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
2025 12.62 -335.00 182.00 9.82 -376.00 163.00 12.83 -344.00 149.00 9.43 -376.00 337.00
2024 37.32 -388.00 370.00 36.97 -397.00 380.00 39.99 -370.00 371.00 33.79 -380.00 351.00
2023 -5.76 -146.00 104.00 -5.93 -124.00 112.00 -5.25 -135.00 108.00 -7.63 -113.00 96.00
2022 -1.78 -229.00 265.00 -6.71 -221.00 160.00 -6.06 -209.00 168.00 -4.91 -210.00 203.00
2021 45.26 -110.00 345.00 42.01 -115.00 260.00 42.71 -615.00 265.00 40.70 -110.00 265.00
2020 3.50 -320.00 220.00 5.66 -275.00 250.00 9.44 -295.00 230.00 2.30 -215.00 170.00
2019 104.10 -150.00 280.00 104.45 -105.00 265.00 113.52 -125.00 315.00 97.64 -115.00 265.00
2018 34.25 -570.00 485.00 39.50 -570.00 480.00 44.67 -565.00 480.00 36.08 -550.00 455.00

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
2025-12 -67.00 -67.00 -67.00 -66.00 -66.00 -66.00 -67.00 -67.00 -67.00 -66.00 -66.00 -66.00
2025-11 -61.25 -95.00 10.00 -68.20 -87.00 -48.00 -62.80 -82.00 -39.00 -67.10 -86.00 -22.00
2025-10 -35.18 -69.00 66.00 -43.18 -77.00 40.00 -38.35 -68.00 65.00 -42.06 -78.00 30.00
2025-09 35.18 1.00 94.00 38.59 6.00 95.00 35.55 2.00 75.00 41.05 8.00 99.00
2025-08 -1.67 -73.00 70.00 -3.38 -72.00 59.00 -3.52 -68.00 61.00 -4.52 -74.00 64.00
2025-07 -9.04 -79.00 40.00 -14.22 -65.00 39.00 -9.74 -57.00 35.00 -15.09 -67.00 36.00
2025-06 42.05 15.00 75.00 42.65 27.00 75.00 45.75 27.00 80.00 38.80 23.00 65.00
2025-05 62.47 18.00 105.00 60.05 28.00 81.00 62.00 26.00 83.00 58.68 26.00 81.00
2025-04 -78.14 -219.00 182.00 -83.95 -221.00 155.00 -79.81 -221.00 137.00 -84.57 -230.00 160.00
2025-03 111.76 82.00 156.00 110.29 80.00 163.00 112.19 83.00 149.00 114.14 66.00 337.00
2025-02 58.78 3.00 92.00 61.89 18.00 98.00 61.78 15.00 101.00 56.39 19.00 95.00
2025-01 19.72 -335.00 124.00 12.33 -376.00 97.00 24.56 -344.00 127.00 12.17 -376.00 98.00
2024-12 -75.41 -388.00 300.00 -85.27 -397.00 298.00 -71.18 -370.00 308.00 -87.55 -380.00 271.00
2024-11 221.19 118.00 370.00 222.00 124.00 380.00 226.71 116.00 371.00 210.43 116.00 351.00
2024-10 92.50 71.00 114.00 97.61 79.00 142.00 98.00 84.00 145.00 92.83 70.00 111.00
2024-09 117.53 51.00 175.00 121.53 67.00 181.00 117.47 33.00 171.00 120.42 63.00 182.00
2024-08 -16.82 -143.00 73.00 -12.68 -129.00 88.00 -10.14 -114.00 64.00 -19.68 -151.00 73.00
2024-07 6.52 -20.00 36.00 6.35 -14.00 24.00 7.74 -12.00 29.00 5.65 -14.00 26.00
2024-06 13.21 -8.00 28.00 12.95 -2.00 20.00 13.68 -5.00 22.00 10.47 -2.00 18.00
2024-05 15.25 -21.00 48.00 14.30 -5.00 33.00 16.95 2.00 33.00 13.60 -4.00 30.00
2024-04 13.00 -33.00 45.00 13.45 -38.00 40.00 15.60 -33.00 40.00 12.25 -32.00 42.00
2024-03 -3.86 -42.00 31.00 -6.81 -37.00 27.00 -2.19 -39.00 35.00 -8.62 -35.00 25.00
2024-02 44.00 20.00 71.00 43.07 29.00 57.00 46.80 32.00 59.00 42.20 24.00 55.00
2024-01 44.23 2.00 99.00 42.00 12.00 75.00 43.86 -7.00 85.00 39.05 11.00 76.00
2023-12 14.10 -36.00 72.00 18.05 -42.00 92.00 16.62 -37.00 68.00 7.19 -43.00 71.00
2023-11 -20.73 -77.00 24.00 -26.18 -70.00 30.00 -22.14 -64.00 29.00 -29.32 -65.00 30.00
2023-10 -4.35 -55.00 32.00 1.35 -30.00 26.00 -1.82 -42.00 24.00 -0.29 -33.00 27.00
2023-09 -31.40 -56.00 8.00 -31.70 -38.00 -21.00 -27.95 -42.00 -16.00 -32.00 -40.00 -19.00
2023-08 -2.91 -61.00 60.00 -3.13 -36.00 37.00 -2.09 -43.00 36.00 -5.57 -49.00 34.00
2023-07 12.10 -29.00 47.00 14.24 -49.00 45.00 16.24 -45.00 44.00 13.29 -45.00 42.00
2023-06 -8.45 -73.00 43.00 -8.95 -76.00 28.00 -11.15 -94.00 28.00 -10.40 -82.00 33.00
2023-05 -88.95 -146.00 -16.00 -87.90 -124.00 -62.00 -90.55 -135.00 -64.00 -82.25 -113.00 -7.00
2023-04 21.32 -71.00 104.00 12.95 -86.00 112.00 18.26 -78.00 108.00 11.32 -72.00 91.00
2023-03 41.04 -17.00 100.00 41.78 -9.00 86.00 44.43 -7.00 96.00 39.74 -10.00 96.00
2023-02 -11.10 -33.00 15.00 -10.90 -21.00 -1.00 -10.95 -27.00 2.00 -11.30 -24.00 3.00
2023-01 6.38 -61.00 60.00 5.88 -24.00 26.00 3.00 -57.00 23.00 5.75 -21.00 27.00
2022-12 18.18 -76.00 81.00 17.36 -7.00 52.00 20.59 -44.00 54.00 15.18 -11.00 44.00
2022-11 55.05 -164.00 145.00 48.50 -172.00 131.00 53.59 -171.00 133.00 50.59 -169.00 130.00
2022-10 -60.25 -187.00 96.00 -86.00 -173.00 116.00 -84.94 -175.00 112.00 -74.44 -173.00 113.00
2022-09 -88.90 -147.00 0.00 -104.62 -144.00 -52.00 -104.05 -148.00 -48.00 -102.62 -161.00 -35.00
2022-08 5.48 -229.00 188.00 4.00 -221.00 160.00 14.22 -209.00 168.00 3.43 -210.00 162.00
2022-07 30.05 -66.00 200.00 34.33 -5.00 156.00 35.48 -10.00 154.00 31.19 -6.00 177.00
2022-06 17.43 -51.00 265.00 9.95 -22.00 36.00 5.76 -22.00 32.00 16.38 -24.00 203.00
2022-05 -18.42 -74.00 38.00 -20.53 -42.00 2.00 -28.63 -149.00 -3.00 -18.21 -45.00 14.00
2022-04 0.26 -48.00 86.00 -8.79 -31.00 21.00 -5.32 -58.00 13.00 -12.11 -43.00 21.00
2022-03 24.35 -73.00 185.00 7.04 -29.00 40.00 6.61 -22.00 49.00 11.26 -22.00 71.00
2022-02 -17.38 -84.00 29.00 -2.44 -38.00 27.00 -3.50 -48.00 32.00 -1.06 -25.00 23.00
2022-01 -14.21 -75.00 35.00 -4.63 -41.00 26.00 -10.42 -88.00 34.00 -1.74 -24.00 35.00
2021-12 75.57 -75.00 241.00 66.78 -73.00 199.00 74.83 -54.00 196.00 67.04 -51.00 194.00
2021-11 60.73 -68.00 186.00 53.95 -14.00 157.00 52.14 -27.00 188.00 52.36 -15.00 160.00
2021-10 28.75 -60.00 240.00 21.25 -70.00 190.00 5.62 -455.00 190.00 33.12 -60.00 190.00
2021-09 -3.50 -55.00 75.00 -9.75 -35.00 30.00 -9.50 -45.00 45.00 -13.00 -50.00 60.00
2021-08 5.45 -45.00 65.00 -0.45 -35.00 45.00 5.23 -25.00 45.00 -0.45 -35.00 50.00
2021-07 45.68 -35.00 150.00 46.82 0.00 75.00 55.91 15.00 85.00 41.36 -15.00 105.00
2021-06 29.76 -10.00 80.00 32.62 -10.00 80.00 31.43 5.00 70.00 29.76 0.00 70.00
2021-05 50.83 5.00 105.00 55.83 30.00 105.00 54.72 25.00 70.00 55.00 35.00 80.00
2021-04 4.29 -110.00 100.00 -0.24 -115.00 95.00 11.19 -90.00 125.00 -6.67 -110.00 100.00
2021-03 124.57 20.00 235.00 128.48 60.00 260.00 141.09 45.00 265.00 120.00 50.00 235.00
2021-02 92.00 0.00 345.00 74.33 5.00 230.00 80.33 10.00 245.00 87.67 15.00 265.00
2021-01 26.75 -50.00 65.00 28.25 -5.00 55.00 -3.25 -615.00 70.00 23.75 0.00 50.00
2020-12 76.74 -35.00 220.00 65.22 -15.00 170.00 69.35 -15.00 200.00 64.13 -25.00 170.00
2020-11 51.19 -75.00 160.00 65.95 20.00 250.00 66.67 -60.00 230.00 55.24 -5.00 170.00
2020-10 16.25 -125.00 60.00 27.81 15.00 45.00 25.31 15.00 35.00 25.31 15.00 85.00
2020-09 36.36 0.00 75.00 27.50 -70.00 65.00 28.41 -80.00 50.00 35.45 20.00 60.00
2020-08 49.05 20.00 90.00 50.24 10.00 95.00 57.62 5.00 115.00 45.24 5.00 85.00
2020-07 103.04 25.00 215.00 100.00 45.00 190.00 119.35 60.00 225.00 91.74 40.00 170.00
2020-06 58.75 -5.00 120.00 58.75 10.00 120.00 64.00 20.00 130.00 46.50 0.00 110.00
2020-05 -8.06 -40.00 60.00 -0.56 -20.00 35.00 4.44 -20.00 40.00 -5.56 -15.00 35.00
2020-04 -73.57 -320.00 35.00 -62.62 -275.00 15.00 -63.10 -295.00 15.00 -55.95 -215.00 40.00
2020-03 -104.55 -160.00 -15.00 -100.00 -145.00 60.00 -102.05 -145.00 50.00 -108.18 -145.00 20.00
2020-02 -147.75 -230.00 -70.00 -144.25 -170.00 -40.00 -142.00 -170.00 -85.00 -144.25 -170.00 -40.00
2020-01 -42.50 -65.00 -20.00 -42.50 -60.00 -20.00 -39.69 -55.00 -25.00 -44.38 -60.00 -30.00
2019-12 25.23 -50.00 125.00 31.59 -45.00 125.00 39.32 -40.00 130.00 29.55 -45.00 125.00
2019-11 58.81 15.00 105.00 55.00 20.00 95.00 66.67 30.00 110.00 45.95 -10.00 85.00
2019-10 107.50 30.00 200.00 108.06 85.00 140.00 121.39 90.00 215.00 103.61 75.00 160.00
2019-09 152.25 0.00 265.00 148.00 20.00 265.00 159.50 20.00 315.00 133.25 10.00 265.00
2019-08 40.00 -20.00 90.00 41.14 -25.00 100.00 46.14 -20.00 95.00 38.41 10.00 95.00
2019-07 167.39 95.00 220.00 165.43 75.00 230.00 182.17 105.00 250.00 159.57 70.00 215.00
2019-06 112.63 50.00 195.00 118.16 75.00 195.00 125.53 80.00 220.00 105.26 65.00 175.00
2019-05 58.75 -20.00 125.00 64.00 45.00 80.00 70.75 55.00 100.00 59.50 35.00 100.00
2019-04 -19.76 -150.00 185.00 -14.52 -105.00 165.00 -10.48 -125.00 175.00 -18.10 -115.00 165.00
2019-03 164.52 140.00 205.00 161.67 135.00 200.00 173.10 150.00 200.00 155.71 125.00 200.00
2019-02 177.67 115.00 225.00 174.33 125.00 225.00 179.00 125.00 225.00 166.33 135.00 215.00
2019-01 221.82 155.00 280.00 217.73 170.00 260.00 225.23 185.00 270.00 208.64 165.00 255.00
2018-12 -125.75 -570.00 240.00 -113.75 -570.00 245.00 -110.75 -565.00 255.00 -117.75 -550.00 235.00
2018-11 -6.59 -435.00 485.00 -3.18 -475.00 480.00 -2.73 -480.00 480.00 -3.86 -420.00 455.00
2018-10 261.94 210.00 395.00 261.94 215.00 380.00 275.28 235.00 385.00 255.83 200.00 345.00

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
2018-11-27 8205.00 8150.00 8255.00 8130.00 8595.00 8550.00 8645.00 8525.00 -390.00 -400.00 -390.00 -395.00
2018-11-26 8200.00 8170.00 8250.00 8150.00 8430.00 8540.00 8595.00 8400.00 -230.00 -370.00 -345.00 -250.00
2018-11-23 8445.00 8250.00 8480.00 8250.00 8735.00 8515.00 8760.00 8505.00 -290.00 -265.00 -280.00 -255.00
2018-11-22 8600.00 8460.00 8600.00 8450.00 8900.00 8740.00 8905.00 8735.00 -300.00 -280.00 -305.00 -285.00
2018-11-21 8435.00 8600.00 8630.00 8335.00 8795.00 8895.00 8945.00 8655.00 -360.00 -295.00 -315.00 -320.00
2018-11-20 8630.00 8540.00 8690.00 8535.00 9015.00 8920.00 9065.00 8895.00 -385.00 -380.00 -375.00 -360.00
2018-11-19 8650.00 8645.00 8700.00 8625.00 9015.00 9030.00 9090.00 8980.00 -365.00 -385.00 -390.00 -355.00
2018-11-16 8650.00 8655.00 8750.00 8605.00 9075.00 9025.00 9120.00 8975.00 -425.00 -370.00 -370.00 -370.00
2018-11-15 9045.00 9060.00 9080.00 9010.00 8560.00 8635.00 8650.00 8555.00 485.00 425.00 430.00 455.00
2018-11-14 8875.00 9030.00 9030.00 8815.00 8425.00 8550.00 8550.00 8425.00 450.00 480.00 480.00 390.00
2018-11-13 8840.00 8960.00 9015.00 8830.00 8520.00 8595.00 8650.00 8485.00 320.00 365.00 365.00 345.00
2018-11-12 8960.00 8860.00 8990.00 8840.00 8600.00 8510.00 8635.00 8505.00 360.00 350.00 355.00 335.00
2018-11-09 9075.00 8960.00 9090.00 8935.00 8710.00 8610.00 8730.00 8600.00 365.00 350.00 360.00 335.00
2018-11-08 9085.00 9075.00 9145.00 9050.00 8720.00 8715.00 8750.00 8700.00 365.00 360.00 395.00 350.00
2018-11-07 9075.00 9070.00 9100.00 9010.00 8715.00 8715.00 8740.00 8675.00 360.00 355.00 360.00 335.00
2018-11-06 9125.00 9085.00 9150.00 9015.00 8785.00 8750.00 8805.00 8700.00 340.00 335.00 345.00 315.00
2018-11-05 9120.00 9125.00 9165.00 9105.00 8760.00 8780.00 8815.00 8740.00 360.00 345.00 350.00 365.00
2018-11-02 8950.00 9115.00 9135.00 8905.00 8735.00 8765.00 8785.00 8630.00 215.00 350.00 350.00 275.00
2018-11-01 9045.00 8965.00 9065.00 8920.00 8820.00 8710.00 8830.00 8685.00 225.00 255.00 235.00 235.00
2018-10-31 9105.00 9055.00 9150.00 9015.00 8860.00 8835.00 8905.00 8795.00 245.00 220.00 245.00 220.00
2018-10-30 9170.00 9105.00 9205.00 9070.00 8960.00 8870.00 8970.00 8850.00 210.00 235.00 235.00 220.00
2018-10-29 9310.00 9165.00 9325.00 9125.00 9045.00 8950.00 9065.00 8910.00 265.00 215.00 260.00 215.00
2018-10-26 9345.00 9285.00 9375.00 9250.00 9050.00 9035.00 9085.00 9010.00 295.00 250.00 290.00 240.00
2018-10-25 9445.00 9335.00 9460.00 9280.00 9150.00 9045.00 9155.00 9005.00 295.00 290.00 305.00 275.00
2018-10-24 9395.00 9465.00 9475.00 9385.00 9150.00 9155.00 9160.00 9110.00 245.00 310.00 315.00 275.00
2018-10-23 9440.00 9430.00 9470.00 9430.00 9180.00 9170.00 9190.00 9160.00 260.00 260.00 280.00 270.00
2018-10-22 9430.00 9445.00 9505.00 9425.00 9155.00 9175.00 9200.00 9145.00 275.00 270.00 305.00 280.00
2018-10-19 9410.00 9420.00 9465.00 9405.00 9170.00 9140.00 9195.00 9135.00 240.00 280.00 270.00 270.00
2018-10-18 9350.00 9415.00 9425.00 9330.00 9135.00 9170.00 9180.00 9100.00 215.00 245.00 245.00 230.00
2018-10-17 9400.00 9385.00 9435.00 9365.00 9175.00 9165.00 9190.00 9120.00 225.00 220.00 245.00 245.00
2018-10-16 9510.00 9400.00 9540.00 9335.00 9260.00 9170.00 9280.00 9135.00 250.00 230.00 260.00 200.00
2018-10-15 9580.00 9520.00 9590.00 9515.00 9305.00 9265.00 9325.00 9265.00 275.00 255.00 265.00 250.00
2018-10-12 9540.00 9565.00 9575.00 9500.00 9260.00 9305.00 9315.00 9225.00 280.00 260.00 260.00 275.00
2018-10-11 9575.00 9535.00 9605.00 9485.00 9365.00 9275.00 9365.00 9250.00 210.00 260.00 240.00 235.00
2018-10-10 9805.00 9670.00 9825.00 9640.00 9565.00 9420.00 9565.00 9395.00 240.00 250.00 260.00 245.00
2018-10-09 9755.00 9825.00 9840.00 9705.00 9360.00 9540.00 9550.00 9360.00 395.00 285.00 290.00 345.00
2018-10-08 9525.00 9715.00 9720.00 9525.00 9230.00 9335.00 9335.00 9210.00 295.00 380.00 385.00 315.00
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