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
2021-05-26 4780.00 4855.00 4873.00 4757.00 4295.00 4306.00 4312.00 4251.00 485.00 549.00 561.00 506.00
2021-05-25 4757.00 4787.00 4796.00 4720.00 4300.00 4300.00 4318.00 4263.00 457.00 487.00 478.00 457.00
2021-05-24 4723.00 4757.00 4805.00 4690.00 4300.00 4303.00 4350.00 4277.00 423.00 454.00 455.00 413.00
2021-05-21 4798.00 4716.00 4813.00 4708.00 4337.00 4286.00 4370.00 4266.00 461.00 430.00 443.00 442.00
2021-05-20 4703.00 4784.00 4828.00 4703.00 4300.00 4337.00 4374.00 4293.00 403.00 447.00 454.00 410.00
2021-05-19 4760.00 4738.00 4779.00 4722.00 4366.00 4313.00 4366.00 4304.00 394.00 425.00 413.00 418.00
2021-05-18 4798.00 4774.00 4825.00 4756.00 4340.00 4336.00 4359.00 4287.00 458.00 438.00 466.00 469.00
2021-05-17 4890.00 4816.00 4897.00 4733.00 4230.00 4158.00 4238.00 4131.00 660.00 658.00 659.00 602.00
2021-05-14 4825.00 4870.00 4884.00 4815.00 4186.00 4209.00 4222.00 4176.00 639.00 661.00 662.00 639.00
2021-05-13 4854.00 4845.00 4910.00 4807.00 4197.00 4181.00 4218.00 4164.00 657.00 664.00 692.00 643.00
2021-05-12 4886.00 4888.00 4922.00 4867.00 4270.00 4224.00 4294.00 4222.00 616.00 664.00 628.00 645.00
2021-05-11 4971.00 4891.00 4971.00 4846.00 4296.00 4276.00 4301.00 4251.00 675.00 615.00 670.00 595.00
2021-05-10 4993.00 5007.00 5058.00 4961.00 4336.00 4326.00 4365.00 4319.00 657.00 681.00 693.00 642.00
2021-05-07 4850.00 4973.00 4985.00 4846.00 4309.00 4322.00 4368.00 4300.00 541.00 651.00 617.00 546.00
2021-05-06 4993.00 4862.00 4994.00 4830.00 4418.00 4303.00 4418.00 4301.00 575.00 559.00 576.00 529.00
2021-04-30 5015.00 4994.00 5020.00 4962.00 4440.00 4420.00 4453.00 4415.00 575.00 574.00 567.00 547.00
2021-04-29 4930.00 4992.00 5005.00 4908.00 4410.00 4431.00 4440.00 4390.00 520.00 561.00 565.00 518.00
2021-04-28 4890.00 4917.00 4956.00 4890.00 4407.00 4396.00 4432.00 4388.00 483.00 521.00 524.00 502.00
2021-04-27 4985.00 4920.00 4985.00 4895.00 4444.00 4412.00 4444.00 4390.00 541.00 508.00 541.00 505.00
2021-04-26 5050.00 5000.00 5081.00 4923.00 4483.00 4455.00 4506.00 4425.00 567.00 545.00 575.00 498.00
2021-04-23 4980.00 5017.00 5056.00 4950.00 4420.00 4466.00 4493.00 4404.00 560.00 551.00 563.00 546.00
2021-04-22 4990.00 4979.00 5050.00 4915.00 4490.00 4433.00 4510.00 4423.00 500.00 546.00 540.00 492.00
2021-04-21 4973.00 4978.00 4998.00 4923.00 4527.00 4618.00 4618.00 4523.00 446.00 360.00 380.00 400.00
2021-04-20 4970.00 4966.00 5064.00 4924.00 4440.00 4495.00 4507.00 4435.00 530.00 471.00 557.00 489.00
2021-04-19 4980.00 4963.00 4990.00 4937.00 4421.00 4412.00 4438.00 4391.00 559.00 551.00 552.00 546.00
2021-04-16 4907.00 4980.00 4990.00 4868.00 4395.00 4436.00 4440.00 4385.00 512.00 544.00 550.00 483.00
2021-04-15 4780.00 4888.00 4910.00 4780.00 4313.00 4378.00 4390.00 4295.00 467.00 510.00 520.00 485.00
2021-04-14 4279.00 4295.00 4334.00 4263.00 4692.00 4774.00 4796.00 4690.00 -413.00 -479.00 -462.00 -427.00
2021-04-13 4280.00 4304.00 4349.00 4252.00 4710.00 4711.00 4734.00 4630.00 -430.00 -407.00 -385.00 -378.00
2021-04-12 4222.00 4287.00 4310.00 4211.00 4690.00 4704.00 4743.00 4660.00 -468.00 -417.00 -433.00 -449.00
2021-04-09 4250.00 4144.00 4250.00 4108.00 4862.00 4655.00 4862.00 4635.00 -612.00 -511.00 -612.00 -527.00
2021-04-08 4241.00 4261.00 4283.00 4205.00 4803.00 4842.00 4855.00 4792.00 -562.00 -581.00 -572.00 -587.00
2021-04-07 4244.00 4242.00 4268.00 4205.00 4801.00 4807.00 4818.00 4771.00 -557.00 -565.00 -550.00 -566.00
2021-04-06 4295.00 4234.00 4299.00 4227.00 4800.00 4783.00 4880.00 4769.00 -505.00 -549.00 -581.00 -542.00
2021-04-02 4236.00 4230.00 4240.00 4174.00 4751.00 4784.00 4796.00 4690.00 -515.00 -554.00 -556.00 -516.00
2021-04-01 4252.00 4247.00 4297.00 4228.00 4765.00 4775.00 4808.00 4690.00 -513.00 -528.00 -511.00 -462.00
2021-03-31 4290.00 4210.00 4308.00 4181.00 4940.00 4729.00 4940.00 4711.00 -650.00 -519.00 -632.00 -530.00
2021-03-30 4280.00 4299.00 4335.00 4274.00 4401.00 4403.00 4436.00 4387.00 -121.00 -104.00 -101.00 -113.00
2021-03-29 4401.00 4278.00 4410.00 4260.00 4444.00 4391.00 4447.00 4381.00 -43.00 -113.00 -37.00 -121.00
2021-03-26 4390.00 4482.00 4496.00 4380.00 5050.00 5110.00 5110.00 5030.00 -660.00 -628.00 -614.00 -650.00
2021-03-25 4398.00 4395.00 4418.00 4376.00 5040.00 5063.00 5077.00 5022.00 -642.00 -668.00 -659.00 -646.00
2021-03-24 4355.00 4404.00 4434.00 4330.00 5005.00 5035.00 5058.00 4982.00 -650.00 -631.00 -624.00 -652.00
2021-03-23 4385.00 4355.00 4394.00 4336.00 4390.00 4385.00 4415.00 4366.00 -5.00 -30.00 -21.00 -30.00
2021-03-22 4311.00 4390.00 4400.00 4228.00 4277.00 4390.00 4395.00 4263.00 34.00 0.00 5.00 -35.00
2021-03-19 4317.00 4294.00 4357.00 4253.00 4273.00 4286.00 4317.00 4236.00 44.00 8.00 40.00 17.00
2021-03-18 4362.00 4343.00 4395.00 4265.00 4311.00 4295.00 4328.00 4235.00 51.00 48.00 67.00 30.00
2021-03-17 4420.00 4379.00 4421.00 4348.00 4344.00 4322.00 4344.00 4288.00 76.00 57.00 77.00 60.00
2021-03-16 4319.00 4421.00 4435.00 4319.00 4890.00 4922.00 4942.00 4890.00 -571.00 -501.00 -507.00 -571.00
2021-03-15 4477.00 4310.00 4487.00 4300.00 4950.00 4883.00 4951.00 4873.00 -473.00 -573.00 -464.00 -573.00
2021-03-12 4455.00 4519.00 4575.00 4445.00 4929.00 4969.00 4984.00 4912.00 -474.00 -450.00 -409.00 -467.00
2021-03-11 4500.00 4456.00 4525.00 4429.00 4964.00 4929.00 4968.00 4900.00 -464.00 -473.00 -443.00 -471.00
2021-03-10 4510.00 4497.00 4538.00 4465.00 4953.00 4964.00 4965.00 4904.00 -443.00 -467.00 -427.00 -439.00
2021-03-09 4381.00 4510.00 4520.00 4336.00 4876.00 4944.00 4947.00 4870.00 -495.00 -434.00 -427.00 -534.00
2021-03-08 4439.00 4380.00 4439.00 4348.00 4900.00 4892.00 4901.00 4837.00 -461.00 -512.00 -462.00 -489.00
2021-03-05 4482.00 4466.00 4498.00 4423.00 4895.00 4900.00 4909.00 4830.00 -413.00 -434.00 -411.00 -407.00
2021-03-04 4455.00 4482.00 4560.00 4421.00 4901.00 4895.00 4935.00 4855.00 -446.00 -413.00 -375.00 -434.00
2021-03-03 4413.00 4455.00 4478.00 4324.00 4309.00 4302.00 4319.00 4179.00 104.00 153.00 159.00 145.00
2021-03-02 4378.00 4410.00 4432.00 4350.00 4222.00 4272.00 4300.00 4220.00 156.00 138.00 132.00 130.00
2021-03-01 4599.00 4390.00 4599.00 4383.00 4380.00 4246.00 4403.00 4241.00 219.00 144.00 196.00 142.00
2021-02-26 4600.00 4637.00 4665.00 4550.00 4446.00 4469.00 4488.00 4393.00 154.00 168.00 177.00 157.00
2021-02-25 4494.00 4650.00 4726.00 4479.00 4340.00 4490.00 4561.00 4334.00 154.00 160.00 165.00 145.00
2021-02-24 4529.00 4484.00 4590.00 4451.00 4387.00 4339.00 4428.00 4307.00 142.00 145.00 162.00 144.00
2021-02-23 4518.00 4528.00 4564.00 4465.00 4368.00 4377.00 4408.00 4308.00 150.00 151.00 156.00 157.00
2021-02-22 4700.00 4532.00 4730.00 4511.00 4522.00 4374.00 4556.00 4360.00 178.00 158.00 174.00 151.00
2021-02-19 4614.00 4718.00 4725.00 4590.00 3955.00 4025.00 4065.00 3931.00 659.00 693.00 660.00 659.00
2021-02-18 4515.00 4629.00 4640.00 4513.00 4354.00 4453.00 4470.00 4354.00 161.00 176.00 170.00 159.00
2021-02-10 4532.00 4483.00 4545.00 4456.00 4366.00 4344.00 4389.00 4310.00 166.00 139.00 156.00 146.00
2021-02-09 4453.00 4532.00 4549.00 4418.00 3860.00 3850.00 3866.00 3805.00 593.00 682.00 683.00 613.00
2021-02-08 4507.00 4464.00 4532.00 4439.00 3863.00 3823.00 3877.00 3793.00 644.00 641.00 655.00 646.00
2021-02-05 4470.00 4515.00 4535.00 4453.00 3890.00 3866.00 3935.00 3859.00 580.00 649.00 600.00 594.00
2021-02-04 4446.00 4459.00 4480.00 4407.00 3810.00 3877.00 3880.00 3800.00 636.00 582.00 600.00 607.00
2021-02-03 4458.00 4443.00 4473.00 4315.00 3841.00 3805.00 3848.00 3746.00 617.00 638.00 625.00 569.00
2021-02-02 4400.00 4458.00 4461.00 4365.00 3789.00 3849.00 3854.00 3763.00 611.00 609.00 607.00 602.00
2021-02-01 4260.00 4389.00 4425.00 4222.00 3700.00 3762.00 3798.00 3687.00 560.00 627.00 627.00 535.00
2021-01-29 4350.00 4338.00 4367.00 4283.00 3780.00 3778.00 3826.00 3757.00 570.00 560.00 541.00 526.00
2021-01-28 4255.00 4355.00 4360.00 4229.00 3789.00 3801.00 3806.00 3714.00 466.00 554.00 554.00 515.00
2021-01-27 4327.00 4274.00 4327.00 4250.00 3870.00 3772.00 3874.00 3770.00 457.00 502.00 453.00 480.00
2021-01-26 4290.00 4328.00 4348.00 4265.00 3810.00 3869.00 3883.00 3808.00 480.00 459.00 465.00 457.00
2021-01-25 4275.00 4290.00 4299.00 4220.00 3853.00 3830.00 3894.00 3815.00 422.00 460.00 405.00 405.00
2021-01-22 4414.00 4315.00 4424.00 4287.00 4040.00 3934.00 4054.00 3895.00 374.00 381.00 370.00 392.00
2021-01-21 4480.00 4414.00 4519.00 4365.00 4090.00 4033.00 4136.00 4012.00 390.00 381.00 383.00 353.00
2021-01-20 4440.00 4469.00 4479.00 4414.00 4010.00 4089.00 4116.00 4007.00 430.00 380.00 363.00 407.00
2021-01-19 4538.00 4440.00 4548.00 4440.00 4050.00 4007.00 4120.00 4004.00 488.00 433.00 428.00 436.00
2021-01-18 4670.00 4551.00 4677.00 4531.00 4185.00 4083.00 4229.00 4030.00 485.00 468.00 448.00 501.00
2021-01-15 4520.00 4663.00 4668.00 4476.00 4010.00 4183.00 4194.00 3991.00 510.00 480.00 474.00 485.00
2021-01-14 4463.00 4449.00 4477.00 4385.00 3952.00 3944.00 3967.00 3837.00 511.00 505.00 510.00 548.00
2021-01-13 4543.00 4482.00 4608.00 4433.00 4080.00 3966.00 4172.00 3920.00 463.00 516.00 436.00 513.00
2021-01-12 4500.00 4491.00 4528.00 4403.00 4000.00 4010.00 4040.00 3920.00 500.00 481.00 488.00 483.00
2021-01-11 4450.00 4426.00 4555.00 4371.00 3851.00 3920.00 3972.00 3838.00 599.00 506.00 583.00 533.00
2021-01-08 4330.00 4402.00 4427.00 4294.00 3765.00 3770.00 3790.00 3720.00 565.00 632.00 637.00 574.00
2021-01-07 4311.00 4318.00 4395.00 4259.00 3780.00 3797.00 3884.00 3741.00 531.00 521.00 511.00 518.00
2021-01-06 4160.00 4299.00 4315.00 4150.00 3620.00 3734.00 3737.00 3606.00 540.00 565.00 578.00 544.00
2021-01-05 4110.00 4138.00 4155.00 4094.00 3588.00 3603.00 3631.00 3583.00 522.00 535.00 524.00 511.00
2021-01-04 4200.00 4127.00 4266.00 4102.00 3699.00 3601.00 3714.00 3600.00 501.00 526.00 552.00 502.00
2020-12-31 4136.00 4178.00 4180.00 4116.00 3620.00 3655.00 3668.00 3603.00 516.00 523.00 512.00 513.00
2020-12-30 4128.00 4135.00 4166.00 4082.00 3610.00 3620.00 3642.00 3585.00 518.00 515.00 524.00 497.00
2020-12-29 4200.00 4109.00 4221.00 4089.00 3590.00 3545.00 3610.00 3523.00 610.00 564.00 611.00 566.00
2020-12-28 4221.00 4178.00 4355.00 4132.00 3600.00 3569.00 3639.00 3526.00 621.00 609.00 716.00 606.00
2020-12-25 4168.00 4193.00 4269.00 4152.00 3648.00 3622.00 3694.00 3606.00 520.00 571.00 575.00 546.00
2020-12-24 4199.00 4188.00 4227.00 4171.00 3701.00 3666.00 3716.00 3661.00 498.00 522.00 511.00 510.00
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