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
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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
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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
2021-05-27 7865.00 7765.00 7895.00 7760.00 7775.00 7730.00 7835.00 7725.00 90.00 35.00 60.00 35.00
2021-05-26 7820.00 7890.00 7910.00 7750.00 7770.00 7825.00 7845.00 7685.00 50.00 65.00 65.00 65.00
2021-05-25 7800.00 7830.00 7900.00 7790.00 7755.00 7770.00 7835.00 7725.00 45.00 60.00 65.00 65.00
2021-05-24 7850.00 7805.00 7905.00 7745.00 7845.00 7750.00 7850.00 7690.00 5.00 55.00 55.00 55.00
2021-05-21 7830.00 7810.00 7890.00 7750.00 7770.00 7765.00 7835.00 7695.00 60.00 45.00 55.00 55.00
2021-05-20 7900.00 7835.00 7900.00 7715.00 7850.00 7780.00 7850.00 7650.00 50.00 55.00 50.00 65.00
2021-05-19 8070.00 7920.00 8080.00 7840.00 7980.00 7870.00 8025.00 7785.00 90.00 50.00 55.00 55.00
2021-05-18 8060.00 8065.00 8120.00 8010.00 8040.00 8010.00 8060.00 7955.00 20.00 55.00 60.00 55.00
2021-05-17 8120.00 8080.00 8195.00 8065.00 8080.00 8020.00 8135.00 8005.00 40.00 60.00 60.00 60.00
2021-05-14 8205.00 8105.00 8230.00 8020.00 8155.00 8050.00 8175.00 7970.00 50.00 55.00 55.00 50.00
2021-05-13 8360.00 8205.00 8390.00 8160.00 8300.00 8160.00 8330.00 8115.00 60.00 45.00 60.00 45.00
2021-05-12 8230.00 8360.00 8395.00 8200.00 8200.00 8330.00 8370.00 8150.00 30.00 30.00 25.00 50.00
2021-05-11 8360.00 8245.00 8380.00 8180.00 8315.00 8140.00 8315.00 8140.00 45.00 105.00 65.00 40.00
2021-05-10 8430.00 8360.00 8500.00 8350.00 8400.00 8295.00 8470.00 8285.00 30.00 65.00 30.00 65.00
2021-05-07 8245.00 8475.00 8490.00 8240.00 8160.00 8420.00 8420.00 8160.00 85.00 55.00 70.00 80.00
2021-05-06 8150.00 8235.00 8290.00 8065.00 8045.00 8180.00 8240.00 8020.00 105.00 55.00 50.00 45.00
2021-04-30 8170.00 8040.00 8230.00 8015.00 8140.00 8010.00 8165.00 7965.00 30.00 30.00 65.00 50.00
2021-04-29 8190.00 8165.00 8235.00 8110.00 8110.00 8090.00 8165.00 8050.00 80.00 75.00 70.00 60.00
2021-04-28 8195.00 8190.00 8220.00 8125.00 8275.00 8305.00 8310.00 8225.00 -80.00 -115.00 -90.00 -100.00
2021-04-27 8120.00 8185.00 8205.00 8015.00 8120.00 8275.00 8295.00 8120.00 0.00 -90.00 -90.00 -105.00
2021-04-26 8100.00 8120.00 8225.00 8075.00 8165.00 8190.00 8290.00 8145.00 -65.00 -70.00 -65.00 -70.00
2021-04-23 8130.00 8100.00 8155.00 8050.00 8240.00 8165.00 8240.00 8125.00 -110.00 -65.00 -85.00 -75.00
2021-04-22 8080.00 8130.00 8160.00 7980.00 8165.00 8195.00 8220.00 8090.00 -85.00 -65.00 -60.00 -110.00
2021-04-21 8260.00 8085.00 8260.00 8060.00 8330.00 8155.00 8330.00 8130.00 -70.00 -70.00 -70.00 -70.00
2021-04-20 8340.00 8260.00 8395.00 8245.00 8440.00 8330.00 8440.00 8305.00 -100.00 -70.00 -45.00 -60.00
2021-04-19 8350.00 8340.00 8430.00 8290.00 8355.00 8370.00 8455.00 8320.00 -5.00 -30.00 -25.00 -30.00
2021-04-16 8360.00 8355.00 8470.00 8310.00 8360.00 8345.00 8460.00 8320.00 0.00 10.00 10.00 -10.00
2021-04-15 8235.00 8350.00 8400.00 8220.00 8220.00 8345.00 8380.00 8220.00 15.00 5.00 20.00 0.00
2021-04-14 8175.00 8235.00 8255.00 8145.00 8220.00 8235.00 8275.00 8170.00 -45.00 0.00 -20.00 -25.00
2021-04-13 8295.00 8175.00 8335.00 8160.00 8300.00 8205.00 8325.00 8175.00 -5.00 -30.00 10.00 -15.00
2021-04-12 8520.00 8290.00 8520.00 8270.00 8450.00 8280.00 8465.00 8240.00 70.00 10.00 55.00 30.00
2021-04-09 8600.00 8520.00 8635.00 8515.00 8535.00 8455.00 8565.00 8450.00 65.00 65.00 70.00 65.00
2021-04-08 8735.00 8610.00 8745.00 8560.00 8660.00 8555.00 8670.00 8505.00 75.00 55.00 75.00 55.00
2021-04-07 8715.00 8735.00 8905.00 8710.00 8645.00 8655.00 8780.00 8610.00 70.00 80.00 125.00 100.00
2021-04-06 8670.00 8710.00 8745.00 8615.00 8575.00 8620.00 8650.00 8555.00 95.00 90.00 95.00 60.00
2021-04-02 8625.00 8725.00 8755.00 8550.00 8525.00 8630.00 8655.00 8490.00 100.00 95.00 100.00 60.00
2021-04-01 8470.00 8625.00 8640.00 8410.00 8415.00 8540.00 8550.00 8360.00 55.00 85.00 90.00 50.00
2021-03-31 8540.00 8500.00 8595.00 8425.00 8520.00 8415.00 8535.00 8375.00 20.00 85.00 60.00 50.00
2021-03-30 8650.00 8575.00 8730.00 8545.00 8575.00 8490.00 8635.00 8475.00 75.00 85.00 95.00 70.00
2021-03-29 8645.00 8605.00 8810.00 8560.00 8600.00 8540.00 8715.00 8495.00 45.00 65.00 95.00 65.00
2021-03-26 8555.00 8645.00 8650.00 8510.00 8445.00 8570.00 8575.00 8425.00 110.00 75.00 75.00 85.00
2021-03-25 8600.00 8585.00 8695.00 8480.00 8520.00 8480.00 8560.00 8390.00 80.00 105.00 135.00 90.00
2021-03-24 8535.00 8585.00 8610.00 8455.00 8395.00 8455.00 8470.00 8340.00 140.00 130.00 140.00 115.00
2021-03-23 8675.00 8555.00 8695.00 8485.00 8565.00 8455.00 8605.00 8395.00 110.00 100.00 90.00 90.00
2021-03-22 8645.00 8670.00 8810.00 8640.00 8600.00 8585.00 8695.00 8550.00 45.00 85.00 115.00 90.00
2021-03-19 8795.00 8645.00 8805.00 8620.00 8700.00 8555.00 8745.00 8535.00 95.00 90.00 60.00 85.00
2021-03-18 8870.00 8800.00 8920.00 8775.00 8785.00 8740.00 8875.00 8725.00 85.00 60.00 45.00 50.00
2021-03-17 8960.00 8885.00 9000.00 8840.00 8900.00 8825.00 8940.00 8785.00 60.00 60.00 60.00 55.00
2021-03-16 9040.00 8980.00 9210.00 8965.00 8890.00 8910.00 9105.00 8885.00 150.00 70.00 105.00 80.00
2021-03-15 9030.00 9080.00 9165.00 8950.00 8875.00 8940.00 9015.00 8805.00 155.00 140.00 150.00 145.00
2021-03-12 8960.00 9030.00 9125.00 8920.00 8830.00 8870.00 8930.00 8755.00 130.00 160.00 195.00 165.00
2021-03-11 8800.00 8975.00 8990.00 8750.00 8690.00 8815.00 8845.00 8625.00 110.00 160.00 145.00 125.00
2021-03-10 8970.00 8765.00 9035.00 8745.00 8805.00 8655.00 8885.00 8640.00 165.00 110.00 150.00 105.00
2021-03-09 9120.00 8930.00 9180.00 8925.00 8960.00 8790.00 9010.00 8790.00 160.00 140.00 170.00 135.00
2021-03-08 8935.00 9145.00 9265.00 8895.00 8800.00 8985.00 9070.00 8725.00 135.00 160.00 195.00 170.00
2021-03-05 8940.00 8930.00 9000.00 8790.00 8765.00 8755.00 8795.00 8620.00 175.00 175.00 205.00 170.00
2021-03-04 9030.00 8940.00 9255.00 8920.00 8820.00 8745.00 9005.00 8705.00 210.00 195.00 250.00 215.00
2021-03-03 8930.00 9035.00 9075.00 8865.00 8695.00 8790.00 8835.00 8630.00 235.00 245.00 240.00 235.00
2021-03-02 8780.00 8905.00 8945.00 8645.00 8575.00 8645.00 8680.00 8455.00 205.00 260.00 265.00 190.00
2021-03-01 8850.00 8795.00 8960.00 8680.00 8680.00 8595.00 8755.00 8500.00 170.00 200.00 205.00 180.00
2021-02-26 8905.00 8885.00 9000.00 8720.00 8780.00 8690.00 8790.00 8560.00 125.00 195.00 210.00 160.00
2021-02-25 8770.00 8895.00 9075.00 8680.00 8555.00 8695.00 8845.00 8445.00 215.00 200.00 230.00 235.00
2021-02-24 8820.00 8735.00 8980.00 8735.00 8610.00 8505.00 8735.00 8505.00 210.00 230.00 245.00 230.00
2021-02-23 8970.00 8840.00 9120.00 8745.00 8880.00 8760.00 9035.00 8670.00 90.00 80.00 85.00 75.00
2021-02-22 8800.00 8995.00 9145.00 8760.00 8700.00 8915.00 9060.00 8695.00 100.00 80.00 85.00 65.00
2021-02-19 8590.00 8795.00 8825.00 8520.00 8540.00 8745.00 8765.00 8470.00 50.00 50.00 60.00 50.00
2021-02-18 8300.00 8585.00 8605.00 8220.00 7955.00 8545.00 8555.00 7955.00 345.00 40.00 50.00 265.00
2021-02-10 7970.00 7955.00 8010.00 7905.00 7955.00 7925.00 7965.00 7865.00 15.00 30.00 45.00 40.00
2021-02-09 8030.00 7995.00 8075.00 7925.00 8005.00 7955.00 8045.00 7895.00 25.00 40.00 30.00 30.00
2021-02-08 8050.00 8030.00 8120.00 7980.00 8025.00 8005.00 8085.00 7945.00 25.00 25.00 35.00 35.00
2021-02-05 8080.00 8045.00 8115.00 8020.00 8005.00 8005.00 8075.00 7985.00 75.00 40.00 40.00 35.00
2021-02-04 7995.00 8085.00 8085.00 7930.00 7935.00 8045.00 8055.00 7900.00 60.00 40.00 30.00 30.00
2021-02-03 7880.00 7980.00 7995.00 7835.00 7845.00 7950.00 7965.00 7810.00 35.00 30.00 30.00 25.00
2021-02-02 7870.00 7860.00 7910.00 7805.00 7870.00 7830.00 7890.00 7780.00 0.00 30.00 20.00 25.00
2021-02-01 8000.00 7865.00 8065.00 7855.00 7990.00 7860.00 8055.00 7840.00 10.00 5.00 10.00 15.00
2021-01-29 7945.00 7980.00 8030.00 7915.00 7905.00 7980.00 8025.00 7895.00 40.00 0.00 5.00 20.00
2021-01-28 7865.00 7935.00 7950.00 7830.00 7800.00 7900.00 7925.00 7800.00 65.00 35.00 25.00 30.00
2021-01-27 7770.00 7865.00 7870.00 7745.00 7755.00 7840.00 7860.00 7745.00 15.00 25.00 10.00 0.00
2021-01-26 7730.00 7745.00 7850.00 7725.00 7745.00 7735.00 7830.00 7725.00 -15.00 10.00 20.00 0.00
2021-01-25 7855.00 7740.00 7970.00 7690.00 7800.00 7725.00 7940.00 7685.00 55.00 15.00 30.00 5.00
2021-01-22 7815.00 7880.00 7900.00 7705.00 7750.00 7850.00 7890.00 7675.00 65.00 30.00 10.00 30.00
2021-01-21 7685.00 7815.00 7815.00 7685.00 7675.00 7765.00 7775.00 7660.00 10.00 50.00 40.00 25.00
2021-01-20 7750.00 7680.00 7790.00 7670.00 7700.00 7650.00 7755.00 7640.00 50.00 30.00 35.00 30.00
2021-01-19 7750.00 7740.00 7805.00 7700.00 7800.00 7700.00 7800.00 7675.00 -50.00 40.00 5.00 25.00
2021-01-18 7595.00 7760.00 7780.00 7555.00 7570.00 7765.00 7765.00 7530.00 25.00 -5.00 15.00 25.00
2021-01-15 7550.00 7605.00 7640.00 7490.00 7510.00 7590.00 7610.00 7465.00 40.00 15.00 30.00 25.00
2021-01-14 7620.00 7560.00 7630.00 7475.00 7580.00 7535.00 7580.00 7460.00 40.00 25.00 50.00 15.00
2021-01-13 7575.00 7635.00 7640.00 7445.00 7560.00 7600.00 7605.00 7420.00 15.00 35.00 35.00 25.00
2021-01-12 7490.00 7560.00 7575.00 7395.00 7470.00 7540.00 7550.00 7385.00 20.00 20.00 25.00 10.00
2021-01-11 7465.00 7490.00 7590.00 7415.00 7415.00 7440.00 7520.00 7380.00 50.00 50.00 70.00 35.00
2021-01-08 7580.00 7450.00 7630.00 7425.00 7540.00 7410.00 7595.00 7390.00 40.00 40.00 35.00 35.00
2021-01-07 7625.00 7590.00 7745.00 7580.00 7620.00 7535.00 8360.00 7535.00 5.00 55.00 -615.00 45.00
2021-01-06 7735.00 7640.00 7780.00 7630.00 7715.00 7600.00 7755.00 7580.00 20.00 40.00 25.00 50.00
2021-01-05 7745.00 7710.00 7825.00 7660.00 7705.00 7685.00 7780.00 7635.00 40.00 25.00 45.00 25.00
2021-01-04 7725.00 7760.00 7770.00 7625.00 7720.00 7730.00 7730.00 7605.00 5.00 30.00 40.00 20.00
2020-12-31 7575.00 7720.00 7735.00 7505.00 7480.00 7725.00 7735.00 7480.00 95.00 -5.00 0.00 25.00
2020-12-30 7540.00 7565.00 7570.00 7450.00 7500.00 7500.00 7535.00 7410.00 40.00 65.00 35.00 40.00
2020-12-29 7600.00 7540.00 7630.00 7540.00 7530.00 7480.00 7545.00 7475.00 70.00 60.00 85.00 65.00
2020-12-28 7680.00 7585.00 7715.00 7585.00 7565.00 7490.00 7655.00 7485.00 115.00 95.00 60.00 100.00
2020-12-25 7885.00 7665.00 7905.00 7660.00 7805.00 7565.00 7815.00 7560.00 80.00 100.00 90.00 100.00
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