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
2019-05-08 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
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