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
2021-10-25 4740.00 4694.00 4796.00 4680.00 4443.00 4399.00 4450.00 4385.00 297.00 295.00 346.00 295.00
2021-10-22 4595.00 4688.00 4695.00 4581.00 3985.00 4049.00 4051.00 3980.00 610.00 639.00 644.00 601.00
2021-10-21 4579.00 4585.00 4620.00 4568.00 4372.00 4390.00 4403.00 4372.00 207.00 195.00 217.00 196.00
2021-10-20 4530.00 4576.00 4596.00 4508.00 4359.00 4374.00 4406.00 4355.00 171.00 202.00 190.00 153.00
2021-10-19 4563.00 4543.00 4603.00 4536.00 3977.00 3970.00 4012.00 3957.00 586.00 573.00 591.00 579.00
2021-10-18 4553.00 4563.00 4613.00 4530.00 4356.00 4379.00 4385.00 4348.00 197.00 184.00 228.00 182.00
2021-10-15 4500.00 4505.00 4548.00 4476.00 4335.00 4325.00 4358.00 4307.00 165.00 180.00 190.00 169.00
2021-10-14 4470.00 4482.00 4524.00 4461.00 4285.00 4309.00 4339.00 4276.00 185.00 173.00 185.00 185.00
2021-10-13 4490.00 4460.00 4510.00 4421.00 4350.00 4288.00 4368.00 4282.00 140.00 172.00 142.00 139.00
2021-10-12 4480.00 4466.00 4500.00 4445.00 4321.00 4342.00 4353.00 4301.00 159.00 124.00 147.00 144.00
2021-10-11 4394.00 4491.00 4496.00 4394.00 4341.00 4399.00 4400.00 4331.00 53.00 92.00 96.00 63.00
2021-10-08 4303.00 4391.00 4424.00 4243.00 4248.00 4322.00 4356.00 4220.00 55.00 69.00 68.00 23.00
2021-09-30 4355.00 4360.00 4375.00 4322.00 4360.00 4354.00 4375.00 4335.00 -5.00 6.00 0.00 -13.00
2021-09-29 4339.00 4355.00 4373.00 4317.00 4318.00 4368.00 4379.00 4313.00 21.00 -13.00 -6.00 4.00
2021-09-28 4345.00 4333.00 4359.00 4323.00 4320.00 4319.00 4333.00 4310.00 25.00 14.00 26.00 13.00
2021-09-27 4425.00 4343.00 4425.00 4333.00 4380.00 4321.00 4380.00 4310.00 45.00 22.00 45.00 23.00
2021-09-24 4436.00 4439.00 4485.00 4419.00 4418.00 4399.00 4426.00 4389.00 18.00 40.00 59.00 30.00
2021-09-23 4448.00 4442.00 4455.00 4427.00 4403.00 4408.00 4426.00 4394.00 45.00 34.00 29.00 33.00
2021-09-22 4420.00 4448.00 4465.00 4403.00 4402.00 4402.00 4427.00 4396.00 18.00 46.00 38.00 7.00
2021-09-17 4366.00 4412.00 4443.00 4364.00 4313.00 4289.00 4314.00 4235.00 53.00 123.00 129.00 129.00
2021-09-16 4385.00 4366.00 4389.00 4344.00 4361.00 4357.00 4369.00 4348.00 24.00 9.00 20.00 -4.00
2021-09-15 4313.00 4368.00 4380.00 4309.00 4329.00 4356.00 4364.00 4315.00 -16.00 12.00 16.00 -6.00
2021-09-14 4305.00 4313.00 4326.00 4303.00 4314.00 4318.00 4330.00 4314.00 -9.00 -5.00 -4.00 -11.00
2021-09-13 4376.00 4310.00 4390.00 4293.00 4218.00 4192.00 4229.00 4190.00 158.00 118.00 161.00 103.00
2021-09-10 4385.00 4374.00 4390.00 4366.00 4260.00 4235.00 4260.00 4210.00 125.00 139.00 130.00 156.00
2021-09-09 4341.00 4396.00 4400.00 4333.00 4348.00 4373.00 4380.00 4331.00 -7.00 23.00 20.00 2.00
2021-09-08 4367.00 4330.00 4367.00 4311.00 4352.00 4335.00 4356.00 4325.00 15.00 -5.00 11.00 -14.00
2021-09-07 4358.00 4367.00 4383.00 4351.00 4352.00 4350.00 4362.00 4335.00 6.00 17.00 21.00 16.00
2021-09-06 4376.00 4358.00 4397.00 4327.00 4230.00 4240.00 4240.00 4211.00 146.00 118.00 157.00 116.00
2021-09-03 4390.00 4374.00 4415.00 4360.00 4238.00 4227.00 4256.00 4220.00 152.00 147.00 159.00 140.00
2021-09-02 4378.00 4376.00 4399.00 4344.00 4180.00 4222.00 4332.00 4176.00 198.00 154.00 67.00 168.00
2021-09-01 4380.00 4364.00 4407.00 4357.00 4330.00 4250.00 4337.00 4240.00 50.00 114.00 70.00 117.00
2021-08-31 4360.00 4370.00 4379.00 4330.00 4149.00 4170.00 4178.00 4130.00 211.00 200.00 201.00 200.00
2021-08-30 4377.00 4348.00 4417.00 4323.00 4320.00 4299.00 4331.00 4291.00 57.00 49.00 86.00 32.00
2021-08-27 4375.00 4369.00 4398.00 4356.00 4300.00 4315.00 4342.00 4288.00 75.00 54.00 56.00 68.00
2021-08-26 4404.00 4373.00 4417.00 4365.00 4295.00 4279.00 4295.00 4266.00 109.00 94.00 122.00 99.00
2021-08-25 4415.00 4390.00 4444.00 4383.00 4270.00 4289.00 4333.00 4267.00 145.00 101.00 111.00 116.00
2021-08-24 4350.00 4414.00 4428.00 4346.00 4280.00 4273.00 4301.00 4271.00 70.00 141.00 127.00 75.00
2021-08-23 4321.00 4352.00 4382.00 4229.00 4309.00 4303.00 4348.00 4260.00 12.00 49.00 34.00 -31.00
2021-08-20 4351.00 4329.00 4365.00 4327.00 4395.00 4354.00 4405.00 4350.00 -44.00 -25.00 -40.00 -23.00
2021-08-19 4310.00 4351.00 4374.00 4280.00 4410.00 4405.00 4435.00 4382.00 -100.00 -54.00 -61.00 -102.00
2021-08-18 4400.00 4396.00 4410.00 4370.00 4315.00 4324.00 4340.00 4305.00 85.00 72.00 70.00 65.00
2021-08-17 4433.00 4371.00 4450.00 4363.00 4301.00 4303.00 4330.00 4275.00 132.00 68.00 120.00 88.00
2021-08-16 4458.00 4432.00 4478.00 4413.00 4300.00 4309.00 4343.00 4298.00 158.00 123.00 135.00 115.00
2021-08-13 4460.00 4470.00 4496.00 4455.00 4289.00 4303.00 4333.00 4265.00 171.00 167.00 163.00 190.00
2021-08-12 4455.00 4474.00 4493.00 4453.00 4348.00 4290.00 4355.00 4265.00 107.00 184.00 138.00 188.00
2021-08-11 4525.00 4455.00 4545.00 4446.00 4372.00 4348.00 4372.00 4322.00 153.00 107.00 173.00 124.00
2021-08-10 4560.00 4546.00 4570.00 4535.00 4398.00 4365.00 4408.00 4355.00 162.00 181.00 162.00 180.00
2021-08-09 4601.00 4560.00 4628.00 4542.00 4436.00 4408.00 4439.00 4406.00 165.00 152.00 189.00 136.00
2021-08-06 4584.00 4577.00 4618.00 4552.00 4411.00 4424.00 4436.00 4410.00 173.00 153.00 182.00 142.00
2021-08-05 4618.00 4584.00 4627.00 4565.00 4445.00 4410.00 4445.00 4402.00 173.00 174.00 182.00 163.00
2021-08-04 4620.00 4634.00 4685.00 4615.00 4445.00 4446.00 4466.00 4444.00 175.00 188.00 219.00 171.00
2021-08-03 4616.00 4613.00 4644.00 4605.00 4481.00 4458.00 4498.00 4453.00 135.00 155.00 146.00 152.00
2021-08-02 4582.00 4599.00 4620.00 4552.00 4470.00 4490.00 4494.00 4433.00 112.00 109.00 126.00 119.00
2021-07-30 4599.00 4560.00 4602.00 4550.00 4507.00 4474.00 4514.00 4471.00 92.00 86.00 88.00 79.00
2021-07-29 4590.00 4587.00 4639.00 4570.00 4519.00 4507.00 4522.00 4492.00 71.00 80.00 117.00 78.00
2021-07-28 4634.00 4571.00 4653.00 4532.00 4561.00 4503.00 4570.00 4502.00 73.00 68.00 83.00 30.00
2021-07-27 4655.00 4634.00 4673.00 4625.00 4555.00 4557.00 4560.00 4533.00 100.00 77.00 113.00 92.00
2021-07-26 4535.00 4642.00 4655.00 4535.00 4497.00 4547.00 4548.00 4497.00 38.00 95.00 107.00 38.00
2021-07-23 4575.00 4504.00 4597.00 4498.00 4526.00 4486.00 4548.00 4485.00 49.00 18.00 49.00 13.00
2021-07-22 4632.00 4570.00 4642.00 4565.00 4558.00 4528.00 4558.00 4518.00 74.00 42.00 84.00 47.00
2021-07-21 4683.00 4626.00 4716.00 4611.00 4549.00 4538.00 4572.00 4516.00 134.00 88.00 144.00 95.00
2021-07-20 4604.00 4659.00 4680.00 4602.00 4511.00 4549.00 4553.00 4510.00 93.00 110.00 127.00 92.00
2021-07-19 4620.00 4604.00 4644.00 4560.00 4725.00 4653.00 4725.00 4636.00 -105.00 -49.00 -81.00 -76.00
2021-07-16 4652.00 4655.00 4686.00 4635.00 4760.00 4751.00 4769.00 4732.00 -108.00 -96.00 -83.00 -97.00
2021-07-15 4636.00 4652.00 4683.00 4612.00 4728.00 4758.00 4760.00 4694.00 -92.00 -106.00 -77.00 -82.00
2021-07-14 4590.00 4622.00 4640.00 4571.00 4690.00 4715.00 4752.00 4661.00 -100.00 -93.00 -112.00 -90.00
2021-07-13 4600.00 4565.00 4613.00 4550.00 4729.00 4670.00 4729.00 4652.00 -129.00 -105.00 -116.00 -102.00
2021-07-12 4595.00 4613.00 4645.00 4566.00 4765.00 4733.00 4793.00 4715.00 -170.00 -120.00 -148.00 -149.00
2021-07-09 4635.00 4582.00 4646.00 4576.00 4835.00 4768.00 4840.00 4761.00 -200.00 -186.00 -194.00 -185.00
2021-07-08 4627.00 4635.00 4660.00 4608.00 4812.00 4836.00 4850.00 4794.00 -185.00 -201.00 -190.00 -186.00
2021-07-07 4688.00 4626.00 4707.00 4595.00 4838.00 4792.00 4860.00 4767.00 -150.00 -166.00 -153.00 -172.00
2021-07-06 4670.00 4695.00 4708.00 4655.00 4832.00 4838.00 4858.00 4793.00 -162.00 -143.00 -150.00 -138.00
2021-07-05 4706.00 4682.00 4720.00 4672.00 4915.00 4838.00 4917.00 4826.00 -209.00 -156.00 -197.00 -154.00
2021-07-02 4832.00 4705.00 4847.00 4682.00 5024.00 4924.00 5040.00 4891.00 -192.00 -219.00 -193.00 -209.00
2021-07-01 4847.00 4851.00 4859.00 4811.00 5040.00 5040.00 5055.00 5025.00 -193.00 -189.00 -196.00 -214.00
2021-06-30 4823.00 4835.00 4850.00 4810.00 5025.00 5034.00 5049.00 5015.00 -202.00 -199.00 -199.00 -205.00
2021-06-29 4839.00 4822.00 4842.00 4805.00 5049.00 5023.00 5049.00 5011.00 -210.00 -201.00 -207.00 -206.00
2021-06-28 4759.00 4838.00 4844.00 4758.00 4990.00 5041.00 5045.00 4972.00 -231.00 -203.00 -201.00 -214.00
2021-06-25 4761.00 4740.00 4783.00 4735.00 4973.00 4961.00 4987.00 4954.00 -212.00 -221.00 -204.00 -219.00
2021-06-24 4750.00 4764.00 4800.00 4703.00 4960.00 4973.00 4988.00 4918.00 -210.00 -209.00 -188.00 -215.00
2021-06-23 4760.00 4741.00 4780.00 4733.00 4990.00 4944.00 4996.00 4941.00 -230.00 -203.00 -216.00 -208.00
2021-06-22 4734.00 4758.00 4760.00 4711.00 4958.00 4978.00 4980.00 4944.00 -224.00 -220.00 -220.00 -233.00
2021-06-21 4771.00 4734.00 4781.00 4720.00 4966.00 4947.00 4990.00 4935.00 -195.00 -213.00 -209.00 -215.00
2021-06-18 4850.00 4771.00 4857.00 4741.00 5000.00 4966.00 5019.00 4946.00 -150.00 -195.00 -162.00 -205.00
2021-06-17 4820.00 4880.00 4897.00 4803.00 4972.00 5047.00 5053.00 4955.00 -152.00 -167.00 -156.00 -152.00
2021-06-16 4850.00 4827.00 4850.00 4804.00 4982.00 4970.00 4990.00 4952.00 -132.00 -143.00 -140.00 -148.00
2021-06-15 4755.00 4845.00 4858.00 4740.00 4880.00 4973.00 4980.00 4860.00 -125.00 -128.00 -122.00 -120.00
2021-06-11 4788.00 4793.00 4825.00 4766.00 4850.00 4921.00 4935.00 4850.00 -62.00 -128.00 -110.00 -84.00
2021-06-10 4793.00 4782.00 4806.00 4759.00 4928.00 4892.00 4944.00 4889.00 -135.00 -110.00 -138.00 -130.00
2021-06-09 4750.00 4793.00 4812.00 4711.00 4909.00 4926.00 4956.00 4884.00 -159.00 -133.00 -144.00 -173.00
2021-06-08 4766.00 4756.00 4826.00 4726.00 4920.00 4909.00 4963.00 4890.00 -154.00 -153.00 -137.00 -164.00
2021-06-07 4739.00 4748.00 4764.00 4720.00 4963.00 4909.00 4963.00 4881.00 -224.00 -161.00 -199.00 -161.00
2021-06-04 4721.00 4775.00 4808.00 4681.00 4950.00 4965.00 4998.00 4907.00 -229.00 -190.00 -190.00 -226.00
2021-06-03 4655.00 4721.00 4746.00 4654.00 4890.00 4958.00 4979.00 4890.00 -235.00 -237.00 -233.00 -236.00
2021-06-02 4708.00 4654.00 4720.00 4645.00 4230.00 4183.00 4240.00 4182.00 478.00 471.00 480.00 463.00
2021-06-01 4741.00 4708.00 4755.00 4670.00 4279.00 4239.00 4279.00 4222.00 462.00 469.00 476.00 448.00
2021-05-31 4845.00 4743.00 4878.00 4712.00 4320.00 4260.00 4343.00 4222.00 525.00 483.00 535.00 490.00
2021-05-28 4842.00 4825.00 4860.00 4760.00 4271.00 4287.00 4299.00 4251.00 571.00 538.00 561.00 509.00
2021-05-27 4850.00 4830.00 4860.00 4802.00 4300.00 4278.00 4309.00 4269.00 550.00 552.00 551.00 533.00
导出Excel数据