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
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
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