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：
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。
关于聚丙烯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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 8225.00 | 8147.00 | 8249.00 | 8133.00 | 7862.00 | 7791.00 | 7873.00 | 7777.00 | 363.00 | 356.00 | 376.00 | 356.00 |
| 2019-09-26 | 8282.00 | 8240.00 | 8282.00 | 8177.00 | 7890.00 | 7870.00 | 7897.00 | 7821.00 | 392.00 | 370.00 | 385.00 | 356.00 |
| 2019-09-25 | 8273.00 | 8269.00 | 8318.00 | 8235.00 | 7887.00 | 7882.00 | 7931.00 | 7858.00 | 386.00 | 387.00 | 387.00 | 377.00 |
| 2019-09-24 | 8252.00 | 8274.00 | 8300.00 | 8241.00 | 7875.00 | 7893.00 | 7912.00 | 7861.00 | 377.00 | 381.00 | 388.00 | 380.00 |
| 2019-09-23 | 8231.00 | 8261.00 | 8315.00 | 8231.00 | 8162.00 | 7876.00 | 8162.00 | 7849.00 | 69.00 | 385.00 | 153.00 | 382.00 |
| 2019-09-20 | 8223.00 | 8221.00 | 8254.00 | 8172.00 | 7880.00 | 7861.00 | 7886.00 | 7805.00 | 343.00 | 360.00 | 368.00 | 367.00 |
| 2019-09-19 | 8289.00 | 8194.00 | 8329.00 | 8192.00 | 7902.00 | 7830.00 | 7940.00 | 7828.00 | 387.00 | 364.00 | 389.00 | 364.00 |
| 2019-09-18 | 8425.00 | 8299.00 | 8439.00 | 8246.00 | 8055.00 | 7901.00 | 8056.00 | 7849.00 | 370.00 | 398.00 | 383.00 | 397.00 |
| 2019-09-17 | 8351.00 | 8430.00 | 8536.00 | 8349.00 | 8000.00 | 8054.00 | 8143.00 | 7965.00 | 351.00 | 376.00 | 393.00 | 384.00 |
| 2019-09-16 | 8380.00 | 8353.00 | 8398.00 | 8221.00 | 7900.00 | 7970.00 | 7995.00 | 7845.00 | 480.00 | 383.00 | 403.00 | 376.00 |
| 2019-09-12 | 8122.00 | 8081.00 | 8155.00 | 8020.00 | 7745.00 | 7698.00 | 7745.00 | 7640.00 | 377.00 | 383.00 | 410.00 | 380.00 |
| 2019-09-11 | 8118.00 | 8124.00 | 8148.00 | 8090.00 | 7677.00 | 7719.00 | 7745.00 | 7677.00 | 441.00 | 405.00 | 403.00 | 413.00 |
| 2019-09-10 | 8181.00 | 8108.00 | 8185.00 | 8072.00 | 7772.00 | 7698.00 | 7772.00 | 7678.00 | 409.00 | 410.00 | 413.00 | 394.00 |
| 2019-09-09 | 8056.00 | 8181.00 | 8185.00 | 8013.00 | 7700.00 | 7757.00 | 7761.00 | 7603.00 | 356.00 | 424.00 | 424.00 | 410.00 |
| 2019-09-06 | 8091.00 | 8066.00 | 8142.00 | 8038.00 | 7700.00 | 7649.00 | 7733.00 | 7630.00 | 391.00 | 417.00 | 409.00 | 408.00 |
| 2019-09-05 | 8095.00 | 8077.00 | 8170.00 | 8057.00 | 7685.00 | 7682.00 | 7768.00 | 7663.00 | 410.00 | 395.00 | 402.00 | 394.00 |
| 2019-09-04 | 7958.00 | 8074.00 | 8080.00 | 7955.00 | 7595.00 | 7677.00 | 7684.00 | 7585.00 | 363.00 | 397.00 | 396.00 | 370.00 |
| 2019-09-03 | 7992.00 | 7978.00 | 8017.00 | 7937.00 | 7632.00 | 7603.00 | 7645.00 | 7575.00 | 360.00 | 375.00 | 372.00 | 362.00 |
| 2019-09-02 | 7938.00 | 7997.00 | 7999.00 | 7902.00 | 7585.00 | 7626.00 | 7630.00 | 7545.00 | 353.00 | 371.00 | 369.00 | 357.00 |
| 2019-08-30 | 7800.00 | 7939.00 | 7942.00 | 7800.00 | 7462.00 | 7579.00 | 7580.00 | 7457.00 | 338.00 | 360.00 | 362.00 | 343.00 |
| 2019-08-29 | 7840.00 | 7787.00 | 7893.00 | 7763.00 | 7480.00 | 7442.00 | 7537.00 | 7419.00 | 360.00 | 345.00 | 356.00 | 344.00 |
| 2019-08-28 | 7882.00 | 7833.00 | 7925.00 | 7810.00 | 8488.00 | 8467.00 | 8504.00 | 8458.00 | -606.00 | -634.00 | -579.00 | -648.00 |
| 2019-08-27 | 7932.00 | 7868.00 | 7959.00 | 7859.00 | 8510.00 | 8474.00 | 8534.00 | 8470.00 | -578.00 | -606.00 | -575.00 | -611.00 |
| 2019-08-26 | 7850.00 | 7909.00 | 7988.00 | 7825.00 | 8462.00 | 8480.00 | 8556.00 | 8450.00 | -612.00 | -571.00 | -568.00 | -625.00 |
| 2019-08-23 | 8033.00 | 7905.00 | 8045.00 | 7868.00 | 7707.00 | 7559.00 | 7707.00 | 7528.00 | 326.00 | 346.00 | 338.00 | 340.00 |
| 2019-08-22 | 8117.00 | 8022.00 | 8147.00 | 8010.00 | 8621.00 | 8586.00 | 8629.00 | 8571.00 | -504.00 | -564.00 | -482.00 | -561.00 |
| 2019-08-21 | 8185.00 | 8116.00 | 8195.00 | 8092.00 | 8621.00 | 8622.00 | 8646.00 | 8590.00 | -436.00 | -506.00 | -451.00 | -498.00 |
| 2019-08-20 | 8128.00 | 8189.00 | 8273.00 | 8120.00 | 8591.00 | 8630.00 | 8666.00 | 8559.00 | -463.00 | -441.00 | -393.00 | -439.00 |
| 2019-08-19 | 8142.00 | 8128.00 | 8175.00 | 8107.00 | 8533.00 | 8561.00 | 8577.00 | 8531.00 | -391.00 | -433.00 | -402.00 | -424.00 |
| 2019-08-16 | 8124.00 | 8134.00 | 8185.00 | 8105.00 | 8554.00 | 8542.00 | 8575.00 | 8522.00 | -430.00 | -408.00 | -390.00 | -417.00 |
| 2019-08-15 | 8170.00 | 8129.00 | 8175.00 | 8070.00 | 8580.00 | 8540.00 | 8585.00 | 8518.00 | -410.00 | -411.00 | -410.00 | -448.00 |
| 2019-08-14 | 8143.00 | 8184.00 | 8255.00 | 8123.00 | 8529.00 | 8583.00 | 8632.00 | 8529.00 | -386.00 | -399.00 | -377.00 | -406.00 |
| 2019-08-13 | 8150.00 | 8150.00 | 8179.00 | 8095.00 | 8536.00 | 8538.00 | 8552.00 | 8494.00 | -386.00 | -388.00 | -373.00 | -399.00 |
| 2019-08-12 | 8163.00 | 8168.00 | 8236.00 | 8125.00 | 8555.00 | 8532.00 | 8596.00 | 8523.00 | -392.00 | -364.00 | -360.00 | -398.00 |
| 2019-08-09 | 8064.00 | 8163.00 | 8172.00 | 8034.00 | 8460.00 | 8547.00 | 8552.00 | 8440.00 | -396.00 | -384.00 | -380.00 | -406.00 |
| 2019-08-08 | 8050.00 | 8055.00 | 8097.00 | 7932.00 | 8404.00 | 8472.00 | 8525.00 | 8404.00 | -354.00 | -417.00 | -428.00 | -472.00 |
| 2019-08-07 | 8490.00 | 8466.00 | 8545.00 | 8454.00 | 8078.00 | 8058.00 | 8128.00 | 8033.00 | 412.00 | 408.00 | 417.00 | 421.00 |
| 2019-08-06 | 8425.00 | 8497.00 | 8536.00 | 8425.00 | 8016.00 | 8077.00 | 8116.00 | 8004.00 | 409.00 | 420.00 | 420.00 | 421.00 |
| 2019-08-05 | 8555.00 | 8424.00 | 8570.00 | 8387.00 | 8198.00 | 8016.00 | 8230.00 | 7997.00 | 357.00 | 408.00 | 340.00 | 390.00 |
| 2019-08-02 | 8640.00 | 8549.00 | 8640.00 | 8456.00 | 8300.00 | 8204.00 | 8305.00 | 8148.00 | 340.00 | 345.00 | 335.00 | 308.00 |
| 2019-08-01 | 8600.00 | 8629.00 | 8647.00 | 8582.00 | 8201.00 | 8295.00 | 8305.00 | 8201.00 | 399.00 | 334.00 | 342.00 | 381.00 |
| 2019-07-31 | 8690.00 | 8594.00 | 8704.00 | 8564.00 | 8274.00 | 8201.00 | 8278.00 | 8201.00 | 416.00 | 393.00 | 426.00 | 363.00 |
| 2019-07-30 | 8682.00 | 8700.00 | 8836.00 | 8663.00 | 8274.00 | 8272.00 | 8349.00 | 8254.00 | 408.00 | 428.00 | 487.00 | 409.00 |
| 2019-07-29 | 8632.00 | 8685.00 | 8694.00 | 8577.00 | 8271.00 | 8270.00 | 8277.00 | 8195.00 | 361.00 | 415.00 | 417.00 | 382.00 |
| 2019-07-26 | 8613.00 | 8652.00 | 8715.00 | 8569.00 | 8201.00 | 8265.00 | 8293.00 | 8190.00 | 412.00 | 387.00 | 422.00 | 379.00 |
| 2019-07-25 | 8622.00 | 8588.00 | 8642.00 | 8545.00 | 8240.00 | 8205.00 | 8250.00 | 8180.00 | 382.00 | 383.00 | 392.00 | 365.00 |
| 2019-07-24 | 8682.00 | 8622.00 | 8746.00 | 8563.00 | 8241.00 | 8241.00 | 8281.00 | 8176.00 | 441.00 | 381.00 | 465.00 | 387.00 |
| 2019-07-23 | 8630.00 | 8689.00 | 8717.00 | 8592.00 | 8168.00 | 8235.00 | 8250.00 | 8150.00 | 462.00 | 454.00 | 467.00 | 442.00 |
| 2019-07-22 | 8635.00 | 8614.00 | 8670.00 | 8524.00 | 8101.00 | 8169.00 | 8200.00 | 8101.00 | 534.00 | 445.00 | 470.00 | 423.00 |
| 2019-07-19 | 8622.00 | 8618.00 | 8674.00 | 8556.00 | 8162.00 | 8125.00 | 8170.00 | 8090.00 | 460.00 | 493.00 | 504.00 | 466.00 |
| 2019-07-18 | 8713.00 | 8614.00 | 8732.00 | 8573.00 | 8196.00 | 8160.00 | 8218.00 | 8112.00 | 517.00 | 454.00 | 514.00 | 461.00 |
| 2019-07-17 | 8790.00 | 8706.00 | 8880.00 | 8653.00 | 8220.00 | 8187.00 | 8299.00 | 8130.00 | 570.00 | 519.00 | 581.00 | 523.00 |
| 2019-07-16 | 8850.00 | 8789.00 | 8850.00 | 8739.00 | 8275.00 | 8242.00 | 8276.00 | 8165.00 | 575.00 | 547.00 | 574.00 | 574.00 |
| 2019-07-15 | 8654.00 | 8846.00 | 8857.00 | 8652.00 | 8124.00 | 8253.00 | 8270.00 | 8121.00 | 530.00 | 593.00 | 587.00 | 531.00 |
| 2019-07-12 | 8760.00 | 8654.00 | 8792.00 | 8610.00 | 8260.00 | 8116.00 | 8260.00 | 8108.00 | 500.00 | 538.00 | 532.00 | 502.00 |
| 2019-07-11 | 8905.00 | 8781.00 | 8935.00 | 8760.00 | 8265.00 | 8244.00 | 8335.00 | 8201.00 | 640.00 | 537.00 | 600.00 | 559.00 |
| 2019-07-10 | 8806.00 | 8878.00 | 8888.00 | 8725.00 | 8280.00 | 8270.00 | 8285.00 | 8180.00 | 526.00 | 608.00 | 603.00 | 545.00 |
| 2019-07-09 | 8878.00 | 8804.00 | 8982.00 | 8701.00 | 8368.00 | 8267.00 | 8403.00 | 8212.00 | 510.00 | 537.00 | 579.00 | 489.00 |
| 2019-07-08 | 8771.00 | 8872.00 | 8937.00 | 8750.00 | 8270.00 | 8370.00 | 8396.00 | 8257.00 | 501.00 | 502.00 | 541.00 | 493.00 |
| 2019-07-05 | 8703.00 | 8775.00 | 8798.00 | 8664.00 | 8210.00 | 8287.00 | 8295.00 | 8150.00 | 493.00 | 488.00 | 503.00 | 514.00 |
| 2019-07-04 | 8880.00 | 8715.00 | 8913.00 | 8556.00 | 8326.00 | 8185.00 | 8382.00 | 8061.00 | 554.00 | 530.00 | 531.00 | 495.00 |
| 2019-07-03 | 8850.00 | 8853.00 | 8994.00 | 8657.00 | 8379.00 | 8329.00 | 8560.00 | 8250.00 | 471.00 | 524.00 | 434.00 | 407.00 |
| 2019-07-02 | 8551.00 | 8817.00 | 8817.00 | 8481.00 | 8070.00 | 8347.00 | 8347.00 | 8069.00 | 481.00 | 470.00 | 470.00 | 412.00 |
| 2019-07-01 | 8400.00 | 8543.00 | 8548.00 | 8367.00 | 7953.00 | 8099.00 | 8100.00 | 7917.00 | 447.00 | 444.00 | 448.00 | 450.00 |
| 2019-06-28 | 8373.00 | 8387.00 | 8430.00 | 8321.00 | 7921.00 | 7930.00 | 7994.00 | 7891.00 | 452.00 | 457.00 | 436.00 | 430.00 |
| 2019-06-27 | 8478.00 | 8373.00 | 8514.00 | 8353.00 | 8003.00 | 7930.00 | 8049.00 | 7917.00 | 475.00 | 443.00 | 465.00 | 436.00 |
| 2019-06-26 | 8355.00 | 8466.00 | 8476.00 | 8310.00 | 7949.00 | 8001.00 | 8012.00 | 7871.00 | 406.00 | 465.00 | 464.00 | 439.00 |
| 2019-06-25 | 8384.00 | 8351.00 | 8455.00 | 8323.00 | 7960.00 | 7929.00 | 7990.00 | 7892.00 | 424.00 | 422.00 | 465.00 | 431.00 |
| 2019-06-24 | 8315.00 | 8382.00 | 8395.00 | 8295.00 | 7908.00 | 7951.00 | 7971.00 | 7886.00 | 407.00 | 431.00 | 424.00 | 409.00 |
| 2019-06-21 | 8320.00 | 8315.00 | 8378.00 | 8261.00 | 7942.00 | 7911.00 | 7945.00 | 7863.00 | 378.00 | 404.00 | 433.00 | 398.00 |
| 2019-06-20 | 8176.00 | 8334.00 | 8346.00 | 8146.00 | 7782.00 | 7915.00 | 7924.00 | 7752.00 | 394.00 | 419.00 | 422.00 | 394.00 |
| 2019-06-19 | 8081.00 | 8182.00 | 8209.00 | 8042.00 | 7710.00 | 7795.00 | 7828.00 | 7675.00 | 371.00 | 387.00 | 381.00 | 367.00 |
| 2019-06-18 | 8002.00 | 8058.00 | 8077.00 | 7990.00 | 7640.00 | 7693.00 | 7707.00 | 7633.00 | 362.00 | 365.00 | 370.00 | 357.00 |
| 2019-06-17 | 8019.00 | 8015.00 | 8066.00 | 7963.00 | 7667.00 | 7663.00 | 7706.00 | 7611.00 | 352.00 | 352.00 | 360.00 | 352.00 |
| 2019-06-14 | 8060.00 | 8000.00 | 8088.00 | 7970.00 | 7700.00 | 7638.00 | 7715.00 | 7624.00 | 360.00 | 362.00 | 373.00 | 346.00 |
| 2019-06-13 | 7936.00 | 8045.00 | 8084.00 | 7935.00 | 7559.00 | 7667.00 | 7705.00 | 7559.00 | 377.00 | 378.00 | 379.00 | 376.00 |
| 2019-06-12 | 8067.00 | 7951.00 | 8094.00 | 7949.00 | 7690.00 | 7601.00 | 7719.00 | 7600.00 | 377.00 | 350.00 | 375.00 | 349.00 |
| 2019-06-11 | 8038.00 | 8062.00 | 8100.00 | 7963.00 | 7650.00 | 7690.00 | 7723.00 | 7593.00 | 388.00 | 372.00 | 377.00 | 370.00 |
| 2019-06-10 | 8129.00 | 8038.00 | 8135.00 | 8015.00 | 7720.00 | 7667.00 | 7750.00 | 7651.00 | 409.00 | 371.00 | 385.00 | 364.00 |
| 2019-06-06 | 7900.00 | 8018.00 | 8045.00 | 7811.00 | 7620.00 | 7626.00 | 7629.00 | 7479.00 | 280.00 | 392.00 | 416.00 | 332.00 |
| 2019-06-05 | 8028.00 | 7925.00 | 8048.00 | 7917.00 | 7713.00 | 7600.00 | 7736.00 | 7600.00 | 315.00 | 325.00 | 312.00 | 317.00 |
| 2019-06-04 | 8095.00 | 8022.00 | 8114.00 | 7915.00 | 7830.00 | 7715.00 | 7840.00 | 7642.00 | 265.00 | 307.00 | 274.00 | 273.00 |
| 2019-06-03 | 8150.00 | 8057.00 | 8191.00 | 7988.00 | 7920.00 | 7778.00 | 7920.00 | 7718.00 | 230.00 | 279.00 | 271.00 | 270.00 |
| 2019-05-31 | 8230.00 | 8215.00 | 8292.00 | 8197.00 | 7960.00 | 7933.00 | 8004.00 | 7920.00 | 270.00 | 282.00 | 288.00 | 277.00 |
| 2019-05-30 | 8330.00 | 8248.00 | 8355.00 | 8247.00 | 8030.00 | 7972.00 | 8064.00 | 7962.00 | 300.00 | 276.00 | 291.00 | 285.00 |
| 2019-05-29 | 8287.00 | 8354.00 | 8395.00 | 8261.00 | 7998.00 | 8065.00 | 8091.00 | 7998.00 | 289.00 | 289.00 | 304.00 | 263.00 |
| 2019-05-28 | 8200.00 | 8281.00 | 8296.00 | 8158.00 | 7919.00 | 8018.00 | 8036.00 | 7900.00 | 281.00 | 263.00 | 260.00 | 258.00 |
| 2019-05-27 | 8227.00 | 8193.00 | 8275.00 | 8183.00 | 7931.00 | 7934.00 | 7999.00 | 7921.00 | 296.00 | 259.00 | 276.00 | 262.00 |
| 2019-05-24 | 8240.00 | 8227.00 | 8280.00 | 8151.00 | 7971.00 | 7949.00 | 8005.00 | 7882.00 | 269.00 | 278.00 | 275.00 | 269.00 |
| 2019-05-23 | 8396.00 | 8264.00 | 8396.00 | 8256.00 | 8128.00 | 8005.00 | 8128.00 | 7993.00 | 268.00 | 259.00 | 268.00 | 263.00 |
| 2019-05-22 | 8470.00 | 8402.00 | 8478.00 | 8341.00 | 8242.00 | 8142.00 | 8242.00 | 8087.00 | 228.00 | 260.00 | 236.00 | 254.00 |
| 2019-05-21 | 8400.00 | 8478.00 | 8482.00 | 8360.00 | 8116.00 | 8220.00 | 8221.00 | 8101.00 | 284.00 | 258.00 | 261.00 | 259.00 |
| 2019-05-20 | 8307.00 | 8382.00 | 8420.00 | 8273.00 | 8027.00 | 8119.00 | 8150.00 | 8022.00 | 280.00 | 263.00 | 270.00 | 251.00 |
| 2019-05-17 | 8300.00 | 8304.00 | 8350.00 | 8220.00 | 8096.00 | 8041.00 | 8096.00 | 7971.00 | 204.00 | 263.00 | 254.00 | 249.00 |
| 2019-05-16 | 8225.00 | 8304.00 | 8333.00 | 8185.00 | 7968.00 | 8050.00 | 8144.00 | 7931.00 | 257.00 | 254.00 | 189.00 | 254.00 |
| 2019-05-15 | 8160.00 | 8222.00 | 8247.00 | 8115.00 | 7885.00 | 7968.00 | 7989.00 | 7864.00 | 275.00 | 254.00 | 258.00 | 251.00 |
| 2019-05-14 | 8355.00 | 8137.00 | 8370.00 | 8056.00 | 8110.00 | 7885.00 | 8115.00 | 7822.00 | 245.00 | 252.00 | 255.00 | 234.00 |
| 2019-05-13 | 8435.00 | 8342.00 | 8474.00 | 8316.00 | 8170.00 | 8086.00 | 8210.00 | 8076.00 | 265.00 | 256.00 | 264.00 | 240.00 |
| 2019-05-10 | 8398.00 | 8448.00 | 8482.00 | 8383.00 | 8150.00 | 8185.00 | 8217.00 | 8140.00 | 248.00 | 263.00 | 265.00 | 243.00 |
| 2019-05-09 | 8496.00 | 8404.00 | 8498.00 | 8370.00 | 8266.00 | 8156.00 | 8266.00 | 8127.00 | 230.00 | 248.00 | 232.00 | 243.00 |