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:
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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。
关于塑料期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 6920.00 | 6935.00 | 6985.00 | 6890.00 | 7080.00 | 7070.00 | 7120.00 | 7030.00 | -160.00 | -135.00 | -135.00 | -140.00 |
| 2020-03-02 | 6725.00 | 6875.00 | 6885.00 | 6705.00 | 6840.00 | 7020.00 | 7030.00 | 6840.00 | -115.00 | -145.00 | -145.00 | -135.00 |
| 2020-02-28 | 6835.00 | 6725.00 | 6845.00 | 6720.00 | 6975.00 | 6880.00 | 6985.00 | 6880.00 | -140.00 | -155.00 | -140.00 | -160.00 |
| 2020-02-27 | 6900.00 | 6890.00 | 6910.00 | 6845.00 | 7045.00 | 7030.00 | 7050.00 | 6995.00 | -145.00 | -140.00 | -140.00 | -150.00 |
| 2020-02-26 | 6930.00 | 6920.00 | 6935.00 | 6890.00 | 7070.00 | 7055.00 | 7080.00 | 7030.00 | -140.00 | -135.00 | -145.00 | -140.00 |
| 2020-02-25 | 6915.00 | 6955.00 | 6960.00 | 6860.00 | 7000.00 | 7100.00 | 7105.00 | 7000.00 | -85.00 | -145.00 | -145.00 | -140.00 |
| 2020-02-24 | 6955.00 | 6935.00 | 6980.00 | 6900.00 | 7125.00 | 7080.00 | 7125.00 | 7045.00 | -170.00 | -145.00 | -145.00 | -145.00 |
| 2020-02-21 | 7035.00 | 7000.00 | 7045.00 | 6980.00 | 7145.00 | 7145.00 | 7175.00 | 7120.00 | -110.00 | -145.00 | -130.00 | -140.00 |
| 2020-02-20 | 6980.00 | 7035.00 | 7040.00 | 6965.00 | 7135.00 | 7170.00 | 7175.00 | 7105.00 | -155.00 | -135.00 | -135.00 | -140.00 |
| 2020-02-19 | 6885.00 | 6960.00 | 6975.00 | 6875.00 | 7050.00 | 7105.00 | 7115.00 | 7035.00 | -165.00 | -145.00 | -140.00 | -160.00 |
| 2020-02-18 | 6860.00 | 6885.00 | 6960.00 | 6855.00 | 7020.00 | 7050.00 | 7105.00 | 7015.00 | -160.00 | -165.00 | -145.00 | -160.00 |
| 2020-02-17 | 6825.00 | 6865.00 | 6865.00 | 6805.00 | 6990.00 | 7025.00 | 7025.00 | 6970.00 | -165.00 | -160.00 | -160.00 | -165.00 |
| 2020-02-14 | 6815.00 | 6820.00 | 6825.00 | 6770.00 | 6950.00 | 6980.00 | 6980.00 | 6925.00 | -135.00 | -160.00 | -155.00 | -155.00 |
| 2020-02-13 | 6825.00 | 6805.00 | 6840.00 | 6755.00 | 6990.00 | 6960.00 | 7000.00 | 6925.00 | -165.00 | -155.00 | -160.00 | -170.00 |
| 2020-02-12 | 6815.00 | 6820.00 | 6850.00 | 6780.00 | 6985.00 | 6980.00 | 7000.00 | 6945.00 | -170.00 | -160.00 | -150.00 | -165.00 |
| 2020-02-11 | 6820.00 | 6820.00 | 6850.00 | 6810.00 | 6970.00 | 6980.00 | 7005.00 | 6970.00 | -150.00 | -160.00 | -155.00 | -160.00 |
| 2020-02-10 | 6800.00 | 6825.00 | 6845.00 | 6785.00 | 6980.00 | 6980.00 | 7015.00 | 6955.00 | -180.00 | -155.00 | -170.00 | -170.00 |
| 2020-02-07 | 6830.00 | 6810.00 | 6835.00 | 6795.00 | 7000.00 | 6980.00 | 7000.00 | 6965.00 | -170.00 | -170.00 | -165.00 | -170.00 |
| 2020-02-06 | 6845.00 | 6845.00 | 6860.00 | 6780.00 | 6995.00 | 7000.00 | 7005.00 | 6925.00 | -150.00 | -155.00 | -145.00 | -145.00 |
| 2020-02-05 | 6800.00 | 6830.00 | 6890.00 | 6795.00 | 6900.00 | 6970.00 | 7005.00 | 6900.00 | -100.00 | -140.00 | -115.00 | -105.00 |
| 2020-02-04 | 6500.00 | 6805.00 | 6830.00 | 6500.00 | 6730.00 | 6925.00 | 6945.00 | 6605.00 | -230.00 | -120.00 | -115.00 | -105.00 |
| 2020-02-03 | 6740.00 | 6740.00 | 6800.00 | 6740.00 | 6810.00 | 6780.00 | 6885.00 | 6780.00 | -70.00 | -40.00 | -85.00 | -40.00 |
| 2020-01-23 | 7180.00 | 7155.00 | 7195.00 | 7135.00 | 7240.00 | 7205.00 | 7240.00 | 7185.00 | -60.00 | -50.00 | -45.00 | -50.00 |
| 2020-01-22 | 7220.00 | 7185.00 | 7235.00 | 7165.00 | 7260.00 | 7230.00 | 7285.00 | 7210.00 | -40.00 | -45.00 | -50.00 | -45.00 |
| 2020-01-21 | 7260.00 | 7230.00 | 7280.00 | 7215.00 | 7325.00 | 7290.00 | 7325.00 | 7275.00 | -65.00 | -60.00 | -45.00 | -60.00 |
| 2020-01-20 | 7305.00 | 7260.00 | 7310.00 | 7245.00 | 7360.00 | 7315.00 | 7360.00 | 7290.00 | -55.00 | -55.00 | -50.00 | -45.00 |
| 2020-01-17 | 7295.00 | 7305.00 | 7330.00 | 7290.00 | 7320.00 | 7350.00 | 7375.00 | 7320.00 | -25.00 | -45.00 | -45.00 | -30.00 |
| 2020-01-16 | 7375.00 | 7295.00 | 7390.00 | 7290.00 | 7405.00 | 7340.00 | 7430.00 | 7335.00 | -30.00 | -45.00 | -40.00 | -45.00 |
| 2020-01-15 | 7420.00 | 7365.00 | 7435.00 | 7345.00 | 7465.00 | 7405.00 | 7475.00 | 7390.00 | -45.00 | -40.00 | -40.00 | -45.00 |
| 2020-01-14 | 7475.00 | 7420.00 | 7490.00 | 7415.00 | 7525.00 | 7455.00 | 7525.00 | 7455.00 | -50.00 | -35.00 | -35.00 | -40.00 |
| 2020-01-13 | 7455.00 | 7485.00 | 7505.00 | 7410.00 | 7475.00 | 7525.00 | 7540.00 | 7445.00 | -20.00 | -40.00 | -35.00 | -35.00 |
| 2020-01-10 | 7380.00 | 7450.00 | 7450.00 | 7360.00 | 7415.00 | 7470.00 | 7480.00 | 7395.00 | -35.00 | -20.00 | -30.00 | -35.00 |
| 2020-01-09 | 7455.00 | 7380.00 | 7500.00 | 7370.00 | 7480.00 | 7405.00 | 7525.00 | 7405.00 | -25.00 | -25.00 | -25.00 | -35.00 |
| 2020-01-08 | 7405.00 | 7480.00 | 7570.00 | 7385.00 | 7445.00 | 7515.00 | 7600.00 | 7430.00 | -40.00 | -35.00 | -30.00 | -45.00 |
| 2020-01-07 | 7435.00 | 7400.00 | 7445.00 | 7380.00 | 7470.00 | 7440.00 | 7480.00 | 7425.00 | -35.00 | -40.00 | -35.00 | -45.00 |
| 2020-01-06 | 7360.00 | 7440.00 | 7470.00 | 7330.00 | 7420.00 | 7485.00 | 7505.00 | 7385.00 | -60.00 | -45.00 | -35.00 | -55.00 |
| 2020-01-03 | 7310.00 | 7350.00 | 7360.00 | 7270.00 | 7355.00 | 7400.00 | 7415.00 | 7325.00 | -45.00 | -50.00 | -55.00 | -55.00 |
| 2020-01-02 | 7325.00 | 7310.00 | 7335.00 | 7300.00 | 7375.00 | 7360.00 | 7375.00 | 7345.00 | -50.00 | -50.00 | -40.00 | -45.00 |
| 2019-12-31 | 7405.00 | 7310.00 | 7415.00 | 7305.00 | 7455.00 | 7355.00 | 7455.00 | 7350.00 | -50.00 | -45.00 | -40.00 | -45.00 |
| 2019-12-30 | 7375.00 | 7405.00 | 7445.00 | 7370.00 | 7425.00 | 7445.00 | 7485.00 | 7410.00 | -50.00 | -40.00 | -40.00 | -40.00 |
| 2019-12-27 | 7380.00 | 7375.00 | 7420.00 | 7365.00 | 7255.00 | 7250.00 | 7290.00 | 7240.00 | 125.00 | 125.00 | 130.00 | 125.00 |
| 2019-12-26 | 7350.00 | 7380.00 | 7395.00 | 7335.00 | 7385.00 | 7410.00 | 7420.00 | 7365.00 | -35.00 | -30.00 | -25.00 | -30.00 |
| 2019-12-25 | 7300.00 | 7350.00 | 7360.00 | 7290.00 | 7205.00 | 7235.00 | 7245.00 | 7200.00 | 95.00 | 115.00 | 115.00 | 90.00 |
| 2019-12-24 | 7340.00 | 7300.00 | 7360.00 | 7290.00 | 7280.00 | 7205.00 | 7280.00 | 7205.00 | 60.00 | 95.00 | 80.00 | 85.00 |
| 2019-12-23 | 7330.00 | 7335.00 | 7355.00 | 7295.00 | 7290.00 | 7250.00 | 7290.00 | 7220.00 | 40.00 | 85.00 | 65.00 | 75.00 |
| 2019-12-20 | 7260.00 | 7330.00 | 7370.00 | 7255.00 | 7195.00 | 7250.00 | 7285.00 | 7185.00 | 65.00 | 80.00 | 85.00 | 70.00 |
| 2019-12-19 | 7240.00 | 7270.00 | 7275.00 | 7205.00 | 7210.00 | 7205.00 | 7225.00 | 7150.00 | 30.00 | 65.00 | 50.00 | 55.00 |
| 2019-12-18 | 7285.00 | 7245.00 | 7325.00 | 7235.00 | 7265.00 | 7205.00 | 7265.00 | 7195.00 | 20.00 | 40.00 | 60.00 | 40.00 |
| 2019-12-17 | 7290.00 | 7275.00 | 7330.00 | 7270.00 | 7285.00 | 7245.00 | 7300.00 | 7240.00 | 5.00 | 30.00 | 30.00 | 30.00 |
| 2019-12-16 | 7275.00 | 7290.00 | 7330.00 | 7245.00 | 7265.00 | 7285.00 | 7295.00 | 7230.00 | 10.00 | 5.00 | 35.00 | 15.00 |
| 2019-12-13 | 7210.00 | 7275.00 | 7280.00 | 7195.00 | 7225.00 | 7250.00 | 7270.00 | 7210.00 | -15.00 | 25.00 | 10.00 | -15.00 |
| 2019-12-12 | 7175.00 | 7210.00 | 7235.00 | 7165.00 | 7160.00 | 7230.00 | 7240.00 | 7160.00 | 15.00 | -20.00 | -5.00 | 5.00 |
| 2019-12-11 | 7235.00 | 7175.00 | 7255.00 | 7170.00 | 7245.00 | 7175.00 | 7250.00 | 7175.00 | -10.00 | 0.00 | 5.00 | -5.00 |
| 2019-12-10 | 7265.00 | 7245.00 | 7300.00 | 7225.00 | 7265.00 | 7245.00 | 7275.00 | 7220.00 | 0.00 | 0.00 | 25.00 | 5.00 |
| 2019-12-09 | 7270.00 | 7275.00 | 7375.00 | 7260.00 | 7255.00 | 7260.00 | 7320.00 | 7250.00 | 15.00 | 15.00 | 55.00 | 10.00 |
| 2019-12-06 | 7240.00 | 7255.00 | 7280.00 | 7235.00 | 7220.00 | 7270.00 | 7275.00 | 7215.00 | 20.00 | -15.00 | 5.00 | 20.00 |
| 2019-12-05 | 7260.00 | 7230.00 | 7275.00 | 7220.00 | 7230.00 | 7210.00 | 7250.00 | 7205.00 | 30.00 | 20.00 | 25.00 | 15.00 |
| 2019-12-04 | 7290.00 | 7250.00 | 7310.00 | 7230.00 | 7235.00 | 7225.00 | 7255.00 | 7200.00 | 55.00 | 25.00 | 55.00 | 30.00 |
| 2019-12-03 | 7340.00 | 7290.00 | 7365.00 | 7290.00 | 7260.00 | 7235.00 | 7295.00 | 7230.00 | 80.00 | 55.00 | 70.00 | 60.00 |
| 2019-12-02 | 7290.00 | 7330.00 | 7340.00 | 7250.00 | 7240.00 | 7265.00 | 7265.00 | 7195.00 | 50.00 | 65.00 | 75.00 | 55.00 |
| 2019-11-29 | 7225.00 | 7305.00 | 7310.00 | 7210.00 | 7175.00 | 7250.00 | 7250.00 | 7165.00 | 50.00 | 55.00 | 60.00 | 45.00 |
| 2019-11-28 | 7205.00 | 7220.00 | 7235.00 | 7170.00 | 7165.00 | 7170.00 | 7195.00 | 7140.00 | 40.00 | 50.00 | 40.00 | 30.00 |
| 2019-11-27 | 7210.00 | 7190.00 | 7245.00 | 7180.00 | 7160.00 | 7160.00 | 7190.00 | 7150.00 | 50.00 | 30.00 | 55.00 | 30.00 |
| 2019-11-26 | 7225.00 | 7210.00 | 7250.00 | 7200.00 | 7180.00 | 7155.00 | 7185.00 | 7140.00 | 45.00 | 55.00 | 65.00 | 60.00 |
| 2019-11-25 | 7170.00 | 7225.00 | 7250.00 | 7170.00 | 7105.00 | 7170.00 | 7180.00 | 7105.00 | 65.00 | 55.00 | 70.00 | 65.00 |
| 2019-11-22 | 7195.00 | 7170.00 | 7240.00 | 7155.00 | 7125.00 | 7115.00 | 7165.00 | 7100.00 | 70.00 | 55.00 | 75.00 | 55.00 |
| 2019-11-21 | 7110.00 | 7180.00 | 7200.00 | 7080.00 | 7055.00 | 7125.00 | 7125.00 | 7030.00 | 55.00 | 55.00 | 75.00 | 50.00 |
| 2019-11-20 | 7080.00 | 7100.00 | 7105.00 | 7050.00 | 7040.00 | 7050.00 | 7060.00 | 7015.00 | 40.00 | 50.00 | 45.00 | 35.00 |
| 2019-11-19 | 7085.00 | 7080.00 | 7125.00 | 7065.00 | 7070.00 | 7040.00 | 7080.00 | 7030.00 | 15.00 | 40.00 | 45.00 | 35.00 |
| 2019-11-18 | 7070.00 | 7090.00 | 7130.00 | 7035.00 | 7040.00 | 7055.00 | 7085.00 | 7010.00 | 30.00 | 35.00 | 45.00 | 25.00 |
| 2019-11-15 | 7095.00 | 7075.00 | 7120.00 | 7050.00 | 7070.00 | 7035.00 | 7075.00 | 7030.00 | 25.00 | 40.00 | 45.00 | 20.00 |
| 2019-11-14 | 7130.00 | 7085.00 | 7150.00 | 7010.00 | 7090.00 | 7065.00 | 7120.00 | 7020.00 | 40.00 | 20.00 | 30.00 | -10.00 |
| 2019-11-13 | 7180.00 | 7145.00 | 7225.00 | 7105.00 | 7150.00 | 7115.00 | 7170.00 | 7090.00 | 30.00 | 30.00 | 55.00 | 15.00 |
| 2019-11-12 | 7155.00 | 7175.00 | 7190.00 | 7140.00 | 7105.00 | 7135.00 | 7150.00 | 7100.00 | 50.00 | 40.00 | 40.00 | 40.00 |
| 2019-11-11 | 7190.00 | 7165.00 | 7205.00 | 7140.00 | 7115.00 | 7115.00 | 7155.00 | 7100.00 | 75.00 | 50.00 | 50.00 | 40.00 |
| 2019-11-08 | 7270.00 | 7200.00 | 7295.00 | 7185.00 | 7180.00 | 7135.00 | 7200.00 | 7125.00 | 90.00 | 65.00 | 95.00 | 60.00 |
| 2019-11-07 | 7235.00 | 7255.00 | 7280.00 | 7220.00 | 7160.00 | 7165.00 | 7185.00 | 7145.00 | 75.00 | 90.00 | 95.00 | 75.00 |
| 2019-11-06 | 7280.00 | 7235.00 | 7320.00 | 7230.00 | 7190.00 | 7160.00 | 7220.00 | 7155.00 | 90.00 | 75.00 | 100.00 | 75.00 |
| 2019-11-05 | 7315.00 | 7260.00 | 7345.00 | 7260.00 | 7210.00 | 7185.00 | 7235.00 | 7175.00 | 105.00 | 75.00 | 110.00 | 85.00 |
| 2019-11-04 | 7255.00 | 7290.00 | 7315.00 | 7210.00 | 7155.00 | 7195.00 | 7205.00 | 7140.00 | 100.00 | 95.00 | 110.00 | 70.00 |
| 2019-11-01 | 7280.00 | 7255.00 | 7285.00 | 7175.00 | 7185.00 | 7160.00 | 7190.00 | 7110.00 | 95.00 | 95.00 | 95.00 | 65.00 |
| 2019-10-31 | 7270.00 | 7290.00 | 7295.00 | 7250.00 | 7160.00 | 7190.00 | 7200.00 | 7160.00 | 110.00 | 100.00 | 95.00 | 90.00 |
| 2019-10-30 | 7260.00 | 7270.00 | 7335.00 | 7255.00 | 7180.00 | 7170.00 | 7225.00 | 7165.00 | 80.00 | 100.00 | 110.00 | 90.00 |
| 2019-10-29 | 7305.00 | 7270.00 | 7325.00 | 7255.00 | 7215.00 | 7185.00 | 7215.00 | 7170.00 | 90.00 | 85.00 | 110.00 | 85.00 |
| 2019-10-28 | 7305.00 | 7305.00 | 7340.00 | 7270.00 | 7220.00 | 7205.00 | 7235.00 | 7185.00 | 85.00 | 100.00 | 105.00 | 85.00 |
| 2019-10-25 | 7345.00 | 7305.00 | 7375.00 | 7295.00 | 7220.00 | 7215.00 | 7260.00 | 7200.00 | 125.00 | 90.00 | 115.00 | 95.00 |
| 2019-10-24 | 7310.00 | 7345.00 | 7395.00 | 7300.00 | 7225.00 | 7220.00 | 7265.00 | 7200.00 | 85.00 | 125.00 | 130.00 | 100.00 |
| 2019-10-23 | 7285.00 | 7320.00 | 7345.00 | 7265.00 | 7255.00 | 7215.00 | 7255.00 | 7160.00 | 30.00 | 105.00 | 90.00 | 105.00 |
| 2019-10-22 | 7235.00 | 7260.00 | 7275.00 | 7190.00 | 7150.00 | 7170.00 | 7175.00 | 7115.00 | 85.00 | 90.00 | 100.00 | 75.00 |
| 2019-10-21 | 7345.00 | 7255.00 | 7350.00 | 7215.00 | 7250.00 | 7170.00 | 7250.00 | 7140.00 | 95.00 | 85.00 | 100.00 | 75.00 |
| 2019-10-18 | 7295.00 | 7340.00 | 7360.00 | 7280.00 | 7240.00 | 7230.00 | 7255.00 | 7190.00 | 55.00 | 110.00 | 105.00 | 90.00 |
| 2019-10-17 | 7310.00 | 7295.00 | 7325.00 | 7245.00 | 7225.00 | 7205.00 | 7230.00 | 7160.00 | 85.00 | 90.00 | 95.00 | 85.00 |
| 2019-10-16 | 7465.00 | 7310.00 | 7485.00 | 7305.00 | 7315.00 | 7205.00 | 7360.00 | 7195.00 | 150.00 | 105.00 | 125.00 | 110.00 |
| 2019-10-15 | 7490.00 | 7450.00 | 7510.00 | 7415.00 | 7360.00 | 7335.00 | 7390.00 | 7285.00 | 130.00 | 115.00 | 120.00 | 130.00 |
| 2019-10-14 | 7435.00 | 7520.00 | 7575.00 | 7410.00 | 7300.00 | 7385.00 | 7420.00 | 7285.00 | 135.00 | 135.00 | 155.00 | 125.00 |
| 2019-10-11 | 7400.00 | 7430.00 | 7475.00 | 7365.00 | 7280.00 | 7290.00 | 7330.00 | 7240.00 | 120.00 | 140.00 | 145.00 | 125.00 |
| 2019-10-10 | 7395.00 | 7385.00 | 7435.00 | 7355.00 | 7255.00 | 7265.00 | 7295.00 | 7240.00 | 140.00 | 120.00 | 140.00 | 115.00 |
| 2019-10-09 | 7385.00 | 7390.00 | 7480.00 | 7370.00 | 7250.00 | 7265.00 | 7350.00 | 7245.00 | 135.00 | 125.00 | 130.00 | 125.00 |
| 2019-10-08 | 7495.00 | 7410.00 | 7535.00 | 7345.00 | 7295.00 | 7285.00 | 7320.00 | 7185.00 | 200.00 | 125.00 | 215.00 | 160.00 |
| 2019-09-30 | 7460.00 | 7535.00 | 7545.00 | 7440.00 | 7290.00 | 7325.00 | 7345.00 | 7265.00 | 170.00 | 210.00 | 200.00 | 175.00 |