聚丙烯期货跨期套利数据回测

本页面展示聚丙烯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

关于聚丙烯期货跨期套利的详细数据分析,请查看文章:。

聚丙烯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
暂无数据

聚丙烯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
暂无数据

聚丙烯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
2025-12-08 6278.00 6274.00 6287.00 6233.00 6377.00 6367.00 6382.00 6333.00 -99.00 -93.00 -95.00 -100.00
2025-12-05 6355.00 6287.00 6358.00 6273.00 6450.00 6382.00 6451.00 6378.00 -95.00 -95.00 -93.00 -105.00
2025-12-04 6385.00 6359.00 6386.00 6329.00 6479.00 6452.00 6483.00 6422.00 -94.00 -93.00 -97.00 -93.00
2025-12-03 6410.00 6382.00 6417.00 6361.00 6495.00 6478.00 6506.00 6456.00 -85.00 -96.00 -89.00 -95.00
2025-12-02 6397.00 6410.00 6426.00 6391.00 6480.00 6504.00 6515.00 6478.00 -83.00 -94.00 -89.00 -87.00
2025-12-01 6400.00 6397.00 6428.00 6382.00 6495.00 6485.00 6514.00 6476.00 -95.00 -88.00 -86.00 -94.00
2025-11-28 6302.00 6409.00 6413.00 6302.00 6407.00 6490.00 6500.00 6398.00 -105.00 -81.00 -87.00 -96.00
2025-11-27 6261.00 6295.00 6314.00 6261.00 6360.00 6393.00 6410.00 6360.00 -99.00 -98.00 -96.00 -99.00
2025-11-26 6306.00 6265.00 6332.00 6258.00 6411.00 6367.00 6426.00 6361.00 -105.00 -102.00 -94.00 -103.00
2025-11-25 6363.00 6317.00 6378.00 6313.00 6474.00 6420.00 6507.00 6419.00 -111.00 -103.00 -129.00 -106.00
2025-11-24 6351.00 6372.00 6402.00 6315.00 6474.00 6474.00 6501.00 6436.00 -123.00 -102.00 -99.00 -121.00
2025-11-21 6409.00 6357.00 6421.00 6356.00 6513.00 6474.00 6526.00 6471.00 -104.00 -117.00 -105.00 -115.00
2025-11-20 6400.00 6400.00 6431.00 6368.00 6510.00 6513.00 6538.00 6480.00 -110.00 -113.00 -107.00 -112.00
2025-11-19 6403.00 6434.00 6444.00 6394.00 6503.00 6532.00 6539.00 6496.00 -100.00 -98.00 -95.00 -102.00
2025-11-18 6473.00 6392.00 6488.00 6375.00 6572.00 6497.00 6585.00 6486.00 -99.00 -105.00 -97.00 -111.00
2025-11-17 6474.00 6467.00 6482.00 6446.00 6570.00 6565.00 6584.00 6550.00 -96.00 -98.00 -102.00 -104.00
2025-11-14 6484.00 6474.00 6518.00 6468.00 6582.00 6575.00 6614.00 6565.00 -98.00 -101.00 -96.00 -97.00
2025-11-13 6445.00 6480.00 6480.00 6412.00 6565.00 6577.00 6582.00 6533.00 -120.00 -97.00 -102.00 -121.00
2025-11-12 6440.00 6460.00 6474.00 6434.00 6552.00 6572.00 6589.00 6552.00 -112.00 -112.00 -115.00 -118.00
2025-11-11 6467.00 6429.00 6491.00 6426.00 6577.00 6546.00 6592.00 6542.00 -110.00 -117.00 -101.00 -116.00
2025-11-10 6457.00 6480.00 6488.00 6442.00 6561.00 6578.00 6585.00 6537.00 -104.00 -98.00 -97.00 -95.00
2025-11-07 6479.00 6464.00 6493.00 6447.00 6583.00 6574.00 6611.00 6569.00 -104.00 -110.00 -118.00 -122.00
2025-11-06 6490.00 6471.00 6490.00 6415.00 6605.00 6592.00 6605.00 6533.00 -115.00 -121.00 -115.00 -118.00
2025-11-05 6550.00 6491.00 6552.00 6477.00 6644.00 6605.00 6657.00 6590.00 -94.00 -114.00 -105.00 -113.00
2025-11-04 6560.00 6560.00 6589.00 6544.00 6665.00 6664.00 6683.00 6642.00 -105.00 -104.00 -94.00 -98.00
2025-11-03 6600.00 6576.00 6629.00 6573.00 6682.00 6671.00 6706.00 6661.00 -82.00 -95.00 -77.00 -88.00
2025-10-31 6651.00 6590.00 6669.00 6582.00 6723.00 6674.00 6747.00 6665.00 -72.00 -84.00 -78.00 -83.00
2025-10-30 6693.00 6651.00 6699.00 6643.00 6765.00 6721.00 6775.00 6719.00 -72.00 -70.00 -76.00 -76.00
2025-10-29 6654.00 6685.00 6690.00 6635.00 6720.00 6765.00 6767.00 6709.00 -66.00 -80.00 -77.00 -74.00
2025-10-28 6682.00 6657.00 6702.00 6645.00 6772.00 6734.00 6775.00 6722.00 -90.00 -77.00 -73.00 -77.00
2025-10-27 6689.00 6699.00 6707.00 6654.00 6587.00 6612.00 6624.00 6575.00 102.00 87.00 83.00 79.00
2025-10-24 6710.00 6662.00 6710.00 6657.00 6756.00 6719.00 6759.00 6712.00 -46.00 -57.00 -49.00 -55.00
2025-10-23 6633.00 6691.00 6710.00 6616.00 6656.00 6740.00 6755.00 6656.00 -23.00 -49.00 -45.00 -40.00
2025-10-22 6610.00 6619.00 6642.00 6575.00 6635.00 6665.00 6684.00 6619.00 -25.00 -46.00 -42.00 -44.00
2025-10-21 6560.00 6583.00 6619.00 6530.00 6611.00 6627.00 6663.00 6580.00 -51.00 -44.00 -44.00 -50.00
2025-10-20 6566.00 6565.00 6623.00 6565.00 6609.00 6618.00 6667.00 6609.00 -43.00 -53.00 -44.00 -44.00
2025-10-17 6620.00 6551.00 6633.00 6541.00 6669.00 6603.00 6680.00 6593.00 -49.00 -52.00 -47.00 -52.00
2025-10-16 6597.00 6618.00 6631.00 6555.00 6653.00 6670.00 6677.00 6604.00 -56.00 -52.00 -46.00 -49.00
2025-10-15 6575.00 6595.00 6621.00 6561.00 6636.00 6648.00 6669.00 6613.00 -61.00 -53.00 -48.00 -52.00
2025-10-14 6679.00 6602.00 6680.00 6582.00 6755.00 6651.00 6755.00 6634.00 -76.00 -49.00 -75.00 -52.00
2025-10-13 6709.00 6693.00 6740.00 6668.00 6631.00 6623.00 6668.00 6602.00 78.00 70.00 72.00 66.00
2025-10-10 6745.00 6722.00 6772.00 6709.00 6794.00 6762.00 6812.00 6752.00 -49.00 -40.00 -40.00 -43.00
2025-10-09 6800.00 6745.00 6805.00 6706.00 6874.00 6785.00 6874.00 6753.00 -74.00 -40.00 -69.00 -47.00
2025-09-30 6898.00 6852.00 6898.00 6850.00 6821.00 6782.00 6822.00 6779.00 77.00 70.00 76.00 71.00
2025-09-29 6899.00 6903.00 6918.00 6882.00 6840.00 6829.00 6840.00 6806.00 59.00 74.00 78.00 76.00
2025-09-26 6890.00 6893.00 6930.00 6868.00 6838.00 6817.00 6855.00 6798.00 52.00 76.00 75.00 70.00
2025-09-25 6890.00 6898.00 6904.00 6880.00 6923.00 6941.00 6947.00 6922.00 -33.00 -43.00 -43.00 -42.00
2025-09-24 6860.00 6877.00 6897.00 6847.00 6905.00 6920.00 6941.00 6891.00 -45.00 -43.00 -44.00 -44.00
2025-09-23 6866.00 6842.00 6870.00 6830.00 6905.00 6891.00 6918.00 6878.00 -39.00 -49.00 -48.00 -48.00
2025-09-22 6917.00 6873.00 6927.00 6862.00 6967.00 6929.00 6973.00 6919.00 -50.00 -56.00 -46.00 -57.00
2025-09-19 6930.00 6914.00 6937.00 6904.00 6970.00 6958.00 6972.00 6943.00 -40.00 -44.00 -35.00 -39.00
2025-09-18 6983.00 6926.00 6990.00 6920.00 7019.00 6963.00 7030.00 6958.00 -36.00 -37.00 -40.00 -38.00
2025-09-17 6977.00 6982.00 6996.00 6970.00 7005.00 7017.00 7027.00 7002.00 -28.00 -35.00 -31.00 -32.00
2025-09-16 6970.00 6970.00 7017.00 6967.00 6899.00 6907.00 6944.00 6897.00 71.00 63.00 73.00 70.00
2025-09-15 6933.00 6966.00 6976.00 6914.00 6881.00 6896.00 6904.00 6851.00 52.00 70.00 72.00 63.00
2025-09-12 6931.00 6913.00 6932.00 6890.00 6875.00 6859.00 6875.00 6833.00 56.00 54.00 57.00 57.00
2025-09-11 6952.00 6939.00 6964.00 6927.00 6864.00 6845.00 6873.00 6837.00 88.00 94.00 91.00 90.00
2025-09-10 6943.00 6948.00 6967.00 6936.00 6857.00 6863.00 6880.00 6851.00 86.00 85.00 87.00 85.00
2025-09-09 6970.00 6949.00 6973.00 6931.00 6900.00 6866.00 6903.00 6853.00 70.00 83.00 70.00 78.00
2025-09-08 6950.00 6968.00 6970.00 6937.00 6871.00 6896.00 6931.00 6868.00 79.00 72.00 39.00 69.00
2025-09-05 6939.00 6961.00 6978.00 6924.00 6888.00 6896.00 6913.00 6868.00 51.00 65.00 65.00 56.00
2025-09-04 6940.00 6939.00 6948.00 6915.00 6876.00 6879.00 6891.00 6860.00 64.00 60.00 57.00 55.00
2025-09-03 6943.00 6954.00 6985.00 6940.00 6881.00 6896.00 6944.00 6881.00 62.00 58.00 41.00 59.00
2025-09-02 6967.00 6943.00 6978.00 6935.00 6923.00 6900.00 6930.00 6886.00 44.00 43.00 48.00 49.00
2025-09-01 6990.00 6965.00 6990.00 6921.00 6939.00 6921.00 6940.00 6880.00 51.00 44.00 50.00 41.00
2025-08-29 7020.00 6974.00 7025.00 6967.00 6961.00 6924.00 6973.00 6921.00 59.00 50.00 52.00 46.00
2025-08-28 7026.00 7020.00 7029.00 6997.00 6985.00 6967.00 6985.00 6947.00 41.00 53.00 44.00 50.00
2025-08-27 7041.00 7021.00 7056.00 7014.00 6987.00 6963.00 7006.00 6961.00 54.00 58.00 50.00 53.00
2025-08-26 7079.00 7046.00 7090.00 7045.00 7014.00 6989.00 7028.00 6987.00 65.00 57.00 62.00 58.00
2025-08-25 7033.00 7074.00 7080.00 7033.00 6991.00 7011.00 7029.00 6991.00 42.00 63.00 51.00 42.00
2025-08-22 7048.00 7038.00 7063.00 7027.00 7016.00 6993.00 7029.00 6985.00 32.00 45.00 34.00 42.00
2025-08-21 7050.00 7048.00 7064.00 7020.00 7025.00 7016.00 7035.00 6993.00 25.00 32.00 29.00 27.00
2025-08-20 7011.00 7056.00 7061.00 6970.00 6987.00 7026.00 7042.00 6947.00 24.00 30.00 19.00 23.00
2025-08-19 7046.00 7016.00 7048.00 7010.00 7031.00 6987.00 7031.00 6982.00 15.00 29.00 17.00 28.00
2025-08-18 7073.00 7048.00 7081.00 7032.00 7051.00 7026.00 7058.00 7011.00 22.00 22.00 23.00 21.00
2025-08-15 7084.00 7084.00 7102.00 7069.00 7075.00 7058.00 7080.00 7047.00 9.00 26.00 22.00 22.00
2025-08-14 7100.00 7085.00 7114.00 7070.00 7090.00 7066.00 7090.00 7050.00 10.00 19.00 24.00 20.00
2025-08-13 7128.00 7107.00 7128.00 7105.00 7085.00 7081.00 7098.00 7076.00 43.00 26.00 30.00 29.00
2025-08-12 7102.00 7091.00 7113.00 7086.00 7123.00 7125.00 7140.00 7112.00 -21.00 -34.00 -27.00 -26.00
2025-08-11 7069.00 7095.00 7099.00 7056.00 7101.00 7120.00 7124.00 7085.00 -32.00 -25.00 -25.00 -29.00
2025-08-08 7079.00 7062.00 7082.00 7054.00 7115.00 7091.00 7117.00 7084.00 -36.00 -29.00 -35.00 -30.00
2025-08-07 7078.00 7075.00 7088.00 7061.00 7120.00 7106.00 7132.00 7098.00 -42.00 -31.00 -44.00 -37.00
2025-08-06 7090.00 7078.00 7100.00 7071.00 7110.00 7120.00 7133.00 7102.00 -20.00 -42.00 -33.00 -31.00
2025-08-05 7049.00 7095.00 7104.00 7047.00 7085.00 7120.00 7132.00 7082.00 -36.00 -25.00 -28.00 -35.00
2025-08-04 7098.00 7074.00 7108.00 7049.00 7130.00 7105.00 7131.00 7082.00 -32.00 -31.00 -23.00 -33.00
2025-08-01 7110.00 7098.00 7139.00 7084.00 7144.00 7123.00 7163.00 7113.00 -34.00 -25.00 -24.00 -29.00
2025-07-31 7163.00 7118.00 7163.00 7106.00 7167.00 7144.00 7185.00 7128.00 -4.00 -26.00 -22.00 -22.00
2025-07-30 7153.00 7145.00 7197.00 7136.00 7169.00 7167.00 7211.00 7161.00 -16.00 -22.00 -14.00 -25.00
2025-07-29 7139.00 7160.00 7165.00 7130.00 7140.00 7166.00 7172.00 7140.00 -1.00 -6.00 -7.00 -10.00
2025-07-28 7240.00 7130.00 7242.00 7108.00 7236.00 7136.00 7245.00 7121.00 4.00 -6.00 -3.00 -13.00
2025-07-25 7185.00 7221.00 7239.00 7171.00 7200.00 7236.00 7248.00 7188.00 -15.00 -15.00 -9.00 -17.00
2025-07-24 7101.00 7181.00 7198.00 7091.00 7110.00 7195.00 7210.00 7105.00 -9.00 -14.00 -12.00 -14.00
2025-07-23 7150.00 7096.00 7170.00 7073.00 7170.00 7113.00 7183.00 7090.00 -20.00 -17.00 -13.00 -17.00
2025-07-22 7091.00 7168.00 7173.00 7076.00 7092.00 7170.00 7180.00 7077.00 -1.00 -2.00 -7.00 -1.00
2025-07-21 7024.00 7091.00 7102.00 7023.00 7020.00 7092.00 7098.00 7016.00 4.00 -1.00 4.00 7.00
2025-07-18 7023.00 7013.00 7046.00 7000.00 7020.00 7010.00 7044.00 7003.00 3.00 3.00 2.00 -3.00
2025-07-17 7001.00 7020.00 7027.00 6999.00 6999.00 7016.00 7021.00 6995.00 2.00 4.00 6.00 4.00
2025-07-16 7018.00 7013.00 7029.00 7003.00 7027.00 7008.00 7027.00 7002.00 -9.00 5.00 2.00 1.00
2025-07-15 7080.00 7015.00 7080.00 7008.00 7072.00 7024.00 7080.00 7015.00 8.00 -9.00 0.00 -7.00
2025-07-14 7065.00 7067.00 7091.00 7042.00 7050.00 7067.00 7076.00 7043.00 15.00 0.00 15.00 -1.00
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