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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 8637.00 | 8501.00 | 8649.00 | 8496.00 | 8390.00 | 8264.00 | 8390.00 | 8262.00 | 247.00 | 237.00 | 259.00 | 234.00 |
| 2019-05-07 | 8611.00 | 8651.00 | 8668.00 | 8573.00 | 8365.00 | 8394.00 | 8410.00 | 8317.00 | 246.00 | 257.00 | 258.00 | 256.00 |
| 2019-05-06 | 8580.00 | 8602.00 | 8635.00 | 8558.00 | 8377.00 | 8338.00 | 8377.00 | 8294.00 | 203.00 | 264.00 | 258.00 | 264.00 |
| 2019-04-30 | 8604.00 | 8682.00 | 8685.00 | 8575.00 | 8830.00 | 8819.00 | 8860.00 | 8810.00 | -226.00 | -137.00 | -175.00 | -235.00 |
| 2019-04-29 | 8570.00 | 8605.00 | 8630.00 | 8561.00 | 8284.00 | 8345.00 | 8365.00 | 8284.00 | 286.00 | 260.00 | 265.00 | 277.00 |
| 2019-04-26 | 8636.00 | 8578.00 | 8662.00 | 8553.00 | 8359.00 | 8320.00 | 8390.00 | 8305.00 | 277.00 | 258.00 | 272.00 | 248.00 |
| 2019-04-25 | 8680.00 | 8623.00 | 8715.00 | 8611.00 | 8403.00 | 8359.00 | 8435.00 | 8340.00 | 277.00 | 264.00 | 280.00 | 271.00 |
| 2019-04-24 | 8685.00 | 8672.00 | 8734.00 | 8654.00 | 8452.00 | 8402.00 | 8460.00 | 8400.00 | 233.00 | 270.00 | 274.00 | 254.00 |
| 2019-04-23 | 8640.00 | 8690.00 | 8698.00 | 8620.00 | 8796.00 | 8827.00 | 8837.00 | 8782.00 | -156.00 | -137.00 | -139.00 | -162.00 |
| 2019-04-22 | 8649.00 | 8643.00 | 8765.00 | 8633.00 | 8782.00 | 8796.00 | 8869.00 | 8782.00 | -133.00 | -153.00 | -104.00 | -149.00 |
| 2019-04-19 | 8624.00 | 8649.00 | 8670.00 | 8595.00 | 8839.00 | 8801.00 | 8839.00 | 8764.00 | -215.00 | -152.00 | -169.00 | -169.00 |
| 2019-04-18 | 8735.00 | 8624.00 | 8747.00 | 8620.00 | 8890.00 | 8815.00 | 8899.00 | 8815.00 | -155.00 | -191.00 | -152.00 | -195.00 |
| 2019-04-17 | 8708.00 | 8715.00 | 8770.00 | 8685.00 | 8888.00 | 8880.00 | 8909.00 | 8852.00 | -180.00 | -165.00 | -139.00 | -167.00 |
| 2019-04-16 | 8724.00 | 8713.00 | 8762.00 | 8657.00 | 8906.00 | 8882.00 | 8920.00 | 8847.00 | -182.00 | -169.00 | -158.00 | -190.00 |
| 2019-04-15 | 8866.00 | 8730.00 | 8890.00 | 8708.00 | 8930.00 | 8902.00 | 8998.00 | 8877.00 | -64.00 | -172.00 | -108.00 | -169.00 |
| 2019-04-12 | 8808.00 | 8814.00 | 8845.00 | 8673.00 | 8938.00 | 8952.00 | 8960.00 | 8855.00 | -130.00 | -138.00 | -115.00 | -182.00 |
| 2019-04-11 | 8780.00 | 8807.00 | 8826.00 | 8751.00 | 8945.00 | 8938.00 | 8960.00 | 8910.00 | -165.00 | -131.00 | -134.00 | -159.00 |
| 2019-04-10 | 8760.00 | 8781.00 | 8828.00 | 8727.00 | 8877.00 | 8945.00 | 8965.00 | 8872.00 | -117.00 | -164.00 | -137.00 | -145.00 |
| 2019-04-09 | 8815.00 | 8760.00 | 8858.00 | 8721.00 | 8955.00 | 8889.00 | 9000.00 | 8870.00 | -140.00 | -129.00 | -142.00 | -149.00 |
| 2019-04-08 | 8853.00 | 9002.00 | 9051.00 | 8853.00 | 8602.00 | 8810.00 | 8861.00 | 8600.00 | 251.00 | 192.00 | 190.00 | 253.00 |
| 2019-04-04 | 8840.00 | 8814.00 | 8840.00 | 8762.00 | 8537.00 | 8549.00 | 8566.00 | 8491.00 | 303.00 | 265.00 | 274.00 | 271.00 |
| 2019-04-03 | 8741.00 | 8827.00 | 8878.00 | 8721.00 | 8495.00 | 8528.00 | 8588.00 | 8458.00 | 246.00 | 299.00 | 290.00 | 263.00 |
| 2019-04-02 | 8748.00 | 8741.00 | 8796.00 | 8724.00 | 8430.00 | 8476.00 | 8513.00 | 8420.00 | 318.00 | 265.00 | 283.00 | 304.00 |
| 2019-04-01 | 8641.00 | 8743.00 | 8749.00 | 8559.00 | 8339.00 | 8430.00 | 8440.00 | 8271.00 | 302.00 | 313.00 | 309.00 | 288.00 |
| 2019-03-29 | 8532.00 | 8604.00 | 8639.00 | 8498.00 | 8235.00 | 8308.00 | 8346.00 | 8214.00 | 297.00 | 296.00 | 293.00 | 284.00 |
| 2019-03-28 | 8598.00 | 8523.00 | 8633.00 | 8490.00 | 8300.00 | 8232.00 | 8348.00 | 8205.00 | 298.00 | 291.00 | 285.00 | 285.00 |
| 2019-03-27 | 8600.00 | 8603.00 | 8644.00 | 8575.00 | 8324.00 | 8320.00 | 8358.00 | 8299.00 | 276.00 | 283.00 | 286.00 | 276.00 |
| 2019-03-26 | 8670.00 | 8602.00 | 8672.00 | 8562.00 | 8372.00 | 8322.00 | 8390.00 | 8297.00 | 298.00 | 280.00 | 282.00 | 265.00 |
| 2019-03-25 | 8570.00 | 8635.00 | 8649.00 | 8512.00 | 8302.00 | 8359.00 | 8375.00 | 8271.00 | 268.00 | 276.00 | 274.00 | 241.00 |
| 2019-03-22 | 8556.00 | 8607.00 | 8649.00 | 8540.00 | 8310.00 | 8352.00 | 8380.00 | 8267.00 | 246.00 | 255.00 | 269.00 | 273.00 |
| 2019-03-21 | 8541.00 | 8581.00 | 8615.00 | 8533.00 | 8260.00 | 8310.00 | 8350.00 | 8260.00 | 281.00 | 271.00 | 265.00 | 273.00 |
| 2019-03-20 | 8500.00 | 8512.00 | 8548.00 | 8478.00 | 8270.00 | 8240.00 | 8294.00 | 8212.00 | 230.00 | 272.00 | 254.00 | 266.00 |
| 2019-03-19 | 8474.00 | 8507.00 | 8538.00 | 8466.00 | 8251.00 | 8250.00 | 8304.00 | 8246.00 | 223.00 | 257.00 | 234.00 | 220.00 |
| 2019-03-18 | 8620.00 | 8452.00 | 8633.00 | 8435.00 | 8400.00 | 8239.00 | 8400.00 | 8239.00 | 220.00 | 213.00 | 233.00 | 196.00 |
| 2019-03-15 | 8700.00 | 8633.00 | 8746.00 | 8616.00 | 8477.00 | 8404.00 | 8496.00 | 8401.00 | 223.00 | 229.00 | 250.00 | 215.00 |
| 2019-03-14 | 8862.00 | 8739.00 | 8882.00 | 8730.00 | 8589.00 | 8509.00 | 8611.00 | 8494.00 | 273.00 | 230.00 | 271.00 | 236.00 |
| 2019-03-13 | 8828.00 | 8837.00 | 8871.00 | 8806.00 | 8583.00 | 8568.00 | 8608.00 | 8556.00 | 245.00 | 269.00 | 263.00 | 250.00 |
| 2019-03-12 | 8806.00 | 8834.00 | 8876.00 | 8772.00 | 8545.00 | 8580.00 | 8604.00 | 8515.00 | 261.00 | 254.00 | 272.00 | 257.00 |
| 2019-03-11 | 8737.00 | 8795.00 | 8800.00 | 8697.00 | 8480.00 | 8542.00 | 8546.00 | 8450.00 | 257.00 | 253.00 | 254.00 | 247.00 |
| 2019-03-08 | 8760.00 | 8728.00 | 8783.00 | 8713.00 | 8550.00 | 8502.00 | 8550.00 | 8495.00 | 210.00 | 226.00 | 233.00 | 218.00 |
| 2019-03-07 | 8908.00 | 8808.00 | 8924.00 | 8805.00 | 8650.00 | 8567.00 | 8671.00 | 8566.00 | 258.00 | 241.00 | 253.00 | 239.00 |
| 2019-03-06 | 8860.00 | 8927.00 | 8975.00 | 8848.00 | 8631.00 | 8670.00 | 8719.00 | 8612.00 | 229.00 | 257.00 | 256.00 | 236.00 |
| 2019-03-05 | 8900.00 | 8895.00 | 8928.00 | 8862.00 | 8680.00 | 8648.00 | 8680.00 | 8621.00 | 220.00 | 247.00 | 248.00 | 241.00 |
| 2019-03-04 | 8804.00 | 8936.00 | 8962.00 | 8801.00 | 8555.00 | 8686.00 | 8715.00 | 8543.00 | 249.00 | 250.00 | 247.00 | 258.00 |
| 2019-03-01 | 8688.00 | 8849.00 | 8850.00 | 8650.00 | 8430.00 | 8584.00 | 8595.00 | 8399.00 | 258.00 | 265.00 | 255.00 | 251.00 |
| 2019-02-28 | 8690.00 | 8657.00 | 8723.00 | 8621.00 | 8440.00 | 8416.00 | 8464.00 | 8380.00 | 250.00 | 241.00 | 259.00 | 241.00 |
| 2019-02-27 | 8787.00 | 8680.00 | 8800.00 | 8663.00 | 8540.00 | 8430.00 | 8545.00 | 8414.00 | 247.00 | 250.00 | 255.00 | 249.00 |
| 2019-02-26 | 8648.00 | 8787.00 | 8787.00 | 8641.00 | 8402.00 | 8533.00 | 8533.00 | 8393.00 | 246.00 | 254.00 | 254.00 | 248.00 |
| 2019-02-25 | 8775.00 | 8691.00 | 8816.00 | 8691.00 | 8500.00 | 8450.00 | 8528.00 | 8445.00 | 275.00 | 241.00 | 288.00 | 246.00 |
| 2019-02-22 | 8800.00 | 8784.00 | 8835.00 | 8767.00 | 8511.00 | 8501.00 | 8540.00 | 8477.00 | 289.00 | 283.00 | 295.00 | 290.00 |
| 2019-02-21 | 8880.00 | 8809.00 | 8889.00 | 8770.00 | 8580.00 | 8511.00 | 8585.00 | 8484.00 | 300.00 | 298.00 | 304.00 | 286.00 |
| 2019-02-20 | 8820.00 | 8832.00 | 8844.00 | 8772.00 | 8521.00 | 8530.00 | 8540.00 | 8466.00 | 299.00 | 302.00 | 304.00 | 306.00 |
| 2019-02-19 | 8666.00 | 8822.00 | 8828.00 | 8626.00 | 8395.00 | 8526.00 | 8529.00 | 8364.00 | 271.00 | 296.00 | 299.00 | 262.00 |
| 2019-02-18 | 8690.00 | 8643.00 | 8724.00 | 8565.00 | 8401.00 | 8371.00 | 8450.00 | 8320.00 | 289.00 | 272.00 | 274.00 | 245.00 |
| 2019-02-15 | 8640.00 | 8608.00 | 8707.00 | 8593.00 | 8400.00 | 8347.00 | 8441.00 | 8336.00 | 240.00 | 261.00 | 266.00 | 257.00 |
| 2019-02-14 | 8620.00 | 8673.00 | 8689.00 | 8605.00 | 8400.00 | 8412.00 | 8438.00 | 8378.00 | 220.00 | 261.00 | 251.00 | 227.00 |
| 2019-02-13 | 8710.00 | 8618.00 | 8750.00 | 8582.00 | 8441.00 | 8380.00 | 8486.00 | 8362.00 | 269.00 | 238.00 | 264.00 | 220.00 |
| 2019-02-12 | 8770.00 | 8740.00 | 8800.00 | 8723.00 | 8412.00 | 8477.00 | 8527.00 | 8412.00 | 358.00 | 263.00 | 273.00 | 311.00 |
| 2019-02-11 | 8880.00 | 8757.00 | 8929.00 | 8715.00 | 8580.00 | 8468.00 | 8619.00 | 8440.00 | 300.00 | 289.00 | 310.00 | 275.00 |
| 2019-02-01 | 8866.00 | 8895.00 | 8920.00 | 8812.00 | 8566.00 | 8587.00 | 8611.00 | 8521.00 | 300.00 | 308.00 | 309.00 | 291.00 |
| 2019-01-31 | 8852.00 | 8863.00 | 8900.00 | 8806.00 | 8547.00 | 8573.00 | 8600.00 | 8514.00 | 305.00 | 290.00 | 300.00 | 292.00 |
| 2019-01-30 | 8664.00 | 8825.00 | 8869.00 | 8663.00 | 8400.00 | 8537.00 | 8568.00 | 8360.00 | 264.00 | 288.00 | 301.00 | 303.00 |
| 2019-01-29 | 8700.00 | 8630.00 | 8716.00 | 8620.00 | 8402.00 | 8358.00 | 8420.00 | 8342.00 | 298.00 | 272.00 | 296.00 | 278.00 |
| 2019-01-28 | 8751.00 | 8739.00 | 8807.00 | 8701.00 | 8482.00 | 8448.00 | 8517.00 | 8421.00 | 269.00 | 291.00 | 290.00 | 280.00 |
| 2019-01-25 | 8806.00 | 8730.00 | 8874.00 | 8718.00 | 8500.00 | 8458.00 | 8575.00 | 8449.00 | 306.00 | 272.00 | 299.00 | 269.00 |
| 2019-01-24 | 8792.00 | 8765.00 | 8816.00 | 8696.00 | 8503.00 | 8470.00 | 8522.00 | 8416.00 | 289.00 | 295.00 | 294.00 | 280.00 |
| 2019-01-23 | 8752.00 | 8820.00 | 8832.00 | 8728.00 | 8412.00 | 8526.00 | 8535.00 | 8412.00 | 340.00 | 294.00 | 297.00 | 316.00 |
| 2019-01-22 | 8890.00 | 8772.00 | 8986.00 | 8754.00 | 8650.00 | 8499.00 | 8695.00 | 8483.00 | 240.00 | 273.00 | 291.00 | 271.00 |
| 2019-01-21 | 8920.00 | 8889.00 | 8950.00 | 8840.00 | 8620.00 | 8607.00 | 8657.00 | 8550.00 | 300.00 | 282.00 | 293.00 | 290.00 |
| 2019-01-18 | 8780.00 | 8866.00 | 8899.00 | 8754.00 | 8512.00 | 8571.00 | 8596.00 | 8455.00 | 268.00 | 295.00 | 303.00 | 299.00 |
| 2019-01-17 | 8763.00 | 8765.00 | 8818.00 | 8742.00 | 8466.00 | 8468.00 | 8515.00 | 8440.00 | 297.00 | 297.00 | 303.00 | 302.00 |
| 2019-01-16 | 8642.00 | 8776.00 | 8785.00 | 8622.00 | 8375.00 | 8476.00 | 8488.00 | 8347.00 | 267.00 | 300.00 | 297.00 | 275.00 |
| 2019-01-15 | 8560.00 | 8635.00 | 8648.00 | 8550.00 | 8315.00 | 8360.00 | 8375.00 | 8288.00 | 245.00 | 275.00 | 273.00 | 262.00 |
| 2019-01-14 | 8710.00 | 8585.00 | 8750.00 | 8576.00 | 8411.00 | 8325.00 | 8457.00 | 8320.00 | 299.00 | 260.00 | 293.00 | 256.00 |
| 2019-01-11 | 8621.00 | 8725.00 | 8735.00 | 8595.00 | 8329.00 | 8430.00 | 8436.00 | 8308.00 | 292.00 | 295.00 | 299.00 | 287.00 |
| 2019-01-10 | 8700.00 | 8621.00 | 8714.00 | 8607.00 | 8400.00 | 8326.00 | 8430.00 | 8316.00 | 300.00 | 295.00 | 284.00 | 291.00 |
| 2019-01-09 | 8663.00 | 8671.00 | 8742.00 | 8651.00 | 8380.00 | 8364.00 | 8431.00 | 8351.00 | 283.00 | 307.00 | 311.00 | 300.00 |
| 2019-01-08 | 8750.00 | 8618.00 | 8778.00 | 8610.00 | 8427.00 | 8315.00 | 8446.00 | 8309.00 | 323.00 | 303.00 | 332.00 | 301.00 |
| 2019-01-07 | 8726.00 | 8746.00 | 8772.00 | 8686.00 | 8430.00 | 8417.00 | 8450.00 | 8374.00 | 296.00 | 329.00 | 322.00 | 312.00 |
| 2019-01-04 | 8534.00 | 8707.00 | 8720.00 | 8489.00 | 8230.00 | 8407.00 | 8407.00 | 8203.00 | 304.00 | 300.00 | 313.00 | 286.00 |
| 2019-01-03 | 8524.00 | 8511.00 | 8556.00 | 8483.00 | 8210.00 | 8210.00 | 8268.00 | 8200.00 | 314.00 | 301.00 | 288.00 | 283.00 |
| 2019-01-02 | 8605.00 | 8471.00 | 8642.00 | 8460.00 | 8278.00 | 8180.00 | 8335.00 | 8170.00 | 327.00 | 291.00 | 307.00 | 290.00 |
| 2018-12-28 | 8550.00 | 8604.00 | 8606.00 | 8485.00 | 8251.00 | 8300.00 | 8306.00 | 8222.00 | 299.00 | 304.00 | 300.00 | 263.00 |
| 2018-12-27 | 8650.00 | 8540.00 | 8650.00 | 8505.00 | 8275.00 | 8260.00 | 8362.00 | 8226.00 | 375.00 | 280.00 | 288.00 | 279.00 |
| 2018-12-26 | 8333.00 | 8439.00 | 8450.00 | 8312.00 | 8066.00 | 8170.00 | 8173.00 | 8047.00 | 267.00 | 269.00 | 277.00 | 265.00 |
| 2018-12-25 | 8256.00 | 8313.00 | 8357.00 | 8227.00 | 8898.00 | 8896.00 | 8920.00 | 8842.00 | -642.00 | -583.00 | -563.00 | -615.00 |
| 2018-12-24 | 8410.00 | 8389.00 | 8456.00 | 8348.00 | 8990.00 | 8940.00 | 9010.00 | 8935.00 | -580.00 | -551.00 | -554.00 | -587.00 |
| 2018-12-21 | 8498.00 | 8444.00 | 8546.00 | 8388.00 | 9017.00 | 9005.00 | 9058.00 | 8956.00 | -519.00 | -561.00 | -512.00 | -568.00 |
| 2018-12-20 | 8645.00 | 8517.00 | 8688.00 | 8457.00 | 9150.00 | 9050.00 | 9175.00 | 9006.00 | -505.00 | -533.00 | -487.00 | -549.00 |
| 2018-12-19 | 8486.00 | 8635.00 | 8666.00 | 8450.00 | 9005.00 | 9158.00 | 9162.00 | 8988.00 | -519.00 | -523.00 | -496.00 | -538.00 |
| 2018-12-18 | 8510.00 | 8586.00 | 8586.00 | 8478.00 | 9040.00 | 9087.00 | 9098.00 | 9001.00 | -530.00 | -501.00 | -512.00 | -523.00 |
| 2018-12-17 | 8493.00 | 8580.00 | 8609.00 | 8485.00 | 8987.00 | 9090.00 | 9098.00 | 8963.00 | -494.00 | -510.00 | -489.00 | -478.00 |
| 2018-12-14 | 8520.00 | 8505.00 | 8525.00 | 8430.00 | 8960.00 | 8988.00 | 8990.00 | 8920.00 | -440.00 | -483.00 | -465.00 | -490.00 |
| 2018-12-13 | 8279.00 | 8427.00 | 8455.00 | 8270.00 | 8815.00 | 8907.00 | 8954.00 | 8800.00 | -536.00 | -480.00 | -499.00 | -530.00 |
| 2018-12-12 | 8338.00 | 8293.00 | 8406.00 | 8272.00 | 8900.00 | 8829.00 | 8937.00 | 8822.00 | -562.00 | -536.00 | -531.00 | -550.00 |
| 2018-12-11 | 8470.00 | 8287.00 | 8470.00 | 8232.00 | 9000.00 | 8870.00 | 9016.00 | 8756.00 | -530.00 | -583.00 | -546.00 | -524.00 |
| 2018-12-10 | 8625.00 | 8496.00 | 8642.00 | 8460.00 | 9085.00 | 9065.00 | 9154.00 | 9016.00 | -460.00 | -569.00 | -512.00 | -556.00 |
| 2018-12-07 | 8589.00 | 8608.00 | 8665.00 | 8511.00 | 9156.00 | 9095.00 | 9235.00 | 9028.00 | -567.00 | -487.00 | -570.00 | -517.00 |
| 2018-12-06 | 8680.00 | 8525.00 | 8705.00 | 8521.00 | 9261.00 | 9098.00 | 9279.00 | 9054.00 | -581.00 | -573.00 | -574.00 | -533.00 |
| 2018-12-05 | 9129.00 | 9282.00 | 9286.00 | 9061.00 | 8630.00 | 8717.00 | 8725.00 | 8540.00 | 499.00 | 565.00 | 561.00 | 521.00 |