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
2019-09-26 4406.00 4415.00 4433.00 4376.00 4550.00 4585.00 4599.00 4541.00 -144.00 -170.00 -166.00 -165.00
2019-09-25 4467.00 4402.00 4470.00 4392.00 3850.00 3835.00 3851.00 3832.00 617.00 567.00 619.00 560.00
2019-09-24 4470.00 4475.00 4495.00 4458.00 4670.00 4680.00 4710.00 4656.00 -200.00 -205.00 -215.00 -198.00
2019-09-23 4531.00 4476.00 4532.00 4455.00 4750.00 4702.00 4750.00 4692.00 -219.00 -226.00 -218.00 -237.00
2019-09-20 4580.00 4563.00 4600.00 4538.00 4800.00 4791.00 4822.00 4775.00 -220.00 -228.00 -222.00 -237.00
2019-09-19 4550.00 4568.00 4578.00 4530.00 3858.00 3874.00 3888.00 3858.00 692.00 694.00 690.00 672.00
2019-09-18 4580.00 4551.00 4585.00 4532.00 3881.00 3864.00 3916.00 3855.00 699.00 687.00 669.00 677.00
2019-09-17 4626.00 4580.00 4645.00 4551.00 3908.00 3881.00 3954.00 3869.00 718.00 699.00 691.00 682.00
2019-09-16 4491.00 4592.00 4612.00 4472.00 4438.00 4559.00 4559.00 4425.00 53.00 33.00 53.00 47.00
2019-09-12 4379.00 4439.00 4444.00 4358.00 4288.00 4352.00 4410.00 4271.00 91.00 87.00 34.00 87.00
2019-09-11 4369.00 4377.00 4395.00 4358.00 3750.00 3750.00 3763.00 3744.00 619.00 627.00 632.00 614.00
2019-09-10 4387.00 4369.00 4395.00 4337.00 3776.00 3754.00 3777.00 3743.00 611.00 615.00 618.00 594.00
2019-09-09 4382.00 4387.00 4410.00 4351.00 3785.00 3776.00 3797.00 3751.00 597.00 611.00 613.00 600.00
2019-09-06 4474.00 4382.00 4514.00 4381.00 4200.00 4171.00 4285.00 4155.00 274.00 211.00 229.00 226.00
2019-09-05 4480.00 4467.00 4500.00 4442.00 3842.00 3828.00 3855.00 3826.00 638.00 639.00 645.00 616.00
2019-09-04 4471.00 4459.00 4515.00 4432.00 3835.00 3833.00 3866.00 3820.00 636.00 626.00 649.00 612.00
2019-09-03 4425.00 4478.00 4506.00 4391.00 3821.00 3844.00 3858.00 3806.00 604.00 634.00 648.00 585.00
2019-09-02 4420.00 4415.00 4448.00 4367.00 4077.00 4049.00 4128.00 4010.00 343.00 366.00 320.00 357.00
2019-08-30 4350.00 4400.00 4414.00 4345.00 4040.00 4081.00 4098.00 4036.00 310.00 319.00 316.00 309.00
2019-08-29 4350.00 4365.00 4395.00 4341.00 4211.00 4134.00 4237.00 4125.00 139.00 231.00 158.00 216.00
2019-08-28 4341.00 4368.00 4463.00 4340.00 4257.00 4240.00 4324.00 4224.00 84.00 128.00 139.00 116.00
2019-08-27 4423.00 4369.00 4431.00 4354.00 4405.00 4261.00 4410.00 4248.00 18.00 108.00 21.00 106.00
2019-08-26 4400.00 4423.00 4468.00 4400.00 4385.00 4407.00 4440.00 4340.00 15.00 16.00 28.00 60.00
2019-08-23 4239.00 4379.00 4380.00 4232.00 4192.00 4311.00 4325.00 4184.00 47.00 68.00 55.00 48.00
2019-08-22 4235.00 4229.00 4248.00 4209.00 4200.00 4186.00 4200.00 4161.00 35.00 43.00 48.00 48.00
2019-08-21 4147.00 4231.00 4237.00 4144.00 4110.00 4176.00 4189.00 4096.00 37.00 55.00 48.00 48.00
2019-08-20 4155.00 4152.00 4179.00 4145.00 4150.00 4100.00 4160.00 4095.00 5.00 52.00 19.00 50.00
2019-08-19 4266.00 4167.00 4275.00 4164.00 4230.00 4161.00 4240.00 4145.00 36.00 6.00 35.00 19.00
2019-08-16 4235.00 4239.00 4260.00 4212.00 4217.00 4183.00 4217.00 4160.00 18.00 56.00 43.00 52.00
2019-08-15 4167.00 4227.00 4240.00 4150.00 4166.00 4154.00 4188.00 4142.00 1.00 73.00 52.00 8.00
2019-08-14 4170.00 4162.00 4189.00 4143.00 4140.00 4154.00 4189.00 4136.00 30.00 8.00 0.00 7.00
2019-08-13 4156.00 4171.00 4193.00 4126.00 4208.00 4122.00 4213.00 4117.00 -52.00 49.00 -20.00 9.00
2019-08-12 4160.00 4154.00 4210.00 4133.00 4300.00 4210.00 4316.00 4205.00 -140.00 -56.00 -106.00 -72.00
2019-08-09 4156.00 4155.00 4199.00 4115.00 4322.00 4320.00 4360.00 4272.00 -166.00 -165.00 -161.00 -157.00
2019-08-08 4275.00 4154.00 4308.00 4137.00 4427.00 4339.00 4450.00 4321.00 -152.00 -185.00 -142.00 -184.00
2019-08-07 4314.00 4271.00 4347.00 4260.00 4455.00 4413.00 4475.00 4386.00 -141.00 -142.00 -128.00 -126.00
2019-08-06 4316.00 4419.00 4420.00 4316.00 4193.00 4309.00 4311.00 4193.00 123.00 110.00 109.00 123.00
2019-08-05 4438.00 4305.00 4462.00 4301.00 4238.00 4173.00 4264.00 4167.00 200.00 132.00 198.00 134.00
2019-08-02 4433.00 4446.00 4468.00 4378.00 4225.00 4259.00 4279.00 4210.00 208.00 187.00 189.00 168.00
2019-08-01 4481.00 4434.00 4514.00 4431.00 4322.00 4225.00 4330.00 4225.00 159.00 209.00 184.00 206.00
2019-07-31 4460.00 4470.00 4495.00 4440.00 4320.00 4324.00 4345.00 4306.00 140.00 146.00 150.00 134.00
2019-07-30 4462.00 4440.00 4490.00 4406.00 4295.00 4296.00 4338.00 4274.00 167.00 144.00 152.00 132.00
2019-07-29 4440.00 4456.00 4495.00 4417.00 4210.00 4281.00 4309.00 4207.00 230.00 175.00 186.00 210.00
2019-07-26 4720.00 4575.00 4725.00 4560.00 4438.00 4385.00 4438.00 4367.00 282.00 190.00 287.00 193.00
2019-07-25 4781.00 4752.00 4791.00 4736.00 4480.00 4459.00 4488.00 4442.00 301.00 293.00 303.00 294.00
2019-07-24 4772.00 4766.00 4786.00 4704.00 4453.00 4454.00 4480.00 4384.00 319.00 312.00 306.00 320.00
2019-07-23 4746.00 4763.00 4795.00 4733.00 4402.00 4447.00 4475.00 4400.00 344.00 316.00 320.00 333.00
2019-07-22 4760.00 4767.00 4800.00 4740.00 4386.00 4420.00 4440.00 4350.00 374.00 347.00 360.00 390.00
2019-07-19 4795.00 4820.00 4908.00 4783.00 4439.00 4397.00 4545.00 4370.00 356.00 423.00 363.00 413.00
2019-07-18 4690.00 4807.00 4817.00 4672.00 4290.00 4444.00 4444.00 4284.00 400.00 363.00 373.00 388.00
2019-07-17 4715.00 4687.00 4718.00 4670.00 4290.00 4285.00 4306.00 4265.00 425.00 402.00 412.00 405.00
2019-07-16 4686.00 4710.00 4735.00 4665.00 4229.00 4291.00 4300.00 4214.00 457.00 419.00 435.00 451.00
2019-07-15 4604.00 4686.00 4694.00 4604.00 4111.00 4230.00 4231.00 4110.00 493.00 456.00 463.00 494.00
2019-07-12 4698.00 4621.00 4710.00 4601.00 4165.00 4119.00 4184.00 4111.00 533.00 502.00 526.00 490.00
2019-07-11 4698.00 4688.00 4725.00 4641.00 4198.00 4153.00 4211.00 4134.00 500.00 535.00 514.00 507.00
2019-07-10 4681.00 4675.00 4688.00 4640.00 4240.00 4185.00 4240.00 4182.00 441.00 490.00 448.00 458.00
2019-07-09 4608.00 4688.00 4705.00 4596.00 4199.00 4244.00 4252.00 4170.00 409.00 444.00 453.00 426.00
2019-07-08 4585.00 4591.00 4621.00 4552.00 4175.00 4155.00 4196.00 4140.00 410.00 436.00 425.00 412.00
2019-07-05 4508.00 4570.00 4570.00 4500.00 4075.00 4151.00 4155.00 4071.00 433.00 419.00 415.00 429.00
2019-07-04 4496.00 4502.00 4519.00 4463.00 4075.00 4072.00 4088.00 4063.00 421.00 430.00 431.00 400.00
2019-07-03 4510.00 4491.00 4519.00 4471.00 4099.00 4073.00 4104.00 4060.00 411.00 418.00 415.00 411.00
2019-07-02 4453.00 4500.00 4507.00 4442.00 4070.00 4102.00 4108.00 4070.00 383.00 398.00 399.00 372.00
2019-07-01 4385.00 4462.00 4475.00 4372.00 4049.00 4086.00 4104.00 4039.00 336.00 376.00 371.00 333.00
2019-06-28 4315.00 4382.00 4388.00 4309.00 3908.00 4046.00 4055.00 3908.00 407.00 336.00 333.00 401.00
2019-06-27 4360.00 4309.00 4392.00 4288.00 4066.00 4005.00 4076.00 3988.00 294.00 304.00 316.00 300.00
2019-06-26 4335.00 4359.00 4370.00 4335.00 4034.00 4048.00 4049.00 4025.00 301.00 311.00 321.00 310.00
2019-06-25 4333.00 4325.00 4355.00 4316.00 4040.00 4010.00 4050.00 4010.00 293.00 315.00 305.00 306.00
2019-06-24 4424.00 4338.00 4442.00 4329.00 4095.00 4037.00 4108.00 4035.00 329.00 301.00 334.00 294.00
2019-06-21 4515.00 4428.00 4521.00 4416.00 4194.00 4096.00 4203.00 4093.00 321.00 332.00 318.00 323.00
2019-06-20 4482.00 4525.00 4528.00 4468.00 4180.00 4198.00 4203.00 4157.00 302.00 327.00 325.00 311.00
2019-06-19 4452.00 4488.00 4491.00 4436.00 4126.00 4176.00 4176.00 4126.00 326.00 312.00 315.00 310.00
2019-06-18 4506.00 4453.00 4507.00 4442.00 4163.00 4139.00 4175.00 4115.00 343.00 314.00 332.00 327.00
2019-06-17 4482.00 4497.00 4498.00 4468.00 4160.00 4173.00 4187.00 4144.00 322.00 324.00 311.00 324.00
2019-06-14 4540.00 4519.00 4550.00 4502.00 4210.00 4193.00 4223.00 4176.00 330.00 326.00 327.00 326.00
2019-06-13 4480.00 4526.00 4530.00 4471.00 4189.00 4212.00 4215.00 4166.00 291.00 314.00 315.00 305.00
2019-06-12 4468.00 4468.00 4492.00 4441.00 4185.00 4170.00 4224.00 4158.00 283.00 298.00 268.00 283.00
2019-06-11 4430.00 4471.00 4477.00 4405.00 4155.00 4191.00 4196.00 4134.00 275.00 280.00 281.00 271.00
2019-06-10 4447.00 4415.00 4522.00 4408.00 4143.00 4142.00 4195.00 4136.00 304.00 273.00 327.00 272.00
2019-06-06 4445.00 4439.00 4455.00 4397.00 4169.00 4149.00 4171.00 4104.00 276.00 290.00 284.00 293.00
2019-06-05 4460.00 4461.00 4482.00 4440.00 4193.00 4170.00 4193.00 4153.00 267.00 291.00 289.00 287.00
2019-06-04 4511.00 4463.00 4545.00 4452.00 4235.00 4189.00 4249.00 4181.00 276.00 274.00 296.00 271.00
2019-06-03 4502.00 4511.00 4537.00 4480.00 4250.00 4237.00 4268.00 4207.00 252.00 274.00 269.00 273.00
2019-05-31 4457.00 4498.00 4518.00 4446.00 4145.00 4230.00 4234.00 4145.00 312.00 268.00 284.00 301.00
2019-05-30 4436.00 4435.00 4466.00 4402.00 4119.00 4134.00 4161.00 4109.00 317.00 301.00 305.00 293.00
2019-05-29 4400.00 4458.00 4578.00 4393.00 4033.00 4123.00 4215.00 4033.00 367.00 335.00 363.00 360.00
2019-05-28 4365.00 4391.00 4399.00 4341.00 4003.00 4033.00 4041.00 3993.00 362.00 358.00 358.00 348.00
2019-05-27 4372.00 4372.00 4407.00 4360.00 3762.00 3753.00 3795.00 3741.00 610.00 619.00 612.00 619.00
2019-05-24 4310.00 4389.00 4398.00 4291.00 3755.00 3802.00 3826.00 3731.00 555.00 587.00 572.00 560.00
2019-05-23 4319.00 4311.00 4335.00 4297.00 3787.00 3761.00 3818.00 3756.00 532.00 550.00 517.00 541.00
2019-05-22 4337.00 4320.00 4345.00 4271.00 3848.00 3815.00 3860.00 3766.00 489.00 505.00 485.00 505.00
2019-05-21 4310.00 4348.00 4356.00 4307.00 3844.00 3882.00 3882.00 3820.00 466.00 466.00 474.00 487.00
2019-05-20 4345.00 4303.00 4360.00 4290.00 3882.00 3838.00 3892.00 3812.00 463.00 465.00 468.00 478.00
2019-05-17 4405.00 4350.00 4423.00 4330.00 4060.00 4040.00 4101.00 4025.00 345.00 310.00 322.00 305.00
2019-05-16 4376.00 4400.00 4447.00 4363.00 3920.00 3975.00 4057.00 3908.00 456.00 425.00 390.00 455.00
2019-05-15 4380.00 4374.00 4390.00 4340.00 3869.00 3907.00 3912.00 3852.00 511.00 467.00 478.00 488.00
2019-05-14 4344.00 4363.00 4380.00 4323.00 3830.00 3847.00 3873.00 3824.00 514.00 516.00 507.00 499.00
2019-05-13 4329.00 4352.00 4374.00 4329.00 3836.00 3850.00 3885.00 3828.00 493.00 502.00 489.00 501.00
2019-05-10 4350.00 4337.00 4350.00 4310.00 3900.00 3838.00 3900.00 3798.00 450.00 499.00 450.00 512.00
2019-05-09 4370.00 4354.00 4395.00 4343.00 4028.00 4012.00 4055.00 4008.00 342.00 342.00 340.00 335.00
2019-05-08 4366.00 4350.00 4368.00 4331.00 4016.00 4026.00 4040.00 4008.00 350.00 324.00 328.00 323.00
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