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
2023-06-15 4046.00 4056.00 4077.00 4042.00 4212.00 4215.00 4244.00 4212.00 -166.00 -159.00 -167.00 -170.00
2023-06-14 4040.00 4046.00 4060.00 4031.00 4253.00 4221.00 4260.00 4219.00 -213.00 -175.00 -200.00 -188.00
2023-06-13 4072.00 4047.00 4078.00 4043.00 4270.00 4252.00 4282.00 4251.00 -198.00 -205.00 -204.00 -208.00
2023-06-12 4099.00 4080.00 4109.00 4068.00 4317.00 4273.00 4317.00 4270.00 -218.00 -193.00 -208.00 -202.00
2023-06-09 4100.00 4092.00 4119.00 4053.00 4322.00 4310.00 4324.00 4291.00 -222.00 -218.00 -205.00 -238.00
2023-06-08 4114.00 4114.00 4121.00 4102.00 4320.00 4322.00 4327.00 4304.00 -206.00 -208.00 -206.00 -202.00
2023-06-07 4115.00 4103.00 4122.00 4091.00 4308.00 4310.00 4331.00 4298.00 -193.00 -207.00 -209.00 -207.00
2023-06-06 4145.00 4111.00 4159.00 4102.00 4320.00 4306.00 4351.00 4301.00 -175.00 -195.00 -192.00 -199.00
2023-06-05 4178.00 4143.00 4225.00 4130.00 4362.00 4330.00 4381.00 4329.00 -184.00 -187.00 -156.00 -199.00
2023-06-02 4151.00 4182.00 4195.00 4143.00 4334.00 4359.00 4370.00 4334.00 -183.00 -177.00 -175.00 -191.00
2023-06-01 4148.00 4170.00 4174.00 4124.00 4367.00 4372.00 4378.00 4342.00 -219.00 -202.00 -204.00 -218.00
2023-05-31 4172.00 4134.00 4175.00 4118.00 4390.00 4360.00 4394.00 4353.00 -218.00 -226.00 -219.00 -235.00
2023-05-30 4180.00 4181.00 4203.00 4151.00 4402.00 4395.00 4408.00 4375.00 -222.00 -214.00 -205.00 -224.00
2023-05-29 4145.00 4182.00 4190.00 4127.00 4372.00 4383.00 4395.00 4357.00 -227.00 -201.00 -205.00 -230.00
2023-05-26 4108.00 4115.00 4133.00 4078.00 4330.00 4349.00 4363.00 4323.00 -222.00 -234.00 -230.00 -245.00
2023-05-25 4114.00 4107.00 4121.00 4097.00 4347.00 4339.00 4353.00 4333.00 -233.00 -232.00 -232.00 -236.00
2023-05-24 4090.00 4114.00 4168.00 4071.00 4338.00 4347.00 4405.00 4324.00 -248.00 -233.00 -237.00 -253.00
2023-05-23 4100.00 4100.00 4113.00 4092.00 3853.00 3825.00 3865.00 3825.00 247.00 275.00 248.00 267.00
2023-05-22 4149.00 4092.00 4175.00 4081.00 4350.00 4348.00 4365.00 4320.00 -201.00 -256.00 -190.00 -239.00
2023-05-19 4168.00 4134.00 4176.00 4123.00 4360.00 4352.00 4375.00 4352.00 -192.00 -218.00 -199.00 -229.00
2023-05-18 4178.00 4162.00 4190.00 4137.00 4353.00 4360.00 4370.00 4340.00 -175.00 -198.00 -180.00 -203.00
2023-05-17 4170.00 4176.00 4195.00 4156.00 3895.00 3896.00 3917.00 3891.00 275.00 280.00 278.00 265.00
2023-05-16 4150.00 4175.00 4190.00 4143.00 4321.00 4343.00 4348.00 4321.00 -171.00 -168.00 -158.00 -178.00
2023-05-15 4140.00 4153.00 4180.00 4106.00 4339.00 4321.00 4351.00 4308.00 -199.00 -168.00 -171.00 -202.00
2023-05-12 4160.00 4153.00 4170.00 4110.00 4377.00 4354.00 4378.00 4344.00 -217.00 -201.00 -208.00 -234.00
2023-05-11 4168.00 4152.00 4178.00 4146.00 4365.00 4375.00 4392.00 4355.00 -197.00 -223.00 -214.00 -209.00
2023-05-10 4126.00 4153.00 4185.00 4126.00 4370.00 4376.00 4395.00 4355.00 -244.00 -223.00 -210.00 -229.00
2023-05-09 4142.00 4131.00 4154.00 4122.00 3974.00 3929.00 3974.00 3928.00 168.00 202.00 180.00 194.00
2023-05-08 4146.00 4152.00 4163.00 4101.00 4025.00 3974.00 4025.00 3925.00 121.00 178.00 138.00 176.00
2023-05-05 4172.00 4152.00 4183.00 4147.00 4050.00 4044.00 4075.00 4033.00 122.00 108.00 108.00 114.00
2023-05-04 4180.00 4172.00 4200.00 4156.00 3980.00 3946.00 3996.00 3800.00 200.00 226.00 204.00 356.00
2023-04-28 4216.00 4187.00 4220.00 4178.00 3989.00 3997.00 3998.00 3978.00 227.00 190.00 222.00 200.00
2023-04-27 4213.00 4214.00 4250.00 4141.00 3976.00 3982.00 4006.00 3962.00 237.00 232.00 244.00 179.00
2023-04-26 4210.00 4212.00 4229.00 4192.00 3985.00 3977.00 3992.00 3966.00 225.00 235.00 237.00 226.00
2023-04-25 4266.00 4214.00 4275.00 4206.00 4040.00 3980.00 4047.00 3975.00 226.00 234.00 228.00 231.00
2023-04-24 4270.00 4262.00 4298.00 4228.00 4049.00 4037.00 4060.00 4028.00 221.00 225.00 238.00 200.00
2023-04-21 4280.00 4269.00 4284.00 4243.00 4053.00 4041.00 4060.00 4024.00 227.00 228.00 224.00 219.00
2023-04-20 4346.00 4279.00 4383.00 4270.00 4358.00 4338.00 4373.00 4317.00 -12.00 -59.00 10.00 -47.00
2023-04-19 4365.00 4367.00 4377.00 4350.00 4378.00 4369.00 4395.00 4346.00 -13.00 -2.00 -18.00 4.00
2023-04-18 4374.00 4375.00 4385.00 4345.00 4391.00 4416.00 4427.00 4390.00 -17.00 -41.00 -42.00 -45.00
2023-04-17 4240.00 4389.00 4399.00 4238.00 4322.00 4394.00 4396.00 4316.00 -82.00 -5.00 3.00 -78.00
2023-04-14 4216.00 4237.00 4245.00 4205.00 4310.00 4325.00 4330.00 4304.00 -94.00 -88.00 -85.00 -99.00
2023-04-13 4338.00 4303.00 4346.00 4298.00 4215.00 4218.00 4239.00 4174.00 123.00 85.00 107.00 124.00
2023-04-12 4336.00 4329.00 4337.00 4282.00 4302.00 4215.00 4313.00 4210.00 34.00 114.00 24.00 72.00
2023-04-11 4319.00 4338.00 4347.00 4305.00 4299.00 4302.00 4315.00 4294.00 20.00 36.00 32.00 11.00
2023-04-10 4300.00 4310.00 4345.00 4300.00 4302.00 4293.00 4326.00 4283.00 -2.00 17.00 19.00 17.00
2023-04-07 4265.00 4282.00 4303.00 4265.00 4290.00 4301.00 4311.00 4290.00 -25.00 -19.00 -8.00 -25.00
2023-04-06 4280.00 4258.00 4293.00 4253.00 4296.00 4299.00 4312.00 4280.00 -16.00 -41.00 -19.00 -27.00
2023-04-04 4315.00 4304.00 4324.00 4282.00 4311.00 4290.00 4323.00 4289.00 4.00 14.00 1.00 -7.00
2023-04-03 4319.00 4324.00 4340.00 4287.00 4310.00 4320.00 4337.00 4303.00 9.00 4.00 3.00 -16.00
2023-03-31 4312.00 4336.00 4350.00 4305.00 4280.00 4319.00 4333.00 4276.00 32.00 17.00 17.00 29.00
2023-03-30 4313.00 4319.00 4355.00 4296.00 4036.00 4028.00 4070.00 4013.00 277.00 291.00 285.00 283.00
2023-03-29 4318.00 4321.00 4323.00 4291.00 4320.00 4300.00 4320.00 4287.00 -2.00 21.00 3.00 4.00
2023-03-28 4270.00 4318.00 4326.00 4237.00 4288.00 4313.00 4318.00 4276.00 -18.00 5.00 8.00 -39.00
2023-03-27 4291.00 4267.00 4306.00 4253.00 4318.00 4288.00 4340.00 4281.00 -27.00 -21.00 -34.00 -28.00
2023-03-24 4260.00 4264.00 4287.00 4244.00 4310.00 4299.00 4323.00 4253.00 -50.00 -35.00 -36.00 -9.00
2023-03-23 4343.00 4270.00 4352.00 4263.00 4104.00 4019.00 4104.00 4010.00 239.00 251.00 248.00 253.00
2023-03-22 4368.00 4356.00 4380.00 4342.00 4388.00 4372.00 4395.00 4362.00 -20.00 -16.00 -15.00 -20.00
2023-03-21 4378.00 4371.00 4390.00 4353.00 4395.00 4392.00 4435.00 4381.00 -17.00 -21.00 -45.00 -28.00
2023-03-20 4455.00 4369.00 4475.00 4362.00 4210.00 4130.00 4210.00 4122.00 245.00 239.00 265.00 240.00
2023-03-17 4444.00 4447.00 4473.00 4428.00 4502.00 4486.00 4512.00 4476.00 -58.00 -39.00 -39.00 -48.00
2023-03-16 4433.00 4440.00 4454.00 4415.00 4517.00 4502.00 4531.00 4501.00 -84.00 -62.00 -77.00 -86.00
2023-03-15 4440.00 4438.00 4465.00 4423.00 4200.00 4193.00 4220.00 4184.00 240.00 245.00 245.00 239.00
2023-03-14 4395.00 4441.00 4477.00 4392.00 4180.00 4194.00 4220.00 4180.00 215.00 247.00 257.00 212.00
2023-03-13 4393.00 4373.00 4393.00 4344.00 4195.00 4177.00 4195.00 4154.00 198.00 196.00 198.00 190.00
2023-03-10 4396.00 4387.00 4399.00 4360.00 4187.00 4190.00 4200.00 4164.00 209.00 197.00 199.00 196.00
2023-03-09 4405.00 4397.00 4423.00 4385.00 4186.00 4188.00 4204.00 4178.00 219.00 209.00 219.00 207.00
2023-03-08 4390.00 4408.00 4419.00 4378.00 4185.00 4191.00 4198.00 4173.00 205.00 217.00 221.00 205.00
2023-03-07 4373.00 4396.00 4422.00 4362.00 4187.00 4181.00 4207.00 4160.00 186.00 215.00 215.00 202.00
2023-03-06 4417.00 4357.00 4417.00 4337.00 4210.00 4185.00 4210.00 4160.00 207.00 172.00 207.00 177.00
2023-03-03 4367.00 4412.00 4428.00 4365.00 4180.00 4196.00 4226.00 4175.00 187.00 216.00 202.00 190.00
2023-03-02 4396.00 4350.00 4414.00 4330.00 4230.00 4171.00 4230.00 4161.00 166.00 179.00 184.00 169.00
2023-03-01 4411.00 4408.00 4426.00 4390.00 4389.00 4395.00 4400.00 4376.00 22.00 13.00 26.00 14.00
2023-02-28 4435.00 4408.00 4438.00 4397.00 4408.00 4384.00 4409.00 4383.00 27.00 24.00 29.00 14.00
2023-02-27 4440.00 4426.00 4444.00 4413.00 4408.00 4403.00 4418.00 4396.00 32.00 23.00 26.00 17.00
2023-02-24 4421.00 4430.00 4441.00 4410.00 4385.00 4395.00 4409.00 4376.00 36.00 35.00 32.00 34.00
2023-02-23 4353.00 4428.00 4435.00 4350.00 4340.00 4389.00 4397.00 4336.00 13.00 39.00 38.00 14.00
2023-02-22 4364.00 4353.00 4375.00 4337.00 4352.00 4338.00 4364.00 4334.00 12.00 15.00 11.00 3.00
2023-02-21 4378.00 4369.00 4388.00 4362.00 4360.00 4354.00 4377.00 4345.00 18.00 15.00 11.00 17.00
2023-02-20 4353.00 4372.00 4391.00 4347.00 4326.00 4354.00 4368.00 4325.00 27.00 18.00 23.00 22.00
2023-02-17 4379.00 4348.00 4388.00 4320.00 4328.00 4326.00 4338.00 4294.00 51.00 22.00 50.00 26.00
2023-02-16 4355.00 4369.00 4379.00 4341.00 4321.00 4320.00 4329.00 4299.00 34.00 49.00 50.00 42.00
2023-02-15 4308.00 4381.00 4415.00 4291.00 4298.00 4325.00 4374.00 4276.00 10.00 56.00 41.00 15.00
2023-02-14 4330.00 4319.00 4343.00 4301.00 4305.00 4307.00 4328.00 4294.00 25.00 12.00 15.00 7.00
2023-02-13 4360.00 4323.00 4360.00 4306.00 4350.00 4306.00 4350.00 4303.00 10.00 17.00 10.00 3.00
2023-02-10 4338.00 4363.00 4370.00 4332.00 4348.00 4362.00 4375.00 4338.00 -10.00 1.00 -5.00 -6.00
2023-02-09 4332.00 4333.00 4340.00 4306.00 4340.00 4340.00 4345.00 4294.00 -8.00 -7.00 -5.00 12.00
2023-02-08 4385.00 4336.00 4392.00 4330.00 4388.00 4334.00 4392.00 4330.00 -3.00 2.00 0.00 0.00
2023-02-07 4431.00 4385.00 4439.00 4362.00 4445.00 4384.00 4449.00 4352.00 -14.00 1.00 -10.00 10.00
2023-02-06 4462.00 4439.00 4475.00 4422.00 4466.00 4449.00 4483.00 4438.00 -4.00 -10.00 -8.00 -16.00
2023-02-03 4470.00 4480.00 4490.00 4443.00 4433.00 4485.00 4485.00 4433.00 37.00 -5.00 5.00 10.00
2023-02-02 4462.00 4458.00 4471.00 4446.00 4446.00 4449.00 4454.00 4431.00 16.00 9.00 17.00 15.00
2023-02-01 4435.00 4476.00 4485.00 4433.00 4284.00 4328.00 4351.00 4284.00 151.00 148.00 134.00 149.00
2023-01-31 4432.00 4440.00 4446.00 4421.00 4285.00 4302.00 4307.00 4266.00 147.00 138.00 139.00 155.00
2023-01-30 4452.00 4434.00 4479.00 4400.00 4324.00 4295.00 4335.00 4278.00 128.00 139.00 144.00 122.00
2023-01-20 4406.00 4406.00 4416.00 4380.00 4270.00 4289.00 4289.00 4237.00 136.00 117.00 127.00 143.00
2023-01-19 4436.00 4418.00 4463.00 4412.00 4280.00 4269.00 4296.00 4260.00 156.00 149.00 167.00 152.00
2023-01-18 4420.00 4437.00 4446.00 4412.00 4265.00 4286.00 4297.00 4265.00 155.00 151.00 149.00 147.00
2023-01-17 4419.00 4423.00 4433.00 4408.00 4256.00 4269.00 4270.00 4242.00 163.00 154.00 163.00 166.00
2023-01-16 4411.00 4414.00 4436.00 4398.00 4261.00 4251.00 4279.00 4236.00 150.00 163.00 157.00 162.00
导出Excel数据