塑料期货跨期套利数据回测

本页面展示塑料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

关于塑料期货跨期套利的详细数据分析,请查看文章:。

塑料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

塑料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

塑料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
2021-10-26 9095.00 9035.00 9150.00 8895.00 9035.00 9010.00 9085.00 8845.00 60.00 25.00 65.00 50.00
2021-10-25 9200.00 9065.00 9215.00 9020.00 8960.00 9010.00 9075.00 8855.00 240.00 55.00 140.00 165.00
2021-10-22 9230.00 9145.00 9395.00 8950.00 9180.00 8955.00 9205.00 8760.00 50.00 190.00 190.00 190.00
2021-10-21 9210.00 9305.00 9500.00 9190.00 9250.00 9370.00 9560.00 9250.00 -40.00 -65.00 -60.00 -60.00
2021-10-20 9510.00 9210.00 9515.00 9185.00 9570.00 9280.00 9570.00 9220.00 -60.00 -70.00 -55.00 -35.00
2021-10-19 9740.00 9585.00 9820.00 9525.00 9680.00 9585.00 10275.00 9540.00 60.00 0.00 -455.00 -15.00
2021-10-18 9585.00 9690.00 9750.00 9455.00 9590.00 9720.00 9755.00 9485.00 -5.00 -30.00 -5.00 -30.00
2021-10-15 9555.00 9600.00 9685.00 9370.00 9600.00 9590.00 9685.00 9375.00 -45.00 10.00 0.00 -5.00
2021-10-14 9605.00 9535.00 9645.00 9405.00 9615.00 9600.00 9650.00 9420.00 -10.00 -65.00 -5.00 -15.00
2021-10-13 9935.00 9600.00 10065.00 9335.00 9900.00 9595.00 10070.00 9350.00 35.00 5.00 -5.00 -15.00
2021-10-12 10000.00 9885.00 10090.00 9760.00 9935.00 9885.00 10090.00 9745.00 65.00 0.00 0.00 15.00
2021-10-11 9795.00 10000.00 10325.00 9775.00 9770.00 9980.00 10280.00 9735.00 25.00 20.00 45.00 40.00
2021-10-08 10055.00 9800.00 10250.00 9630.00 10025.00 9770.00 10265.00 9610.00 30.00 30.00 -15.00 20.00
2021-09-30 9435.00 9910.00 9975.00 9300.00 9475.00 9925.00 9980.00 9320.00 -40.00 -15.00 -5.00 -20.00
2021-09-29 9495.00 9385.00 9595.00 9230.00 9440.00 9405.00 9605.00 9245.00 55.00 -20.00 -10.00 -15.00
2021-09-28 9235.00 9480.00 9545.00 9230.00 9260.00 9485.00 9560.00 9240.00 -25.00 -5.00 -15.00 -10.00
2021-09-27 9045.00 9235.00 9480.00 8965.00 9060.00 9210.00 9490.00 8990.00 -15.00 25.00 -10.00 -25.00
2021-09-24 8915.00 9035.00 9085.00 8815.00 8930.00 9050.00 9095.00 8835.00 -15.00 -15.00 -10.00 -20.00
2021-09-23 8870.00 8915.00 9030.00 8765.00 8905.00 8925.00 9040.00 8780.00 -35.00 -10.00 -10.00 -15.00
2021-09-22 8750.00 8870.00 8950.00 8670.00 8765.00 8880.00 8945.00 8685.00 -15.00 -10.00 5.00 -15.00
2021-09-17 8915.00 8760.00 8965.00 8685.00 8945.00 8765.00 8980.00 8700.00 -30.00 -5.00 -15.00 -15.00
2021-09-16 9005.00 8930.00 9275.00 8910.00 8985.00 8945.00 9305.00 8935.00 20.00 -15.00 -30.00 -25.00
2021-09-15 8575.00 8980.00 8985.00 8470.00 8565.00 8970.00 9000.00 8495.00 10.00 10.00 -15.00 -25.00
2021-09-14 8510.00 8565.00 8625.00 8420.00 8530.00 8575.00 8640.00 8440.00 -20.00 -10.00 -15.00 -20.00
2021-09-13 8510.00 8515.00 8650.00 8500.00 8520.00 8550.00 8675.00 8520.00 -10.00 -35.00 -25.00 -20.00
2021-09-10 8440.00 8490.00 8560.00 8415.00 8495.00 8520.00 8585.00 8450.00 -55.00 -30.00 -25.00 -35.00
2021-09-09 8545.00 8455.00 8545.00 8430.00 8540.00 8490.00 8580.00 8465.00 5.00 -35.00 -35.00 -35.00
2021-09-08 8460.00 8520.00 8575.00 8385.00 8455.00 8510.00 8530.00 8340.00 5.00 10.00 45.00 45.00
2021-09-07 8350.00 8465.00 8485.00 8335.00 8275.00 8445.00 8460.00 8275.00 75.00 20.00 25.00 60.00
2021-09-06 8375.00 8330.00 8380.00 8275.00 8320.00 8300.00 8335.00 8235.00 55.00 30.00 45.00 40.00
2021-09-03 8280.00 8375.00 8390.00 8280.00 8330.00 8390.00 8400.00 8330.00 -50.00 -15.00 -10.00 -50.00
2021-09-02 8080.00 8285.00 8285.00 8060.00 8100.00 8320.00 8330.00 8100.00 -20.00 -35.00 -45.00 -40.00
2021-09-01 8035.00 8075.00 8095.00 7980.00 8000.00 8110.00 8130.00 8000.00 35.00 -35.00 -35.00 -20.00
2021-08-31 8190.00 8035.00 8205.00 8020.00 8185.00 8065.00 8205.00 8035.00 5.00 -30.00 0.00 -15.00
2021-08-30 8125.00 8190.00 8260.00 8095.00 8145.00 8180.00 8255.00 8080.00 -20.00 10.00 5.00 15.00
2021-08-27 8090.00 8115.00 8150.00 8065.00 8070.00 8145.00 8165.00 8070.00 20.00 -30.00 -15.00 -5.00
2021-08-26 8250.00 8090.00 8255.00 8080.00 8255.00 8095.00 8275.00 8095.00 -5.00 -5.00 -20.00 -15.00
2021-08-25 8270.00 8235.00 8295.00 8225.00 8250.00 8225.00 8290.00 8225.00 20.00 10.00 5.00 0.00
2021-08-24 8180.00 8270.00 8300.00 8170.00 8200.00 8270.00 8300.00 8195.00 -20.00 0.00 0.00 -25.00
2021-08-23 8095.00 8175.00 8190.00 8075.00 8140.00 8205.00 8210.00 8110.00 -45.00 -30.00 -20.00 -35.00
2021-08-20 8140.00 8130.00 8170.00 8080.00 8180.00 8145.00 8195.00 8110.00 -40.00 -15.00 -25.00 -30.00
2021-08-19 8380.00 8155.00 8385.00 8150.00 8330.00 8190.00 8365.00 8180.00 50.00 -35.00 20.00 -30.00
2021-08-18 8425.00 8380.00 8440.00 8355.00 8400.00 8360.00 8430.00 8325.00 25.00 20.00 10.00 30.00
2021-08-17 8375.00 8430.00 8435.00 8340.00 8345.00 8415.00 8425.00 8320.00 30.00 15.00 10.00 20.00
2021-08-16 8355.00 8375.00 8395.00 8310.00 8350.00 8355.00 8375.00 8295.00 5.00 20.00 20.00 15.00
2021-08-13 8295.00 8355.00 8380.00 8270.00 8265.00 8345.00 8375.00 8260.00 30.00 10.00 5.00 10.00
2021-08-12 8255.00 8280.00 8320.00 8225.00 8270.00 8265.00 8295.00 8220.00 -15.00 15.00 25.00 5.00
2021-08-11 8255.00 8285.00 8295.00 8240.00 8190.00 8270.00 8280.00 8190.00 65.00 15.00 15.00 50.00
2021-08-10 8100.00 8265.00 8265.00 8080.00 8065.00 8220.00 8220.00 8060.00 35.00 45.00 45.00 20.00
2021-08-09 8080.00 8100.00 8150.00 7990.00 8085.00 8090.00 8135.00 8000.00 -5.00 10.00 15.00 -10.00
2021-08-06 8060.00 8075.00 8120.00 8020.00 8065.00 8075.00 8115.00 8010.00 -5.00 0.00 5.00 10.00
2021-08-05 8045.00 8055.00 8145.00 8040.00 8080.00 8050.00 8140.00 8040.00 -35.00 5.00 5.00 0.00
2021-08-04 8015.00 8070.00 8100.00 7980.00 8030.00 8095.00 8105.00 7990.00 -15.00 -25.00 -5.00 -10.00
2021-08-03 8190.00 8040.00 8190.00 8040.00 8170.00 8055.00 8190.00 8050.00 20.00 -15.00 0.00 -10.00
2021-08-02 8320.00 8175.00 8320.00 8165.00 8300.00 8175.00 8305.00 8165.00 20.00 0.00 15.00 0.00
2021-07-30 8280.00 8320.00 8360.00 8245.00 8250.00 8305.00 8320.00 8215.00 30.00 15.00 40.00 30.00
2021-07-29 8225.00 8305.00 8315.00 8225.00 8190.00 8265.00 8270.00 8190.00 35.00 40.00 45.00 35.00
2021-07-28 8150.00 8235.00 8260.00 8055.00 8185.00 8190.00 8215.00 8070.00 -35.00 45.00 45.00 -15.00
2021-07-27 8195.00 8130.00 8240.00 8120.00 8180.00 8130.00 8225.00 8120.00 15.00 0.00 15.00 0.00
2021-07-26 8315.00 8165.00 8335.00 8160.00 8270.00 8150.00 8310.00 8150.00 45.00 15.00 25.00 10.00
2021-07-23 8380.00 8325.00 8415.00 8280.00 8365.00 8305.00 8375.00 8260.00 15.00 20.00 40.00 20.00
2021-07-22 8395.00 8385.00 8500.00 8355.00 8330.00 8330.00 8430.00 8310.00 65.00 55.00 70.00 45.00
2021-07-21 8400.00 8365.00 8445.00 8315.00 8360.00 8320.00 8375.00 8270.00 40.00 45.00 70.00 45.00
2021-07-20 8420.00 8410.00 8440.00 8260.00 8355.00 8345.00 8390.00 8200.00 65.00 65.00 50.00 60.00
2021-07-19 8335.00 8465.00 8490.00 8290.00 8325.00 8400.00 8425.00 8260.00 10.00 65.00 65.00 30.00
2021-07-16 8225.00 8335.00 8380.00 8185.00 8180.00 8310.00 8350.00 8145.00 45.00 25.00 30.00 40.00
2021-07-15 8280.00 8225.00 8295.00 8130.00 8230.00 8190.00 8240.00 8095.00 50.00 35.00 55.00 35.00
2021-07-14 8375.00 8295.00 8380.00 8235.00 8290.00 8240.00 8295.00 8180.00 85.00 55.00 85.00 55.00
2021-07-13 8380.00 8385.00 8410.00 8335.00 8230.00 8310.00 8335.00 8230.00 150.00 75.00 75.00 105.00
2021-07-12 8285.00 8375.00 8435.00 8270.00 8290.00 8300.00 8365.00 8215.00 -5.00 75.00 70.00 55.00
2021-07-09 8130.00 8280.00 8280.00 8085.00 8075.00 8215.00 8215.00 8035.00 55.00 65.00 65.00 50.00
2021-07-08 8065.00 8135.00 8135.00 8025.00 8040.00 8080.00 8080.00 7980.00 25.00 55.00 55.00 45.00
2021-07-07 8265.00 8065.00 8275.00 8055.00 8220.00 8025.00 8225.00 8010.00 45.00 40.00 50.00 45.00
2021-07-06 8265.00 8275.00 8335.00 8210.00 8220.00 8230.00 8285.00 8165.00 45.00 45.00 50.00 45.00
2021-07-05 8185.00 8280.00 8340.00 8140.00 8130.00 8215.00 8265.00 8085.00 55.00 65.00 75.00 55.00
2021-07-02 8230.00 8195.00 8295.00 8170.00 8145.00 8135.00 8225.00 8110.00 85.00 60.00 70.00 60.00
2021-07-01 8195.00 8190.00 8285.00 8135.00 8110.00 8120.00 8200.00 8075.00 85.00 70.00 85.00 60.00
2021-06-30 8170.00 8175.00 8235.00 8125.00 8115.00 8105.00 8165.00 8055.00 55.00 70.00 70.00 70.00
2021-06-29 8215.00 8170.00 8245.00 8145.00 8135.00 8090.00 8175.00 8080.00 80.00 80.00 70.00 65.00
2021-06-28 8095.00 8215.00 8245.00 8085.00 8035.00 8185.00 8225.00 8035.00 60.00 30.00 20.00 50.00
2021-06-25 7935.00 8075.00 8115.00 7925.00 7925.00 8045.00 8105.00 7900.00 10.00 30.00 10.00 25.00
2021-06-24 7900.00 7940.00 7965.00 7900.00 7900.00 7910.00 7950.00 7890.00 0.00 30.00 15.00 10.00
2021-06-23 7935.00 7900.00 7975.00 7850.00 7860.00 7880.00 7960.00 7840.00 75.00 20.00 15.00 10.00
2021-06-22 7880.00 7935.00 7975.00 7870.00 7890.00 7900.00 7940.00 7860.00 -10.00 35.00 35.00 10.00
2021-06-21 7790.00 7895.00 7915.00 7755.00 7745.00 7885.00 7895.00 7740.00 45.00 10.00 20.00 15.00
2021-06-18 7735.00 7790.00 7835.00 7645.00 7730.00 7760.00 7820.00 7645.00 5.00 30.00 15.00 0.00
2021-06-17 7725.00 7725.00 7750.00 7680.00 7735.00 7705.00 7745.00 7675.00 -10.00 20.00 5.00 5.00
2021-06-16 7670.00 7720.00 7760.00 7665.00 7655.00 7730.00 7755.00 7655.00 15.00 -10.00 5.00 10.00
2021-06-15 7700.00 7670.00 7750.00 7605.00 7660.00 7675.00 7725.00 7585.00 40.00 -5.00 25.00 20.00
2021-06-11 7635.00 7670.00 7695.00 7585.00 7600.00 7650.00 7675.00 7555.00 35.00 20.00 20.00 30.00
2021-06-10 7610.00 7615.00 7640.00 7555.00 7570.00 7580.00 7610.00 7525.00 40.00 35.00 30.00 30.00
2021-06-09 7550.00 7620.00 7650.00 7495.00 7525.00 7585.00 7620.00 7470.00 25.00 35.00 30.00 25.00
2021-06-08 7555.00 7550.00 7575.00 7515.00 7550.00 7530.00 7550.00 7495.00 5.00 20.00 25.00 20.00
2021-06-07 7735.00 7555.00 7755.00 7550.00 7705.00 7505.00 7715.00 7505.00 30.00 50.00 40.00 45.00
2021-06-04 7800.00 7725.00 7815.00 7705.00 7780.00 7665.00 7780.00 7665.00 20.00 60.00 35.00 40.00
2021-06-03 7815.00 7815.00 7895.00 7790.00 7810.00 7775.00 7840.00 7745.00 5.00 40.00 55.00 45.00
2021-06-02 7900.00 7815.00 7950.00 7800.00 7855.00 7760.00 7895.00 7760.00 45.00 55.00 55.00 40.00
2021-06-01 7775.00 7865.00 7900.00 7730.00 7720.00 7835.00 7835.00 7670.00 55.00 30.00 65.00 60.00
2021-05-31 7665.00 7755.00 7780.00 7650.00 7660.00 7700.00 7725.00 7595.00 5.00 55.00 55.00 55.00
2021-05-28 7760.00 7665.00 7875.00 7655.00 7705.00 7605.00 7825.00 7605.00 55.00 60.00 50.00 50.00
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