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
2020-07-28 4224.00 4150.00 4235.00 4139.00 3838.00 3752.00 3844.00 3752.00 386.00 398.00 391.00 387.00
2020-07-27 4350.00 4206.00 4382.00 4198.00 3950.00 3810.00 3999.00 3805.00 400.00 396.00 383.00 393.00
2020-07-24 4214.00 4261.00 4279.00 4214.00 3836.00 3874.00 3887.00 3828.00 378.00 387.00 392.00 386.00
2020-07-23 4166.00 4213.00 4219.00 4156.00 4060.00 4102.00 4103.00 4042.00 106.00 111.00 116.00 114.00
2020-07-22 4151.00 4136.00 4175.00 4115.00 4053.00 4017.00 4129.00 3981.00 98.00 119.00 46.00 134.00
2020-07-21 4140.00 4171.00 4195.00 4106.00 3848.00 3810.00 3865.00 3784.00 292.00 361.00 330.00 322.00
2020-07-20 3999.00 4110.00 4126.00 3996.00 3802.00 3854.00 3854.00 3793.00 197.00 256.00 272.00 203.00
2020-07-17 3998.00 3977.00 4029.00 3968.00 3801.00 3775.00 3817.00 3763.00 197.00 202.00 212.00 205.00
2020-07-16 4034.00 3992.00 4040.00 3973.00 3816.00 3792.00 3837.00 3776.00 218.00 200.00 203.00 197.00
2020-07-15 3970.00 4017.00 4027.00 3954.00 3814.00 3815.00 3830.00 3770.00 156.00 202.00 197.00 184.00
2020-07-14 3998.00 3970.00 4061.00 3945.00 3843.00 3802.00 3866.00 3750.00 155.00 168.00 195.00 195.00
2020-07-13 3912.00 3997.00 3999.00 3912.00 3785.00 3843.00 3846.00 3743.00 127.00 154.00 153.00 169.00
2020-07-10 3886.00 3901.00 3915.00 3871.00 3775.00 3764.00 3794.00 3727.00 111.00 137.00 121.00 144.00
2020-07-09 3999.00 3898.00 4012.00 3886.00 3840.00 3775.00 3854.00 3744.00 159.00 123.00 158.00 142.00
2020-07-08 3999.00 3984.00 4005.00 3965.00 3782.00 3819.00 3819.00 3760.00 217.00 165.00 186.00 205.00
2020-07-07 3950.00 3988.00 4005.00 3950.00 3695.00 3777.00 3778.00 3695.00 255.00 211.00 227.00 255.00
2020-07-06 3928.00 3948.00 3958.00 3910.00 3670.00 3687.00 3713.00 3624.00 258.00 261.00 245.00 286.00
2020-07-03 3958.00 3930.00 3960.00 3923.00 3671.00 3679.00 3687.00 3657.00 287.00 251.00 273.00 266.00
2020-07-02 3962.00 3958.00 3991.00 3945.00 3610.00 3665.00 3686.00 3602.00 352.00 293.00 305.00 343.00
2020-07-01 3922.00 3966.00 3980.00 3920.00 3560.00 3600.00 3605.00 3554.00 362.00 366.00 375.00 366.00
2020-06-30 3888.00 3909.00 3918.00 3868.00 3554.00 3552.00 3566.00 3507.00 334.00 357.00 352.00 361.00
2020-06-29 3870.00 3894.00 3946.00 3858.00 3556.00 3561.00 3619.00 3535.00 314.00 333.00 327.00 323.00
2020-06-24 3903.00 3900.00 3921.00 3878.00 3590.00 3600.00 3624.00 3572.00 313.00 300.00 297.00 306.00
2020-06-23 3870.00 3919.00 3934.00 3847.00 3465.00 3605.00 3606.00 3434.00 405.00 314.00 328.00 413.00
2020-06-22 3898.00 3861.00 3940.00 3842.00 3570.00 3462.00 3574.00 3451.00 328.00 399.00 366.00 391.00
2020-06-19 3853.00 3874.00 3900.00 3841.00 3531.00 3518.00 3556.00 3498.00 322.00 356.00 344.00 343.00
2020-06-18 3742.00 3857.00 3875.00 3703.00 2765.00 2782.00 2830.00 2741.00 977.00 1075.00 1045.00 962.00
2020-06-17 3739.00 3701.00 3749.00 3683.00 2841.00 2736.00 2845.00 2735.00 898.00 965.00 904.00 948.00
2020-06-16 3766.00 3754.00 3819.00 3724.00 2872.00 2863.00 2910.00 2842.00 894.00 891.00 909.00 882.00
2020-06-15 2872.00 2878.00 2895.00 2841.00 3830.00 3757.00 3844.00 3716.00 -958.00 -879.00 -949.00 -875.00
2020-06-12 2881.00 2853.00 2936.00 2848.00 3859.00 3818.00 3887.00 3801.00 -978.00 -965.00 -951.00 -953.00
2020-06-11 2910.00 2892.00 2923.00 2868.00 3640.00 3534.00 3666.00 3481.00 -730.00 -642.00 -743.00 -613.00
2020-06-10 2990.00 2904.00 2994.00 2902.00 3647.00 3644.00 3696.00 3634.00 -657.00 -740.00 -702.00 -732.00
2020-06-09 3010.00 3012.00 3032.00 2972.00 3671.00 3679.00 3688.00 3610.00 -661.00 -667.00 -656.00 -638.00
2020-06-08 3102.00 3024.00 3120.00 3015.00 3723.00 3690.00 3749.00 3684.00 -621.00 -666.00 -629.00 -669.00
2020-06-05 3132.00 3154.00 3168.00 3102.00 4060.00 4083.00 4102.00 4045.00 -928.00 -929.00 -934.00 -943.00
2020-06-04 3166.00 3123.00 3187.00 3107.00 4081.00 4074.00 4107.00 4062.00 -915.00 -951.00 -920.00 -955.00
2020-06-03 3177.00 3162.00 3185.00 3150.00 4094.00 4098.00 4117.00 4086.00 -917.00 -936.00 -932.00 -936.00
2020-06-02 3265.00 3171.00 3265.00 3162.00 4187.00 4084.00 4187.00 4082.00 -922.00 -913.00 -922.00 -920.00
2020-06-01 3249.00 3268.00 3299.00 3241.00 2677.00 2765.00 2765.00 2550.00 572.00 503.00 534.00 691.00
2020-05-29 3232.00 3239.00 3268.00 3215.00 2580.00 2616.00 2644.00 2566.00 652.00 623.00 624.00 649.00
2020-05-28 2641.00 2575.00 2650.00 2530.00 3270.00 3218.00 3297.00 3169.00 -629.00 -643.00 -647.00 -639.00
2020-05-27 2694.00 2644.00 2702.00 2639.00 3245.00 3260.00 3277.00 3243.00 -551.00 -616.00 -575.00 -604.00
2020-05-26 2730.00 2693.00 2748.00 2668.00 3210.00 3248.00 3259.00 3202.00 -480.00 -555.00 -511.00 -534.00
2020-05-25 2785.00 2730.00 2800.00 2725.00 3230.00 3199.00 3265.00 3186.00 -445.00 -469.00 -465.00 -461.00
2020-05-22 2810.00 2810.00 2841.00 2790.00 3315.00 3247.00 3342.00 3220.00 -505.00 -437.00 -501.00 -430.00
2020-05-21 2800.00 2799.00 2823.00 2770.00 3270.00 3315.00 3325.00 3241.00 -470.00 -516.00 -502.00 -471.00
2020-05-20 2762.00 2769.00 2805.00 2751.00 3210.00 3269.00 3275.00 3202.00 -448.00 -500.00 -470.00 -451.00
2020-05-19 2819.00 2780.00 2875.00 2776.00 3156.00 3241.00 3294.00 3156.00 -337.00 -461.00 -419.00 -380.00
2020-05-18 2808.00 2805.00 2814.00 2762.00 3160.00 3159.00 3178.00 3106.00 -352.00 -354.00 -364.00 -344.00
2020-05-15 2870.00 2853.00 2896.00 2844.00 3180.00 3208.00 3213.00 3170.00 -310.00 -355.00 -317.00 -326.00
2020-05-14 2822.00 2854.00 2888.00 2822.00 4015.00 4062.00 4068.00 4012.00 -1193.00 -1208.00 -1180.00 -1190.00
2020-05-13 2850.00 2836.00 2864.00 2813.00 3142.00 3107.00 3162.00 3101.00 -292.00 -271.00 -298.00 -288.00
2020-05-12 2940.00 2861.00 2943.00 2852.00 4124.00 4113.00 4140.00 4103.00 -1184.00 -1252.00 -1197.00 -1251.00
2020-05-11 3020.00 2969.00 3026.00 2951.00 4131.00 4134.00 4159.00 4088.00 -1111.00 -1165.00 -1133.00 -1137.00
2020-05-08 3001.00 2965.00 3011.00 2958.00 3261.00 3232.00 3273.00 3216.00 -260.00 -267.00 -262.00 -258.00
2020-05-07 3000.00 2995.00 3017.00 2971.00 4135.00 4146.00 4163.00 4135.00 -1135.00 -1151.00 -1146.00 -1164.00
2020-05-06 2990.00 2985.00 3025.00 2950.00 4200.00 4131.00 4217.00 4090.00 -1210.00 -1146.00 -1192.00 -1140.00
2020-04-30 3065.00 3151.00 3159.00 3062.00 4171.00 4275.00 4277.00 4167.00 -1106.00 -1124.00 -1118.00 -1105.00
2020-04-29 3080.00 3091.00 3115.00 3060.00 4150.00 4173.00 4179.00 4144.00 -1070.00 -1082.00 -1064.00 -1084.00
2020-04-28 3090.00 3097.00 3133.00 3065.00 4158.00 4155.00 4178.00 4141.00 -1068.00 -1058.00 -1045.00 -1076.00
2020-04-27 3178.00 3125.00 3178.00 3117.00 4150.00 4168.00 4190.00 4126.00 -972.00 -1043.00 -1012.00 -1009.00
2020-04-24 3151.00 3173.00 3223.00 3140.00 4178.00 4157.00 4208.00 4132.00 -1027.00 -984.00 -985.00 -992.00
2020-04-23 3113.00 3189.00 3218.00 3110.00 4148.00 4195.00 4213.00 4139.00 -1035.00 -1006.00 -995.00 -1029.00
2020-04-22 3201.00 3147.00 3217.00 3128.00 4149.00 4148.00 4178.00 4137.00 -948.00 -1001.00 -961.00 -1009.00
2020-04-21 3232.00 3231.00 3253.00 3192.00 4120.00 4170.00 4186.00 4102.00 -888.00 -939.00 -933.00 -910.00
2020-04-20 3362.00 3239.00 3362.00 3228.00 4189.00 4138.00 4208.00 4120.00 -827.00 -899.00 -846.00 -892.00
2020-04-17 3320.00 3385.00 3390.00 3320.00 4209.00 4209.00 4220.00 4170.00 -889.00 -824.00 -830.00 -850.00
2020-04-16 3378.00 3313.00 3398.00 3299.00 3290.00 3209.00 3295.00 3202.00 88.00 104.00 103.00 97.00
2020-04-15 3292.00 3381.00 3410.00 3277.00 3252.00 3290.00 3311.00 3233.00 40.00 91.00 99.00 44.00
2020-04-14 3349.00 3300.00 3355.00 3285.00 3260.00 3256.00 3295.00 3233.00 89.00 44.00 60.00 52.00
2020-04-13 3480.00 3336.00 3499.00 3334.00 3400.00 3262.00 3400.00 3251.00 80.00 74.00 99.00 83.00
2020-04-10 3398.00 3408.00 3423.00 3364.00 3311.00 3284.00 3313.00 3264.00 87.00 124.00 110.00 100.00
2020-04-09 3255.00 3319.00 3345.00 3235.00 3270.00 3408.00 3438.00 3270.00 -15.00 -89.00 -93.00 -35.00
2020-04-08 3268.00 3232.00 3287.00 3217.00 3258.00 3258.00 3295.00 3238.00 10.00 -26.00 -8.00 -21.00
2020-04-07 3201.00 3269.00 3298.00 3173.00 3200.00 3249.00 3249.00 3179.00 1.00 20.00 49.00 -6.00
2020-04-03 3068.00 3113.00 3124.00 3031.00 3016.00 3106.00 3120.00 2998.00 52.00 7.00 4.00 33.00
2020-04-02 3044.00 3059.00 3065.00 3006.00 2985.00 3020.00 3028.00 2946.00 59.00 39.00 37.00 60.00
2020-04-01 3048.00 3040.00 3074.00 3012.00 3000.00 2984.00 3020.00 2960.00 48.00 56.00 54.00 52.00
2020-03-31 3011.00 3033.00 3036.00 3001.00 2960.00 2984.00 3010.00 2947.00 51.00 49.00 26.00 54.00
2020-03-30 3017.00 2993.00 3048.00 2970.00 2981.00 2932.00 3018.00 2922.00 36.00 61.00 30.00 48.00
2020-03-27 3050.00 2996.00 3085.00 2991.00 3055.00 2988.00 3084.00 2988.00 -5.00 8.00 1.00 3.00
2020-03-26 2973.00 3055.00 3070.00 2956.00 3000.00 3057.00 3103.00 2970.00 -27.00 -2.00 -33.00 -14.00
2020-03-25 3048.00 3019.00 3060.00 2990.00 3074.00 3018.00 3079.00 2991.00 -26.00 1.00 -19.00 -1.00
2020-03-24 3073.00 3041.00 3082.00 3012.00 3087.00 3052.00 3089.00 3026.00 -14.00 -11.00 -7.00 -14.00
2020-03-23 2998.00 3036.00 3069.00 2951.00 3025.00 3061.00 3083.00 2996.00 -27.00 -25.00 -14.00 -45.00
2020-03-20 3099.00 3026.00 3125.00 3011.00 3135.00 3039.00 3150.00 3022.00 -36.00 -13.00 -25.00 -11.00
2020-03-19 3092.00 3098.00 3118.00 3000.00 3123.00 3133.00 3170.00 3050.00 -31.00 -35.00 -52.00 -50.00
2020-03-18 3211.00 3092.00 3235.00 3066.00 3266.00 3129.00 3295.00 3111.00 -55.00 -37.00 -60.00 -45.00
2020-03-17 3200.00 3205.00 3237.00 3170.00 3306.00 3270.00 3325.00 3251.00 -106.00 -65.00 -88.00 -81.00
2020-03-16 3221.00 3205.00 3258.00 3177.00 3259.00 3296.00 3329.00 3246.00 -38.00 -91.00 -71.00 -69.00
2020-03-13 3199.00 3210.00 3238.00 3112.00 3282.00 3283.00 3310.00 3191.00 -83.00 -73.00 -72.00 -79.00
2020-03-12 3270.00 3215.00 3296.00 3164.00 2977.00 2972.00 3000.00 2900.00 293.00 243.00 296.00 264.00
2020-03-11 3381.00 3281.00 3395.00 3280.00 3052.00 2991.00 3080.00 2990.00 329.00 290.00 315.00 290.00
2020-03-10 3435.00 3382.00 3450.00 3371.00 3145.00 3062.00 3185.00 3055.00 290.00 320.00 265.00 316.00
2020-03-09 3350.00 3414.00 3450.00 3305.00 3008.00 3139.00 3150.00 3003.00 342.00 275.00 300.00 302.00
2020-03-06 3405.00 3394.00 3438.00 3354.00 3050.00 3056.00 3083.00 2977.00 355.00 338.00 355.00 377.00
2020-03-05 3482.00 3440.00 3496.00 3433.00 3180.00 3073.00 3198.00 3070.00 302.00 367.00 298.00 363.00
2020-03-04 3456.00 3473.00 3484.00 3373.00 3183.00 3184.00 3204.00 3080.00 273.00 289.00 280.00 293.00
2020-03-03 3491.00 3441.00 3532.00 3405.00 3202.00 3118.00 3250.00 3035.00 289.00 323.00 282.00 370.00
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