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
2023-01-13 4391.00 4418.00 4425.00 4375.00 4200.00 4223.00 4240.00 4184.00 191.00 195.00 185.00 191.00
2023-01-12 4385.00 4386.00 4409.00 4370.00 4214.00 4181.00 4215.00 4147.00 171.00 205.00 194.00 223.00
2023-01-11 4394.00 4385.00 4398.00 4364.00 4180.00 4194.00 4198.00 4171.00 214.00 191.00 200.00 193.00
2023-01-10 4360.00 4373.00 4392.00 4337.00 4105.00 4161.00 4172.00 4100.00 255.00 212.00 220.00 237.00
2023-01-09 4370.00 4360.00 4371.00 4330.00 4086.00 4103.00 4110.00 4073.00 284.00 257.00 261.00 257.00
2023-01-06 4370.00 4370.00 4377.00 4340.00 4080.00 4106.00 4119.00 4043.00 290.00 264.00 258.00 297.00
2023-01-05 4330.00 4376.00 4400.00 4326.00 4020.00 4063.00 4083.00 4020.00 310.00 313.00 317.00 306.00
2023-01-04 4314.00 4326.00 4335.00 4283.00 4033.00 4019.00 4035.00 4010.00 281.00 307.00 300.00 273.00
2023-01-03 4327.00 4314.00 4385.00 4281.00 3900.00 3900.00 3945.00 3885.00 427.00 414.00 440.00 396.00
2022-12-30 4327.00 4326.00 4337.00 4295.00 4036.00 4021.00 4042.00 4019.00 291.00 305.00 295.00 276.00
2022-12-29 4310.00 4327.00 4348.00 4282.00 3916.00 3917.00 3930.00 3889.00 394.00 410.00 418.00 393.00
2022-12-28 4308.00 4297.00 4311.00 4266.00 4050.00 4029.00 4050.00 4015.00 258.00 268.00 261.00 251.00
2022-12-27 4254.00 4307.00 4325.00 4244.00 3915.00 3934.00 3945.00 3915.00 339.00 373.00 380.00 329.00
2022-12-26 4182.00 4238.00 4254.00 4155.00 3850.00 3917.00 3941.00 3850.00 332.00 321.00 313.00 305.00
2022-12-23 4238.00 4217.00 4255.00 4211.00 3956.00 3910.00 3966.00 3896.00 282.00 307.00 289.00 315.00
2022-12-22 4260.00 4243.00 4267.00 4238.00 4158.00 4128.00 4162.00 4123.00 102.00 115.00 105.00 115.00
2022-12-21 4205.00 4260.00 4279.00 4190.00 3957.00 4007.00 4022.00 3931.00 248.00 253.00 257.00 259.00
2022-12-20 4219.00 4202.00 4240.00 4167.00 3970.00 3955.00 3990.00 3934.00 249.00 247.00 250.00 233.00
2022-12-19 4198.00 4222.00 4240.00 4178.00 4144.00 4157.00 4168.00 4118.00 54.00 65.00 72.00 60.00
2022-12-16 4232.00 4215.00 4255.00 4208.00 4200.00 4171.00 4232.00 4162.00 32.00 44.00 23.00 46.00
2022-12-15 4267.00 4237.00 4295.00 4230.00 4290.00 4209.00 4290.00 4202.00 -23.00 28.00 5.00 28.00
2022-12-14 4271.00 4275.00 4293.00 4254.00 4310.00 4291.00 4310.00 4274.00 -39.00 -16.00 -17.00 -20.00
2022-12-13 4310.00 4273.00 4314.00 4269.00 4322.00 4263.00 4343.00 4260.00 -12.00 10.00 -29.00 9.00
2022-12-12 4382.00 4290.00 4385.00 4261.00 4430.00 4322.00 4438.00 4320.00 -48.00 -32.00 -53.00 -59.00
2022-12-09 4425.00 4415.00 4469.00 4386.00 4445.00 4450.00 4478.00 4431.00 -20.00 -35.00 -9.00 -45.00
2022-12-08 4477.00 4442.00 4490.00 4415.00 4478.00 4451.00 4480.00 4434.00 -1.00 -9.00 10.00 -19.00
2022-12-07 4500.00 4467.00 4512.00 4450.00 4456.00 4461.00 4482.00 4455.00 44.00 6.00 30.00 -5.00
2022-12-06 4500.00 4487.00 4513.00 4475.00 4465.00 4454.00 4489.00 4452.00 35.00 33.00 24.00 23.00
2022-12-05 4387.00 4494.00 4516.00 4381.00 4418.00 4468.00 4475.00 4410.00 -31.00 26.00 41.00 -29.00
2022-12-02 4343.00 4354.00 4369.00 4324.00 4416.00 4404.00 4418.00 4391.00 -73.00 -50.00 -49.00 -67.00
2022-12-01 4341.00 4336.00 4389.00 4330.00 4385.00 4415.00 4447.00 4382.00 -44.00 -79.00 -58.00 -52.00
2022-11-30 4355.00 4332.00 4370.00 4315.00 4370.00 4379.00 4390.00 4366.00 -15.00 -47.00 -20.00 -51.00
2022-11-29 4429.00 4360.00 4439.00 4338.00 4382.00 4369.00 4407.00 4361.00 47.00 -9.00 32.00 -23.00
2022-11-28 4419.00 4428.00 4450.00 4395.00 4375.00 4382.00 4395.00 4356.00 44.00 46.00 55.00 39.00
2022-11-25 4441.00 4440.00 4475.00 4424.00 4375.00 4380.00 4384.00 4340.00 66.00 60.00 91.00 84.00
2022-11-24 4394.00 4457.00 4463.00 4375.00 4216.00 4271.00 4274.00 4216.00 178.00 186.00 189.00 159.00
2022-11-23 4383.00 4389.00 4400.00 4366.00 4240.00 4231.00 4248.00 4213.00 143.00 158.00 152.00 153.00
2022-11-22 4390.00 4392.00 4421.00 4361.00 4377.00 4366.00 4382.00 4355.00 13.00 26.00 39.00 6.00
2022-11-21 4276.00 4382.00 4399.00 4267.00 4320.00 4375.00 4383.00 4315.00 -44.00 7.00 16.00 -48.00
2022-11-18 4340.00 4256.00 4345.00 4241.00 4168.00 4156.00 4182.00 4148.00 172.00 100.00 163.00 93.00
2022-11-17 4355.00 4344.00 4368.00 4327.00 4212.00 4186.00 4216.00 4174.00 143.00 158.00 152.00 153.00
2022-11-16 4340.00 4356.00 4373.00 4337.00 4210.00 4206.00 4235.00 4195.00 130.00 150.00 138.00 142.00
2022-11-15 4319.00 4336.00 4339.00 4290.00 4208.00 4211.00 4213.00 4175.00 111.00 125.00 126.00 115.00
2022-11-14 4240.00 4322.00 4323.00 4211.00 4150.00 4210.00 4215.00 4122.00 90.00 112.00 108.00 89.00
2022-11-11 4270.00 4257.00 4278.00 4236.00 4148.00 4152.00 4170.00 4130.00 122.00 105.00 108.00 106.00
2022-11-10 4270.00 4268.00 4285.00 4250.00 4153.00 4139.00 4160.00 4130.00 117.00 129.00 125.00 120.00
2022-11-09 4265.00 4287.00 4302.00 4245.00 4148.00 4153.00 4162.00 4126.00 117.00 134.00 140.00 119.00
2022-11-08 4280.00 4260.00 4305.00 4255.00 4170.00 4148.00 4176.00 4134.00 110.00 112.00 129.00 121.00
2022-11-07 4285.00 4283.00 4318.00 4275.00 4118.00 4164.00 4192.00 4118.00 167.00 119.00 126.00 157.00
2022-11-04 4340.00 4273.00 4349.00 4254.00 4150.00 4140.00 4161.00 4114.00 190.00 133.00 188.00 140.00
2022-11-03 4328.00 4337.00 4342.00 4292.00 4165.00 4154.00 4175.00 4126.00 163.00 183.00 167.00 166.00
2022-11-02 4335.00 4329.00 4355.00 4318.00 4175.00 4152.00 4200.00 4149.00 160.00 177.00 155.00 169.00
2022-11-01 4332.00 4327.00 4353.00 4308.00 5040.00 5045.00 5075.00 5028.00 -708.00 -718.00 -722.00 -720.00
2022-10-31 4358.00 4320.00 4386.00 4307.00 5100.00 5073.00 5138.00 5032.00 -742.00 -753.00 -752.00 -725.00
2022-10-28 4306.00 4303.00 4317.00 4281.00 5040.00 5050.00 5055.00 5022.00 -734.00 -747.00 -738.00 -741.00
2022-10-27 4330.00 4309.00 4353.00 4299.00 4988.00 5020.00 5055.00 4918.00 -658.00 -711.00 -702.00 -619.00
2022-10-26 4435.00 4328.00 4437.00 4320.00 5061.00 5000.00 5077.00 4985.00 -626.00 -672.00 -640.00 -665.00
2022-10-25 4436.00 4424.00 4439.00 4391.00 5095.00 5083.00 5095.00 5030.00 -659.00 -659.00 -656.00 -639.00
2022-10-24 4511.00 4435.00 4544.00 4410.00 5118.00 5100.00 5177.00 5040.00 -607.00 -665.00 -633.00 -630.00
2022-10-21 4471.00 4471.00 4485.00 4447.00 5004.00 5073.00 5075.00 4996.00 -533.00 -602.00 -590.00 -549.00
2022-10-20 4465.00 4453.00 4491.00 4436.00 4970.00 4984.00 5008.00 4948.00 -505.00 -531.00 -517.00 -512.00
2022-10-19 4453.00 4456.00 4464.00 4434.00 4940.00 4935.00 4960.00 4923.00 -487.00 -479.00 -496.00 -489.00
2022-10-18 4545.00 4447.00 4546.00 4418.00 5020.00 4937.00 5089.00 4913.00 -475.00 -490.00 -543.00 -495.00
2022-10-17 4530.00 4546.00 4554.00 4512.00 5025.00 5010.00 5035.00 4986.00 -495.00 -464.00 -481.00 -474.00
2022-10-14 4540.00 4560.00 4565.00 4521.00 5020.00 5077.00 5085.00 4974.00 -480.00 -517.00 -520.00 -453.00
2022-10-13 4482.00 4541.00 4566.00 4475.00 4949.00 5008.00 5016.00 4925.00 -467.00 -467.00 -450.00 -450.00
2022-10-12 4468.00 4470.00 4493.00 4446.00 4926.00 4908.00 4936.00 4888.00 -458.00 -438.00 -443.00 -442.00
2022-10-11 4500.00 4473.00 4500.00 4460.00 4938.00 4900.00 4955.00 4893.00 -438.00 -427.00 -455.00 -433.00
2022-10-10 4388.00 4500.00 4518.00 4388.00 4905.00 4873.00 4905.00 4782.00 -517.00 -373.00 -387.00 -394.00
2022-09-30 4373.00 4286.00 4375.00 4270.00 4658.00 4625.00 4659.00 4590.00 -285.00 -339.00 -284.00 -320.00
2022-09-29 4381.00 4373.00 4390.00 4363.00 4668.00 4655.00 4673.00 4646.00 -287.00 -282.00 -283.00 -283.00
2022-09-28 4365.00 4385.00 4386.00 4346.00 4650.00 4672.00 4682.00 4645.00 -285.00 -287.00 -296.00 -299.00
2022-09-27 4322.00 4370.00 4375.00 4311.00 4619.00 4651.00 4663.00 4595.00 -297.00 -281.00 -288.00 -284.00
2022-09-26 4323.00 4321.00 4334.00 4285.00 4600.00 4597.00 4617.00 4582.00 -277.00 -276.00 -283.00 -297.00
2022-09-23 4320.00 4325.00 4356.00 4315.00 4630.00 4608.00 4655.00 4593.00 -310.00 -283.00 -299.00 -278.00
2022-09-22 4310.00 4322.00 4333.00 4300.00 4600.00 4626.00 4640.00 4591.00 -290.00 -304.00 -307.00 -291.00
2022-09-21 4288.00 4291.00 4298.00 4269.00 4562.00 4579.00 4586.00 4562.00 -274.00 -288.00 -288.00 -293.00
2022-09-20 4315.00 4294.00 4315.00 4279.00 4570.00 4551.00 4575.00 4523.00 -255.00 -257.00 -260.00 -244.00
2022-09-19 4268.00 4314.00 4330.00 4268.00 4460.00 4582.00 4613.00 4460.00 -192.00 -268.00 -283.00 -192.00
2022-09-16 4246.00 4263.00 4266.00 4221.00 4420.00 4474.00 4474.00 4405.00 -174.00 -211.00 -208.00 -184.00
2022-09-15 4249.00 4242.00 4275.00 4238.00 4365.00 4398.00 4410.00 4363.00 -116.00 -156.00 -135.00 -125.00
2022-09-14 4245.00 4230.00 4255.00 4205.00 4355.00 4343.00 4390.00 4341.00 -110.00 -113.00 -135.00 -136.00
2022-09-13 4274.00 4233.00 4305.00 4230.00 4450.00 4367.00 4450.00 4352.00 -176.00 -134.00 -145.00 -122.00
2022-09-09 4231.00 4270.00 4274.00 4230.00 4385.00 4411.00 4433.00 4373.00 -154.00 -141.00 -159.00 -143.00
2022-09-08 4265.00 4248.00 4270.00 4222.00 4390.00 4401.00 4405.00 4360.00 -125.00 -153.00 -135.00 -138.00
2022-09-07 4272.00 4290.00 4299.00 4241.00 4391.00 4422.00 4428.00 4386.00 -119.00 -132.00 -129.00 -145.00
2022-09-06 4260.00 4269.00 4304.00 4256.00 4390.00 4378.00 4435.00 4360.00 -130.00 -109.00 -131.00 -104.00
2022-09-05 4220.00 4249.00 4258.00 4205.00 4260.00 4387.00 4387.00 4260.00 -40.00 -138.00 -129.00 -55.00
2022-09-02 4190.00 4193.00 4214.00 4169.00 4284.00 4241.00 4304.00 4214.00 -94.00 -48.00 -90.00 -45.00
2022-09-01 4245.00 4199.00 4249.00 4182.00 4489.00 4410.00 4491.00 4312.00 -244.00 -211.00 -242.00 -130.00
2022-08-31 4235.00 4231.00 4257.00 4212.00 4618.00 4491.00 4637.00 4483.00 -383.00 -260.00 -380.00 -271.00
2022-08-30 4183.00 4212.00 4255.00 4170.00 4408.00 4583.00 4599.00 4400.00 -225.00 -371.00 -344.00 -230.00
2022-08-29 4131.00 4158.00 4180.00 4121.00 4325.00 4370.00 4383.00 4318.00 -194.00 -212.00 -203.00 -197.00
2022-08-26 4152.00 4119.00 4152.00 4114.00 4333.00 4280.00 4336.00 4262.00 -181.00 -161.00 -184.00 -148.00
2022-08-25 4203.00 4152.00 4206.00 4135.00 4380.00 4356.00 4391.00 4327.00 -177.00 -204.00 -185.00 -192.00
2022-08-24 4161.00 4186.00 4205.00 4155.00 4326.00 4367.00 4369.00 4322.00 -165.00 -181.00 -164.00 -167.00
2022-08-23 4137.00 4143.00 4158.00 4122.00 4243.00 4302.00 4311.00 4243.00 -106.00 -159.00 -153.00 -121.00
2022-08-22 4142.00 4126.00 4172.00 4103.00 4200.00 4236.00 4274.00 4200.00 -58.00 -110.00 -102.00 -97.00
2022-08-19 4167.00 4155.00 4178.00 4131.00 4241.00 4246.00 4276.00 4225.00 -74.00 -91.00 -98.00 -94.00
2022-08-18 4165.00 4147.00 4176.00 4130.00 4187.00 4211.00 4292.00 4184.00 -22.00 -64.00 -116.00 -54.00
导出Excel数据