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
2020-12-24 7790.00 7900.00 7920.00 7780.00 7710.00 7800.00 7830.00 7700.00 80.00 100.00 90.00 80.00
2020-12-23 7800.00 7765.00 7830.00 7715.00 7720.00 7690.00 7765.00 7655.00 80.00 75.00 65.00 60.00
2020-12-22 7815.00 7770.00 8000.00 7755.00 7750.00 7720.00 7925.00 7710.00 65.00 50.00 75.00 45.00
2020-12-21 7955.00 7815.00 8035.00 7815.00 7885.00 7760.00 7970.00 7760.00 70.00 55.00 65.00 55.00
2020-12-18 7890.00 7955.00 8015.00 7875.00 7850.00 7890.00 7965.00 7820.00 40.00 65.00 50.00 55.00
2020-12-17 7825.00 7890.00 7890.00 7765.00 7760.00 7870.00 7870.00 7750.00 65.00 20.00 20.00 15.00
2020-12-16 7815.00 7825.00 7860.00 7730.00 7850.00 7775.00 7850.00 7700.00 -35.00 50.00 10.00 30.00
2020-12-15 7920.00 7800.00 7955.00 7790.00 7950.00 7815.00 7970.00 7815.00 -30.00 -15.00 -15.00 -25.00
2020-12-14 7985.00 7950.00 8200.00 7880.00 7955.00 7950.00 8195.00 7880.00 30.00 0.00 5.00 0.00
2020-12-11 7880.00 7970.00 7995.00 7850.00 7865.00 7955.00 7960.00 7830.00 15.00 15.00 35.00 20.00
2020-12-10 7855.00 7890.00 8145.00 7840.00 7820.00 7855.00 8070.00 7805.00 35.00 35.00 75.00 35.00
2020-12-09 7870.00 7845.00 7940.00 7830.00 7840.00 7820.00 7885.00 7775.00 30.00 25.00 55.00 55.00
2020-12-08 8010.00 7875.00 8030.00 7825.00 7910.00 7840.00 7950.00 7785.00 100.00 35.00 80.00 40.00
2020-12-07 7895.00 8000.00 8020.00 7805.00 7740.00 7910.00 7925.00 7700.00 155.00 90.00 95.00 105.00
2020-12-04 7725.00 7895.00 7905.00 7675.00 7505.00 7755.00 7760.00 7505.00 220.00 140.00 145.00 170.00
2020-12-03 7770.00 7730.00 7800.00 7670.00 7610.00 7575.00 7640.00 7525.00 160.00 155.00 160.00 145.00
2020-12-02 7915.00 7775.00 7950.00 7740.00 7750.00 7605.00 7750.00 7580.00 165.00 170.00 200.00 160.00
2020-12-01 7950.00 7910.00 7965.00 7800.00 7830.00 7790.00 7850.00 7700.00 120.00 120.00 115.00 100.00
2020-11-30 7985.00 7955.00 8030.00 7860.00 7875.00 7820.00 7915.00 7775.00 110.00 135.00 115.00 85.00
2020-11-27 7850.00 7970.00 8010.00 7820.00 7750.00 7860.00 7900.00 7735.00 100.00 110.00 110.00 85.00
2020-11-26 7885.00 7855.00 8060.00 7845.00 7760.00 7775.00 7940.00 7740.00 125.00 80.00 120.00 105.00
2020-11-25 8055.00 7880.00 8080.00 7870.00 7900.00 7765.00 7925.00 7755.00 155.00 115.00 155.00 115.00
2020-11-24 7980.00 8040.00 8110.00 7955.00 7855.00 7885.00 7925.00 7825.00 125.00 155.00 185.00 130.00
2020-11-23 7760.00 7965.00 7970.00 7720.00 7600.00 7715.00 7740.00 7550.00 160.00 250.00 230.00 170.00
2020-11-20 7895.00 7740.00 7935.00 7725.00 7810.00 7685.00 7870.00 7670.00 85.00 55.00 65.00 55.00
2020-11-19 7790.00 7880.00 7910.00 7715.00 7750.00 7810.00 7845.00 7655.00 40.00 70.00 65.00 60.00
2020-11-18 7695.00 7770.00 7825.00 7665.00 7675.00 7720.00 7775.00 7630.00 20.00 50.00 50.00 35.00
2020-11-17 7680.00 7685.00 7715.00 7590.00 7645.00 7660.00 7680.00 7550.00 35.00 25.00 35.00 40.00
2020-11-16 7605.00 7655.00 7750.00 7560.00 7555.00 7610.00 7710.00 7530.00 50.00 45.00 40.00 30.00
2020-11-13 7400.00 7605.00 7610.00 7400.00 7415.00 7570.00 7575.00 7405.00 -15.00 35.00 35.00 -5.00
2020-11-12 7390.00 7420.00 7450.00 7375.00 7360.00 7400.00 7450.00 7350.00 30.00 20.00 0.00 25.00
2020-11-11 7320.00 7390.00 7390.00 7240.00 7305.00 7350.00 7365.00 7220.00 15.00 40.00 25.00 20.00
2020-11-10 7460.00 7310.00 7475.00 7280.00 7535.00 7280.00 7535.00 7255.00 -75.00 30.00 -60.00 25.00
2020-11-09 7400.00 7355.00 7460.00 7290.00 7380.00 7330.00 7435.00 7270.00 20.00 25.00 25.00 20.00
2020-11-06 7400.00 7390.00 7440.00 7350.00 7380.00 7370.00 7410.00 7320.00 20.00 20.00 30.00 30.00
2020-11-05 7430.00 7385.00 7460.00 7355.00 7390.00 7360.00 7425.00 7320.00 40.00 25.00 35.00 35.00
2020-11-04 7500.00 7415.00 7545.00 7405.00 7480.00 7390.00 7505.00 7370.00 20.00 25.00 40.00 35.00
2020-11-03 7440.00 7490.00 7540.00 7400.00 7420.00 7455.00 7485.00 7365.00 20.00 35.00 55.00 35.00
2020-11-02 7265.00 7445.00 7450.00 7240.00 7270.00 7405.00 7405.00 7210.00 -5.00 40.00 45.00 30.00
2020-10-30 7145.00 7265.00 7270.00 7040.00 7095.00 7250.00 7250.00 7020.00 50.00 15.00 20.00 20.00
2020-10-29 7230.00 7185.00 7280.00 7160.00 7170.00 7160.00 7250.00 7140.00 60.00 25.00 30.00 20.00
2020-10-28 7240.00 7260.00 7315.00 7230.00 7225.00 7225.00 7290.00 7205.00 15.00 35.00 25.00 25.00
2020-10-27 7225.00 7255.00 7300.00 7175.00 7210.00 7230.00 7280.00 7155.00 15.00 25.00 20.00 20.00
2020-10-26 7195.00 7240.00 7245.00 7130.00 7185.00 7210.00 7225.00 7110.00 10.00 30.00 20.00 20.00
2020-10-23 7250.00 7195.00 7265.00 7155.00 7230.00 7160.00 7250.00 7140.00 20.00 35.00 15.00 15.00
2020-10-22 7270.00 7250.00 7315.00 7215.00 7255.00 7230.00 7300.00 7200.00 15.00 20.00 15.00 15.00
2020-10-21 7275.00 7270.00 7375.00 7230.00 7255.00 7255.00 7350.00 7210.00 20.00 15.00 25.00 20.00
2020-10-20 7250.00 7285.00 7300.00 7210.00 7235.00 7250.00 7280.00 7195.00 15.00 35.00 20.00 15.00
2020-10-19 7290.00 7250.00 7350.00 7200.00 7265.00 7230.00 7330.00 7180.00 25.00 20.00 20.00 20.00
2020-10-16 7300.00 7285.00 7370.00 7250.00 7250.00 7255.00 7340.00 7230.00 50.00 30.00 30.00 20.00
2020-10-15 7420.00 7315.00 7460.00 7310.00 7400.00 7285.00 7425.00 7280.00 20.00 30.00 35.00 30.00
2020-10-14 7430.00 7425.00 7485.00 7410.00 7400.00 7390.00 7455.00 7380.00 30.00 35.00 30.00 30.00
2020-10-13 7470.00 7415.00 7485.00 7385.00 7445.00 7390.00 7450.00 7360.00 25.00 25.00 35.00 25.00
2020-10-12 7335.00 7480.00 7485.00 7330.00 7320.00 7435.00 7450.00 7305.00 15.00 45.00 35.00 25.00
2020-10-09 7200.00 7355.00 7370.00 7165.00 7325.00 7330.00 7340.00 7080.00 -125.00 25.00 30.00 85.00
2020-09-30 7265.00 7140.00 7270.00 7075.00 7225.00 7115.00 7225.00 7045.00 40.00 25.00 45.00 30.00
2020-09-29 7260.00 7265.00 7305.00 7195.00 7230.00 7235.00 7275.00 7160.00 30.00 30.00 30.00 35.00
2020-09-28 7275.00 7260.00 7355.00 7245.00 7240.00 7220.00 7325.00 7210.00 35.00 40.00 30.00 35.00
2020-09-25 7175.00 7295.00 7310.00 7140.00 7150.00 7265.00 7285.00 7120.00 25.00 30.00 25.00 20.00
2020-09-24 7255.00 7175.00 7275.00 7130.00 7230.00 7145.00 7250.00 7100.00 25.00 30.00 25.00 30.00
2020-09-23 7250.00 7235.00 7310.00 7180.00 7250.00 7220.00 7280.00 7120.00 0.00 15.00 30.00 60.00
2020-09-22 7400.00 7240.00 7410.00 7240.00 7365.00 7215.00 7385.00 7215.00 35.00 25.00 25.00 25.00
2020-09-21 7375.00 7425.00 7470.00 7330.00 7320.00 7400.00 7445.00 7300.00 55.00 25.00 25.00 30.00
2020-09-18 7315.00 7385.00 7420.00 7300.00 7290.00 7355.00 7390.00 7270.00 25.00 30.00 30.00 30.00
2020-09-17 7425.00 7305.00 7480.00 7275.00 7390.00 7280.00 7450.00 7250.00 35.00 25.00 30.00 25.00
2020-09-16 7360.00 7430.00 7450.00 7305.00 7285.00 7395.00 7415.00 7270.00 75.00 35.00 35.00 35.00
2020-09-15 7405.00 7360.00 7440.00 7330.00 7350.00 7325.00 7390.00 7285.00 55.00 35.00 50.00 45.00
2020-09-14 7390.00 7405.00 7455.00 7375.00 7375.00 7340.00 7415.00 7330.00 15.00 65.00 40.00 45.00
2020-09-11 7420.00 7415.00 7435.00 7300.00 7385.00 7380.00 7405.00 7265.00 35.00 35.00 30.00 35.00
2020-09-10 7535.00 7435.00 7550.00 7405.00 7495.00 7415.00 7505.00 7370.00 40.00 20.00 45.00 35.00
2020-09-09 7535.00 7510.00 7565.00 7380.00 7490.00 7470.00 7525.00 7350.00 45.00 40.00 40.00 30.00
2020-09-08 7580.00 7565.00 7690.00 7550.00 7535.00 7535.00 7650.00 7490.00 45.00 30.00 40.00 60.00
2020-09-07 7680.00 7590.00 7685.00 7570.00 7635.00 7545.00 7650.00 7540.00 45.00 45.00 35.00 30.00
2020-09-04 7640.00 7655.00 7745.00 7565.00 7615.00 7645.00 7710.00 7545.00 25.00 10.00 35.00 20.00
2020-09-03 7635.00 7640.00 7690.00 7580.00 7620.00 7610.00 7645.00 7560.00 15.00 30.00 45.00 20.00
2020-09-02 7485.00 7650.00 7785.00 7480.00 7420.00 7720.00 7865.00 7420.00 65.00 -70.00 -80.00 60.00
2020-09-01 7475.00 7480.00 7500.00 7420.00 7440.00 7425.00 7485.00 7375.00 35.00 55.00 15.00 45.00
2020-08-31 7335.00 7465.00 7520.00 7330.00 7295.00 7440.00 7460.00 7280.00 40.00 25.00 60.00 50.00
2020-08-28 7365.00 7335.00 7385.00 7280.00 7305.00 7290.00 7320.00 7220.00 60.00 45.00 65.00 60.00
2020-08-27 7260.00 7365.00 7380.00 7255.00 7185.00 7315.00 7325.00 7185.00 75.00 50.00 55.00 70.00
2020-08-26 7250.00 7250.00 7335.00 7215.00 7190.00 7190.00 7290.00 7155.00 60.00 60.00 45.00 60.00
2020-08-25 7145.00 7260.00 7270.00 7140.00 7105.00 7165.00 7200.00 7090.00 40.00 95.00 70.00 50.00
2020-08-24 7155.00 7130.00 7175.00 7115.00 7090.00 7085.00 7100.00 7040.00 65.00 45.00 75.00 75.00
2020-08-21 7250.00 7155.00 7250.00 7110.00 7220.00 7075.00 7220.00 7065.00 30.00 80.00 30.00 45.00
2020-08-20 7140.00 7250.00 7285.00 7115.00 7110.00 7195.00 7210.00 7080.00 30.00 55.00 75.00 35.00
2020-08-19 7180.00 7140.00 7195.00 7095.00 7160.00 7120.00 7190.00 7090.00 20.00 20.00 5.00 5.00
2020-08-18 7060.00 7175.00 7195.00 7055.00 7040.00 7165.00 7180.00 7025.00 20.00 10.00 15.00 30.00
2020-08-17 7020.00 7085.00 7120.00 7000.00 7000.00 7045.00 7085.00 6970.00 20.00 40.00 35.00 30.00
2020-08-14 6990.00 7035.00 7085.00 6960.00 6950.00 7005.00 7040.00 6925.00 40.00 30.00 45.00 35.00
2020-08-13 7025.00 6990.00 7060.00 6935.00 7000.00 6945.00 7030.00 6915.00 25.00 45.00 30.00 20.00
2020-08-12 7060.00 7025.00 7100.00 6990.00 7030.00 7000.00 7055.00 6975.00 30.00 25.00 45.00 15.00
2020-08-11 7085.00 7055.00 7105.00 7035.00 7055.00 7030.00 7090.00 7020.00 30.00 25.00 15.00 15.00
2020-08-10 7170.00 7070.00 7175.00 7005.00 7085.00 7040.00 7100.00 6965.00 85.00 30.00 75.00 40.00
2020-08-07 7195.00 7175.00 7285.00 7120.00 7110.00 7100.00 7170.00 7060.00 85.00 75.00 115.00 60.00
2020-08-06 7245.00 7180.00 7245.00 7145.00 7160.00 7110.00 7175.00 7060.00 85.00 70.00 70.00 85.00
2020-08-05 7165.00 7200.00 7310.00 7135.00 7110.00 7125.00 7200.00 7070.00 55.00 75.00 110.00 65.00
2020-08-04 7100.00 7190.00 7225.00 7070.00 7010.00 7110.00 7130.00 7010.00 90.00 80.00 95.00 60.00
2020-08-03 6980.00 7085.00 7115.00 6965.00 6935.00 7010.00 7035.00 6920.00 45.00 75.00 80.00 45.00
2020-07-31 7045.00 6985.00 7055.00 6930.00 6980.00 6935.00 6995.00 6880.00 65.00 50.00 60.00 50.00
2020-07-30 7105.00 7045.00 7155.00 7035.00 7045.00 6985.00 7075.00 6980.00 60.00 60.00 80.00 55.00
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