鸡蛋期货跨期套利数据回测

本页面展示鸡蛋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

关于鸡蛋期货跨期套利的详细数据分析,请查看文章:。

鸡蛋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

鸡蛋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

鸡蛋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
2022-03-22 4269.00 4292.00 4320.00 4267.00 4815.00 4811.00 4878.00 4779.00 -546.00 -519.00 -558.00 -512.00
2022-03-21 4267.00 4264.00 4278.00 4242.00 4755.00 4811.00 4824.00 4755.00 -488.00 -547.00 -546.00 -513.00
2022-03-18 4252.00 4249.00 4262.00 4224.00 4728.00 4749.00 4759.00 4719.00 -476.00 -500.00 -497.00 -495.00
2022-03-17 4262.00 4233.00 4270.00 4204.00 4735.00 4721.00 4743.00 4695.00 -473.00 -488.00 -473.00 -491.00
2022-03-16 4281.00 4276.00 4289.00 4256.00 4752.00 4740.00 4765.00 4731.00 -471.00 -464.00 -476.00 -475.00
2022-03-15 4424.00 4248.00 4438.00 4234.00 4788.00 4743.00 4830.00 4737.00 -364.00 -495.00 -392.00 -503.00
2022-03-14 4414.00 4431.00 4453.00 4384.00 4735.00 4796.00 4820.00 4726.00 -321.00 -365.00 -367.00 -342.00
2022-03-11 4388.00 4455.00 4462.00 4371.00 4712.00 4749.00 4749.00 4711.00 -324.00 -294.00 -287.00 -340.00
2022-03-10 4380.00 4365.00 4398.00 4337.00 4699.00 4710.00 4723.00 4687.00 -319.00 -345.00 -325.00 -350.00
2022-03-09 4410.00 4379.00 4426.00 4374.00 4710.00 4705.00 4719.00 4696.00 -300.00 -326.00 -293.00 -322.00
2022-03-08 4385.00 4400.00 4412.00 4370.00 4713.00 4707.00 4720.00 4688.00 -328.00 -307.00 -308.00 -318.00
2022-03-07 4345.00 4388.00 4398.00 4344.00 4720.00 4710.00 4733.00 4678.00 -375.00 -322.00 -335.00 -334.00
2022-03-04 4322.00 4318.00 4364.00 4310.00 4150.00 4136.00 4169.00 4129.00 172.00 182.00 195.00 181.00
2022-03-03 4335.00 4317.00 4337.00 4287.00 4725.00 4716.00 4728.00 4700.00 -390.00 -399.00 -391.00 -413.00
2022-03-02 4312.00 4340.00 4369.00 4308.00 4715.00 4725.00 4750.00 4701.00 -403.00 -385.00 -381.00 -393.00
2022-03-01 4310.00 4290.00 4333.00 4286.00 4712.00 4701.00 4722.00 4692.00 -402.00 -411.00 -389.00 -406.00
2022-02-28 4298.00 4308.00 4322.00 4272.00 4703.00 4712.00 4721.00 4686.00 -405.00 -404.00 -399.00 -414.00
2022-02-25 4285.00 4324.00 4327.00 4258.00 4703.00 4709.00 4712.00 4680.00 -418.00 -385.00 -385.00 -422.00
2022-02-24 4285.00 4304.00 4305.00 4269.00 4690.00 4718.00 4718.00 4676.00 -405.00 -414.00 -413.00 -407.00
2022-02-23 4222.00 4268.00 4310.00 4218.00 4650.00 4678.00 4700.00 4646.00 -428.00 -410.00 -390.00 -428.00
2022-02-22 4218.00 4217.00 4240.00 4210.00 4650.00 4645.00 4662.00 4641.00 -432.00 -428.00 -422.00 -431.00
2022-02-21 4230.00 4215.00 4254.00 4182.00 4650.00 4647.00 4665.00 4633.00 -420.00 -432.00 -411.00 -451.00
2022-02-18 4269.00 4240.00 4271.00 4230.00 4660.00 4653.00 4666.00 4643.00 -391.00 -413.00 -395.00 -413.00
2022-02-17 4234.00 4264.00 4284.00 4234.00 4645.00 4659.00 4675.00 4645.00 -411.00 -395.00 -391.00 -411.00
2022-02-16 4243.00 4227.00 4252.00 4208.00 4647.00 4650.00 4658.00 4636.00 -404.00 -423.00 -406.00 -428.00
2022-02-15 4281.00 4240.00 4281.00 4230.00 4664.00 4654.00 4667.00 4643.00 -383.00 -414.00 -386.00 -413.00
2022-02-14 4240.00 4280.00 4296.00 4226.00 4650.00 4673.00 4676.00 4633.00 -410.00 -393.00 -380.00 -407.00
2022-02-11 4275.00 4269.00 4279.00 4240.00 4653.00 4657.00 4664.00 4631.00 -378.00 -388.00 -385.00 -391.00
2022-02-10 4250.00 4289.00 4300.00 4237.00 4660.00 4665.00 4675.00 4644.00 -410.00 -376.00 -375.00 -407.00
2022-02-09 4259.00 4240.00 4270.00 4216.00 4680.00 4656.00 4685.00 4640.00 -421.00 -416.00 -415.00 -424.00
2022-02-08 4245.00 4258.00 4275.00 4225.00 3928.00 3966.00 3979.00 3926.00 317.00 292.00 296.00 299.00
2022-02-07 4204.00 4237.00 4251.00 4190.00 3876.00 3928.00 3942.00 3873.00 328.00 309.00 309.00 317.00
2022-01-28 4199.00 4185.00 4222.00 4174.00 3853.00 3887.00 3900.00 3853.00 346.00 298.00 322.00 321.00
2022-01-27 4168.00 4186.00 4207.00 4150.00 3811.00 3853.00 3864.00 3811.00 357.00 333.00 343.00 339.00
2022-01-26 4111.00 4138.00 4154.00 4110.00 3790.00 3807.00 3816.00 3782.00 321.00 331.00 338.00 328.00
2022-01-25 4120.00 4117.00 4170.00 4112.00 3808.00 3778.00 3821.00 3775.00 312.00 339.00 349.00 337.00
2022-01-24 4055.00 4133.00 4146.00 4033.00 3750.00 3800.00 3809.00 3735.00 305.00 333.00 337.00 298.00
2022-01-21 4050.00 4054.00 4074.00 4042.00 3744.00 3748.00 3769.00 3736.00 306.00 306.00 305.00 306.00
2022-01-20 4035.00 4039.00 4068.00 4025.00 3730.00 3740.00 3764.00 3723.00 305.00 299.00 304.00 302.00
2022-01-19 4018.00 4028.00 4045.00 4013.00 3728.00 3730.00 3735.00 3713.00 290.00 298.00 310.00 300.00
2022-01-18 4031.00 4013.00 4049.00 4006.00 3725.00 3715.00 3747.00 3709.00 306.00 298.00 302.00 297.00
2022-01-17 4050.00 4029.00 4075.00 4015.00 3780.00 3726.00 3780.00 3718.00 270.00 303.00 295.00 297.00
2022-01-14 4135.00 4071.00 4148.00 4068.00 3820.00 3792.00 3828.00 3790.00 315.00 279.00 320.00 278.00
2022-01-13 4152.00 4140.00 4170.00 4134.00 3835.00 3821.00 3843.00 3813.00 317.00 319.00 327.00 321.00
2022-01-12 4110.00 4142.00 4150.00 4103.00 3806.00 3833.00 3834.00 3802.00 304.00 309.00 316.00 301.00
2022-01-11 4120.00 4104.00 4139.00 4092.00 3810.00 3799.00 3838.00 3793.00 310.00 305.00 301.00 299.00
2022-01-10 4080.00 4128.00 4149.00 4050.00 3803.00 3811.00 3825.00 3770.00 277.00 317.00 324.00 280.00
2022-01-07 4110.00 4128.00 4149.00 4106.00 3798.00 3828.00 3844.00 3792.00 312.00 300.00 305.00 314.00
2022-01-06 4130.00 4107.00 4138.00 4090.00 3795.00 3791.00 3809.00 3781.00 335.00 316.00 329.00 309.00
2022-01-05 4159.00 4120.00 4166.00 4117.00 3840.00 3785.00 3840.00 3770.00 319.00 335.00 326.00 347.00
2022-01-04 4121.00 4165.00 4189.00 4060.00 4105.00 4093.00 4112.00 4003.00 16.00 72.00 77.00 57.00
2021-12-31 4125.00 4138.00 4152.00 4118.00 4130.00 4122.00 4130.00 4078.00 -5.00 16.00 22.00 40.00
2021-12-30 4130.00 4142.00 4162.00 4113.00 3815.00 3838.00 3844.00 3804.00 315.00 304.00 318.00 309.00
2021-12-29 4075.00 4116.00 4136.00 4074.00 3800.00 3810.00 3835.00 3794.00 275.00 306.00 301.00 280.00
2021-12-28 4120.00 4086.00 4131.00 4077.00 3834.00 3799.00 3839.00 3793.00 286.00 287.00 292.00 284.00
2021-12-27 4105.00 4120.00 4124.00 4053.00 4118.00 4148.00 4149.00 4100.00 -13.00 -28.00 -25.00 -47.00
2021-12-24 4080.00 4118.00 4146.00 4075.00 4070.00 4162.00 4296.00 4068.00 10.00 -44.00 -150.00 7.00
2021-12-23 4095.00 4081.00 4109.00 4063.00 4075.00 4075.00 4100.00 4059.00 20.00 6.00 9.00 4.00
2021-12-22 4067.00 4089.00 4098.00 4050.00 4083.00 4083.00 4085.00 4037.00 -16.00 6.00 13.00 13.00
2021-12-21 4050.00 4065.00 4078.00 4045.00 4085.00 4071.00 4094.00 4053.00 -35.00 -6.00 -16.00 -8.00
2021-12-20 4090.00 4042.00 4127.00 4033.00 4160.00 4077.00 4187.00 4069.00 -70.00 -35.00 -60.00 -36.00
2021-12-17 4116.00 4108.00 4163.00 4087.00 4228.00 4187.00 4245.00 4172.00 -112.00 -79.00 -82.00 -85.00
2021-12-16 4115.00 4112.00 4143.00 4106.00 4238.00 4217.00 4247.00 4211.00 -123.00 -105.00 -104.00 -105.00
2021-12-15 4106.00 4115.00 4146.00 4091.00 4205.00 4253.00 4273.00 4205.00 -99.00 -138.00 -127.00 -114.00
2021-12-14 4137.00 4110.00 4153.00 4082.00 4257.00 4220.00 4277.00 4201.00 -120.00 -110.00 -124.00 -119.00
2021-12-13 4130.00 4153.00 4185.00 4123.00 4180.00 4269.00 4282.00 4178.00 -50.00 -116.00 -97.00 -55.00
2021-12-10 4145.00 4186.00 4213.00 4135.00 4202.00 4138.00 4203.00 4136.00 -57.00 48.00 10.00 -1.00
2021-12-09 4259.00 4159.00 4263.00 4133.00 4270.00 4202.00 4280.00 4200.00 -11.00 -43.00 -17.00 -67.00
2021-12-08 4333.00 4247.00 4335.00 4212.00 4318.00 4276.00 4318.00 4260.00 15.00 -29.00 17.00 -48.00
2021-12-07 4335.00 4338.00 4359.00 4311.00 4320.00 4318.00 4338.00 4304.00 15.00 20.00 21.00 7.00
2021-12-06 4325.00 4312.00 4368.00 4307.00 4297.00 4317.00 4323.00 4297.00 28.00 -5.00 45.00 10.00
2021-12-03 4343.00 4302.00 4355.00 4288.00 4305.00 4297.00 4320.00 4280.00 38.00 5.00 35.00 8.00
2021-12-02 4315.00 4340.00 4357.00 4308.00 4279.00 4307.00 4310.00 4263.00 36.00 33.00 47.00 45.00
2021-12-01 4370.00 4334.00 4380.00 4328.00 4335.00 4276.00 4335.00 4276.00 35.00 58.00 45.00 52.00
2021-11-30 4409.00 4369.00 4418.00 4362.00 4321.00 4328.00 4343.00 4304.00 88.00 41.00 75.00 58.00
2021-11-29 4521.00 4424.00 4524.00 4406.00 4350.00 4315.00 4367.00 4312.00 171.00 109.00 157.00 94.00
2021-11-26 4520.00 4514.00 4577.00 4490.00 4375.00 4364.00 4395.00 4354.00 145.00 150.00 182.00 136.00
2021-11-25 4520.00 4528.00 4545.00 4476.00 4371.00 4377.00 4389.00 4351.00 149.00 151.00 156.00 125.00
2021-11-24 4526.00 4542.00 4550.00 4512.00 4368.00 4374.00 4383.00 4363.00 158.00 168.00 167.00 149.00
2021-11-23 4540.00 4518.00 4574.00 4511.00 4395.00 4371.00 4414.00 4370.00 145.00 147.00 160.00 141.00
2021-11-22 4556.00 4526.00 4556.00 4496.00 4400.00 4394.00 4400.00 4380.00 156.00 132.00 156.00 116.00
2021-11-19 4632.00 4589.00 4634.00 4550.00 4431.00 4415.00 4431.00 4397.00 201.00 174.00 203.00 153.00
2021-11-18 4606.00 4640.00 4650.00 4602.00 4400.00 4436.00 4438.00 4395.00 206.00 204.00 212.00 207.00
2021-11-17 4592.00 4596.00 4629.00 4575.00 4370.00 4383.00 4410.00 4354.00 222.00 213.00 219.00 221.00
2021-11-16 4562.00 4598.00 4605.00 4556.00 4339.00 4371.00 4371.00 4339.00 223.00 227.00 234.00 217.00
2021-11-15 4578.00 4561.00 4597.00 4550.00 4360.00 4343.00 4362.00 4336.00 218.00 218.00 235.00 214.00
2021-11-12 4457.00 4590.00 4590.00 4456.00 4281.00 4360.00 4360.00 4280.00 176.00 230.00 230.00 176.00
2021-11-11 4506.00 4469.00 4506.00 4455.00 4310.00 4283.00 4310.00 4281.00 196.00 186.00 196.00 174.00
2021-11-10 4490.00 4507.00 4547.00 4475.00 4274.00 4299.00 4318.00 4274.00 216.00 208.00 229.00 201.00
2021-11-09 4491.00 4485.00 4520.00 4472.00 4290.00 4278.00 4299.00 4275.00 201.00 207.00 221.00 197.00
2021-11-08 4490.00 4478.00 4504.00 4430.00 4900.00 4938.00 4953.00 4900.00 -410.00 -460.00 -449.00 -470.00
2021-11-05 4477.00 4475.00 4505.00 4450.00 4275.00 4273.00 4290.00 4251.00 202.00 202.00 215.00 199.00
2021-11-04 4620.00 4477.00 4647.00 4465.00 4326.00 4273.00 4368.00 4265.00 294.00 204.00 279.00 200.00
2021-11-03 4598.00 4623.00 4635.00 4558.00 4355.00 4339.00 4356.00 4323.00 243.00 284.00 279.00 235.00
2021-11-02 4494.00 4587.00 4596.00 4462.00 4300.00 4344.00 4355.00 4272.00 194.00 243.00 241.00 190.00
2021-11-01 4480.00 4473.00 4494.00 4461.00 4280.00 4275.00 4292.00 4264.00 200.00 198.00 202.00 197.00
2021-10-29 4501.00 4445.00 4508.00 4438.00 4282.00 4250.00 4295.00 4250.00 219.00 195.00 213.00 188.00
2021-10-28 4550.00 4514.00 4559.00 4480.00 3935.00 3918.00 3935.00 3881.00 615.00 596.00 624.00 599.00
2021-10-27 4759.00 4544.00 4762.00 4468.00 4388.00 4280.00 4388.00 4250.00 371.00 264.00 374.00 218.00
2021-10-26 4715.00 4771.00 4772.00 4659.00 4070.00 4078.00 4088.00 4006.00 645.00 693.00 684.00 653.00
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