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
2020-03-03 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
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