 10779.00 | 39.00 | 81.00 | 59.00 | 56.00 |
| 2022-06-07 | 11014.00 | 10927.00 | 11031.00 | 10852.00 | 10940.00 | 10861.00 | 10942.00 | 10771.00 | 74.00 | 66.00 | 89.00 | 81.00 |
| 2022-06-06 | 10750.00 | 11016.00 | 11036.00 | 10652.00 | 10587.00 | 10922.00 | 10943.00 | 10587.00 | 163.00 | 94.00 | 93.00 | 65.00 |
| 2022-06-02 | 10520.00 | 10564.00 | 10572.00 | 10415.00 | 10422.00 | 10490.00 | 10500.00 | 10335.00 | 98.00 | 74.00 | 72.00 | 80.00 |
| 2022-06-01 | 10547.00 | 10494.00 | 10610.00 | 10379.00 | 10474.00 | 10412.00 | 10520.00 | 10298.00 | 73.00 | 82.00 | 90.00 | 81.00 |
| 2022-05-31 | 10380.00 | 10543.00 | 10574.00 | 10330.00 | 10193.00 | 10451.00 | 10484.00 | 10193.00 | 187.00 | 92.00 | 90.00 | 137.00 |
| 2022-05-30 | 10300.00 | 10355.00 | 10488.00 | 10300.00 | 10206.00 | 10410.00 | 10535.00 | 10206.00 | 94.00 | -55.00 | -47.00 | 94.00 |
| 2022-05-27 | 10333.00 | 10372.00 | 10450.00 | 10294.00 | 10350.00 | 10415.00 | 10489.00 | 10335.00 | -17.00 | -43.00 | -39.00 | -41.00 |
| 2022-05-26 | 10033.00 | 10296.00 | 10298.00 | 10004.00 | 10100.00 | 10346.00 | 10349.00 | 10030.00 | -67.00 | -50.00 | -51.00 | -26.00 |
| 2022-05-25 | 9929.00 | 10009.00 | 10116.00 | 9908.00 | 9932.00 | 10030.00 | 10130.00 | 9932.00 | -3.00 | -21.00 | -14.00 | -24.00 |
| 2022-05-24 | 10080.00 | 9915.00 | 10080.00 | 9901.00 | 10015.00 | 9887.00 | 10050.00 | 9870.00 | 65.00 | 28.00 | 30.00 | 31.00 |
| 2022-05-23 | 10045.00 | 10003.00 | 10154.00 | 9978.00 | 10053.00 | 9978.00 | 10124.00 | 9953.00 | -8.00 | 25.00 | 30.00 | 25.00 |
| 2022-05-20 | 10048.00 | 10037.00 | 10164.00 | 9905.00 | 10000.00 | 10014.00 | 10143.00 | 9886.00 | 48.00 | 23.00 | 21.00 | 19.00 |
| 2022-05-19 | 10140.00 | 10111.00 | 10145.00 | 9982.00 | 10100.00 | 10093.00 | 10130.00 | 9968.00 | 40.00 | 18.00 | 15.00 | 14.00 |
| 2022-05-18 | 10126.00 | 10103.00 | 10227.00 | 10039.00 | 10042.00 | 10093.00 | 10198.00 | 10022.00 | 84.00 | 10.00 | 29.00 | 17.00 |
| 2022-05-17 | 10090.00 | 10126.00 | 10178.00 | 10026.00 | 10040.00 | 10105.00 | 10155.00 | 10002.00 | 50.00 | 21.00 | 23.00 | 24.00 |
| 2022-05-16 | 10210.00 | 10040.00 | 10248.00 | 10008.00 | 10163.00 | 10014.00 | 10220.00 | 9980.00 | 47.00 | 26.00 | 28.00 | 28.00 |
| 2022-05-13 | 10033.00 | 10150.00 | 10178.00 | 9977.00 | 10020.00 | 10114.00 | 10148.00 | 9962.00 | 13.00 | 36.00 | 30.00 | 15.00 |
| 2022-05-12 | 9876.00 | 10033.00 | 10047.00 | 9779.00 | 9900.00 | 10014.00 | 10025.00 | 9773.00 | -24.00 | 19.00 | 22.00 | 6.00 |
| 2022-05-11 | 9686.00 | 9867.00 | 9885.00 | 9630.00 | 9709.00 | 9847.00 | 9863.00 | 9599.00 | -23.00 | 20.00 | 22.00 | 31.00 |
| 2022-05-10 | 9943.00 | 9666.00 | 9943.00 | 9650.00 | 9916.00 | 9640.00 | 9916.00 | 9625.00 | 27.00 | 26.00 | 27.00 | 25.00 |
| 2022-05-09 | 10100.00 | 10005.00 | 10129.00 | 9969.00 | 10050.00 | 9966.00 | 10089.00 | 9933.00 | 50.00 | 39.00 | 40.00 | 36.00 |
| 2022-05-06 | 10014.00 | 10107.00 | 10195.00 | 9979.00 | 9998.00 | 10058.00 | 10151.00 | 9931.00 | 16.00 | 49.00 | 44.00 | 48.00 |
| 2022-05-05 | 9951.00 | 9987.00 | 10020.00 | 9872.00 | 9950.00 | 9947.00 | 9978.00 | 9836.00 | 1.00 | 40.00 | 42.00 | 36.00 |
| 2022-04-29 | 9631.00 | 9904.00 | 9920.00 | 9631.00 | 9750.00 | 9842.00 | 9864.00 | 9594.00 | -119.00 | 62.00 | 56.00 | 37.00 |
| 2022-04-28 | 9722.00 | 9631.00 | 9722.00 | 9575.00 | 9679.00 | 9591.00 | 9679.00 | 9539.00 | 43.00 | 40.00 | 43.00 | 36.00 |
| 2022-04-27 | 9471.00 | 9728.00 | 9748.00 | 9471.00 | 9430.00 | 9687.00 | 9707.00 | 9430.00 | 41.00 | 41.00 | 41.00 | 41.00 |
| 2022-04-26 | 9400.00 | 9471.00 | 9583.00 | 9334.00 | 9437.00 | 9510.00 | 9615.00 | 9377.00 | -37.00 | -39.00 | -32.00 | -43.00 |
| 2022-04-25 | 9755.00 | 9413.00 | 9800.00 | 9376.00 | 9835.00 | 9431.00 | 9835.00 | 9412.00 | -80.00 | -18.00 | -35.00 | -36.00 |
| 2022-04-22 | 9750.00 | 9790.00 | 9890.00 | 9750.00 | 9765.00 | 9765.00 | 9858.00 | 9744.00 | -15.00 | 25.00 | 32.00 | 6.00 |
| 2022-04-21 | 9732.00 | 9768.00 | 9948.00 | 9732.00 | 9730.00 | 9756.00 | 9882.00 | 9730.00 | 2.00 | 12.00 | 66.00 | 2.00 |
| 2022-04-20 | 9514.00 | 9732.00 | 9764.00 | 9472.00 | 9490.00 | 9713.00 | 9730.00 | 9480.00 | 24.00 | 19.00 | 34.00 | -8.00 |
| 2022-04-19 | 9656.00 | 9532.00 | 9656.00 | 9517.00 | 9621.00 | 9546.00 | 9659.00 | 9538.00 | 35.00 | -14.00 | -3.00 | -21.00 |
| 2022-04-18 | 9520.00 | 9656.00 | 9691.00 | 9470.00 | 9460.00 | 9659.00 | 9688.00 | 9460.00 | 60.00 | -3.00 | 3.00 | 10.00 |
| 2022-04-15 | 9711.00 | 9520.00 | 9726.00 | 9470.00 | 9719.00 | 9519.00 | 9719.00 | 9480.00 | -8.00 | 1.00 | 7.00 | -10.00 |
| 2022-04-14 | 9684.00 | 9726.00 | 9856.00 | 9684.00 | 9725.00 | 9709.00 | 9822.00 | 9689.00 | -41.00 | 17.00 | 34.00 | -5.00 |
| 2022-04-13 | 9870.00 | 9684.00 | 9870.00 | 9680.00 | 9898.00 | 9659.00 | 9898.00 | 9653.00 | -28.00 | 25.00 | -28.00 | 27.00 |
| 2022-04-12 | 9710.00 | 9870.00 | 9870.00 | 9662.00 | 9694.00 | 9836.00 | 9838.00 | 9627.00 | 16.00 | 34.00 | 32.00 | 35.00 |
| 2022-04-11 | 10038.00 | 9760.00 | 10088.00 | 9725.00 | 10010.00 | 9709.00 | 10023.00 | 9676.00 | 28.00 | 51.00 | 65.00 | 49.00 |
| 2022-04-08 | 9958.00 | 10038.00 | 10038.00 | 9828.00 | 9900.00 | 9962.00 | 9962.00 | 9783.00 | 58.00 | 76.00 | 76.00 | 45.00 |
| 2022-04-07 | 9988.00 | 9958.00 | 10132.00 | 9900.00 | 9942.00 | 9892.00 | 10057.00 | 9828.00 | 46.00 | 66.00 | 75.00 | 72.00 |
| 2022-04-06 | 9790.00 | 9958.00 | 9998.00 | 9669.00 | 9663.00 | 9907.00 | 9931.00 | 9624.00 | 127.00 | 51.00 | 67.00 | 45.00 |
| 2022-04-01 | 9610.00 | 9726.00 | 9845.00 | 9610.00 | 9588.00 | 9683.00 | 9800.00 | 9574.00 | 22.00 | 43.00 | 45.00 | 36.00 |
| 2022-03-31 | 9880.00 | 9674.00 | 9920.00 | 9630.00 | 9850.00 | 9622.00 | 9862.00 | 9594.00 | 30.00 | 52.00 | 58.00 | 36.00 |
| 2022-03-30 | 9750.00 | 9876.00 | 9910.00 | 9703.00 | 9710.00 | 9819.00 | 9847.00 | 9657.00 | 40.00 | 57.00 | 63.00 | 46.00 |
| 2022-03-29 | 9854.00 | 9868.00 | 9912.00 | 9722.00 | 9820.00 | 9819.00 | 9861.00 | 9680.00 | 34.00 | 49.00 | 51.00 | 42.00 |
| 2022-03-28 | 9868.00 | 9884.00 | 9983.00 | 9830.00 | 9898.00 | 9841.00 | 9928.00 | 9789.00 | -30.00 | 43.00 | 55.00 | 41.00 |
| 2022-03-25 | 9881.00 | 9977.00 | 10017.00 | 9877.00 | 9876.00 | 9935.00 | 9971.00 | 9827.00 | 5.00 | 42.00 | 46.00 | 50.00 |
| 2022-03-24 | 9858.00 | 9881.00 | 10045.00 | 9851.00 | 9923.00 | 9892.00 | 10045.00 | 9854.00 | -65.00 | -11.00 | 0.00 | -3.00 |