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
2022-08-17 4123.00 4156.00 4194.00 4115.00 4115.00 4178.00 4200.00 4106.00 8.00 -22.00 -6.00 9.00
2022-08-16 4100.00 4108.00 4140.00 4088.00 4090.00 4098.00 4135.00 4085.00 10.00 10.00 5.00 3.00
2022-08-15 4036.00 4114.00 4126.00 4010.00 4130.00 4109.00 4148.00 4083.00 -94.00 5.00 -22.00 -73.00
2022-08-12 4100.00 4142.00 4150.00 4090.00 4028.00 4036.00 4053.00 4019.00 72.00 106.00 97.00 71.00
2022-08-11 4085.00 4081.00 4098.00 4054.00 4044.00 4014.00 4061.00 4010.00 41.00 67.00 37.00 44.00
2022-08-10 3978.00 4063.00 4069.00 3971.00 4060.00 4064.00 4088.00 4042.00 -82.00 -1.00 -19.00 -71.00
2022-08-09 4000.00 3957.00 4013.00 3957.00 4112.00 4058.00 4118.00 4052.00 -112.00 -101.00 -105.00 -95.00
2022-08-08 4059.00 4000.00 4060.00 3991.00 4131.00 4117.00 4140.00 4102.00 -72.00 -117.00 -80.00 -111.00
2022-08-05 4099.00 4089.00 4148.00 4076.00 4118.00 4143.00 4175.00 4117.00 -19.00 -54.00 -27.00 -41.00
2022-08-04 4115.00 4096.00 4136.00 4086.00 4111.00 4117.00 4137.00 4101.00 4.00 -21.00 -1.00 -15.00
2022-08-03 4165.00 4120.00 4165.00 4117.00 4128.00 4123.00 4144.00 4111.00 37.00 -3.00 21.00 6.00
2022-08-02 4191.00 4155.00 4212.00 4154.00 4176.00 4129.00 4176.00 4128.00 15.00 26.00 36.00 26.00
2022-08-01 4280.00 4180.00 4281.00 4175.00 4230.00 4166.00 4232.00 4160.00 50.00 14.00 49.00 15.00
2022-07-29 4285.00 4286.00 4302.00 4262.00 4238.00 4233.00 4246.00 4215.00 47.00 53.00 56.00 47.00
2022-07-28 4238.00 4271.00 4295.00 4238.00 4226.00 4237.00 4244.00 4211.00 12.00 34.00 51.00 27.00
2022-07-27 4206.00 4222.00 4240.00 4188.00 4255.00 4205.00 4255.00 4200.00 -49.00 17.00 -15.00 -12.00
2022-07-26 4275.00 4218.00 4288.00 4217.00 4289.00 4251.00 4293.00 4243.00 -14.00 -33.00 -5.00 -26.00
2022-07-25 4295.00 4283.00 4305.00 4262.00 4299.00 4289.00 4303.00 4277.00 -4.00 -6.00 2.00 -15.00
2022-07-22 4313.00 4299.00 4319.00 4261.00 4273.00 4292.00 4296.00 4263.00 40.00 7.00 23.00 -2.00
2022-07-21 4315.00 4319.00 4333.00 4303.00 4310.00 4281.00 4310.00 4275.00 5.00 38.00 23.00 28.00
2022-07-20 4346.00 4321.00 4401.00 4291.00 4287.00 4283.00 4328.00 4261.00 59.00 38.00 73.00 30.00
2022-07-19 4392.00 4343.00 4405.00 4336.00 4327.00 4291.00 4348.00 4288.00 65.00 52.00 57.00 48.00
2022-07-18 4370.00 4391.00 4406.00 4368.00 4333.00 4332.00 4333.00 4318.00 37.00 59.00 73.00 50.00
2022-07-15 4388.00 4348.00 4397.00 4338.00 4340.00 4300.00 4340.00 4297.00 48.00 48.00 57.00 41.00
2022-07-14 4370.00 4395.00 4409.00 4367.00 4319.00 4341.00 4356.00 4317.00 51.00 54.00 53.00 50.00
2022-07-13 4350.00 4366.00 4376.00 4328.00 4310.00 4317.00 4328.00 4295.00 40.00 49.00 48.00 33.00
2022-07-12 4384.00 4365.00 4420.00 4358.00 4337.00 4335.00 4374.00 4322.00 47.00 30.00 46.00 36.00
2022-07-11 4424.00 4399.00 4445.00 4394.00 4393.00 4353.00 4395.00 4350.00 31.00 46.00 50.00 44.00
2022-07-08 4397.00 4404.00 4410.00 4381.00 4343.00 4363.00 4393.00 4308.00 54.00 41.00 17.00 73.00
2022-07-07 4360.00 4384.00 4388.00 4348.00 4260.00 4290.00 4313.00 4255.00 100.00 94.00 75.00 93.00
2022-07-06 4380.00 4366.00 4386.00 4320.00 4750.00 4743.00 4772.00 4688.00 -370.00 -377.00 -386.00 -368.00
2022-07-05 4470.00 4399.00 4470.00 4393.00 4310.00 4329.00 4352.00 4310.00 160.00 70.00 118.00 83.00
2022-07-04 4463.00 4470.00 4484.00 4414.00 4812.00 4810.00 4826.00 4767.00 -349.00 -340.00 -342.00 -353.00
2022-07-01 4528.00 4464.00 4531.00 4449.00 4862.00 4818.00 4862.00 4788.00 -334.00 -354.00 -331.00 -339.00
2022-06-30 4580.00 4531.00 4584.00 4525.00 4896.00 4862.00 4904.00 4857.00 -316.00 -331.00 -320.00 -332.00
2022-06-29 4577.00 4572.00 4597.00 4562.00 4899.00 4882.00 4932.00 4878.00 -322.00 -310.00 -335.00 -316.00
2022-06-28 4588.00 4570.00 4588.00 4551.00 4862.00 4901.00 4907.00 4862.00 -274.00 -331.00 -319.00 -311.00
2022-06-27 4581.00 4577.00 4624.00 4555.00 4854.00 4892.00 4955.00 4854.00 -273.00 -315.00 -331.00 -299.00
2022-06-24 4640.00 4607.00 4640.00 4588.00 4980.00 4951.00 4982.00 4940.00 -340.00 -344.00 -342.00 -352.00
2022-06-23 4618.00 4635.00 4641.00 4580.00 4971.00 4987.00 4987.00 4932.00 -353.00 -352.00 -346.00 -352.00
2022-06-22 4660.00 4623.00 4665.00 4620.00 4991.00 4971.00 4997.00 4965.00 -331.00 -348.00 -332.00 -345.00
2022-06-21 4725.00 4665.00 4739.00 4662.00 5016.00 4993.00 5057.00 4993.00 -291.00 -328.00 -318.00 -331.00
2022-06-20 4680.00 4725.00 4730.00 4672.00 4994.00 5035.00 5039.00 4994.00 -314.00 -310.00 -309.00 -322.00
2022-06-17 4650.00 4690.00 4703.00 4616.00 4960.00 5007.00 5029.00 4952.00 -310.00 -317.00 -326.00 -336.00
2022-06-16 4650.00 4647.00 4653.00 4625.00 4960.00 4967.00 4976.00 4955.00 -310.00 -320.00 -323.00 -330.00
2022-06-15 4693.00 4643.00 4693.00 4620.00 5001.00 4966.00 5001.00 4940.00 -308.00 -323.00 -308.00 -320.00
2022-06-14 4688.00 4694.00 4705.00 4671.00 4989.00 4994.00 5001.00 4979.00 -301.00 -300.00 -296.00 -308.00
2022-06-13 4690.00 4687.00 4716.00 4673.00 4993.00 4985.00 5011.00 4968.00 -303.00 -298.00 -295.00 -295.00
2022-06-10 4685.00 4666.00 4706.00 4658.00 4989.00 4971.00 5005.00 4957.00 -304.00 -305.00 -299.00 -299.00
2022-06-09 4686.00 4688.00 4712.00 4666.00 5009.00 4989.00 5013.00 4977.00 -323.00 -301.00 -301.00 -311.00
2022-06-08 4688.00 4699.00 4715.00 4687.00 4994.00 4999.00 5019.00 4989.00 -306.00 -300.00 -304.00 -302.00
2022-06-07 4772.00 4688.00 4779.00 4681.00 4444.00 4396.00 4444.00 4393.00 328.00 292.00 335.00 288.00
2022-06-06 4706.00 4780.00 4808.00 4701.00 4410.00 4445.00 4456.00 4395.00 296.00 335.00 352.00 306.00
2022-06-02 4735.00 4706.00 4743.00 4706.00 4416.00 4395.00 4418.00 4395.00 319.00 311.00 325.00 311.00
2022-06-01 4732.00 4735.00 4760.00 4721.00 4240.00 4239.00 4258.00 4230.00 492.00 496.00 502.00 491.00
2022-05-31 4729.00 4734.00 4746.00 4720.00 4241.00 4251.00 4253.00 4240.00 488.00 483.00 493.00 480.00
2022-05-30 4750.00 4729.00 4759.00 4720.00 4420.00 4412.00 4425.00 4405.00 330.00 317.00 334.00 315.00
2022-05-27 4823.00 4761.00 4834.00 4744.00 4225.00 4254.00 4260.00 4204.00 598.00 507.00 574.00 540.00
2022-05-26 4812.00 4823.00 4830.00 4802.00 4233.00 4233.00 4240.00 4202.00 579.00 590.00 590.00 600.00
2022-05-25 4791.00 4820.00 4828.00 4790.00 4260.00 4224.00 4273.00 4220.00 531.00 596.00 555.00 570.00
2022-05-24 4805.00 4800.00 4805.00 4775.00 4254.00 4260.00 4270.00 4240.00 551.00 540.00 535.00 535.00
2022-05-23 4768.00 4812.00 4845.00 4760.00 4272.00 4246.00 4280.00 4236.00 496.00 566.00 565.00 524.00
2022-05-20 4763.00 4802.00 4803.00 4758.00 4270.00 4291.00 4300.00 4262.00 493.00 511.00 503.00 496.00
2022-05-19 4793.00 4755.00 4800.00 4736.00 4261.00 4258.00 4270.00 4243.00 532.00 497.00 530.00 493.00
2022-05-18 4786.00 4798.00 4798.00 4782.00 4258.00 4264.00 4286.00 4253.00 528.00 534.00 512.00 529.00
2022-05-17 4772.00 4786.00 4805.00 4758.00 4250.00 4264.00 4296.00 4238.00 522.00 522.00 509.00 520.00
2022-05-16 4735.00 4761.00 4772.00 4735.00 4223.00 4252.00 4265.00 4215.00 512.00 509.00 507.00 520.00
2022-05-13 4741.00 4728.00 4750.00 4721.00 4208.00 4203.00 4214.00 4198.00 533.00 525.00 536.00 523.00
2022-05-12 4725.00 4744.00 4745.00 4708.00 4200.00 4193.00 4208.00 4187.00 525.00 551.00 537.00 521.00
2022-05-11 4715.00 4717.00 4723.00 4693.00 4199.00 4188.00 4199.00 4174.00 516.00 529.00 524.00 519.00
2022-05-10 4690.00 4702.00 4728.00 4689.00 4189.00 4172.00 4209.00 4170.00 501.00 530.00 519.00 519.00
2022-05-09 4720.00 4703.00 4729.00 4691.00 4229.00 4181.00 4230.00 4170.00 491.00 522.00 499.00 521.00
2022-05-06 4822.00 4720.00 4823.00 4718.00 4271.00 4221.00 4279.00 4218.00 551.00 499.00 544.00 500.00
2022-05-05 4801.00 4842.00 4850.00 4741.00 4285.00 4282.00 4296.00 4260.00 516.00 560.00 554.00 481.00
2022-04-29 4805.00 4806.00 4820.00 4790.00 4295.00 4285.00 4307.00 4280.00 510.00 521.00 513.00 510.00
2022-04-28 4782.00 4797.00 4828.00 4778.00 4288.00 4296.00 4310.00 4279.00 494.00 501.00 518.00 499.00
2022-04-27 4785.00 4783.00 4796.00 4770.00 4349.00 4298.00 4350.00 4288.00 436.00 485.00 446.00 482.00
2022-04-26 4836.00 4780.00 4847.00 4777.00 4693.00 4728.00 4765.00 4684.00 143.00 52.00 82.00 93.00
2022-04-25 4835.00 4825.00 4876.00 4805.00 4276.00 4334.00 4358.00 4255.00 559.00 491.00 518.00 550.00
2022-04-22 4803.00 4817.00 4832.00 4756.00 4225.00 4242.00 4255.00 4215.00 578.00 575.00 577.00 541.00
2022-04-21 4792.00 4801.00 4823.00 4788.00 4460.00 4482.00 4494.00 4440.00 332.00 319.00 329.00 348.00
2022-04-20 4830.00 4800.00 4837.00 4782.00 4506.00 4481.00 4508.00 4462.00 324.00 319.00 329.00 320.00
2022-04-19 4842.00 4810.00 4846.00 4805.00 4479.00 4470.00 4500.00 4463.00 363.00 340.00 346.00 342.00
2022-04-18 4806.00 4817.00 4879.00 4790.00 4449.00 4453.00 4494.00 4427.00 357.00 364.00 385.00 363.00
2022-04-15 4805.00 4775.00 4805.00 4765.00 4357.00 4359.00 4378.00 4350.00 448.00 416.00 427.00 415.00
2022-04-14 4805.00 4808.00 4825.00 4798.00 4356.00 4381.00 4398.00 4356.00 449.00 427.00 427.00 442.00
2022-04-13 4800.00 4791.00 4826.00 4788.00 4360.00 4336.00 4375.00 4336.00 440.00 455.00 451.00 452.00
2022-04-12 4863.00 4814.00 4876.00 4786.00 4425.00 4367.00 4435.00 4356.00 438.00 447.00 441.00 430.00
2022-04-11 4939.00 4860.00 4950.00 4851.00 4495.00 4439.00 4520.00 4420.00 444.00 421.00 430.00 431.00
2022-04-08 4900.00 4913.00 4925.00 4890.00 4362.00 4397.00 4406.00 4350.00 538.00 516.00 519.00 540.00
2022-04-07 4960.00 4893.00 4969.00 4820.00 4388.00 4340.00 4402.00 4323.00 572.00 553.00 567.00 497.00
2022-04-06 4375.00 4398.00 4433.00 4364.00 4918.00 4971.00 4976.00 4886.00 -543.00 -573.00 -543.00 -522.00
2022-04-01 4331.00 4306.00 4357.00 4295.00 4907.00 4880.00 4915.00 4873.00 -576.00 -574.00 -558.00 -578.00
2022-03-31 4350.00 4332.00 4350.00 4315.00 4892.00 4923.00 4928.00 4890.00 -542.00 -591.00 -578.00 -575.00
2022-03-30 4363.00 4330.00 4399.00 4262.00 4915.00 4892.00 4940.00 4875.00 -552.00 -562.00 -541.00 -613.00
2022-03-29 4361.00 4367.00 4388.00 4342.00 4903.00 4924.00 4929.00 4888.00 -542.00 -557.00 -541.00 -546.00
2022-03-28 4348.00 4346.00 4394.00 4322.00 4919.00 4909.00 4930.00 4885.00 -571.00 -563.00 -536.00 -563.00
2022-03-25 4410.00 4364.00 4414.00 4345.00 4910.00 4904.00 4914.00 4855.00 -500.00 -540.00 -500.00 -510.00
2022-03-24 4335.00 4424.00 4436.00 4335.00 4915.00 4922.00 4954.00 4901.00 -580.00 -498.00 -518.00 -566.00
2022-03-23 4292.00 4338.00 4345.00 4258.00 4818.00 4895.00 4908.00 4804.00 -526.00 -557.00 -563.00 -546.00
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