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:
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。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 8260.00 | 8165.00 | 8265.00 | 8120.00 | 8190.00 | 8115.00 | 8190.00 | 8070.00 | 70.00 | 50.00 | 75.00 | 50.00 |
| 2019-05-07 | 8240.00 | 8265.00 | 8300.00 | 8230.00 | 8170.00 | 8200.00 | 8225.00 | 8165.00 | 70.00 | 65.00 | 75.00 | 65.00 |
| 2019-05-06 | 8220.00 | 8235.00 | 8285.00 | 8205.00 | 8185.00 | 8155.00 | 8200.00 | 8125.00 | 35.00 | 80.00 | 85.00 | 80.00 |
| 2019-04-30 | 8295.00 | 8305.00 | 8330.00 | 8270.00 | 8225.00 | 8220.00 | 8230.00 | 8180.00 | 70.00 | 85.00 | 100.00 | 90.00 |
| 2019-04-29 | 8280.00 | 8285.00 | 8345.00 | 8255.00 | 8180.00 | 8195.00 | 8235.00 | 8175.00 | 100.00 | 90.00 | 110.00 | 80.00 |
| 2019-04-26 | 8285.00 | 8290.00 | 8330.00 | 8275.00 | 8205.00 | 8195.00 | 8225.00 | 8175.00 | 80.00 | 95.00 | 105.00 | 100.00 |
| 2019-04-25 | 8270.00 | 8295.00 | 8315.00 | 8255.00 | 8200.00 | 8195.00 | 8215.00 | 8165.00 | 70.00 | 100.00 | 100.00 | 90.00 |
| 2019-04-24 | 8305.00 | 8265.00 | 8315.00 | 8260.00 | 8365.00 | 8345.00 | 8385.00 | 8340.00 | -60.00 | -80.00 | -70.00 | -80.00 |
| 2019-04-23 | 8290.00 | 8310.00 | 8320.00 | 8260.00 | 8405.00 | 8375.00 | 8405.00 | 8330.00 | -115.00 | -65.00 | -85.00 | -70.00 |
| 2019-04-22 | 8345.00 | 8295.00 | 8375.00 | 8285.00 | 8370.00 | 8385.00 | 8425.00 | 8365.00 | -25.00 | -90.00 | -50.00 | -80.00 |
| 2019-04-19 | 8330.00 | 8330.00 | 8355.00 | 8285.00 | 8475.00 | 8395.00 | 8475.00 | 8370.00 | -145.00 | -65.00 | -120.00 | -85.00 |
| 2019-04-18 | 8470.00 | 8330.00 | 8475.00 | 8330.00 | 8535.00 | 8415.00 | 8535.00 | 8400.00 | -65.00 | -85.00 | -60.00 | -70.00 |
| 2019-04-17 | 8480.00 | 8470.00 | 8510.00 | 8440.00 | 8530.00 | 8525.00 | 8570.00 | 8505.00 | -50.00 | -55.00 | -60.00 | -65.00 |
| 2019-04-16 | 8490.00 | 8480.00 | 8525.00 | 8445.00 | 8570.00 | 8550.00 | 8590.00 | 8535.00 | -80.00 | -70.00 | -65.00 | -90.00 |
| 2019-04-15 | 8560.00 | 8500.00 | 8580.00 | 8480.00 | 8650.00 | 8570.00 | 8670.00 | 8560.00 | -90.00 | -70.00 | -90.00 | -80.00 |
| 2019-04-12 | 8545.00 | 8545.00 | 8580.00 | 8445.00 | 8630.00 | 8630.00 | 8655.00 | 8555.00 | -85.00 | -85.00 | -75.00 | -110.00 |
| 2019-04-11 | 8535.00 | 8550.00 | 8555.00 | 8505.00 | 8590.00 | 8625.00 | 8645.00 | 8590.00 | -55.00 | -75.00 | -90.00 | -85.00 |
| 2019-04-10 | 8500.00 | 8535.00 | 8555.00 | 8490.00 | 8600.00 | 8620.00 | 8635.00 | 8585.00 | -100.00 | -85.00 | -80.00 | -95.00 |
| 2019-04-09 | 8535.00 | 8510.00 | 8565.00 | 8490.00 | 8595.00 | 8615.00 | 8645.00 | 8560.00 | -60.00 | -105.00 | -80.00 | -70.00 |
| 2019-04-08 | 8450.00 | 8535.00 | 8595.00 | 8435.00 | 8565.00 | 8610.00 | 8665.00 | 8540.00 | -115.00 | -75.00 | -70.00 | -105.00 |
| 2019-04-04 | 8375.00 | 8400.00 | 8405.00 | 8330.00 | 8525.00 | 8505.00 | 8530.00 | 8445.00 | -150.00 | -105.00 | -125.00 | -115.00 |
| 2019-04-03 | 8450.00 | 8505.00 | 8570.00 | 8435.00 | 8320.00 | 8375.00 | 8425.00 | 8300.00 | 130.00 | 130.00 | 145.00 | 135.00 |
| 2019-04-02 | 8470.00 | 8475.00 | 8510.00 | 8430.00 | 8285.00 | 8335.00 | 8345.00 | 8270.00 | 185.00 | 140.00 | 165.00 | 160.00 |
| 2019-04-01 | 8370.00 | 8455.00 | 8465.00 | 8320.00 | 8225.00 | 8290.00 | 8290.00 | 8155.00 | 145.00 | 165.00 | 175.00 | 165.00 |
| 2019-03-29 | 8315.00 | 8365.00 | 8425.00 | 8275.00 | 8155.00 | 8200.00 | 8245.00 | 8120.00 | 160.00 | 165.00 | 180.00 | 155.00 |
| 2019-03-28 | 8390.00 | 8310.00 | 8455.00 | 8295.00 | 8240.00 | 8155.00 | 8295.00 | 8145.00 | 150.00 | 155.00 | 160.00 | 150.00 |
| 2019-03-27 | 8395.00 | 8405.00 | 8435.00 | 8375.00 | 8250.00 | 8250.00 | 8280.00 | 8235.00 | 145.00 | 155.00 | 155.00 | 140.00 |
| 2019-03-26 | 8440.00 | 8385.00 | 8450.00 | 8375.00 | 8295.00 | 8245.00 | 8300.00 | 8240.00 | 145.00 | 140.00 | 150.00 | 135.00 |
| 2019-03-25 | 8380.00 | 8425.00 | 8445.00 | 8350.00 | 8240.00 | 8275.00 | 8285.00 | 8215.00 | 140.00 | 150.00 | 160.00 | 135.00 |
| 2019-03-22 | 8410.00 | 8430.00 | 8470.00 | 8380.00 | 8245.00 | 8280.00 | 8310.00 | 8220.00 | 165.00 | 150.00 | 160.00 | 160.00 |
| 2019-03-21 | 8400.00 | 8405.00 | 8450.00 | 8380.00 | 8230.00 | 8250.00 | 8275.00 | 8230.00 | 170.00 | 155.00 | 175.00 | 150.00 |
| 2019-03-20 | 8375.00 | 8360.00 | 8400.00 | 8345.00 | 8205.00 | 8215.00 | 8245.00 | 8195.00 | 170.00 | 145.00 | 155.00 | 150.00 |
| 2019-03-19 | 8335.00 | 8370.00 | 8390.00 | 8320.00 | 8195.00 | 8205.00 | 8240.00 | 8195.00 | 140.00 | 165.00 | 150.00 | 125.00 |
| 2019-03-18 | 8510.00 | 8325.00 | 8520.00 | 8300.00 | 8365.00 | 8190.00 | 8365.00 | 8170.00 | 145.00 | 135.00 | 155.00 | 130.00 |
| 2019-03-15 | 8600.00 | 8505.00 | 8630.00 | 8490.00 | 8440.00 | 8355.00 | 8445.00 | 8350.00 | 160.00 | 150.00 | 185.00 | 140.00 |
| 2019-03-14 | 8705.00 | 8615.00 | 8720.00 | 8600.00 | 8500.00 | 8445.00 | 8520.00 | 8435.00 | 205.00 | 170.00 | 200.00 | 165.00 |
| 2019-03-13 | 8685.00 | 8680.00 | 8745.00 | 8665.00 | 8520.00 | 8480.00 | 8550.00 | 8465.00 | 165.00 | 200.00 | 195.00 | 200.00 |
| 2019-03-12 | 8680.00 | 8680.00 | 8725.00 | 8660.00 | 8500.00 | 8510.00 | 8535.00 | 8485.00 | 180.00 | 170.00 | 190.00 | 175.00 |
| 2019-03-11 | 8655.00 | 8655.00 | 8690.00 | 8605.00 | 8500.00 | 8485.00 | 8530.00 | 8455.00 | 155.00 | 170.00 | 160.00 | 150.00 |
| 2019-03-08 | 8690.00 | 8650.00 | 8700.00 | 8640.00 | 8535.00 | 8500.00 | 8535.00 | 8490.00 | 155.00 | 150.00 | 165.00 | 150.00 |
| 2019-03-07 | 8780.00 | 8710.00 | 8795.00 | 8705.00 | 8575.00 | 8545.00 | 8595.00 | 8530.00 | 205.00 | 165.00 | 200.00 | 175.00 |
| 2019-03-06 | 8700.00 | 8785.00 | 8790.00 | 8700.00 | 8540.00 | 8590.00 | 8590.00 | 8530.00 | 160.00 | 195.00 | 200.00 | 170.00 |
| 2019-03-05 | 8745.00 | 8720.00 | 8770.00 | 8715.00 | 8580.00 | 8545.00 | 8590.00 | 8540.00 | 165.00 | 175.00 | 180.00 | 175.00 |
| 2019-03-04 | 8705.00 | 8750.00 | 8820.00 | 8685.00 | 8505.00 | 8600.00 | 8650.00 | 8505.00 | 200.00 | 150.00 | 170.00 | 180.00 |
| 2019-03-01 | 8605.00 | 8730.00 | 8735.00 | 8570.00 | 8430.00 | 8545.00 | 8545.00 | 8410.00 | 175.00 | 185.00 | 190.00 | 160.00 |
| 2019-02-28 | 8635.00 | 8580.00 | 8635.00 | 8555.00 | 8450.00 | 8415.00 | 8470.00 | 8395.00 | 185.00 | 165.00 | 165.00 | 160.00 |
| 2019-02-27 | 8695.00 | 8615.00 | 8700.00 | 8590.00 | 8540.00 | 8445.00 | 8540.00 | 8435.00 | 155.00 | 170.00 | 160.00 | 155.00 |
| 2019-02-26 | 8615.00 | 8690.00 | 8690.00 | 8595.00 | 8450.00 | 8525.00 | 8525.00 | 8435.00 | 165.00 | 165.00 | 165.00 | 160.00 |
| 2019-02-25 | 8710.00 | 8635.00 | 8725.00 | 8625.00 | 8520.00 | 8470.00 | 8540.00 | 8465.00 | 190.00 | 165.00 | 185.00 | 160.00 |
| 2019-02-22 | 8685.00 | 8705.00 | 8730.00 | 8680.00 | 8495.00 | 8510.00 | 8555.00 | 8490.00 | 190.00 | 195.00 | 175.00 | 190.00 |
| 2019-02-21 | 8765.00 | 8690.00 | 8770.00 | 8660.00 | 8550.00 | 8505.00 | 8565.00 | 8480.00 | 215.00 | 185.00 | 205.00 | 180.00 |
| 2019-02-20 | 8700.00 | 8730.00 | 8750.00 | 8670.00 | 8475.00 | 8515.00 | 8525.00 | 8455.00 | 225.00 | 215.00 | 225.00 | 215.00 |
| 2019-02-19 | 8555.00 | 8695.00 | 8700.00 | 8535.00 | 8385.00 | 8470.00 | 8485.00 | 8365.00 | 170.00 | 225.00 | 215.00 | 170.00 |
| 2019-02-18 | 8550.00 | 8535.00 | 8575.00 | 8480.00 | 8385.00 | 8375.00 | 8405.00 | 8325.00 | 165.00 | 160.00 | 170.00 | 155.00 |
| 2019-02-15 | 8560.00 | 8505.00 | 8585.00 | 8445.00 | 8400.00 | 8330.00 | 8410.00 | 8295.00 | 160.00 | 175.00 | 175.00 | 150.00 |
| 2019-02-14 | 8500.00 | 8565.00 | 8575.00 | 8490.00 | 8385.00 | 8405.00 | 8450.00 | 8350.00 | 115.00 | 160.00 | 125.00 | 140.00 |
| 2019-02-13 | 8585.00 | 8490.00 | 8595.00 | 8485.00 | 8440.00 | 8365.00 | 8450.00 | 8350.00 | 145.00 | 125.00 | 145.00 | 135.00 |
| 2019-02-12 | 8605.00 | 8595.00 | 8635.00 | 8580.00 | 8425.00 | 8450.00 | 8480.00 | 8425.00 | 180.00 | 145.00 | 155.00 | 155.00 |
| 2019-02-11 | 8775.00 | 8585.00 | 8810.00 | 8565.00 | 8565.00 | 8420.00 | 8605.00 | 8400.00 | 210.00 | 165.00 | 205.00 | 165.00 |
| 2019-02-01 | 8745.00 | 8780.00 | 8815.00 | 8745.00 | 8550.00 | 8580.00 | 8600.00 | 8540.00 | 195.00 | 200.00 | 215.00 | 205.00 |
| 2019-01-31 | 8770.00 | 8785.00 | 8800.00 | 8745.00 | 8545.00 | 8560.00 | 8590.00 | 8545.00 | 225.00 | 225.00 | 210.00 | 200.00 |
| 2019-01-30 | 8625.00 | 8735.00 | 8785.00 | 8620.00 | 8470.00 | 8540.00 | 8580.00 | 8455.00 | 155.00 | 195.00 | 205.00 | 165.00 |
| 2019-01-29 | 8640.00 | 8610.00 | 8655.00 | 8580.00 | 8450.00 | 8440.00 | 8470.00 | 8405.00 | 190.00 | 170.00 | 185.00 | 175.00 |
| 2019-01-28 | 8720.00 | 8665.00 | 8730.00 | 8655.00 | 8540.00 | 8475.00 | 8545.00 | 8475.00 | 180.00 | 190.00 | 185.00 | 180.00 |
| 2019-01-25 | 8700.00 | 8700.00 | 8770.00 | 8690.00 | 8510.00 | 8510.00 | 8575.00 | 8505.00 | 190.00 | 190.00 | 195.00 | 185.00 |
| 2019-01-24 | 8735.00 | 8685.00 | 8735.00 | 8640.00 | 8500.00 | 8495.00 | 8525.00 | 8460.00 | 235.00 | 190.00 | 210.00 | 180.00 |
| 2019-01-23 | 8690.00 | 8725.00 | 8735.00 | 8660.00 | 8495.00 | 8520.00 | 8530.00 | 8475.00 | 195.00 | 205.00 | 205.00 | 185.00 |
| 2019-01-22 | 8800.00 | 8695.00 | 8830.00 | 8690.00 | 8570.00 | 8515.00 | 8620.00 | 8505.00 | 230.00 | 180.00 | 210.00 | 185.00 |
| 2019-01-21 | 8810.00 | 8790.00 | 8830.00 | 8740.00 | 8585.00 | 8570.00 | 8600.00 | 8530.00 | 225.00 | 220.00 | 230.00 | 210.00 |
| 2019-01-18 | 8710.00 | 8780.00 | 8785.00 | 8680.00 | 8490.00 | 8555.00 | 8560.00 | 8455.00 | 220.00 | 225.00 | 225.00 | 225.00 |
| 2019-01-17 | 8655.00 | 8680.00 | 8710.00 | 8640.00 | 8430.00 | 8455.00 | 8480.00 | 8415.00 | 225.00 | 225.00 | 230.00 | 225.00 |
| 2019-01-16 | 8590.00 | 8655.00 | 8695.00 | 8535.00 | 8365.00 | 8420.00 | 8450.00 | 8325.00 | 225.00 | 235.00 | 245.00 | 210.00 |
| 2019-01-15 | 8585.00 | 8575.00 | 8590.00 | 8535.00 | 8350.00 | 8345.00 | 8360.00 | 8320.00 | 235.00 | 230.00 | 230.00 | 215.00 |
| 2019-01-14 | 8610.00 | 8580.00 | 8645.00 | 8555.00 | 8370.00 | 8350.00 | 8415.00 | 8335.00 | 240.00 | 230.00 | 230.00 | 220.00 |
| 2019-01-11 | 8540.00 | 8610.00 | 8615.00 | 8525.00 | 8320.00 | 8375.00 | 8375.00 | 8305.00 | 220.00 | 235.00 | 240.00 | 220.00 |
| 2019-01-10 | 8600.00 | 8535.00 | 8610.00 | 8520.00 | 8370.00 | 8315.00 | 8375.00 | 8305.00 | 230.00 | 220.00 | 235.00 | 215.00 |
| 2019-01-09 | 8620.00 | 8565.00 | 8655.00 | 8565.00 | 8365.00 | 8330.00 | 8395.00 | 8330.00 | 255.00 | 235.00 | 260.00 | 235.00 |
| 2019-01-08 | 8670.00 | 8595.00 | 8675.00 | 8585.00 | 8390.00 | 8340.00 | 8430.00 | 8330.00 | 280.00 | 255.00 | 245.00 | 255.00 |
| 2019-01-07 | 8655.00 | 8655.00 | 8685.00 | 8620.00 | 8405.00 | 8395.00 | 8415.00 | 8365.00 | 250.00 | 260.00 | 270.00 | 255.00 |
| 2019-01-04 | 8500.00 | 8645.00 | 8650.00 | 8470.00 | 8285.00 | 8400.00 | 8400.00 | 8240.00 | 215.00 | 245.00 | 250.00 | 230.00 |
| 2019-01-03 | 8540.00 | 8480.00 | 8555.00 | 8450.00 | 8310.00 | 8265.00 | 8330.00 | 8240.00 | 230.00 | 215.00 | 225.00 | 210.00 |
| 2019-01-02 | 8620.00 | 8490.00 | 8625.00 | 8460.00 | 8390.00 | 8275.00 | 8390.00 | 8250.00 | 230.00 | 215.00 | 235.00 | 210.00 |
| 2018-12-28 | 8550.00 | 8600.00 | 8615.00 | 8540.00 | 8350.00 | 8360.00 | 8380.00 | 8325.00 | 200.00 | 240.00 | 235.00 | 215.00 |
| 2018-12-27 | 8600.00 | 8570.00 | 8620.00 | 8540.00 | 8385.00 | 8355.00 | 8395.00 | 8320.00 | 215.00 | 215.00 | 225.00 | 220.00 |
| 2018-12-26 | 8455.00 | 8485.00 | 8520.00 | 8430.00 | 8245.00 | 8250.00 | 8295.00 | 8225.00 | 210.00 | 235.00 | 225.00 | 205.00 |
| 2018-12-25 | 8430.00 | 8440.00 | 8460.00 | 8380.00 | 8240.00 | 8230.00 | 8260.00 | 8190.00 | 190.00 | 210.00 | 200.00 | 190.00 |
| 2018-12-24 | 8560.00 | 8495.00 | 8595.00 | 8485.00 | 8355.00 | 8285.00 | 8370.00 | 8280.00 | 205.00 | 210.00 | 225.00 | 205.00 |
| 2018-12-21 | 8595.00 | 8605.00 | 8630.00 | 8545.00 | 8400.00 | 8375.00 | 8410.00 | 8325.00 | 195.00 | 230.00 | 220.00 | 220.00 |
| 2018-12-20 | 8700.00 | 8620.00 | 8740.00 | 8540.00 | 8460.00 | 8400.00 | 8485.00 | 8350.00 | 240.00 | 220.00 | 255.00 | 190.00 |
| 2018-12-19 | 8550.00 | 8695.00 | 8715.00 | 8535.00 | 8395.00 | 8450.00 | 8460.00 | 8300.00 | 155.00 | 245.00 | 255.00 | 235.00 |
| 2018-12-18 | 8525.00 | 8630.00 | 8655.00 | 8520.00 | 8350.00 | 8395.00 | 8405.00 | 8300.00 | 175.00 | 235.00 | 250.00 | 220.00 |
| 2018-12-17 | 8460.00 | 8575.00 | 8595.00 | 8460.00 | 8325.00 | 8350.00 | 8360.00 | 8270.00 | 135.00 | 225.00 | 235.00 | 190.00 |
| 2018-12-14 | 8520.00 | 8515.00 | 8540.00 | 8460.00 | 8340.00 | 8310.00 | 8365.00 | 8290.00 | 180.00 | 205.00 | 175.00 | 170.00 |
| 2018-12-13 | 8360.00 | 8480.00 | 8480.00 | 8360.00 | 8930.00 | 9030.00 | 9035.00 | 8905.00 | -570.00 | -550.00 | -555.00 | -545.00 |
| 2018-12-12 | 8385.00 | 8375.00 | 8425.00 | 8360.00 | 8930.00 | 8945.00 | 8985.00 | 8910.00 | -545.00 | -570.00 | -560.00 | -550.00 |
| 2018-12-11 | 8450.00 | 8355.00 | 8460.00 | 8330.00 | 8975.00 | 8925.00 | 8975.00 | 8820.00 | -525.00 | -570.00 | -515.00 | -490.00 |
| 2018-12-10 | 8500.00 | 8480.00 | 8580.00 | 8450.00 | 8955.00 | 8975.00 | 9070.00 | 8945.00 | -455.00 | -495.00 | -490.00 | -495.00 |
| 2018-12-07 | 8470.00 | 8500.00 | 8505.00 | 8420.00 | 8970.00 | 8970.00 | 9025.00 | 8935.00 | -500.00 | -470.00 | -520.00 | -515.00 |
| 2018-12-06 | 8455.00 | 8445.00 | 8525.00 | 8415.00 | 8950.00 | 8965.00 | 9040.00 | 8860.00 | -495.00 | -520.00 | -515.00 | -445.00 |
| 2018-12-05 | 8390.00 | 8460.00 | 8470.00 | 8315.00 | 8885.00 | 8960.00 | 8975.00 | 8835.00 | -495.00 | -500.00 | -505.00 | -520.00 |