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
2023-11-14 4225.00 4292.00 4294.00 4222.00 3755.00 3783.00 3785.00 3745.00 470.00 509.00 509.00 477.00
2023-11-13 4193.00 4206.00 4223.00 4182.00 3730.00 3741.00 3748.00 3730.00 463.00 465.00 475.00 452.00
2023-11-10 4185.00 4176.00 4214.00 4165.00 3720.00 3728.00 3739.00 3715.00 465.00 448.00 475.00 450.00
2023-11-09 4298.00 4199.00 4305.00 4191.00 3775.00 3721.00 3785.00 3721.00 523.00 478.00 520.00 470.00
2023-11-08 4309.00 4294.00 4329.00 4281.00 3770.00 3777.00 3782.00 3761.00 539.00 517.00 547.00 520.00
2023-11-07 4336.00 4312.00 4366.00 4310.00 3783.00 3779.00 3798.00 3764.00 553.00 533.00 568.00 546.00
2023-11-06 4340.00 4348.00 4351.00 4292.00 3782.00 3790.00 3796.00 3758.00 558.00 558.00 555.00 534.00
2023-11-03 4325.00 4347.00 4363.00 4316.00 3770.00 3782.00 3790.00 3765.00 555.00 565.00 573.00 551.00
2023-11-02 4313.00 4325.00 4332.00 4303.00 3775.00 3768.00 3783.00 3761.00 538.00 557.00 549.00 542.00
2023-11-01 4345.00 4314.00 4372.00 4308.00 4392.00 4379.00 4419.00 4371.00 -47.00 -65.00 -47.00 -63.00
2023-10-31 4301.00 4336.00 4355.00 4295.00 4380.00 4394.00 4403.00 4368.00 -79.00 -58.00 -48.00 -73.00
2023-10-30 4288.00 4317.00 4328.00 4234.00 4355.00 4381.00 4391.00 4351.00 -67.00 -64.00 -63.00 -117.00
2023-10-27 4300.00 4311.00 4316.00 4272.00 4393.00 4395.00 4404.00 4378.00 -93.00 -84.00 -88.00 -106.00
2023-10-26 4306.00 4308.00 4315.00 4281.00 4400.00 4388.00 4400.00 4376.00 -94.00 -80.00 -85.00 -95.00
2023-10-25 4298.00 4317.00 4347.00 4291.00 4378.00 4402.00 4411.00 4375.00 -80.00 -85.00 -64.00 -84.00
2023-10-24 4320.00 4279.00 4324.00 4265.00 4448.00 4373.00 4449.00 4369.00 -128.00 -94.00 -125.00 -104.00
2023-10-23 4298.00 4317.00 4325.00 4280.00 4440.00 4448.00 4463.00 4432.00 -142.00 -131.00 -138.00 -152.00
2023-10-20 4328.00 4314.00 4365.00 4305.00 4456.00 4464.00 4497.00 4456.00 -128.00 -150.00 -132.00 -151.00
2023-10-19 4328.00 4333.00 4352.00 4290.00 4453.00 4469.00 4478.00 4438.00 -125.00 -136.00 -126.00 -148.00
2023-10-18 4318.00 4327.00 4344.00 4312.00 3830.00 3827.00 3840.00 3821.00 488.00 500.00 504.00 491.00
2023-10-17 4335.00 4309.00 4357.00 4308.00 4422.00 4416.00 4440.00 4414.00 -87.00 -107.00 -83.00 -106.00
2023-10-16 4362.00 4326.00 4368.00 4314.00 4328.00 4316.00 4338.00 4306.00 34.00 10.00 30.00 8.00
2023-10-13 4382.00 4362.00 4384.00 4343.00 4325.00 4348.00 4354.00 4320.00 57.00 14.00 30.00 23.00
2023-10-12 4368.00 4343.00 4375.00 4302.00 4424.00 4380.00 4427.00 4360.00 -56.00 -37.00 -52.00 -58.00
2023-10-11 4360.00 4365.00 4388.00 4334.00 4422.00 4423.00 4445.00 4408.00 -62.00 -58.00 -57.00 -74.00
2023-10-10 4366.00 4337.00 4378.00 4331.00 4437.00 4422.00 4445.00 4416.00 -71.00 -85.00 -67.00 -85.00
2023-10-09 4501.00 4373.00 4514.00 4341.00 4507.00 4440.00 4525.00 4405.00 -6.00 -67.00 -11.00 -64.00
2023-09-28 4599.00 4587.00 4603.00 4562.00 4520.00 4546.00 4551.00 4517.00 79.00 41.00 52.00 45.00
2023-09-27 4560.00 4581.00 4594.00 4552.00 4496.00 4529.00 4535.00 4486.00 64.00 52.00 59.00 66.00
2023-09-26 4550.00 4557.00 4588.00 4517.00 4499.00 4489.00 4499.00 4471.00 51.00 68.00 89.00 46.00
2023-09-25 4563.00 4545.00 4582.00 4532.00 4650.00 4632.00 4666.00 4613.00 -87.00 -87.00 -84.00 -81.00
2023-09-22 4617.00 4594.00 4666.00 4581.00 4455.00 4483.00 4510.00 4445.00 162.00 111.00 156.00 136.00
2023-09-21 4639.00 4608.00 4658.00 4603.00 4620.00 4616.00 4645.00 4606.00 19.00 -8.00 13.00 -3.00
2023-09-20 4600.00 4638.00 4697.00 4576.00 4425.00 4452.00 4484.00 4425.00 175.00 186.00 213.00 151.00
2023-09-19 4563.00 4582.00 4584.00 4530.00 4572.00 4585.00 4587.00 4536.00 -9.00 -3.00 -3.00 -6.00
2023-09-18 4598.00 4567.00 4641.00 4559.00 4456.00 4443.00 4476.00 4439.00 142.00 124.00 165.00 120.00
2023-09-15 4390.00 4647.00 4647.00 4390.00 4344.00 4484.00 4532.00 4343.00 46.00 163.00 115.00 47.00
2023-09-14 4382.00 4385.00 4399.00 4373.00 4326.00 4338.00 4348.00 4323.00 56.00 47.00 51.00 50.00
2023-09-13 4394.00 4378.00 4410.00 4350.00 4355.00 4323.00 4355.00 4314.00 39.00 55.00 55.00 36.00
2023-09-12 4401.00 4415.00 4420.00 4368.00 4360.00 4353.00 4364.00 4324.00 41.00 62.00 56.00 44.00
2023-09-11 4405.00 4401.00 4431.00 4379.00 4371.00 4355.00 4371.00 4350.00 34.00 46.00 60.00 29.00
2023-09-08 4398.00 4396.00 4420.00 4375.00 4361.00 4350.00 4379.00 4341.00 37.00 46.00 41.00 34.00
2023-09-07 4380.00 4370.00 4381.00 4322.00 4400.00 4398.00 4407.00 4361.00 -20.00 -28.00 -26.00 -39.00
2023-09-06 4378.00 4380.00 4418.00 4363.00 4406.00 4408.00 4441.00 4400.00 -28.00 -28.00 -23.00 -37.00
2023-09-05 4383.00 4367.00 4392.00 4343.00 4388.00 4402.00 4425.00 4377.00 -5.00 -35.00 -33.00 -34.00
2023-09-04 4394.00 4361.00 4395.00 4307.00 4392.00 4370.00 4418.00 4336.00 2.00 -9.00 -23.00 -29.00
2023-09-01 4348.00 4340.00 4386.00 4328.00 4357.00 4365.00 4419.00 4348.00 -9.00 -25.00 -33.00 -20.00
2023-08-31 4357.00 4343.00 4361.00 4323.00 4355.00 4357.00 4368.00 4341.00 2.00 -14.00 -7.00 -18.00
2023-08-30 4347.00 4354.00 4386.00 4331.00 4348.00 4366.00 4374.00 4323.00 -1.00 -12.00 12.00 8.00
2023-08-29 4256.00 4353.00 4368.00 4238.00 4280.00 4369.00 4382.00 4263.00 -24.00 -16.00 -14.00 -25.00
2023-08-28 4269.00 4238.00 4292.00 4236.00 4275.00 4262.00 4300.00 4258.00 -6.00 -24.00 -8.00 -22.00
2023-08-25 4196.00 4240.00 4276.00 4196.00 4190.00 4254.00 4283.00 4190.00 6.00 -14.00 -7.00 6.00
2023-08-24 4213.00 4185.00 4233.00 4175.00 4222.00 4189.00 4222.00 4183.00 -9.00 -4.00 11.00 -8.00
2023-08-23 4211.00 4228.00 4294.00 4122.00 4225.00 4223.00 4272.00 4190.00 -14.00 5.00 22.00 -68.00
2023-08-22 4248.00 4218.00 4248.00 4206.00 4226.00 4220.00 4238.00 4205.00 22.00 -2.00 10.00 1.00
2023-08-21 4245.00 4255.00 4272.00 4222.00 4310.00 4356.00 4375.00 4295.00 -65.00 -101.00 -103.00 -73.00
2023-08-18 4145.00 4230.00 4251.00 4143.00 4242.00 4305.00 4318.00 4231.00 -97.00 -75.00 -67.00 -88.00
2023-08-17 4182.00 4138.00 4182.00 4116.00 4268.00 4229.00 4268.00 4216.00 -86.00 -91.00 -86.00 -100.00
2023-08-16 4185.00 4172.00 4193.00 4163.00 4290.00 4267.00 4299.00 4253.00 -105.00 -95.00 -106.00 -90.00
2023-08-15 4303.00 4286.00 4309.00 4280.00 4180.00 4181.00 4200.00 4167.00 123.00 105.00 109.00 113.00
2023-08-14 4336.00 4278.00 4367.00 4261.00 4181.00 4166.00 4212.00 4132.00 155.00 112.00 155.00 129.00
2023-08-11 4370.00 4326.00 4372.00 4315.00 4220.00 4180.00 4220.00 4164.00 150.00 146.00 152.00 151.00
2023-08-10 4442.00 4373.00 4442.00 4346.00 4281.00 4222.00 4286.00 4213.00 161.00 151.00 156.00 133.00
2023-08-09 4363.00 4421.00 4425.00 4363.00 4250.00 4273.00 4304.00 4241.00 113.00 148.00 121.00 122.00
2023-08-08 4355.00 4354.00 4369.00 4325.00 4196.00 4232.00 4236.00 4176.00 159.00 122.00 133.00 149.00
2023-08-07 4409.00 4325.00 4411.00 4290.00 4241.00 4176.00 4242.00 4161.00 168.00 149.00 169.00 129.00
2023-08-04 4415.00 4431.00 4456.00 4411.00 4191.00 4264.00 4274.00 4188.00 224.00 167.00 182.00 223.00
2023-08-03 4448.00 4415.00 4451.00 4401.00 4207.00 4177.00 4210.00 4155.00 241.00 238.00 241.00 246.00
2023-08-02 4410.00 4437.00 4479.00 4410.00 4136.00 4195.00 4257.00 4136.00 274.00 242.00 222.00 274.00
2023-08-01 4321.00 4383.00 4408.00 4318.00 4087.00 4127.00 4129.00 4072.00 234.00 256.00 279.00 246.00
2023-07-31 4325.00 4323.00 4342.00 4303.00 4114.00 4079.00 4120.00 4065.00 211.00 244.00 222.00 238.00
2023-07-28 4290.00 4329.00 4330.00 4285.00 4040.00 4091.00 4093.00 4032.00 250.00 238.00 237.00 253.00
2023-07-27 4289.00 4302.00 4316.00 4280.00 4021.00 4038.00 4045.00 4020.00 268.00 264.00 271.00 260.00
2023-07-26 4310.00 4293.00 4324.00 4285.00 4020.00 4024.00 4044.00 4015.00 290.00 269.00 280.00 270.00
2023-07-25 4325.00 4311.00 4363.00 4305.00 4050.00 4012.00 4056.00 4005.00 275.00 299.00 307.00 300.00
2023-07-24 4297.00 4328.00 4333.00 4278.00 4017.00 4028.00 4036.00 3995.00 280.00 300.00 297.00 283.00
2023-07-21 4180.00 4247.00 4266.00 4176.00 3960.00 3978.00 3997.00 3956.00 220.00 269.00 269.00 220.00
2023-07-20 4179.00 4177.00 4197.00 4156.00 3980.00 3961.00 3995.00 3946.00 199.00 216.00 202.00 210.00
2023-07-19 4185.00 4169.00 4193.00 4163.00 3977.00 3978.00 3987.00 3964.00 208.00 191.00 206.00 199.00
2023-07-18 4160.00 4178.00 4190.00 4152.00 3975.00 3973.00 3995.00 3958.00 185.00 205.00 195.00 194.00
2023-07-17 4138.00 4156.00 4160.00 4123.00 3957.00 3975.00 3979.00 3953.00 181.00 181.00 181.00 170.00
2023-07-14 4149.00 4112.00 4162.00 4105.00 3992.00 3945.00 3995.00 3940.00 157.00 167.00 167.00 165.00
2023-07-13 4163.00 4145.00 4167.00 4121.00 3989.00 3983.00 3995.00 3965.00 174.00 162.00 172.00 156.00
2023-07-12 4218.00 4164.00 4248.00 4152.00 4033.00 3990.00 4054.00 3977.00 185.00 174.00 194.00 175.00
2023-07-11 4230.00 4222.00 4238.00 4208.00 4063.00 4037.00 4069.00 4036.00 167.00 185.00 169.00 172.00
2023-07-10 4260.00 4221.00 4280.00 4214.00 4090.00 4055.00 4108.00 4053.00 170.00 166.00 172.00 161.00
2023-07-07 4267.00 4252.00 4275.00 4235.00 4080.00 4094.00 4100.00 4050.00 187.00 158.00 175.00 185.00
2023-07-06 4246.00 4256.00 4264.00 4230.00 4063.00 4087.00 4100.00 4052.00 183.00 169.00 164.00 178.00
2023-07-05 4180.00 4252.00 4265.00 4180.00 3996.00 4068.00 4083.00 3996.00 184.00 184.00 182.00 184.00
2023-07-04 4200.00 4197.00 4203.00 4177.00 4310.00 4288.00 4320.00 4283.00 -110.00 -91.00 -117.00 -106.00
2023-07-03 4140.00 4220.00 4240.00 4138.00 4311.00 4347.00 4374.00 4296.00 -171.00 -127.00 -134.00 -158.00
2023-06-30 4115.00 4127.00 4150.00 4112.00 4276.00 4285.00 4298.00 4274.00 -161.00 -158.00 -148.00 -162.00
2023-06-29 4157.00 4115.00 4160.00 4105.00 4312.00 4282.00 4312.00 4272.00 -155.00 -167.00 -152.00 -167.00
2023-06-28 4142.00 4163.00 4172.00 4140.00 4280.00 4312.00 4325.00 4278.00 -138.00 -149.00 -153.00 -138.00
2023-06-27 4148.00 4139.00 4168.00 4132.00 4305.00 4278.00 4328.00 4276.00 -157.00 -139.00 -160.00 -144.00
2023-06-26 4146.00 4148.00 4165.00 4120.00 4290.00 4312.00 4331.00 4286.00 -144.00 -164.00 -166.00 -166.00
2023-06-21 4128.00 4142.00 4159.00 4124.00 4250.00 4282.00 4298.00 4245.00 -122.00 -140.00 -139.00 -121.00
2023-06-20 4120.00 4128.00 4135.00 4073.00 4258.00 4245.00 4258.00 4210.00 -138.00 -117.00 -123.00 -137.00
2023-06-19 4085.00 4126.00 4140.00 4077.00 4252.00 4261.00 4284.00 4231.00 -167.00 -135.00 -144.00 -154.00
2023-06-16 4065.00 4087.00 4110.00 4064.00 4224.00 4229.00 4256.00 4206.00 -159.00 -142.00 -146.00 -142.00
导出Excel数据