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
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
2020-07-29 7110.00 7095.00 7175.00 7065.00 7030.00 7040.00 7095.00 7010.00 80.00 55.00 80.00 55.00
2020-07-28 7055.00 7110.00 7155.00 7025.00 6995.00 7030.00 7060.00 6955.00 60.00 80.00 95.00 70.00
2020-07-27 6940.00 7050.00 7085.00 6915.00 6880.00 6975.00 6995.00 6855.00 60.00 75.00 90.00 60.00
2020-07-24 7005.00 6940.00 7050.00 6905.00 6915.00 6875.00 6980.00 6855.00 90.00 65.00 70.00 50.00
2020-07-23 6995.00 7025.00 7040.00 6940.00 6950.00 6945.00 6955.00 6890.00 45.00 80.00 85.00 50.00
2020-07-22 7085.00 6995.00 7150.00 6975.00 7035.00 6950.00 7070.00 6935.00 50.00 45.00 80.00 40.00
2020-07-21 7080.00 7060.00 7165.00 7035.00 7055.00 7010.00 7075.00 6985.00 25.00 50.00 90.00 50.00
2020-07-20 7085.00 7100.00 7180.00 7015.00 6980.00 7025.00 7070.00 6950.00 105.00 75.00 110.00 65.00
2020-07-17 7130.00 7090.00 7145.00 7050.00 7025.00 6990.00 7060.00 6970.00 105.00 100.00 85.00 80.00
2020-07-16 7250.00 7120.00 7265.00 7105.00 7110.00 7045.00 7140.00 7005.00 140.00 75.00 125.00 100.00
2020-07-15 7300.00 7235.00 7325.00 7215.00 7115.00 7110.00 7155.00 7075.00 185.00 125.00 170.00 140.00
2020-07-14 7300.00 7305.00 7430.00 7225.00 7155.00 7115.00 7205.00 7055.00 145.00 190.00 225.00 170.00
2020-07-13 7250.00 7290.00 7375.00 7230.00 7080.00 7145.00 7200.00 7080.00 170.00 145.00 175.00 150.00
2020-07-10 7305.00 7225.00 7360.00 7150.00 7175.00 7060.00 7195.00 7000.00 130.00 165.00 165.00 150.00
2020-07-09 7315.00 7290.00 7400.00 7225.00 7100.00 7155.00 7215.00 7085.00 215.00 135.00 185.00 140.00
2020-07-08 7265.00 7300.00 7485.00 7265.00 7150.00 7110.00 7275.00 7105.00 115.00 190.00 210.00 160.00
2020-07-07 7180.00 7280.00 7360.00 7135.00 7045.00 7130.00 7205.00 7040.00 135.00 150.00 155.00 95.00
2020-07-06 7000.00 7180.00 7195.00 6960.00 6905.00 7080.00 7090.00 6870.00 95.00 100.00 105.00 90.00
2020-07-03 6895.00 7000.00 7010.00 6890.00 6820.00 6905.00 6930.00 6805.00 75.00 95.00 80.00 85.00
2020-07-02 6890.00 6890.00 6920.00 6820.00 6780.00 6805.00 6815.00 6725.00 110.00 85.00 105.00 95.00
2020-07-01 6885.00 6890.00 6935.00 6865.00 6775.00 6780.00 6815.00 6755.00 110.00 110.00 120.00 110.00
2020-06-30 6795.00 6900.00 6940.00 6785.00 6675.00 6780.00 6810.00 6675.00 120.00 120.00 130.00 110.00
2020-06-29 6810.00 6785.00 6865.00 6725.00 6715.00 6665.00 6770.00 6625.00 95.00 120.00 95.00 100.00
2020-06-24 6860.00 6875.00 6895.00 6805.00 6750.00 6785.00 6800.00 6725.00 110.00 90.00 95.00 80.00
2020-06-23 6780.00 6835.00 6855.00 6775.00 6715.00 6735.00 6765.00 6705.00 65.00 100.00 90.00 70.00
2020-06-22 6810.00 6785.00 6830.00 6745.00 6745.00 6710.00 6770.00 6700.00 65.00 75.00 60.00 45.00
2020-06-19 6850.00 6795.00 6875.00 6760.00 6760.00 6735.00 6805.00 6705.00 90.00 60.00 70.00 55.00
2020-06-18 6825.00 6850.00 6930.00 6790.00 6745.00 6780.00 6840.00 6720.00 80.00 70.00 90.00 70.00
2020-06-17 6870.00 6825.00 6890.00 6780.00 6790.00 6755.00 6800.00 6710.00 80.00 70.00 90.00 70.00
2020-06-16 6655.00 6850.00 6875.00 6620.00 6555.00 6755.00 6770.00 6555.00 100.00 95.00 105.00 65.00
2020-06-15 6695.00 6645.00 6760.00 6635.00 6645.00 6580.00 6690.00 6575.00 50.00 65.00 70.00 60.00
2020-06-12 6600.00 6690.00 6695.00 6480.00 6600.00 6640.00 6645.00 6460.00 0.00 50.00 50.00 20.00
2020-06-11 6670.00 6645.00 6720.00 6610.00 6625.00 6620.00 6700.00 6595.00 45.00 25.00 20.00 15.00
2020-06-10 6650.00 6650.00 6745.00 6625.00 6610.00 6640.00 6710.00 6610.00 40.00 10.00 35.00 15.00
2020-06-09 6575.00 6660.00 6670.00 6535.00 6580.00 6630.00 6645.00 6535.00 -5.00 30.00 25.00 0.00
2020-06-08 6660.00 6610.00 6685.00 6585.00 6615.00 6600.00 6660.00 6575.00 45.00 10.00 25.00 10.00
2020-06-05 6595.00 6630.00 6650.00 6570.00 6565.00 6600.00 6620.00 6555.00 30.00 30.00 30.00 15.00
2020-06-04 6710.00 6570.00 6715.00 6550.00 6665.00 6545.00 6670.00 6530.00 45.00 25.00 45.00 20.00
2020-06-03 6695.00 6725.00 6755.00 6670.00 6650.00 6675.00 6705.00 6630.00 45.00 50.00 50.00 40.00
2020-06-02 6685.00 6690.00 6775.00 6650.00 6650.00 6645.00 6715.00 6615.00 35.00 45.00 60.00 35.00
2020-06-01 6520.00 6685.00 6715.00 6515.00 6480.00 6650.00 6670.00 6480.00 40.00 35.00 45.00 35.00
2020-05-29 6585.00 6515.00 6615.00 6515.00 6550.00 6485.00 6575.00 6480.00 35.00 30.00 40.00 35.00
2020-05-28 6520.00 6560.00 6600.00 6450.00 6485.00 6525.00 6560.00 6440.00 35.00 35.00 40.00 10.00
2020-05-27 6500.00 6500.00 6560.00 6430.00 6510.00 6495.00 6545.00 6445.00 -10.00 5.00 15.00 -15.00
2020-05-26 6500.00 6490.00 6530.00 6450.00 6515.00 6500.00 6530.00 6460.00 -15.00 -10.00 0.00 -10.00
2020-05-25 6415.00 6490.00 6530.00 6415.00 6445.00 6490.00 6525.00 6430.00 -30.00 0.00 5.00 -15.00
2020-05-22 6515.00 6415.00 6540.00 6390.00 6545.00 6420.00 6545.00 6405.00 -30.00 -5.00 -5.00 -15.00
2020-05-21 6500.00 6515.00 6595.00 6460.00 6520.00 6535.00 6590.00 6465.00 -20.00 -20.00 5.00 -5.00
2020-05-20 6365.00 6490.00 6495.00 6330.00 6375.00 6495.00 6505.00 6345.00 -10.00 -5.00 -10.00 -15.00
2020-05-19 6380.00 6365.00 6530.00 6340.00 6420.00 6380.00 6530.00 6355.00 -40.00 -15.00 0.00 -15.00
2020-05-18 6385.00 6370.00 6410.00 6320.00 6425.00 6390.00 6425.00 6335.00 -40.00 -20.00 -15.00 -15.00
2020-05-15 6295.00 6395.00 6410.00 6270.00 6305.00 6395.00 6410.00 6285.00 -10.00 0.00 0.00 -15.00
2020-05-14 6295.00 6290.00 6320.00 6230.00 6320.00 6300.00 6335.00 6245.00 -25.00 -10.00 -15.00 -15.00
2020-05-13 6275.00 6295.00 6355.00 6170.00 6260.00 6305.00 6350.00 6185.00 15.00 -10.00 5.00 -15.00
2020-05-12 6230.00 6250.00 6275.00 6185.00 6240.00 6260.00 6290.00 6200.00 -10.00 -10.00 -15.00 -15.00
2020-05-11 6360.00 6240.00 6380.00 6215.00 6400.00 6245.00 6400.00 6230.00 -40.00 -5.00 -20.00 -15.00
2020-05-08 6400.00 6360.00 6440.00 6300.00 6340.00 6360.00 6410.00 6275.00 60.00 0.00 30.00 25.00
2020-05-07 6400.00 6340.00 6540.00 6335.00 6435.00 6310.00 6520.00 6310.00 -35.00 30.00 20.00 25.00
2020-05-06 6330.00 6450.00 6485.00 6260.00 6305.00 6450.00 6485.00 6275.00 25.00 0.00 0.00 -15.00
2020-04-30 6150.00 6180.00 6190.00 6020.00 6215.00 6185.00 6215.00 6065.00 -65.00 -5.00 -25.00 -45.00
2020-04-29 6200.00 6090.00 6245.00 6055.00 6280.00 6130.00 6280.00 6095.00 -80.00 -40.00 -35.00 -40.00
2020-04-28 6160.00 6145.00 6210.00 6110.00 6125.00 6170.00 6210.00 6110.00 35.00 -25.00 0.00 0.00
2020-04-27 6085.00 6225.00 6300.00 6070.00 6070.00 6220.00 6305.00 6030.00 15.00 5.00 -5.00 40.00
2020-04-24 6080.00 6110.00 6175.00 6020.00 6120.00 6110.00 6170.00 6035.00 -40.00 0.00 5.00 -15.00
2020-04-23 5800.00 6100.00 6110.00 5800.00 5805.00 6085.00 6095.00 5805.00 -5.00 15.00 15.00 -5.00
2020-04-22 5680.00 5730.00 5810.00 5640.00 5765.00 5730.00 5815.00 5665.00 -85.00 0.00 -5.00 -25.00
2020-04-21 5980.00 5865.00 6055.00 5730.00 6045.00 5920.00 6120.00 5810.00 -65.00 -55.00 -65.00 -80.00
2020-04-20 6105.00 6095.00 6140.00 6025.00 6100.00 6165.00 6200.00 6085.00 5.00 -70.00 -60.00 -60.00
2020-04-17 6255.00 6150.00 6365.00 6125.00 6350.00 6210.00 6505.00 6190.00 -95.00 -60.00 -140.00 -65.00
2020-04-16 6205.00 6225.00 6250.00 6120.00 6300.00 6365.00 6400.00 6230.00 -95.00 -140.00 -150.00 -110.00
2020-04-15 6090.00 6205.00 6260.00 6045.00 6350.00 6310.00 6400.00 6260.00 -260.00 -105.00 -140.00 -215.00
2020-04-14 6350.00 6180.00 6375.00 6105.00 6670.00 6400.00 6670.00 6255.00 -320.00 -220.00 -295.00 -150.00
2020-04-13 6400.00 6330.00 6555.00 6260.00 6400.00 6605.00 6605.00 6330.00 0.00 -275.00 -50.00 -70.00
2020-04-10 5900.00 6260.00 6305.00 5870.00 5970.00 6345.00 6365.00 5900.00 -70.00 -85.00 -60.00 -30.00
2020-04-09 5990.00 6045.00 6070.00 5925.00 6050.00 6080.00 6135.00 6020.00 -60.00 -35.00 -65.00 -95.00
2020-04-08 6065.00 5920.00 6100.00 5910.00 6150.00 6010.00 6195.00 6000.00 -85.00 -90.00 -95.00 -90.00
2020-04-07 5995.00 6115.00 6150.00 5970.00 6030.00 6155.00 6190.00 5995.00 -35.00 -40.00 -40.00 -25.00
2020-04-03 5850.00 5905.00 5915.00 5765.00 5980.00 5940.00 5980.00 5755.00 -130.00 -35.00 -65.00 10.00
2020-04-02 5575.00 5805.00 5845.00 5555.00 5620.00 5810.00 5870.00 5580.00 -45.00 -5.00 -25.00 -25.00
2020-04-01 5480.00 5565.00 5620.00 5415.00 5545.00 5615.00 5645.00 5495.00 -65.00 -50.00 -25.00 -80.00
2020-03-31 5430.00 5565.00 5680.00 5430.00 5445.00 5505.00 5630.00 5410.00 -15.00 60.00 50.00 20.00
2020-03-30 5535.00 5370.00 5535.00 5350.00 5585.00 5420.00 5600.00 5420.00 -50.00 -50.00 -65.00 -70.00
2020-03-27 5795.00 5650.00 5820.00 5560.00 5910.00 5735.00 5910.00 5650.00 -115.00 -85.00 -90.00 -90.00
2020-03-26 6110.00 5820.00 6110.00 5790.00 6185.00 5910.00 6185.00 5880.00 -75.00 -90.00 -75.00 -90.00
2020-03-25 6200.00 6110.00 6225.00 6060.00 6305.00 6185.00 6325.00 6155.00 -105.00 -75.00 -100.00 -95.00
2020-03-24 6330.00 6185.00 6330.00 6065.00 6350.00 6265.00 6385.00 6175.00 -20.00 -80.00 -55.00 -110.00
2020-03-23 6205.00 6270.00 6290.00 6160.00 6315.00 6340.00 6380.00 6260.00 -110.00 -70.00 -90.00 -100.00
2020-03-20 6400.00 6380.00 6465.00 6335.00 6505.00 6475.00 6550.00 6420.00 -105.00 -95.00 -85.00 -85.00
2020-03-19 6325.00 6340.00 6365.00 6210.00 6460.00 6425.00 6480.00 6325.00 -135.00 -85.00 -115.00 -115.00
2020-03-18 6470.00 6385.00 6540.00 6380.00 6620.00 6495.00 6650.00 6490.00 -150.00 -110.00 -110.00 -110.00
2020-03-17 6535.00 6515.00 6575.00 6460.00 6670.00 6640.00 6700.00 6590.00 -135.00 -125.00 -125.00 -130.00
2020-03-16 6630.00 6565.00 6670.00 6560.00 6740.00 6690.00 6790.00 6685.00 -110.00 -125.00 -120.00 -125.00
2020-03-13 6630.00 6665.00 6690.00 6560.00 6700.00 6785.00 6800.00 6680.00 -70.00 -120.00 -110.00 -120.00
2020-03-12 6690.00 6675.00 6715.00 6630.00 6800.00 6775.00 6820.00 6745.00 -110.00 -100.00 -105.00 -115.00
2020-03-11 6790.00 6720.00 6825.00 6705.00 6920.00 6830.00 6935.00 6820.00 -130.00 -110.00 -110.00 -115.00
2020-03-10 6530.00 6755.00 6800.00 6530.00 6655.00 6875.00 6910.00 6655.00 -125.00 -120.00 -110.00 -125.00
2020-03-09 6615.00 6615.00 6680.00 6615.00 6750.00 6750.00 6820.00 6750.00 -135.00 -135.00 -140.00 -135.00
2020-03-06 6925.00 6900.00 6925.00 6860.00 7050.00 7030.00 7065.00 7005.00 -125.00 -130.00 -140.00 -145.00
2020-03-05 6940.00 6945.00 6985.00 6915.00 7065.00 7085.00 7125.00 7060.00 -125.00 -140.00 -140.00 -145.00
2020-03-04 6935.00 6940.00 6960.00 6910.00 7015.00 7075.00 7090.00 7015.00 -80.00 -135.00 -130.00 -105.00
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