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
2024-04-15 3810.00 3858.00 3883.00 3803.00 3002.00 3012.00 3034.00 2990.00 808.00 846.00 849.00 813.00
2024-04-12 3836.00 3813.00 3847.00 3796.00 3201.00 3152.00 3220.00 3137.00 635.00 661.00 627.00 659.00
2024-04-11 3820.00 3840.00 3858.00 3814.00 3175.00 3196.00 3224.00 3171.00 645.00 644.00 634.00 643.00
2024-04-10 3216.00 3181.00 3242.00 3180.00 3855.00 3833.00 3874.00 3825.00 -639.00 -652.00 -632.00 -645.00
2024-04-09 3165.00 3203.00 3211.00 3151.00 3790.00 3839.00 3849.00 3790.00 -625.00 -636.00 -638.00 -639.00
2024-04-08 3150.00 3163.00 3187.00 3122.00 3770.00 3806.00 3818.00 3750.00 -620.00 -643.00 -631.00 -628.00
2024-04-03 3220.00 3202.00 3236.00 3188.00 3750.00 3774.00 3791.00 3743.00 -530.00 -572.00 -555.00 -555.00
2024-04-02 3233.00 3222.00 3248.00 3216.00 3802.00 3755.00 3819.00 3754.00 -569.00 -533.00 -571.00 -538.00
2024-04-01 3250.00 3232.00 3271.00 3214.00 3800.00 3802.00 3816.00 3772.00 -550.00 -570.00 -545.00 -558.00
2024-03-29 3370.00 3287.00 3382.00 3286.00 3828.00 3824.00 3845.00 3814.00 -458.00 -537.00 -463.00 -528.00
2024-03-28 3390.00 3366.00 3390.00 3350.00 3867.00 3823.00 3873.00 3820.00 -477.00 -457.00 -483.00 -470.00
2024-03-27 3348.00 3373.00 3379.00 3341.00 3871.00 3869.00 3886.00 3841.00 -523.00 -496.00 -507.00 -500.00
2024-03-26 3341.00 3352.00 3364.00 3327.00 3868.00 3871.00 3881.00 3833.00 -527.00 -519.00 -517.00 -506.00
2024-03-25 3410.00 3342.00 3426.00 3338.00 3900.00 3868.00 3923.00 3854.00 -490.00 -526.00 -497.00 -516.00
2024-03-22 3484.00 3454.00 3498.00 3453.00 3968.00 3942.00 3993.00 3936.00 -484.00 -488.00 -495.00 -483.00
2024-03-21 3480.00 3484.00 3510.00 3471.00 3938.00 3975.00 3993.00 3935.00 -458.00 -491.00 -483.00 -464.00
2024-03-20 3429.00 3475.00 3482.00 3425.00 3904.00 3926.00 3935.00 3881.00 -475.00 -451.00 -453.00 -456.00
2024-03-19 3430.00 3443.00 3456.00 3412.00 3904.00 3908.00 3935.00 3900.00 -474.00 -465.00 -479.00 -488.00
2024-03-18 3495.00 3441.00 3495.00 3436.00 3979.00 3916.00 3991.00 3906.00 -484.00 -475.00 -496.00 -470.00
2024-03-15 3520.00 3523.00 3546.00 3480.00 3945.00 3976.00 3987.00 3931.00 -425.00 -453.00 -441.00 -451.00
2024-03-14 3582.00 3529.00 3582.00 3512.00 3990.00 3955.00 3997.00 3935.00 -408.00 -426.00 -415.00 -423.00
2024-03-13 3588.00 3583.00 3618.00 3546.00 3983.00 3996.00 4027.00 3968.00 -395.00 -413.00 -409.00 -422.00
2024-03-12 3570.00 3587.00 3599.00 3570.00 3329.00 3357.00 3365.00 3327.00 241.00 230.00 234.00 243.00
2024-03-11 3656.00 3570.00 3656.00 3566.00 3397.00 3323.00 3397.00 3318.00 259.00 247.00 259.00 248.00
2024-03-08 3599.00 3655.00 3657.00 3585.00 3369.00 3390.00 3399.00 3350.00 230.00 265.00 258.00 235.00
2024-03-07 3610.00 3596.00 3631.00 3594.00 3386.00 3369.00 3403.00 3356.00 224.00 227.00 228.00 238.00
2024-03-06 3585.00 3602.00 3604.00 3562.00 3330.00 3377.00 3378.00 3329.00 255.00 225.00 226.00 233.00
2024-03-05 3551.00 3573.00 3596.00 3551.00 3303.00 3328.00 3350.00 3301.00 248.00 245.00 246.00 250.00
2024-03-04 3560.00 3559.00 3573.00 3536.00 3905.00 3903.00 3910.00 3891.00 -345.00 -344.00 -337.00 -355.00
2024-03-01 3546.00 3559.00 3574.00 3540.00 3290.00 3295.00 3308.00 3283.00 256.00 264.00 266.00 257.00
2024-02-29 3533.00 3524.00 3565.00 3501.00 3291.00 3280.00 3314.00 3267.00 242.00 244.00 251.00 234.00
2024-02-28 3507.00 3528.00 3536.00 3495.00 3280.00 3288.00 3297.00 3275.00 227.00 240.00 239.00 220.00
2024-02-27 3492.00 3507.00 3520.00 3492.00 3155.00 3156.00 3171.00 3155.00 337.00 351.00 349.00 337.00
2024-02-26 3520.00 3490.00 3545.00 3481.00 3290.00 3268.00 3299.00 3261.00 230.00 222.00 246.00 220.00
2024-02-23 3459.00 3520.00 3533.00 3452.00 3160.00 3162.00 3178.00 3147.00 299.00 358.00 355.00 305.00
2024-02-22 3426.00 3461.00 3463.00 3397.00 3185.00 3160.00 3194.00 3125.00 241.00 301.00 269.00 272.00
2024-02-21 3426.00 3426.00 3432.00 3393.00 3195.00 3195.00 3214.00 3185.00 231.00 231.00 218.00 208.00
2024-02-20 3210.00 3209.00 3230.00 3197.00 3410.00 3412.00 3429.00 3383.00 -200.00 -203.00 -199.00 -186.00
2024-02-19 3245.00 3215.00 3260.00 3188.00 3466.00 3402.00 3478.00 3392.00 -221.00 -187.00 -218.00 -204.00
2024-02-08 3260.00 3301.00 3304.00 3257.00 3458.00 3501.00 3507.00 3458.00 -198.00 -200.00 -203.00 -201.00
2024-02-07 3275.00 3248.00 3297.00 3231.00 3485.00 3473.00 3494.00 3447.00 -210.00 -225.00 -197.00 -216.00
2024-02-06 3266.00 3272.00 3287.00 3255.00 3446.00 3483.00 3488.00 3446.00 -180.00 -211.00 -201.00 -191.00
2024-02-05 3286.00 3252.00 3300.00 3243.00 3451.00 3465.00 3477.00 3436.00 -165.00 -213.00 -177.00 -193.00
2024-02-02 3320.00 3275.00 3353.00 3268.00 3475.00 3460.00 3508.00 3444.00 -155.00 -185.00 -155.00 -176.00
2024-02-01 3275.00 3320.00 3337.00 3275.00 3406.00 3477.00 3495.00 3406.00 -131.00 -157.00 -158.00 -131.00
2024-01-31 3250.00 3269.00 3289.00 3250.00 3417.00 3405.00 3430.00 3374.00 -167.00 -136.00 -141.00 -124.00
2024-01-30 3288.00 3238.00 3294.00 3233.00 3440.00 3361.00 3441.00 3357.00 -152.00 -123.00 -147.00 -124.00
2024-01-29 3266.00 3288.00 3304.00 3251.00 3450.00 3440.00 3472.00 3423.00 -184.00 -152.00 -168.00 -172.00
2024-01-26 3215.00 3242.00 3270.00 3182.00 3416.00 3432.00 3450.00 3404.00 -201.00 -190.00 -180.00 -222.00
2024-01-25 3265.00 3230.00 3283.00 3222.00 3450.00 3433.00 3462.00 3425.00 -185.00 -203.00 -179.00 -203.00
2024-01-24 3256.00 3257.00 3281.00 3241.00 3441.00 3442.00 3471.00 3426.00 -185.00 -185.00 -190.00 -185.00
2024-01-23 3231.00 3260.00 3275.00 3216.00 3426.00 3448.00 3460.00 3398.00 -195.00 -188.00 -185.00 -182.00
2024-01-22 3250.00 3221.00 3281.00 3214.00 3444.00 3426.00 3473.00 3422.00 -194.00 -205.00 -192.00 -208.00
2024-01-19 3292.00 3257.00 3309.00 3256.00 3485.00 3442.00 3490.00 3440.00 -193.00 -185.00 -181.00 -184.00
2024-01-18 3311.00 3292.00 3318.00 3268.00 3514.00 3481.00 3517.00 3466.00 -203.00 -189.00 -199.00 -198.00
2024-01-17 3380.00 3339.00 3412.00 3330.00 3592.00 3534.00 3605.00 3532.00 -212.00 -195.00 -193.00 -202.00
2024-01-16 3366.00 3377.00 3382.00 3336.00 3599.00 3585.00 3600.00 3557.00 -233.00 -208.00 -218.00 -221.00
2024-01-15 3345.00 3351.00 3382.00 3345.00 3603.00 3581.00 3610.00 3575.00 -258.00 -230.00 -228.00 -230.00
2024-01-12 3360.00 3345.00 3388.00 3286.00 3375.00 3359.00 3388.00 3353.00 -15.00 -14.00 0.00 -67.00
2024-01-11 3335.00 3376.00 3392.00 3332.00 3384.00 3389.00 3415.00 3333.00 -49.00 -13.00 -23.00 -1.00
2024-01-10 3403.00 3354.00 3418.00 3342.00 3478.00 3391.00 3498.00 3373.00 -75.00 -37.00 -80.00 -31.00
2024-01-09 3465.00 3478.00 3496.00 3462.00 3390.00 3400.00 3429.00 3382.00 75.00 78.00 67.00 80.00
2024-01-08 3497.00 3465.00 3497.00 3452.00 3453.00 3399.00 3454.00 3386.00 44.00 66.00 43.00 66.00
2024-01-05 3583.00 3527.00 3586.00 3505.00 3544.00 3472.00 3545.00 3466.00 39.00 55.00 41.00 39.00
2024-01-04 3573.00 3582.00 3596.00 3565.00 3547.00 3544.00 3557.00 3535.00 26.00 38.00 39.00 30.00
2024-01-03 3588.00 3576.00 3598.00 3555.00 3560.00 3535.00 3566.00 3528.00 28.00 41.00 32.00 27.00
2024-01-02 3615.00 3589.00 3661.00 3586.00 3601.00 3567.00 3647.00 3554.00 14.00 22.00 14.00 32.00
2023-12-29 3655.00 3641.00 3655.00 3608.00 3647.00 3628.00 3647.00 3606.00 8.00 13.00 8.00 2.00
2023-12-28 3658.00 3655.00 3683.00 3650.00 3628.00 3639.00 3708.00 3620.00 30.00 16.00 -25.00 30.00
2023-12-27 3665.00 3665.00 3684.00 3656.00 3640.00 3636.00 3656.00 3629.00 25.00 29.00 28.00 27.00
2023-12-26 3657.00 3654.00 3674.00 3644.00 3650.00 3638.00 3668.00 3632.00 7.00 16.00 6.00 12.00
2023-12-25 3610.00 3657.00 3676.00 3575.00 3613.00 3652.00 3653.00 3570.00 -3.00 5.00 23.00 5.00
2023-12-22 3632.00 3610.00 3637.00 3602.00 3630.00 3623.00 3637.00 3615.00 2.00 -13.00 0.00 -13.00
2023-12-21 3599.00 3622.00 3646.00 3565.00 3598.00 3626.00 3629.00 3587.00 1.00 -4.00 17.00 -22.00
2023-12-20 3580.00 3583.00 3604.00 3575.00 3798.00 3738.00 3808.00 3735.00 -218.00 -155.00 -204.00 -160.00
2023-12-19 3560.00 3576.00 3598.00 3560.00 3805.00 3794.00 3837.00 3767.00 -245.00 -218.00 -239.00 -207.00
2023-12-18 3610.00 3561.00 3610.00 3538.00 3948.00 3795.00 3960.00 3795.00 -338.00 -234.00 -350.00 -257.00
2023-12-15 3667.00 3642.00 3693.00 3629.00 4032.00 4028.00 4067.00 4013.00 -365.00 -386.00 -374.00 -384.00
2023-12-14 4040.00 4032.00 4047.00 4001.00 3682.00 3667.00 3686.00 3653.00 358.00 365.00 361.00 348.00
2023-12-13 4030.00 4048.00 4067.00 4022.00 3710.00 3689.00 3723.00 3686.00 320.00 359.00 344.00 336.00
2023-12-12 4020.00 4044.00 4075.00 3982.00 3687.00 3716.00 3727.00 3661.00 333.00 328.00 348.00 321.00
2023-12-11 4065.00 4033.00 4070.00 4012.00 3711.00 3698.00 3718.00 3682.00 354.00 335.00 352.00 330.00
2023-12-08 4080.00 4085.00 4095.00 4045.00 3682.00 3726.00 3734.00 3676.00 398.00 359.00 361.00 369.00
2023-12-07 4050.00 4060.00 4074.00 4009.00 3686.00 3690.00 3697.00 3651.00 364.00 370.00 377.00 358.00
2023-12-06 4050.00 4064.00 4069.00 4025.00 3678.00 3685.00 3695.00 3656.00 372.00 379.00 374.00 369.00
2023-12-05 4140.00 4062.00 4147.00 4029.00 3697.00 3679.00 3708.00 3667.00 443.00 383.00 439.00 362.00
2023-12-04 4243.00 4157.00 4243.00 4152.00 3740.00 3698.00 3752.00 3689.00 503.00 459.00 491.00 463.00
2023-12-01 4229.00 4239.00 4252.00 4201.00 3781.00 3752.00 3806.00 3698.00 448.00 487.00 446.00 503.00
2023-11-30 4220.00 4225.00 4241.00 4212.00 3790.00 3756.00 3798.00 3752.00 430.00 469.00 443.00 460.00
2023-11-29 4343.00 4226.00 4343.00 4218.00 3835.00 3775.00 3838.00 3771.00 508.00 451.00 505.00 447.00
2023-11-28 4384.00 4354.00 4388.00 4329.00 3880.00 3873.00 3886.00 3863.00 504.00 481.00 502.00 466.00
2023-11-27 4331.00 4389.00 4399.00 4325.00 3830.00 3884.00 3891.00 3830.00 501.00 505.00 508.00 495.00
2023-11-24 4370.00 4315.00 4373.00 4305.00 3868.00 3839.00 3868.00 3831.00 502.00 476.00 505.00 474.00
2023-11-23 4394.00 4378.00 4408.00 4355.00 3840.00 3868.00 3892.00 3819.00 554.00 510.00 516.00 536.00
2023-11-22 4394.00 4393.00 4425.00 4385.00 3822.00 3835.00 3846.00 3819.00 572.00 558.00 579.00 566.00
2023-11-21 4389.00 4392.00 4397.00 4344.00 3816.00 3824.00 3826.00 3795.00 573.00 568.00 571.00 549.00
2023-11-20 4413.00 4380.00 4420.00 4366.00 3832.00 3809.00 3847.00 3784.00 581.00 571.00 573.00 582.00
2023-11-17 4377.00 4386.00 4408.00 4370.00 3831.00 3822.00 3844.00 3814.00 546.00 564.00 564.00 556.00
2023-11-16 4351.00 4389.00 4402.00 4337.00 3816.00 3837.00 3851.00 3804.00 535.00 552.00 551.00 533.00
2023-11-15 4305.00 4351.00 4358.00 4302.00 3800.00 3816.00 3820.00 3787.00 505.00 535.00 538.00 515.00
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