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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 7932.00 | 7938.00 | 7956.00 | 7873.00 | 7820.00 | 7814.00 | 7827.00 | 7757.00 | 112.00 | 124.00 | 129.00 | 116.00 |
| 2024-09-06 | 7902.00 | 7946.00 | 7977.00 | 7902.00 | 7816.00 | 7820.00 | 7868.00 | 7796.00 | 86.00 | 126.00 | 109.00 | 106.00 |
| 2024-09-05 | 7950.00 | 7897.00 | 7974.00 | 7891.00 | 7870.00 | 7820.00 | 7897.00 | 7816.00 | 80.00 | 77.00 | 77.00 | 75.00 |
| 2024-09-04 | 7999.00 | 7938.00 | 8013.00 | 7930.00 | 7948.00 | 7867.00 | 7948.00 | 7860.00 | 51.00 | 71.00 | 65.00 | 70.00 |
| 2024-09-03 | 8055.00 | 8038.00 | 8069.00 | 8024.00 | 7970.00 | 7968.00 | 7999.00 | 7954.00 | 85.00 | 70.00 | 70.00 | 70.00 |
| 2024-09-02 | 8152.00 | 8038.00 | 8152.00 | 8031.00 | 8091.00 | 7971.00 | 8091.00 | 7968.00 | 61.00 | 67.00 | 61.00 | 63.00 |
| 2024-08-30 | 8136.00 | 8152.00 | 8175.00 | 8130.00 | 8188.00 | 8181.00 | 8205.00 | 8180.00 | -52.00 | -29.00 | -30.00 | -50.00 |
| 2024-08-29 | 8119.00 | 8137.00 | 8157.00 | 8113.00 | 8160.00 | 8186.00 | 8207.00 | 8151.00 | -41.00 | -49.00 | -50.00 | -38.00 |
| 2024-08-28 | 8160.00 | 8133.00 | 8169.00 | 8129.00 | 8175.00 | 8181.00 | 8195.00 | 8167.00 | -15.00 | -48.00 | -26.00 | -38.00 |
| 2024-08-27 | 8140.00 | 8165.00 | 8176.00 | 8135.00 | 8180.00 | 8183.00 | 8192.00 | 8164.00 | -40.00 | -18.00 | -16.00 | -29.00 |
| 2024-08-26 | 8029.00 | 8116.00 | 8123.00 | 8012.00 | 8108.00 | 8160.00 | 8165.00 | 8096.00 | -79.00 | -44.00 | -42.00 | -84.00 |
| 2024-08-23 | 8070.00 | 8013.00 | 8085.00 | 8011.00 | 8163.00 | 8099.00 | 8163.00 | 8095.00 | -93.00 | -86.00 | -78.00 | -84.00 |
| 2024-08-22 | 8070.00 | 8059.00 | 8117.00 | 8053.00 | 8179.00 | 8146.00 | 8199.00 | 8136.00 | -109.00 | -87.00 | -82.00 | -83.00 |
| 2024-08-21 | 8031.00 | 8062.00 | 8068.00 | 8005.00 | 8137.00 | 8160.00 | 8180.00 | 8121.00 | -106.00 | -98.00 | -112.00 | -116.00 |
| 2024-08-20 | 8056.00 | 8036.00 | 8084.00 | 7960.00 | 8186.00 | 8158.00 | 8186.00 | 8086.00 | -130.00 | -122.00 | -102.00 | -126.00 |
| 2024-08-19 | 8002.00 | 8056.00 | 8072.00 | 7985.00 | 8145.00 | 8171.00 | 8186.00 | 8136.00 | -143.00 | -115.00 | -114.00 | -151.00 |
| 2024-08-16 | 8094.00 | 8028.00 | 8127.00 | 8026.00 | 8180.00 | 8157.00 | 8220.00 | 8153.00 | -86.00 | -129.00 | -93.00 | -127.00 |
| 2024-08-15 | 8190.00 | 8176.00 | 8194.00 | 8118.00 | 8129.00 | 8088.00 | 8130.00 | 8045.00 | 61.00 | 88.00 | 64.00 | 73.00 |
| 2024-08-14 | 8190.00 | 8185.00 | 8215.00 | 8153.00 | 8135.00 | 8122.00 | 8163.00 | 8101.00 | 55.00 | 63.00 | 52.00 | 52.00 |
| 2024-08-13 | 8202.00 | 8190.00 | 8241.00 | 8171.00 | 8129.00 | 8140.00 | 8184.00 | 8117.00 | 73.00 | 50.00 | 57.00 | 54.00 |
| 2024-08-12 | 8166.00 | 8183.00 | 8184.00 | 8106.00 | 8130.00 | 8119.00 | 8130.00 | 8070.00 | 36.00 | 64.00 | 54.00 | 36.00 |
| 2024-08-09 | 8162.00 | 8150.00 | 8220.00 | 8139.00 | 8102.00 | 8116.00 | 8169.00 | 8087.00 | 60.00 | 34.00 | 51.00 | 52.00 |
| 2024-08-08 | 8211.00 | 8155.00 | 8222.00 | 8145.00 | 8175.00 | 8105.00 | 8175.00 | 8100.00 | 36.00 | 50.00 | 47.00 | 45.00 |
| 2024-08-07 | 8210.00 | 8195.00 | 8241.00 | 8190.00 | 8150.00 | 8152.00 | 8186.00 | 8145.00 | 60.00 | 43.00 | 55.00 | 45.00 |
| 2024-08-06 | 8220.00 | 8216.00 | 8256.00 | 8203.00 | 8161.00 | 8165.00 | 8212.00 | 8152.00 | 59.00 | 51.00 | 44.00 | 51.00 |
| 2024-08-05 | 8280.00 | 8232.00 | 8285.00 | 8206.00 | 8228.00 | 8186.00 | 8249.00 | 8174.00 | 52.00 | 46.00 | 36.00 | 32.00 |
| 2024-08-02 | 8271.00 | 8303.00 | 8305.00 | 8247.00 | 8259.00 | 8271.00 | 8272.00 | 8221.00 | 12.00 | 32.00 | 33.00 | 26.00 |
| 2024-08-01 | 8270.00 | 8271.00 | 8328.00 | 8260.00 | 8250.00 | 8246.00 | 8299.00 | 8233.00 | 20.00 | 25.00 | 29.00 | 27.00 |
| 2024-07-31 | 8172.00 | 8256.00 | 8266.00 | 8156.00 | 8152.00 | 8235.00 | 8239.00 | 8130.00 | 20.00 | 21.00 | 27.00 | 26.00 |
| 2024-07-30 | 8234.00 | 8172.00 | 8245.00 | 8164.00 | 8200.00 | 8153.00 | 8216.00 | 8142.00 | 34.00 | 19.00 | 29.00 | 22.00 |
| 2024-07-29 | 8280.00 | 8236.00 | 8285.00 | 8214.00 | 8260.00 | 8212.00 | 8265.00 | 8194.00 | 20.00 | 24.00 | 20.00 | 20.00 |
| 2024-07-26 | 8288.00 | 8291.00 | 8320.00 | 8274.00 | 8252.00 | 8271.00 | 8304.00 | 8252.00 | 36.00 | 20.00 | 16.00 | 22.00 |
| 2024-07-25 | 8313.00 | 8280.00 | 8322.00 | 8271.00 | 8313.00 | 8264.00 | 8313.00 | 8259.00 | 0.00 | 16.00 | 9.00 | 12.00 |
| 2024-07-24 | 8303.00 | 8313.00 | 8326.00 | 8255.00 | 8297.00 | 8298.00 | 8314.00 | 8252.00 | 6.00 | 15.00 | 12.00 | 3.00 |
| 2024-07-23 | 8345.00 | 8310.00 | 8362.00 | 8305.00 | 8325.00 | 8300.00 | 8348.00 | 8297.00 | 20.00 | 10.00 | 14.00 | 8.00 |
| 2024-07-22 | 8369.00 | 8352.00 | 8374.00 | 8312.00 | 8366.00 | 8340.00 | 8366.00 | 8309.00 | 3.00 | 12.00 | 8.00 | 3.00 |
| 2024-07-19 | 8389.00 | 8369.00 | 8400.00 | 8356.00 | 8384.00 | 8362.00 | 8391.00 | 8352.00 | 5.00 | 7.00 | 9.00 | 4.00 |
| 2024-07-18 | 8384.00 | 8399.00 | 8408.00 | 8365.00 | 8382.00 | 8389.00 | 8399.00 | 8359.00 | 2.00 | 10.00 | 9.00 | 6.00 |
| 2024-07-17 | 8371.00 | 8383.00 | 8428.00 | 8364.00 | 8360.00 | 8377.00 | 8416.00 | 8352.00 | 11.00 | 6.00 | 12.00 | 12.00 |
| 2024-07-16 | 8370.00 | 8379.00 | 8396.00 | 8351.00 | 8375.00 | 8370.00 | 8389.00 | 8344.00 | -5.00 | 9.00 | 7.00 | 7.00 |
| 2024-07-15 | 8388.00 | 8370.00 | 8406.00 | 8361.00 | 8407.00 | 8375.00 | 8409.00 | 8370.00 | -19.00 | -5.00 | -3.00 | -9.00 |
| 2024-07-12 | 8405.00 | 8383.00 | 8407.00 | 8368.00 | 8413.00 | 8395.00 | 8419.00 | 8382.00 | -8.00 | -12.00 | -12.00 | -14.00 |
| 2024-07-11 | 8395.00 | 8403.00 | 8428.00 | 8384.00 | 8403.00 | 8414.00 | 8438.00 | 8393.00 | -8.00 | -11.00 | -10.00 | -9.00 |
| 2024-07-10 | 8436.00 | 8385.00 | 8447.00 | 8377.00 | 8456.00 | 8398.00 | 8457.00 | 8370.00 | -20.00 | -13.00 | -10.00 | 7.00 |
| 2024-07-09 | 8469.00 | 8443.00 | 8493.00 | 8437.00 | 8474.00 | 8457.00 | 8504.00 | 8450.00 | -5.00 | -14.00 | -11.00 | -13.00 |
| 2024-07-08 | 8520.00 | 8469.00 | 8536.00 | 8452.00 | 8522.00 | 8481.00 | 8540.00 | 8464.00 | -2.00 | -12.00 | -4.00 | -12.00 |
| 2024-07-05 | 8593.00 | 8520.00 | 8601.00 | 8510.00 | 8583.00 | 8520.00 | 8597.00 | 8511.00 | 10.00 | 0.00 | 4.00 | -1.00 |
| 2024-07-04 | 8664.00 | 8589.00 | 8668.00 | 8588.00 | 8643.00 | 8580.00 | 8654.00 | 8579.00 | 21.00 | 9.00 | 14.00 | 9.00 |
| 2024-07-03 | 8664.00 | 8658.00 | 8670.00 | 8636.00 | 8652.00 | 8647.00 | 8657.00 | 8628.00 | 12.00 | 11.00 | 13.00 | 8.00 |
| 2024-07-02 | 8585.00 | 8655.00 | 8662.00 | 8580.00 | 8584.00 | 8642.00 | 8648.00 | 8570.00 | 1.00 | 13.00 | 14.00 | 10.00 |
| 2024-07-01 | 8584.00 | 8591.00 | 8599.00 | 8542.00 | 8568.00 | 8580.00 | 8588.00 | 8533.00 | 16.00 | 11.00 | 11.00 | 9.00 |
| 2024-06-28 | 8521.00 | 8584.00 | 8592.00 | 8520.00 | 8522.00 | 8569.00 | 8577.00 | 8513.00 | -1.00 | 15.00 | 15.00 | 7.00 |
| 2024-06-27 | 8515.00 | 8518.00 | 8546.00 | 8504.00 | 8519.00 | 8509.00 | 8538.00 | 8499.00 | -4.00 | 9.00 | 8.00 | 5.00 |
| 2024-06-26 | 8533.00 | 8532.00 | 8539.00 | 8489.00 | 8515.00 | 8524.00 | 8531.00 | 8480.00 | 18.00 | 8.00 | 8.00 | 9.00 |
| 2024-06-25 | 8494.00 | 8531.00 | 8549.00 | 8484.00 | 8468.00 | 8517.00 | 8535.00 | 8468.00 | 26.00 | 14.00 | 14.00 | 16.00 |
| 2024-06-24 | 8531.00 | 8482.00 | 8533.00 | 8460.00 | 8520.00 | 8475.00 | 8525.00 | 8456.00 | 11.00 | 7.00 | 8.00 | 4.00 |
| 2024-06-21 | 8589.00 | 8531.00 | 8611.00 | 8516.00 | 8577.00 | 8522.00 | 8595.00 | 8507.00 | 12.00 | 9.00 | 16.00 | 9.00 |
| 2024-06-20 | 8585.00 | 8589.00 | 8614.00 | 8550.00 | 8566.00 | 8573.00 | 8597.00 | 8535.00 | 19.00 | 16.00 | 17.00 | 15.00 |
| 2024-06-19 | 8528.00 | 8576.00 | 8598.00 | 8509.00 | 8500.00 | 8557.00 | 8576.00 | 8496.00 | 28.00 | 19.00 | 22.00 | 13.00 |
| 2024-06-18 | 8503.00 | 8519.00 | 8566.00 | 8495.00 | 8488.00 | 8503.00 | 8547.00 | 8480.00 | 15.00 | 16.00 | 19.00 | 15.00 |
| 2024-06-17 | 8579.00 | 8493.00 | 8582.00 | 8477.00 | 8569.00 | 8476.00 | 8569.00 | 8462.00 | 10.00 | 17.00 | 13.00 | 15.00 |
| 2024-06-14 | 8596.00 | 8566.00 | 8599.00 | 8537.00 | 8570.00 | 8549.00 | 8580.00 | 8523.00 | 26.00 | 17.00 | 19.00 | 14.00 |
| 2024-06-13 | 8620.00 | 8594.00 | 8632.00 | 8555.00 | 8610.00 | 8574.00 | 8613.00 | 8540.00 | 10.00 | 20.00 | 19.00 | 15.00 |
| 2024-06-12 | 8550.00 | 8613.00 | 8626.00 | 8520.00 | 8525.00 | 8595.00 | 8607.00 | 8507.00 | 25.00 | 18.00 | 19.00 | 13.00 |
| 2024-06-11 | 8570.00 | 8542.00 | 8604.00 | 8532.00 | 8554.00 | 8529.00 | 8586.00 | 8520.00 | 16.00 | 13.00 | 18.00 | 12.00 |
| 2024-06-07 | 8528.00 | 8544.00 | 8609.00 | 8523.00 | 8513.00 | 8529.00 | 8592.00 | 8513.00 | 15.00 | 15.00 | 17.00 | 10.00 |
| 2024-06-06 | 8500.00 | 8528.00 | 8551.00 | 8475.00 | 8490.00 | 8519.00 | 8538.00 | 8457.00 | 10.00 | 9.00 | 13.00 | 18.00 |
| 2024-06-05 | 8516.00 | 8488.00 | 8516.00 | 8465.00 | 8491.00 | 8476.00 | 8500.00 | 8454.00 | 25.00 | 12.00 | 16.00 | 11.00 |
| 2024-06-04 | 8534.00 | 8516.00 | 8550.00 | 8480.00 | 8536.00 | 8502.00 | 8546.00 | 8480.00 | -2.00 | 14.00 | 4.00 | 0.00 |
| 2024-06-03 | 8663.00 | 8530.00 | 8666.00 | 8521.00 | 8671.00 | 8532.00 | 8671.00 | 8523.00 | -8.00 | -2.00 | -5.00 | -2.00 |
| 2024-05-31 | 8670.00 | 8648.00 | 8716.00 | 8637.00 | 8691.00 | 8653.00 | 8714.00 | 8640.00 | -21.00 | -5.00 | 2.00 | -3.00 |
| 2024-05-30 | 8678.00 | 8682.00 | 8754.00 | 8650.00 | 8651.00 | 8683.00 | 8751.00 | 8651.00 | 27.00 | -1.00 | 3.00 | -1.00 |
| 2024-05-29 | 8631.00 | 8650.00 | 8666.00 | 8605.00 | 8630.00 | 8648.00 | 8662.00 | 8605.00 | 1.00 | 2.00 | 4.00 | 0.00 |
| 2024-05-28 | 8671.00 | 8616.00 | 8716.00 | 8609.00 | 8680.00 | 8618.00 | 8708.00 | 8613.00 | -9.00 | -2.00 | 8.00 | -4.00 |
| 2024-05-27 | 8550.00 | 8669.00 | 8670.00 | 8549.00 | 8545.00 | 8662.00 | 8662.00 | 8545.00 | 5.00 | 7.00 | 8.00 | 4.00 |
| 2024-05-24 | 8540.00 | 8557.00 | 8592.00 | 8527.00 | 8540.00 | 8555.00 | 8588.00 | 8522.00 | 0.00 | 2.00 | 4.00 | 5.00 |
| 2024-05-23 | 8590.00 | 8523.00 | 8593.00 | 8495.00 | 8591.00 | 8523.00 | 8591.00 | 8496.00 | -1.00 | 0.00 | 2.00 | -1.00 |
| 2024-05-22 | 8578.00 | 8602.00 | 8617.00 | 8572.00 | 8557.00 | 8597.00 | 8611.00 | 8557.00 | 21.00 | 5.00 | 6.00 | 15.00 |
| 2024-05-21 | 8640.00 | 8579.00 | 8658.00 | 8550.00 | 8623.00 | 8570.00 | 8643.00 | 8541.00 | 17.00 | 9.00 | 15.00 | 9.00 |
| 2024-05-20 | 8630.00 | 8649.00 | 8673.00 | 8609.00 | 8611.00 | 8631.00 | 8651.00 | 8587.00 | 19.00 | 18.00 | 22.00 | 22.00 |
| 2024-05-17 | 8490.00 | 8635.00 | 8635.00 | 8482.00 | 8467.00 | 8608.00 | 8608.00 | 8460.00 | 23.00 | 27.00 | 27.00 | 22.00 |
| 2024-05-16 | 8464.00 | 8486.00 | 8500.00 | 8435.00 | 8435.00 | 8461.00 | 8474.00 | 8412.00 | 29.00 | 25.00 | 26.00 | 23.00 |
| 2024-05-15 | 8440.00 | 8469.00 | 8477.00 | 8422.00 | 8409.00 | 8439.00 | 8447.00 | 8397.00 | 31.00 | 30.00 | 30.00 | 25.00 |
| 2024-05-14 | 8485.00 | 8446.00 | 8494.00 | 8435.00 | 8462.00 | 8425.00 | 8469.00 | 8412.00 | 23.00 | 21.00 | 25.00 | 23.00 |
| 2024-05-13 | 8441.00 | 8480.00 | 8484.00 | 8404.00 | 8402.00 | 8458.00 | 8459.00 | 8380.00 | 39.00 | 22.00 | 25.00 | 24.00 |
| 2024-05-10 | 8436.00 | 8441.00 | 8457.00 | 8384.00 | 8408.00 | 8416.00 | 8430.00 | 8364.00 | 28.00 | 25.00 | 27.00 | 20.00 |
| 2024-05-09 | 8501.00 | 8436.00 | 8501.00 | 8433.00 | 8476.00 | 8411.00 | 8476.00 | 8408.00 | 25.00 | 25.00 | 25.00 | 25.00 |
| 2024-05-08 | 8503.00 | 8490.00 | 8550.00 | 8485.00 | 8455.00 | 8462.00 | 8521.00 | 8455.00 | 48.00 | 28.00 | 29.00 | 30.00 |
| 2024-05-07 | 8405.00 | 8503.00 | 8517.00 | 8400.00 | 8400.00 | 8470.00 | 8484.00 | 8385.00 | 5.00 | 33.00 | 33.00 | 15.00 |
| 2024-05-06 | 8430.00 | 8405.00 | 8453.00 | 8370.00 | 8435.00 | 8390.00 | 8435.00 | 8351.00 | -5.00 | 15.00 | 18.00 | 19.00 |
| 2024-04-30 | 8498.00 | 8494.00 | 8527.00 | 8481.00 | 8468.00 | 8462.00 | 8500.00 | 8462.00 | 30.00 | 32.00 | 27.00 | 19.00 |
| 2024-04-29 | 8454.00 | 8498.00 | 8506.00 | 8436.00 | 8428.00 | 8476.00 | 8482.00 | 8412.00 | 26.00 | 22.00 | 24.00 | 24.00 |
| 2024-04-26 | 8383.00 | 8454.00 | 8457.00 | 8364.00 | 8338.00 | 8426.00 | 8430.00 | 8338.00 | 45.00 | 28.00 | 27.00 | 26.00 |
| 2024-04-25 | 8349.00 | 8364.00 | 8384.00 | 8340.00 | 8321.00 | 8350.00 | 8362.00 | 8321.00 | 28.00 | 14.00 | 22.00 | 19.00 |
| 2024-04-24 | 8355.00 | 8360.00 | 8381.00 | 8335.00 | 8328.00 | 8339.00 | 8365.00 | 8324.00 | 27.00 | 21.00 | 16.00 | 11.00 |
| 2024-04-23 | 8450.00 | 8356.00 | 8459.00 | 8352.00 | 8424.00 | 8338.00 | 8426.00 | 8333.00 | 26.00 | 18.00 | 33.00 | 19.00 |
| 2024-04-22 | 8452.00 | 8462.00 | 8496.00 | 8441.00 | 8420.00 | 8429.00 | 8457.00 | 8399.00 | 32.00 | 33.00 | 39.00 | 42.00 |
| 2024-04-19 | 8424.00 | 8464.00 | 8581.00 | 8391.00 | 8397.00 | 8440.00 | 8541.00 | 8360.00 | 27.00 | 24.00 | 40.00 | 31.00 |
| 2024-04-18 | 8440.00 | 8439.00 | 8466.00 | 8382.00 | 8400.00 | 8400.00 | 8431.00 | 8355.00 | 40.00 | 39.00 | 35.00 | 27.00 |
| 2024-04-17 | 8380.00 | 8430.00 | 8441.00 | 8379.00 | 8364.00 | 8396.00 | 8409.00 | 8351.00 | 16.00 | 34.00 | 32.00 | 28.00 |