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
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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
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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
2020-12-23 4188.00 4198.00 4230.00 4150.00 3690.00 3716.00 3723.00 3658.00 498.00 482.00 507.00 492.00
2020-12-22 4246.00 4196.00 4248.00 4160.00 3630.00 3617.00 3656.00 3584.00 616.00 579.00 592.00 576.00
2020-12-21 4055.00 4206.00 4295.00 4055.00 3618.00 3704.00 3793.00 3618.00 437.00 502.00 502.00 437.00
2020-12-18 4091.00 4019.00 4128.00 4006.00 3615.00 3582.00 3620.00 3571.00 476.00 437.00 508.00 435.00
2020-12-17 4117.00 4090.00 4130.00 4070.00 3629.00 3631.00 3665.00 3586.00 488.00 459.00 465.00 484.00
2020-12-16 4125.00 4117.00 4146.00 4061.00 3521.00 3493.00 3528.00 3418.00 604.00 624.00 618.00 643.00
2020-12-15 4100.00 4125.00 4148.00 4082.00 3666.00 3594.00 3670.00 3552.00 434.00 531.00 478.00 530.00
2020-12-14 3950.00 4120.00 4120.00 3950.00 3514.00 3647.00 3676.00 3497.00 436.00 473.00 444.00 453.00
2020-12-11 3880.00 3922.00 3922.00 3841.00 3938.00 3942.00 3959.00 3891.00 -58.00 -20.00 -37.00 -50.00
2020-12-10 3674.00 3889.00 3944.00 3644.00 3800.00 3940.00 3978.00 3800.00 -126.00 -51.00 -34.00 -156.00
2020-12-09 3822.00 3800.00 3848.00 3788.00 3761.00 3674.00 3795.00 3669.00 61.00 126.00 53.00 119.00
2020-12-08 3810.00 3820.00 3829.00 3805.00 3789.00 3762.00 3793.00 3740.00 21.00 58.00 36.00 65.00
2020-12-07 3766.00 3805.00 3860.00 3766.00 3716.00 3776.00 3800.00 3705.00 50.00 29.00 60.00 61.00
2020-12-04 3720.00 3716.00 3737.00 3695.00 3700.00 3688.00 3724.00 3680.00 20.00 28.00 13.00 15.00
2020-12-03 3677.00 3712.00 3730.00 3652.00 3643.00 3700.00 3733.00 3626.00 34.00 12.00 -3.00 26.00
2020-12-02 3713.00 3684.00 3730.00 3670.00 3695.00 3642.00 3696.00 3635.00 18.00 42.00 34.00 35.00
2020-12-01 3741.00 3705.00 3766.00 3696.00 3682.00 3696.00 3742.00 3666.00 59.00 9.00 24.00 30.00
2020-11-30 3669.00 3750.00 3770.00 3640.00 3715.00 3679.00 3728.00 3671.00 -46.00 71.00 42.00 -31.00
2020-11-27 3688.00 3638.00 3709.00 3628.00 3768.00 3711.00 3780.00 3705.00 -80.00 -73.00 -71.00 -77.00
2020-11-26 3660.00 3688.00 3710.00 3660.00 3780.00 3768.00 3790.00 3745.00 -120.00 -80.00 -80.00 -85.00
2020-11-25 3668.00 3658.00 3695.00 3650.00 3805.00 3780.00 3847.00 3772.00 -137.00 -122.00 -152.00 -122.00
2020-11-24 3710.00 3671.00 3711.00 3656.00 3766.00 3802.00 3829.00 3762.00 -56.00 -131.00 -118.00 -106.00
2020-11-23 3776.00 3712.00 3784.00 3705.00 3796.00 3770.00 3816.00 3760.00 -20.00 -58.00 -32.00 -55.00
2020-11-20 3756.00 3803.00 3818.00 3740.00 3805.00 3818.00 3839.00 3803.00 -49.00 -15.00 -21.00 -63.00
2020-11-19 3819.00 3756.00 3819.00 3740.00 3834.00 3829.00 3856.00 3792.00 -15.00 -73.00 -37.00 -52.00
2020-11-18 3815.00 3819.00 3838.00 3792.00 3750.00 3838.00 3843.00 3741.00 65.00 -19.00 -5.00 51.00
2020-11-17 3795.00 3809.00 3825.00 3758.00 3728.00 3750.00 3755.00 3717.00 67.00 59.00 70.00 41.00
2020-11-16 3784.00 3800.00 3814.00 3770.00 3678.00 3735.00 3742.00 3667.00 106.00 65.00 72.00 103.00
2020-11-13 3849.00 3801.00 3875.00 3798.00 3710.00 3682.00 3715.00 3663.00 139.00 119.00 160.00 135.00
2020-11-12 3901.00 3867.00 3911.00 3845.00 3670.00 3658.00 3699.00 3645.00 231.00 209.00 212.00 200.00
2020-11-11 3885.00 3901.00 3915.00 3863.00 3651.00 3666.00 3699.00 3614.00 234.00 235.00 216.00 249.00
2020-11-10 3936.00 3868.00 3955.00 3867.00 3700.00 3629.00 3723.00 3627.00 236.00 239.00 232.00 240.00
2020-11-09 3952.00 3948.00 3987.00 3925.00 3769.00 3721.00 3780.00 3715.00 183.00 227.00 207.00 210.00
2020-11-06 4001.00 3970.00 4038.00 3960.00 3818.00 3813.00 3852.00 3798.00 183.00 157.00 186.00 162.00
2020-11-05 4020.00 3989.00 4024.00 3980.00 3831.00 3808.00 3836.00 3806.00 189.00 181.00 188.00 174.00
2020-11-04 4000.00 4018.00 4032.00 3973.00 3821.00 3833.00 3845.00 3806.00 179.00 185.00 187.00 167.00
2020-11-03 4095.00 3995.00 4128.00 3990.00 3881.00 3818.00 3900.00 3815.00 214.00 177.00 228.00 175.00
2020-11-02 4087.00 4088.00 4125.00 4059.00 3871.00 3887.00 3896.00 3862.00 216.00 201.00 229.00 197.00
2020-10-30 4101.00 4087.00 4136.00 4052.00 3853.00 3873.00 3890.00 3853.00 248.00 214.00 246.00 199.00
2020-10-29 4032.00 4091.00 4106.00 4022.00 3866.00 3867.00 3890.00 3853.00 166.00 224.00 216.00 169.00
2020-10-28 4040.00 4043.00 4056.00 3899.00 3828.00 3883.00 3890.00 3781.00 212.00 160.00 166.00 118.00
2020-10-27 4015.00 4029.00 4042.00 4010.00 3546.00 3554.00 3565.00 3542.00 469.00 475.00 477.00 468.00
2020-10-26 4075.00 4015.00 4114.00 4011.00 3560.00 3556.00 3600.00 3536.00 515.00 459.00 514.00 475.00
2020-10-23 3988.00 4075.00 4099.00 3979.00 3520.00 3547.00 3563.00 3470.00 468.00 528.00 536.00 509.00
2020-10-22 3550.00 3520.00 3551.00 3507.00 4028.00 3998.00 4038.00 3990.00 -478.00 -478.00 -487.00 -483.00
2020-10-21 3552.00 3561.00 3595.00 3536.00 4010.00 4044.00 4056.00 4003.00 -458.00 -483.00 -461.00 -467.00
2020-10-20 3571.00 3565.00 3586.00 3553.00 4075.00 4029.00 4092.00 4025.00 -504.00 -464.00 -506.00 -472.00
2020-10-19 3550.00 3571.00 3607.00 3532.00 4021.00 4075.00 4089.00 4021.00 -471.00 -504.00 -482.00 -489.00
2020-10-16 3490.00 3518.00 3523.00 3469.00 4000.00 4014.00 4022.00 3984.00 -510.00 -496.00 -499.00 -515.00
2020-10-15 3532.00 3483.00 3545.00 3458.00 4030.00 4010.00 4055.00 4002.00 -498.00 -527.00 -510.00 -544.00
2020-10-14 3565.00 3539.00 3578.00 3533.00 4070.00 4065.00 4104.00 4064.00 -505.00 -526.00 -526.00 -531.00
2020-10-13 3600.00 3559.00 3604.00 3521.00 4050.00 4069.00 4078.00 4040.00 -450.00 -510.00 -474.00 -519.00
2020-10-12 3633.00 3617.00 3659.00 3606.00 4078.00 4071.00 4119.00 4065.00 -445.00 -454.00 -460.00 -459.00
2020-10-09 3640.00 3662.00 3687.00 3603.00 4035.00 4104.00 4110.00 4021.00 -395.00 -442.00 -423.00 -418.00
2020-09-30 3598.00 3608.00 3615.00 3563.00 4023.00 4020.00 4029.00 3980.00 -425.00 -412.00 -414.00 -417.00
2020-09-29 3564.00 3582.00 3592.00 3529.00 4046.00 4020.00 4046.00 4007.00 -482.00 -438.00 -454.00 -478.00
2020-09-28 3603.00 3569.00 3627.00 3558.00 3381.00 3378.00 3424.00 3366.00 222.00 191.00 203.00 192.00
2020-09-25 3566.00 3578.00 3629.00 3564.00 3319.00 3359.00 3395.00 3298.00 247.00 219.00 234.00 266.00
2020-09-24 3540.00 3547.00 3588.00 3523.00 3280.00 3287.00 3307.00 3275.00 260.00 260.00 281.00 248.00
2020-09-23 3526.00 3538.00 3558.00 3515.00 3281.00 3274.00 3308.00 3260.00 245.00 264.00 250.00 255.00
2020-09-22 3451.00 3554.00 3572.00 3429.00 3260.00 3293.00 3326.00 3245.00 191.00 261.00 246.00 184.00
2020-09-21 3475.00 3443.00 3536.00 3427.00 3352.00 3234.00 3368.00 3222.00 123.00 209.00 168.00 205.00
2020-09-18 3370.00 3366.00 3386.00 3346.00 3451.00 3480.00 3494.00 3450.00 -81.00 -114.00 -108.00 -104.00
2020-09-17 3404.00 3360.00 3415.00 3356.00 3508.00 3451.00 3558.00 3451.00 -104.00 -91.00 -143.00 -95.00
2020-09-16 3388.00 3404.00 3418.00 3385.00 3490.00 3509.00 3525.00 3476.00 -102.00 -105.00 -107.00 -91.00
2020-09-15 3366.00 3392.00 3408.00 3333.00 3391.00 3498.00 3503.00 3371.00 -25.00 -106.00 -95.00 -38.00
2020-09-14 3384.00 3371.00 3438.00 3360.00 3409.00 3391.00 3448.00 3381.00 -25.00 -20.00 -10.00 -21.00
2020-09-11 3392.00 3384.00 3418.00 3364.00 3467.00 3401.00 3468.00 3390.00 -75.00 -17.00 -50.00 -26.00
2020-09-10 3360.00 3381.00 3399.00 3355.00 3452.00 3450.00 3473.00 3431.00 -92.00 -69.00 -74.00 -76.00
2020-09-09 3432.00 3346.00 3447.00 3346.00 3490.00 3434.00 3505.00 3425.00 -58.00 -88.00 -58.00 -79.00
2020-09-08 3375.00 3443.00 3472.00 3363.00 3460.00 3510.00 3520.00 3442.00 -85.00 -67.00 -48.00 -79.00
2020-09-07 3353.00 3361.00 3385.00 3320.00 3387.00 3445.00 3460.00 3387.00 -34.00 -84.00 -75.00 -67.00
2020-09-04 3366.00 3352.00 3400.00 3334.00 3375.00 3393.00 3428.00 3373.00 -9.00 -41.00 -28.00 -39.00
2020-09-03 3413.00 3356.00 3428.00 3344.00 3428.00 3372.00 3435.00 3355.00 -15.00 -16.00 -7.00 -11.00
2020-09-02 3525.00 3411.00 3529.00 3410.00 3520.00 3429.00 3520.00 3424.00 5.00 -18.00 9.00 -14.00
2020-09-01 3528.00 3520.00 3546.00 3510.00 3518.00 3514.00 3533.00 3509.00 10.00 6.00 13.00 1.00
2020-08-31 3506.00 3522.00 3548.00 3485.00 3501.00 3513.00 3528.00 3501.00 5.00 9.00 20.00 -16.00
2020-08-28 3560.00 3549.00 3580.00 3538.00 3560.00 3542.00 3570.00 3532.00 0.00 7.00 10.00 6.00
2020-08-27 3592.00 3577.00 3624.00 3565.00 3680.00 3648.00 3698.00 3640.00 -88.00 -71.00 -74.00 -75.00
2020-08-26 3580.00 3610.00 3626.00 3531.00 3620.00 3685.00 3705.00 3584.00 -40.00 -75.00 -79.00 -53.00
2020-08-25 3600.00 3568.00 3605.00 3555.00 3599.00 3606.00 3618.00 3583.00 1.00 -38.00 -13.00 -28.00
2020-08-24 3602.00 3586.00 3615.00 3566.00 3655.00 3585.00 3668.00 3573.00 -53.00 1.00 -53.00 -7.00
2020-08-21 3582.00 3575.00 3602.00 3553.00 3680.00 3621.00 3690.00 3602.00 -98.00 -46.00 -88.00 -49.00
2020-08-20 3697.00 3581.00 3697.00 3578.00 3739.00 3687.00 3753.00 3673.00 -42.00 -106.00 -56.00 -95.00
2020-08-19 3735.00 3739.00 3746.00 3663.00 3650.00 3698.00 3700.00 3620.00 85.00 41.00 46.00 43.00
2020-08-18 3796.00 3714.00 3796.00 3702.00 3668.00 3649.00 3689.00 3635.00 128.00 65.00 107.00 67.00
2020-08-17 3666.00 3752.00 3772.00 3661.00 3616.00 3659.00 3678.00 3593.00 50.00 93.00 94.00 68.00
2020-08-14 3661.00 3603.00 3684.00 3602.00 3575.00 3566.00 3590.00 3559.00 86.00 37.00 94.00 43.00
2020-08-13 3675.00 3672.00 3728.00 3663.00 3597.00 3581.00 3633.00 3572.00 78.00 91.00 95.00 91.00
2020-08-12 3683.00 3684.00 3748.00 3642.00 3576.00 3626.00 3645.00 3545.00 107.00 58.00 103.00 97.00
2020-08-11 3765.00 3702.00 3809.00 3694.00 3658.00 3580.00 3666.00 3570.00 107.00 122.00 143.00 124.00
2020-08-10 3780.00 3782.00 3844.00 3756.00 3630.00 3660.00 3698.00 3608.00 150.00 122.00 146.00 148.00
2020-08-07 3942.00 3913.00 3950.00 3807.00 3700.00 3700.00 3720.00 3603.00 242.00 213.00 230.00 204.00
2020-08-06 4054.00 3957.00 4066.00 3942.00 3796.00 3723.00 3811.00 3717.00 258.00 234.00 255.00 225.00
2020-08-05 4079.00 4046.00 4103.00 4044.00 3795.00 3796.00 3822.00 3774.00 284.00 250.00 281.00 270.00
2020-08-04 4090.00 4079.00 4115.00 4055.00 3781.00 3804.00 3820.00 3781.00 309.00 275.00 295.00 274.00
2020-08-03 4183.00 4096.00 4188.00 4071.00 3794.00 3789.00 3836.00 3765.00 389.00 307.00 352.00 306.00
2020-07-31 4201.00 4208.00 4226.00 4180.00 3798.00 3816.00 3820.00 3772.00 403.00 392.00 406.00 408.00
2020-07-30 4175.00 4189.00 4265.00 4163.00 3759.00 3758.00 3827.00 3748.00 416.00 431.00 438.00 415.00
2020-07-29 4155.00 4146.00 4190.00 4130.00 3750.00 3734.00 3770.00 3716.00 405.00 412.00 420.00 414.00
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