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
2019-09-27 7530.00 7470.00 7540.00 7425.00 7330.00 7295.00 7365.00 7265.00 200.00 175.00 175.00 160.00
2019-09-26 7555.00 7530.00 7600.00 7475.00 7350.00 7360.00 7400.00 7325.00 205.00 170.00 200.00 150.00
2019-09-25 7625.00 7575.00 7655.00 7560.00 7390.00 7370.00 7415.00 7345.00 235.00 205.00 240.00 215.00
2019-09-24 7620.00 7625.00 7665.00 7565.00 7390.00 7395.00 7430.00 7365.00 230.00 230.00 235.00 200.00
2019-09-23 7650.00 7630.00 7745.00 7600.00 7385.00 7415.00 7465.00 7380.00 265.00 215.00 280.00 220.00
2019-09-20 7740.00 7640.00 7795.00 7630.00 7485.00 7380.00 7500.00 7365.00 255.00 260.00 295.00 265.00
2019-09-19 7675.00 7690.00 7845.00 7650.00 7430.00 7425.00 7530.00 7405.00 245.00 265.00 315.00 245.00
2019-09-18 7895.00 7675.00 7900.00 7550.00 7680.00 7450.00 7690.00 7365.00 215.00 225.00 210.00 185.00
2019-09-17 7670.00 7830.00 7830.00 7655.00 7435.00 7650.00 7650.00 7435.00 235.00 180.00 180.00 220.00
2019-09-16 7495.00 7630.00 7670.00 7390.00 7260.00 7440.00 7475.00 7260.00 235.00 190.00 195.00 130.00
2019-09-12 7310.00 7290.00 7350.00 7255.00 7195.00 7185.00 7240.00 7150.00 115.00 105.00 110.00 105.00
2019-09-11 7295.00 7310.00 7325.00 7270.00 7205.00 7210.00 7220.00 7175.00 90.00 100.00 105.00 95.00
2019-09-10 7350.00 7290.00 7350.00 7265.00 7240.00 7195.00 7240.00 7180.00 110.00 95.00 110.00 85.00
2019-09-09 7225.00 7350.00 7350.00 7200.00 7140.00 7225.00 7235.00 7140.00 85.00 125.00 115.00 60.00
2019-09-06 7250.00 7195.00 7290.00 7165.00 7200.00 7140.00 7235.00 7115.00 50.00 55.00 55.00 50.00
2019-09-05 7265.00 7240.00 7300.00 7230.00 7210.00 7190.00 7245.00 7180.00 55.00 50.00 55.00 50.00
2019-09-04 7165.00 7255.00 7275.00 7155.00 7140.00 7195.00 7215.00 7130.00 25.00 60.00 60.00 25.00
2019-09-03 7175.00 7170.00 7260.00 7150.00 7150.00 7150.00 7225.00 7130.00 25.00 20.00 35.00 20.00
2019-09-02 7140.00 7185.00 7185.00 7095.00 7140.00 7160.00 7165.00 7085.00 0.00 25.00 20.00 10.00
2019-08-30 7080.00 7135.00 7140.00 7055.00 7025.00 7125.00 7125.00 7025.00 55.00 10.00 15.00 30.00
2019-08-29 7190.00 7055.00 7245.00 7035.00 7160.00 7055.00 7215.00 7025.00 30.00 0.00 30.00 10.00
2019-08-28 7245.00 7190.00 7270.00 7175.00 7200.00 7145.00 7205.00 7135.00 45.00 45.00 65.00 40.00
2019-08-27 7310.00 7225.00 7330.00 7220.00 7250.00 7170.00 7255.00 7170.00 60.00 55.00 75.00 50.00
2019-08-26 7245.00 7295.00 7320.00 7180.00 7200.00 7220.00 7245.00 7125.00 45.00 75.00 75.00 55.00
2019-08-23 7330.00 7265.00 7335.00 7225.00 7285.00 7215.00 7285.00 7185.00 45.00 50.00 50.00 40.00
2019-08-22 7415.00 7320.00 7415.00 7305.00 7435.00 7270.00 7435.00 7260.00 -20.00 50.00 -20.00 45.00
2019-08-21 7455.00 7400.00 7470.00 7370.00 7445.00 7350.00 7445.00 7325.00 10.00 50.00 25.00 45.00
2019-08-20 7460.00 7465.00 7530.00 7440.00 7390.00 7430.00 7470.00 7390.00 70.00 35.00 60.00 50.00
2019-08-19 7435.00 7455.00 7475.00 7425.00 7390.00 7415.00 7435.00 7385.00 45.00 40.00 40.00 40.00
2019-08-16 7500.00 7430.00 7505.00 7420.00 7455.00 7400.00 7460.00 7390.00 45.00 30.00 45.00 30.00
2019-08-15 7510.00 7505.00 7535.00 7460.00 7510.00 7450.00 7510.00 7440.00 0.00 55.00 25.00 20.00
2019-08-14 7580.00 7515.00 7650.00 7495.00 7535.00 7495.00 7605.00 7485.00 45.00 20.00 45.00 10.00
2019-08-13 7580.00 7585.00 7615.00 7565.00 7570.00 7545.00 7580.00 7525.00 10.00 40.00 35.00 40.00
2019-08-12 7560.00 7580.00 7640.00 7560.00 7560.00 7555.00 7595.00 7525.00 0.00 25.00 45.00 35.00
2019-08-09 7470.00 7535.00 7565.00 7450.00 7460.00 7560.00 7575.00 7435.00 10.00 -25.00 -10.00 15.00
2019-08-08 7465.00 7470.00 7515.00 7445.00 7415.00 7450.00 7480.00 7400.00 50.00 20.00 35.00 45.00
2019-08-07 7450.00 7480.00 7490.00 7410.00 7415.00 7430.00 7450.00 7400.00 35.00 50.00 40.00 10.00
2019-08-06 7475.00 7450.00 7520.00 7390.00 7440.00 7410.00 7450.00 7380.00 35.00 40.00 70.00 10.00
2019-08-05 7600.00 7485.00 7615.00 7475.00 7515.00 7430.00 7530.00 7425.00 85.00 55.00 85.00 50.00
2019-08-02 7690.00 7605.00 7720.00 7585.00 7600.00 7520.00 7630.00 7490.00 90.00 85.00 90.00 95.00
2019-08-01 7650.00 7710.00 7725.00 7635.00 7560.00 7610.00 7630.00 7555.00 90.00 100.00 95.00 80.00
2019-07-31 7725.00 7635.00 7745.00 7630.00 7600.00 7560.00 7640.00 7560.00 125.00 75.00 105.00 70.00
2019-07-30 7655.00 7725.00 7765.00 7655.00 7560.00 7610.00 7645.00 7550.00 95.00 115.00 120.00 105.00
2019-07-29 7655.00 7655.00 7685.00 7610.00 7530.00 7545.00 7570.00 7510.00 125.00 110.00 115.00 100.00
2019-07-26 7585.00 7635.00 7690.00 7585.00 7485.00 7525.00 7550.00 7475.00 100.00 110.00 140.00 110.00
2019-07-25 7650.00 7565.00 7680.00 7555.00 7515.00 7465.00 7535.00 7460.00 135.00 100.00 145.00 95.00
2019-07-24 7740.00 7650.00 7755.00 7635.00 7565.00 7520.00 7600.00 7510.00 175.00 130.00 155.00 125.00
2019-07-23 7730.00 7745.00 7830.00 7715.00 7550.00 7580.00 7640.00 7540.00 180.00 165.00 190.00 175.00
2019-07-22 7820.00 7720.00 7880.00 7700.00 7615.00 7550.00 7670.00 7535.00 205.00 170.00 210.00 165.00
2019-07-19 7815.00 7820.00 7845.00 7690.00 7620.00 7610.00 7620.00 7505.00 195.00 210.00 225.00 185.00
2019-07-18 7790.00 7810.00 7860.00 7755.00 7570.00 7595.00 7625.00 7540.00 220.00 215.00 235.00 215.00
2019-07-17 7765.00 7790.00 7850.00 7710.00 7555.00 7560.00 7600.00 7525.00 210.00 230.00 250.00 185.00
2019-07-16 7845.00 7770.00 7880.00 7755.00 7675.00 7565.00 7675.00 7555.00 170.00 205.00 205.00 200.00
2019-07-15 7765.00 7850.00 7885.00 7755.00 7585.00 7655.00 7690.00 7580.00 180.00 195.00 195.00 175.00
2019-07-12 7905.00 7765.00 7910.00 7750.00 7695.00 7585.00 7730.00 7575.00 210.00 180.00 180.00 175.00
2019-07-11 8010.00 7915.00 8030.00 7900.00 7830.00 7740.00 7835.00 7730.00 180.00 175.00 195.00 170.00
2019-07-10 8010.00 7990.00 8025.00 7875.00 7850.00 7800.00 7850.00 7695.00 160.00 190.00 175.00 180.00
2019-07-09 8100.00 8005.00 8160.00 7980.00 7950.00 7815.00 7965.00 7805.00 150.00 190.00 195.00 175.00
2019-07-08 8080.00 8110.00 8200.00 8055.00 7890.00 7940.00 8015.00 7880.00 190.00 170.00 185.00 175.00
2019-07-05 8025.00 8080.00 8130.00 7985.00 7855.00 7900.00 7930.00 7805.00 170.00 180.00 200.00 180.00
2019-07-04 8040.00 8025.00 8120.00 7915.00 7845.00 7840.00 7925.00 7725.00 195.00 185.00 195.00 190.00
2019-07-03 8060.00 8035.00 8095.00 7920.00 7875.00 7875.00 7900.00 7740.00 185.00 160.00 195.00 180.00
2019-07-02 7910.00 8065.00 8145.00 7795.00 7770.00 7885.00 7950.00 7625.00 140.00 180.00 195.00 170.00
2019-07-01 7825.00 7905.00 7950.00 7815.00 7670.00 7740.00 7765.00 7645.00 155.00 165.00 185.00 170.00
2019-06-28 7835.00 7830.00 7885.00 7770.00 7640.00 7655.00 7710.00 7605.00 195.00 175.00 175.00 165.00
2019-06-27 7925.00 7845.00 7975.00 7805.00 7740.00 7670.00 7810.00 7645.00 185.00 175.00 165.00 160.00
2019-06-26 7850.00 7925.00 7925.00 7790.00 7675.00 7730.00 7730.00 7615.00 175.00 195.00 195.00 175.00
2019-06-25 7845.00 7845.00 7940.00 7805.00 7660.00 7675.00 7720.00 7640.00 185.00 170.00 220.00 165.00
2019-06-24 7740.00 7835.00 7860.00 7725.00 7580.00 7670.00 7680.00 7580.00 160.00 165.00 180.00 145.00
2019-06-21 7775.00 7740.00 7800.00 7680.00 7620.00 7585.00 7660.00 7545.00 155.00 155.00 140.00 135.00
2019-06-20 7640.00 7775.00 7780.00 7620.00 7550.00 7615.00 7620.00 7510.00 90.00 160.00 160.00 110.00
2019-06-19 7575.00 7645.00 7695.00 7545.00 7485.00 7545.00 7595.00 7450.00 90.00 100.00 100.00 95.00
2019-06-18 7505.00 7560.00 7575.00 7485.00 7400.00 7460.00 7475.00 7400.00 105.00 100.00 100.00 85.00
2019-06-17 7525.00 7510.00 7595.00 7500.00 7475.00 7425.00 7505.00 7425.00 50.00 85.00 90.00 75.00
2019-06-14 7590.00 7525.00 7610.00 7495.00 7510.00 7450.00 7515.00 7425.00 80.00 75.00 95.00 70.00
2019-06-13 7500.00 7585.00 7605.00 7480.00 7415.00 7485.00 7510.00 7400.00 85.00 100.00 95.00 80.00
2019-06-12 7605.00 7510.00 7620.00 7505.00 7540.00 7430.00 7540.00 7430.00 65.00 80.00 80.00 75.00
2019-06-11 7550.00 7605.00 7660.00 7510.00 7475.00 7520.00 7565.00 7430.00 75.00 85.00 95.00 80.00
2019-06-10 7675.00 7565.00 7705.00 7560.00 7515.00 7485.00 7575.00 7480.00 160.00 80.00 130.00 80.00
2019-06-06 7500.00 7585.00 7615.00 7380.00 7445.00 7490.00 7510.00 7300.00 55.00 95.00 105.00 80.00
2019-06-05 7640.00 7510.00 7665.00 7495.00 7570.00 7430.00 7575.00 7430.00 70.00 80.00 90.00 65.00
2019-06-04 7695.00 7645.00 7740.00 7575.00 7585.00 7570.00 7650.00 7490.00 110.00 75.00 90.00 85.00
2019-06-03 7745.00 7665.00 7775.00 7615.00 7695.00 7570.00 7695.00 7540.00 50.00 95.00 80.00 75.00
2019-05-31 7785.00 7790.00 7850.00 7780.00 7715.00 7715.00 7760.00 7700.00 70.00 75.00 90.00 80.00
2019-05-30 7855.00 7795.00 7920.00 7780.00 7790.00 7725.00 7845.00 7710.00 65.00 70.00 75.00 70.00
2019-05-29 7890.00 7900.00 7970.00 7865.00 7765.00 7820.00 7870.00 7765.00 125.00 80.00 100.00 100.00
2019-05-28 7775.00 7890.00 7900.00 7735.00 7700.00 7810.00 7815.00 7675.00 75.00 80.00 85.00 60.00
2019-05-27 7760.00 7765.00 7815.00 7715.00 7680.00 7700.00 7745.00 7660.00 80.00 65.00 70.00 55.00
2019-05-24 7800.00 7760.00 7805.00 7695.00 7750.00 7690.00 7750.00 7650.00 50.00 70.00 55.00 45.00
2019-05-23 7890.00 7810.00 7915.00 7800.00 7850.00 7745.00 7850.00 7745.00 40.00 65.00 65.00 55.00
2019-05-22 8040.00 7905.00 8055.00 7860.00 7965.00 7850.00 7970.00 7795.00 75.00 55.00 85.00 65.00
2019-05-21 7940.00 8045.00 8050.00 7915.00 7855.00 7970.00 7970.00 7845.00 85.00 75.00 80.00 70.00
2019-05-20 7860.00 7940.00 7965.00 7855.00 7880.00 7865.00 7900.00 7770.00 -20.00 75.00 65.00 85.00
2019-05-17 7800.00 7845.00 7860.00 7740.00 7755.00 7790.00 7800.00 7700.00 45.00 55.00 60.00 40.00
2019-05-16 7720.00 7800.00 7845.00 7715.00 7680.00 7745.00 7780.00 7665.00 40.00 55.00 65.00 50.00
2019-05-15 7690.00 7735.00 7790.00 7680.00 7645.00 7675.00 7735.00 7625.00 45.00 60.00 55.00 55.00
2019-05-14 7850.00 7695.00 7885.00 7650.00 7810.00 7640.00 7830.00 7605.00 40.00 55.00 55.00 45.00
2019-05-13 8035.00 7855.00 8045.00 7850.00 7930.00 7810.00 7990.00 7810.00 105.00 45.00 55.00 40.00
2019-05-10 7990.00 8035.00 8105.00 7955.00 7950.00 7975.00 8040.00 7910.00 40.00 60.00 65.00 45.00
2019-05-09 8160.00 8000.00 8175.00 7970.00 8120.00 7955.00 8120.00 7935.00 40.00 45.00 55.00 35.00
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