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
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
2020-03-02 3302.00 3461.00 3464.00 3300.00 2960.00 3126.00 3126.00 2955.00 342.00 335.00 338.00 345.00
2020-02-28 3333.00 3268.00 3355.00 3268.00 2930.00 2899.00 2958.00 2830.00 403.00 369.00 397.00 438.00
2020-02-27 3500.00 3367.00 3509.00 3362.00 3156.00 2977.00 3181.00 2977.00 344.00 390.00 328.00 385.00
2020-02-26 3515.00 3509.00 3547.00 3492.00 3240.00 3177.00 3288.00 3136.00 275.00 332.00 259.00 356.00
2020-02-25 3515.00 3521.00 3538.00 3465.00 3250.00 3240.00 3295.00 3154.00 265.00 281.00 243.00 311.00
2020-02-24 3555.00 3537.00 3586.00 3507.00 3266.00 3266.00 3398.00 3242.00 289.00 271.00 188.00 265.00
2020-02-21 3498.00 3560.00 3563.00 3468.00 3158.00 3256.00 3256.00 3138.00 340.00 304.00 307.00 330.00
2020-02-20 3485.00 3491.00 3534.00 3445.00 3000.00 3158.00 3174.00 2998.00 485.00 333.00 360.00 447.00
2020-02-19 3377.00 3476.00 3486.00 3372.00 4330.00 4321.00 4350.00 4306.00 -953.00 -845.00 -864.00 -934.00
2020-02-18 3346.00 3363.00 3383.00 3324.00 4325.00 4327.00 4360.00 4298.00 -979.00 -964.00 -977.00 -974.00
2020-02-17 3260.00 3346.00 3359.00 3244.00 4356.00 4333.00 4377.00 4316.00 -1096.00 -987.00 -1018.00 -1072.00
2020-02-14 3260.00 3257.00 3276.00 3220.00 4313.00 4354.00 4354.00 4288.00 -1053.00 -1097.00 -1078.00 -1068.00
2020-02-13 3245.00 3245.00 3270.00 3204.00 4258.00 4305.00 4324.00 4244.00 -1013.00 -1060.00 -1054.00 -1040.00
2020-02-12 3305.00 3256.00 3327.00 3231.00 4331.00 4264.00 4342.00 4242.00 -1026.00 -1008.00 -1015.00 -1011.00
2020-02-11 3341.00 3313.00 3365.00 3285.00 4335.00 4329.00 4373.00 4308.00 -994.00 -1016.00 -1008.00 -1023.00
2020-02-10 3280.00 3342.00 3368.00 3271.00 4223.00 4336.00 4348.00 4221.00 -943.00 -994.00 -980.00 -950.00
2020-02-07 3290.00 3312.00 3345.00 3265.00 4230.00 4245.00 4264.00 4215.00 -940.00 -933.00 -919.00 -950.00
2020-02-06 3233.00 3307.00 3317.00 3233.00 4219.00 4244.00 4250.00 4186.00 -986.00 -937.00 -933.00 -953.00
2020-02-05 3185.00 3233.00 3276.00 3182.00 4100.00 4208.00 4286.00 4079.00 -915.00 -975.00 -1010.00 -897.00
2020-02-04 3000.00 3179.00 3186.00 2929.00 3869.00 4093.00 4093.00 3860.00 -869.00 -914.00 -907.00 -931.00
2020-02-03 3203.00 3203.00 3203.00 3203.00 2867.00 2867.00 2867.00 2867.00 336.00 336.00 336.00 336.00
2020-01-23 3414.00 3441.00 3477.00 3410.00 3043.00 3066.00 3116.00 3039.00 371.00 375.00 361.00 371.00
2020-01-22 3505.00 3435.00 3524.00 3404.00 3150.00 3094.00 3159.00 3060.00 355.00 341.00 365.00 344.00
2020-01-21 3578.00 3561.00 3590.00 3546.00 3249.00 3197.00 3261.00 3185.00 329.00 364.00 329.00 361.00
2020-01-20 3522.00 3579.00 3603.00 3472.00 3113.00 3245.00 3265.00 3092.00 409.00 334.00 338.00 380.00
2020-01-17 3500.00 3519.00 3542.00 3500.00 3110.00 3105.00 3149.00 3075.00 390.00 414.00 393.00 425.00
2020-01-16 3430.00 3500.00 3543.00 3430.00 3059.00 3107.00 3182.00 3054.00 371.00 393.00 361.00 376.00
2020-01-15 3400.00 3428.00 3456.00 3390.00 3030.00 3050.00 3092.00 3012.00 370.00 378.00 364.00 378.00
2020-01-14 3440.00 3415.00 3448.00 3408.00 3100.00 3053.00 3117.00 3036.00 340.00 362.00 331.00 372.00
2020-01-13 3405.00 3430.00 3450.00 3373.00 3040.00 3089.00 3123.00 3007.00 365.00 341.00 327.00 366.00
2020-01-10 3400.00 3398.00 3439.00 3381.00 2980.00 3015.00 3060.00 2980.00 420.00 383.00 379.00 401.00
2020-01-09 3490.00 3412.00 3505.00 3406.00 3050.00 2985.00 3061.00 2983.00 440.00 427.00 444.00 423.00
2020-01-08 3520.00 3515.00 3555.00 3507.00 3146.00 3101.00 3174.00 3094.00 374.00 414.00 381.00 413.00
2020-01-07 3490.00 3537.00 3539.00 3465.00 3045.00 3154.00 3154.00 3019.00 445.00 383.00 385.00 446.00
2020-01-06 3533.00 3484.00 3558.00 3451.00 3016.00 3028.00 3049.00 2955.00 517.00 456.00 509.00 496.00
2020-01-03 3553.00 3508.00 3574.00 3505.00 2972.00 2914.00 3009.00 2913.00 581.00 594.00 565.00 592.00
2020-01-02 3615.00 3553.00 3636.00 3550.00 3100.00 3004.00 3142.00 3000.00 515.00 549.00 494.00 550.00
2019-12-31 3571.00 3592.00 3605.00 3564.00 3135.00 3150.00 3166.00 3125.00 436.00 442.00 439.00 439.00
2019-12-30 3560.00 3558.00 3588.00 3529.00 3183.00 3114.00 3192.00 3103.00 377.00 444.00 396.00 426.00
2019-12-27 3659.00 3585.00 3678.00 3582.00 3483.00 3408.00 3520.00 3407.00 176.00 177.00 158.00 175.00
2019-12-26 3665.00 3661.00 3686.00 3652.00 3528.00 3486.00 3567.00 3478.00 137.00 175.00 119.00 174.00
2019-12-25 3690.00 3671.00 3707.00 3666.00 3563.00 3534.00 3603.00 3523.00 127.00 137.00 104.00 143.00
2019-12-24 3691.00 3691.00 3725.00 3636.00 3521.00 3592.00 3685.00 3453.00 170.00 99.00 40.00 183.00
2019-12-23 3733.00 3689.00 3739.00 3681.00 3672.00 3517.00 3673.00 3509.00 61.00 172.00 66.00 172.00
2019-12-20 3810.00 3725.00 3835.00 3720.00 3719.00 3652.00 3739.00 3651.00 91.00 73.00 96.00 69.00
2019-12-19 3807.00 3805.00 3821.00 3782.00 3765.00 3692.00 3783.00 3661.00 42.00 113.00 38.00 121.00
2019-12-18 3777.00 3813.00 3825.00 3733.00 3750.00 3768.00 3798.00 3745.00 27.00 45.00 27.00 -12.00
2019-12-17 3800.00 3797.00 3830.00 3792.00 3802.00 3759.00 3828.00 3731.00 -2.00 38.00 2.00 61.00
2019-12-16 3792.00 3801.00 3820.00 3775.00 3900.00 3797.00 3932.00 3797.00 -108.00 4.00 -112.00 -22.00
2019-12-13 3852.00 3807.00 3868.00 3800.00 4044.00 3935.00 4066.00 3924.00 -192.00 -128.00 -198.00 -124.00
2019-12-12 3871.00 3867.00 3898.00 3866.00 4066.00 4077.00 4095.00 4043.00 -195.00 -210.00 -197.00 -177.00
2019-12-11 3876.00 3867.00 3911.00 3856.00 4136.00 4055.00 4156.00 4031.00 -260.00 -188.00 -245.00 -175.00
2019-12-10 3928.00 3872.00 3933.00 3852.00 4160.00 4152.00 4197.00 4129.00 -232.00 -280.00 -264.00 -277.00
2019-12-09 4120.00 3938.00 4125.00 3938.00 4300.00 4151.00 4303.00 4146.00 -180.00 -213.00 -178.00 -208.00
2019-12-06 4122.00 4130.00 4170.00 4122.00 4316.00 4309.00 4347.00 4288.00 -194.00 -179.00 -177.00 -166.00
2019-12-05 4140.00 4124.00 4162.00 4111.00 4386.00 4306.00 4392.00 4304.00 -246.00 -182.00 -230.00 -193.00
2019-12-04 4148.00 4148.00 4185.00 4135.00 4400.00 4393.00 4420.00 4383.00 -252.00 -245.00 -235.00 -248.00
2019-12-03 4440.00 4415.00 4450.00 4391.00 4182.00 4148.00 4182.00 4117.00 258.00 267.00 268.00 274.00
2019-12-02 4376.00 4437.00 4450.00 4360.00 4050.00 4172.00 4182.00 4050.00 326.00 265.00 268.00 310.00
2019-11-29 4327.00 4333.00 4362.00 4311.00 4020.00 4027.00 4049.00 4009.00 307.00 306.00 313.00 302.00
2019-11-28 4328.00 4332.00 4355.00 4279.00 3988.00 4017.00 4020.00 3983.00 340.00 315.00 335.00 296.00
2019-11-27 4435.00 4322.00 4435.00 4317.00 4060.00 3991.00 4077.00 3987.00 375.00 331.00 358.00 330.00
2019-11-26 4353.00 4401.00 4412.00 4347.00 4067.00 4056.00 4067.00 4024.00 286.00 345.00 345.00 323.00
2019-11-25 4335.00 4344.00 4357.00 4312.00 4002.00 4021.00 4033.00 3985.00 333.00 323.00 324.00 327.00
2019-11-22 4310.00 4350.00 4370.00 4298.00 4001.00 4017.00 4040.00 3970.00 309.00 333.00 330.00 328.00
2019-11-21 4330.00 4307.00 4383.00 4290.00 4055.00 3999.00 4080.00 3979.00 275.00 308.00 303.00 311.00
2019-11-20 4406.00 4365.00 4454.00 4364.00 4070.00 4074.00 4118.00 4061.00 336.00 291.00 336.00 303.00
2019-11-19 4440.00 4414.00 4456.00 4390.00 4054.00 4074.00 4091.00 4035.00 386.00 340.00 365.00 355.00
2019-11-18 4311.00 4422.00 4428.00 4300.00 3960.00 4042.00 4055.00 3940.00 351.00 380.00 373.00 360.00
2019-11-15 4500.00 4472.00 4514.00 4444.00 4082.00 4090.00 4125.00 4046.00 418.00 382.00 389.00 398.00
2019-11-14 4510.00 4550.00 4584.00 4506.00 4080.00 4112.00 4131.00 4073.00 430.00 438.00 453.00 433.00
2019-11-13 4570.00 4530.00 4580.00 4517.00 4120.00 4093.00 4144.00 4078.00 450.00 437.00 436.00 439.00
2019-11-12 4550.00 4571.00 4587.00 4542.00 4080.00 4118.00 4130.00 4070.00 470.00 453.00 457.00 472.00
2019-11-11 4685.00 4561.00 4685.00 4545.00 4172.00 4077.00 4172.00 4044.00 513.00 484.00 513.00 501.00
2019-11-08 4750.00 4748.00 4773.00 4706.00 4255.00 4200.00 4284.00 4191.00 495.00 548.00 489.00 515.00
2019-11-07 4721.00 4738.00 4766.00 4711.00 4247.00 4249.00 4288.00 4224.00 474.00 489.00 478.00 487.00
2019-11-06 4765.00 4711.00 4805.00 4703.00 4353.00 4245.00 4397.00 4242.00 412.00 466.00 408.00 461.00
2019-11-05 4780.00 4764.00 4798.00 4735.00 4383.00 4354.00 4418.00 4351.00 397.00 410.00 380.00 384.00
2019-11-04 4880.00 4786.00 4880.00 4774.00 4430.00 4383.00 4463.00 4356.00 450.00 403.00 417.00 418.00
2019-11-01 4742.00 4890.00 4891.00 4727.00 4210.00 4442.00 4444.00 4208.00 532.00 448.00 447.00 519.00
2019-10-31 4820.00 4758.00 4828.00 4755.00 4259.00 4233.00 4299.00 4230.00 561.00 525.00 529.00 525.00
2019-10-30 4864.00 4845.00 4906.00 4824.00 4280.00 4284.00 4327.00 4250.00 584.00 561.00 579.00 574.00
2019-10-29 4862.00 4869.00 4880.00 4831.00 4209.00 4278.00 4301.00 4190.00 653.00 591.00 579.00 641.00
2019-10-28 4838.00 4880.00 4925.00 4821.00 4085.00 4205.00 4205.00 4085.00 753.00 675.00 720.00 736.00
2019-10-25 4692.00 4777.00 4802.00 4682.00 5113.00 5239.00 5260.00 5104.00 -421.00 -462.00 -458.00 -422.00
2019-10-24 4681.00 4693.00 4726.00 4671.00 5094.00 5120.00 5159.00 5061.00 -413.00 -427.00 -433.00 -390.00
2019-10-23 4703.00 4681.00 4785.00 4665.00 3955.00 3929.00 3990.00 3906.00 748.00 752.00 795.00 759.00
2019-10-22 4765.00 4711.00 4766.00 4693.00 4018.00 3935.00 4020.00 3934.00 747.00 776.00 746.00 759.00
2019-10-21 4600.00 4721.00 4721.00 4598.00 3874.00 4002.00 4019.00 3874.00 726.00 719.00 702.00 724.00
2019-10-18 4500.00 4497.00 4524.00 4477.00 3839.00 3834.00 3845.00 3823.00 661.00 663.00 679.00 654.00
2019-10-17 4470.00 4493.00 4505.00 4449.00 3782.00 3833.00 3838.00 3775.00 688.00 660.00 667.00 674.00
2019-10-16 4507.00 4489.00 4535.00 4471.00 3778.00 3798.00 3800.00 3766.00 729.00 691.00 735.00 705.00
2019-10-15 4469.00 4497.00 4499.00 4431.00 4700.00 4707.00 4710.00 4660.00 -231.00 -210.00 -211.00 -229.00
2019-10-14 4494.00 4464.00 4505.00 4438.00 4706.00 4672.00 4715.00 4640.00 -212.00 -208.00 -210.00 -202.00
2019-10-11 4470.00 4468.00 4512.00 4449.00 4710.00 4648.00 4730.00 4635.00 -240.00 -180.00 -218.00 -186.00
2019-10-10 4410.00 4480.00 4488.00 4397.00 3794.00 3825.00 3825.00 3792.00 616.00 655.00 663.00 605.00
2019-10-09 4457.00 4410.00 4458.00 4392.00 3826.00 3799.00 3832.00 3786.00 631.00 611.00 626.00 606.00
2019-10-08 4400.00 4443.00 4459.00 4365.00 3800.00 3826.00 3839.00 3793.00 600.00 617.00 620.00 572.00
2019-09-30 4380.00 4346.00 4386.00 4298.00 4511.00 4562.00 4575.00 4455.00 -131.00 -216.00 -189.00 -157.00
2019-09-27 4410.00 4441.00 4461.00 4395.00 4580.00 4603.00 4644.00 4568.00 -170.00 -162.00 -183.00 -173.00
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