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
2025 -1.09 -123.00 124.00 -0.74 -121.00 124.00 -0.71 -129.00 132.00 -2.29 -122.00 128.00
2024 8.83 -74.00 93.00 8.63 -71.00 88.00 10.42 -48.00 88.00 7.07 -69.00 91.00
2023 -0.83 -89.00 178.00 -1.79 -83.00 73.00 0.12 -71.00 81.00 -3.12 -83.00 141.00
2022 -3.05 -315.00 294.00 -4.35 -263.00 294.00 -4.22 -239.00 320.00 -2.12 -295.00 411.00
2021 38.80 -262.00 466.00 38.31 -268.00 447.00 38.56 -768.00 440.00 36.50 -228.00 426.00
2020 31.33 -1120.00 395.00 34.99 -1140.00 394.00 33.96 -1338.00 405.00 34.73 -1020.00 384.00
2019 245.26 -612.00 640.00 246.57 -634.00 608.00 253.25 -579.00 603.00 237.33 -648.00 574.00
2018 241.68 -642.00 690.00 239.93 -583.00 686.00 248.78 -574.00 669.00 226.62 -615.00 677.00

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
2025-12 -95.00 -95.00 -95.00 -87.00 -87.00 -87.00 -86.00 -86.00 -86.00 -85.00 -85.00 -85.00
2025-11 -104.80 -123.00 -82.00 -104.30 -121.00 -81.00 -101.55 -129.00 -77.00 -107.75 -122.00 -88.00
2025-10 -39.59 -90.00 102.00 -40.53 -84.00 87.00 -41.06 -78.00 83.00 -40.76 -83.00 79.00
2025-09 31.41 -50.00 88.00 32.00 -56.00 94.00 31.45 -48.00 91.00 31.32 -57.00 90.00
2025-08 8.95 -42.00 65.00 12.76 -42.00 63.00 10.38 -44.00 62.00 10.05 -37.00 58.00
2025-07 15.30 -20.00 64.00 9.22 -26.00 48.00 12.83 -22.00 58.00 9.83 -25.00 52.00
2025-06 54.15 35.00 80.00 54.45 39.00 68.00 55.40 43.00 72.00 52.45 40.00 67.00
2025-05 51.26 -90.00 94.00 51.37 -102.00 81.00 49.58 -100.00 81.00 51.74 -99.00 94.00
2025-04 -43.05 -107.00 124.00 -37.95 -98.00 124.00 -37.86 -103.00 132.00 -41.52 -113.00 128.00
2025-03 22.14 -2.00 40.00 21.33 2.00 37.00 17.90 -58.00 30.00 17.90 -7.00 30.00
2025-02 -3.39 -13.00 17.00 -0.89 -12.00 10.00 0.72 -13.00 8.00 -3.00 -19.00 8.00
2025-01 -9.11 -36.00 3.00 -10.33 -26.00 0.00 -10.67 -25.00 4.00 -10.11 -25.00 1.00
2024-12 4.55 -16.00 32.00 8.23 -10.00 37.00 7.64 -13.00 39.00 4.82 -11.00 33.00
2024-11 -2.24 -34.00 27.00 -1.19 -16.00 18.00 1.62 -13.00 17.00 -2.95 -18.00 17.00
2024-10 10.78 -25.00 73.00 4.89 -16.00 36.00 7.83 -12.00 43.00 4.11 -17.00 37.00
2024-09 57.32 25.00 93.00 57.42 35.00 88.00 55.89 31.00 88.00 58.00 35.00 91.00
2024-08 -2.14 -74.00 54.00 2.95 -71.00 38.00 7.50 -48.00 40.00 2.36 -69.00 44.00
2024-07 -8.83 -32.00 17.00 -10.65 -31.00 11.00 -6.70 -28.00 13.00 -10.91 -32.00 11.00
2024-06 -0.47 -12.00 14.00 -0.26 -10.00 7.00 0.53 -12.00 5.00 -1.95 -7.00 3.00
2024-05 5.75 -45.00 69.00 1.85 -16.00 37.00 1.90 -31.00 25.00 1.05 -14.00 20.00
2024-04 12.80 -45.00 54.00 14.45 -25.00 47.00 16.85 -27.00 54.00 10.55 -27.00 39.00
2024-03 -9.24 -30.00 21.00 -14.52 -32.00 8.00 -11.14 -28.00 14.00 -16.95 -36.00 8.00
2024-02 20.13 9.00 60.00 15.80 1.00 30.00 20.27 9.00 35.00 12.80 1.00 29.00
2024-01 26.36 -23.00 88.00 30.91 0.00 65.00 29.55 -13.00 59.00 29.95 -10.00 77.00
2023-12 10.90 -35.00 64.00 15.48 -29.00 55.00 17.76 -21.00 57.00 9.81 -29.00 52.00
2023-11 -1.95 -43.00 46.00 -2.05 -29.00 31.00 0.23 -25.00 34.00 -4.18 -26.00 26.00
2023-10 -35.88 -65.00 0.00 -30.41 -48.00 -16.00 -31.59 -62.00 -14.00 -30.82 -46.00 -19.00
2023-09 -32.85 -73.00 5.00 -37.85 -62.00 -8.00 -36.00 -61.00 -4.00 -37.55 -61.00 -11.00
2023-08 13.57 -51.00 82.00 13.48 -33.00 50.00 14.78 -38.00 54.00 12.35 -37.00 60.00
2023-07 22.62 -27.00 65.00 24.14 -18.00 60.00 27.48 -17.00 64.00 21.86 -19.00 59.00
2023-06 -18.45 -82.00 9.00 -17.40 -45.00 -10.00 -16.40 -44.00 -11.00 -18.05 -46.00 -6.00
2023-05 -30.25 -66.00 178.00 -39.65 -56.00 -27.00 -35.25 -56.00 -12.00 -33.75 -58.00 141.00
2023-04 -3.95 -89.00 84.00 -3.63 -83.00 73.00 1.84 -71.00 81.00 -7.47 -83.00 73.00
2023-03 19.35 -27.00 65.00 15.87 -13.00 60.00 16.30 -22.00 56.00 11.91 -14.00 57.00
2023-02 12.75 -35.00 39.00 10.60 -4.00 22.00 10.10 -18.00 28.00 9.20 2.00 26.00
2023-01 27.56 -6.00 123.00 23.50 15.00 37.00 25.69 14.00 36.00 24.00 15.00 49.00
2022-12 0.05 -75.00 64.00 -1.50 -61.00 49.00 6.82 -58.00 57.00 -6.82 -56.00 46.00
2022-11 45.82 -204.00 121.00 33.23 -181.00 90.00 37.27 -178.00 88.00 36.73 -178.00 96.00
2022-10 -108.06 -168.00 -22.00 -121.62 -182.00 -68.00 -122.50 -177.00 -72.00 -115.44 -170.00 -72.00
2022-09 -120.81 -203.00 -69.00 -115.24 -161.00 -76.00 -120.43 -179.00 -78.00 -108.62 -155.00 -75.00
2022-08 80.00 -315.00 294.00 72.87 -263.00 294.00 79.61 -239.00 320.00 69.52 -295.00 299.00
2022-07 43.33 -49.00 230.00 55.24 5.00 218.00 50.52 -16.00 211.00 53.00 2.00 210.00
2022-06 17.86 -28.00 71.00 17.90 -5.00 30.00 15.19 -24.00 29.00 18.52 -6.00 42.00
2022-05 -3.37 -64.00 96.00 -13.00 -57.00 19.00 -17.11 -65.00 17.00 -7.79 -43.00 59.00
2022-04 -40.79 -104.00 18.00 -39.32 -74.00 15.00 -37.95 -74.00 7.00 -46.00 -94.00 11.00
2022-03 -5.87 -96.00 74.00 -7.48 -30.00 19.00 -5.87 -59.00 19.00 -3.43 -30.00 23.00
2022-02 -4.56 -151.00 75.00 9.00 -7.00 65.00 5.06 -59.00 57.00 32.88 -8.00 411.00
2022-01 23.26 -28.00 63.00 22.42 -6.00 44.00 20.37 -19.00 42.00 22.63 -5.00 61.00
2021-12 27.57 -77.00 174.00 28.83 -70.00 143.00 34.17 -42.00 153.00 24.83 -73.00 133.00
2021-11 47.68 -50.00 119.00 35.64 -5.00 79.00 42.32 14.00 78.00 33.95 12.00 70.00
2021-10 12.69 -159.00 282.00 8.50 -16.00 29.00 5.75 -106.00 120.00 7.56 -21.00 30.00
2021-09 -41.20 -134.00 16.00 -32.35 -87.00 22.00 -32.50 -90.00 6.00 -38.95 -128.00 4.00
2021-08 9.27 -155.00 128.00 10.32 -165.00 149.00 8.14 -170.00 105.00 0.82 -196.00 140.00
2021-07 20.14 -28.00 61.00 21.00 1.00 60.00 26.09 3.00 64.00 14.50 -6.00 62.00
2021-06 21.52 -30.00 52.00 19.19 6.00 56.00 19.29 12.00 24.00 17.14 9.00 25.00
2021-05 30.11 -18.00 106.00 26.78 10.00 50.00 29.28 20.00 61.00 25.50 14.00 52.00
2021-04 113.71 -262.00 294.00 117.81 -247.00 266.00 101.81 -768.00 285.00 109.38 -228.00 253.00
2021-03 277.91 -155.00 466.00 284.35 -117.00 447.00 295.09 -100.00 440.00 290.00 -61.00 426.00
2021-02 -92.13 -232.00 54.00 -112.73 -268.00 -26.00 -114.93 -270.00 2.00 -98.00 -198.00 4.00
2021-01 -33.60 -232.00 38.00 -26.15 -102.00 4.00 -33.75 -216.00 12.00 -22.15 -56.00 15.00
2020-12 39.00 -682.00 240.00 59.65 -93.00 216.00 45.65 -538.00 223.00 61.48 -84.00 160.00
2020-11 131.29 46.00 319.00 134.43 76.00 290.00 144.76 74.00 319.00 128.19 74.00 277.00
2020-10 52.88 -79.00 105.00 60.25 47.00 81.00 62.00 44.00 76.00 57.50 49.00 67.00
2020-09 45.09 -118.00 210.00 39.18 -100.00 61.00 27.45 -99.00 64.00 45.36 -58.00 108.00
2020-08 106.33 -105.00 309.00 96.10 -95.00 337.00 110.90 -116.00 346.00 94.38 -110.00 325.00
2020-07 208.17 41.00 350.00 209.43 51.00 332.00 214.52 61.00 352.00 208.26 54.00 342.00
2020-06 215.45 -100.00 395.00 215.40 -94.00 394.00 210.60 -187.00 405.00 209.45 -111.00 384.00
2020-05 168.06 87.00 267.00 179.89 127.00 286.00 184.17 135.00 295.00 171.83 128.00 259.00
2020-04 -350.67 -1120.00 160.00 -349.38 -1140.00 153.00 -374.52 -1338.00 152.00 -317.86 -1020.00 143.00
2020-03 -78.18 -167.00 120.00 -65.59 -125.00 93.00 -66.18 -120.00 108.00 -77.82 -157.00 94.00
2020-02 -132.90 -173.00 -33.00 -132.15 -161.00 -33.00 -126.15 -159.00 -52.00 -134.95 -165.00 -33.00
2020-01 -30.69 -62.00 2.00 -29.81 -47.00 2.00 -23.69 -40.00 13.00 -34.50 -56.00 -4.00
2019-12 48.64 -327.00 517.00 48.59 -332.00 508.00 52.50 -338.00 532.00 48.55 -309.00 507.00
2019-11 394.14 312.00 507.00 397.81 337.00 496.00 400.67 305.00 497.00 383.33 298.00 494.00
2019-10 370.50 314.00 418.00 367.39 314.00 406.00 372.61 318.00 406.00 358.61 315.00 409.00
2019-09 365.20 69.00 480.00 383.80 339.00 424.00 379.65 153.00 424.00 379.35 356.00 413.00
2019-08 -154.68 -612.00 412.00 -161.82 -634.00 420.00 -148.09 -579.00 420.00 -172.91 -648.00 421.00
2019-07 486.57 361.00 640.00 481.30 381.00 608.00 502.04 392.00 603.00 459.61 363.00 574.00
2019-06 369.58 230.00 475.00 383.21 279.00 465.00 388.53 271.00 465.00 368.95 270.00 439.00
2019-05 259.25 203.00 300.00 261.75 237.00 289.00 261.05 189.00 304.00 255.45 234.00 285.00
2019-04 30.00 -226.00 318.00 26.10 -191.00 313.00 36.43 -175.00 309.00 17.05 -235.00 304.00
2019-03 253.33 210.00 298.00 257.86 213.00 296.00 260.81 233.00 293.00 248.90 196.00 285.00
2019-02 276.87 220.00 358.00 270.47 238.00 308.00 280.33 251.00 310.00 263.60 220.00 311.00
2019-01 292.09 240.00 340.00 291.14 260.00 329.00 299.36 273.00 332.00 287.41 256.00 316.00
2018-12 -259.80 -642.00 499.00 -255.00 -583.00 565.00 -248.80 -574.00 561.00 -272.50 -615.00 521.00
2018-11 490.05 250.00 690.00 475.64 191.00 686.00 493.68 256.00 669.00 461.05 189.00 677.00
2018-10 495.33 411.00 628.00 501.78 437.00 632.00 502.33 446.00 620.00 494.67 430.00 610.00

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
2018-11-27 8530.00 8457.00 8568.00 8405.00 8150.00 8081.00 8177.00 8060.00 380.00 376.00 391.00 345.00
2018-11-26 8350.00 8455.00 8526.00 8305.00 8100.00 8073.00 8222.00 8033.00 250.00 382.00 304.00 272.00
2018-11-23 8838.00 8486.00 8870.00 8484.00 8577.00 8295.00 8580.00 8295.00 261.00 191.00 290.00 189.00
2018-11-22 8883.00 8882.00 8939.00 8852.00 8560.00 8592.00 8683.00 8560.00 323.00 290.00 256.00 292.00
2018-11-21 8998.00 8864.00 9005.00 8811.00 8600.00 8617.00 8656.00 8534.00 398.00 247.00 349.00 277.00
2018-11-20 9345.00 9165.00 9382.00 9155.00 8920.00 8774.00 8959.00 8768.00 425.00 391.00 423.00 387.00
2018-11-19 9430.00 9345.00 9466.00 9317.00 8980.00 8929.00 8980.00 8896.00 450.00 416.00 486.00 421.00
2018-11-16 9450.00 9441.00 9515.00 9350.00 8938.00 8982.00 9049.00 8880.00 512.00 459.00 466.00 470.00
2018-11-15 9401.00 9438.00 9463.00 9373.00 8850.00 8918.00 8937.00 8850.00 551.00 520.00 526.00 523.00
2018-11-14 9376.00 9419.00 9426.00 9250.00 8815.00 8870.00 8870.00 8761.00 561.00 549.00 556.00 489.00
2018-11-13 9465.00 9482.00 9519.00 9417.00 8900.00 8950.00 8979.00 8865.00 565.00 532.00 540.00 552.00
2018-11-12 9580.00 9473.00 9640.00 9464.00 9000.00 8927.00 9022.00 8888.00 580.00 546.00 618.00 576.00
2018-11-09 9805.00 9602.00 9866.00 9601.00 9115.00 9010.00 9220.00 9006.00 690.00 592.00 646.00 595.00
2018-11-08 9792.00 9841.00 9910.00 9772.00 9180.00 9155.00 9241.00 9095.00 612.00 686.00 669.00 677.00
2018-11-07 9811.00 9813.00 9828.00 9700.00 9208.00 9185.00 9218.00 9117.00 603.00 628.00 610.00 583.00
2018-11-06 9850.00 9854.00 9934.00 9760.00 9245.00 9244.00 9315.00 9170.00 605.00 610.00 619.00 590.00
2018-11-05 9870.00 9857.00 9914.00 9807.00 9241.00 9246.00 9291.00 9202.00 629.00 611.00 623.00 605.00
2018-11-02 9715.00 9878.00 9888.00 9645.00 9110.00 9250.00 9260.00 9061.00 605.00 628.00 628.00 584.00
2018-11-01 9855.00 9742.00 9877.00 9701.00 9250.00 9125.00 9262.00 9106.00 605.00 617.00 615.00 595.00
2018-10-31 9760.00 9888.00 9915.00 9750.00 9215.00 9256.00 9295.00 9169.00 545.00 632.00 620.00 581.00
2018-10-30 9770.00 9760.00 9829.00 9706.00 9258.00 9225.00 9303.00 9165.00 512.00 535.00 526.00 541.00
2018-10-29 9931.00 9759.00 9970.00 9705.00 9450.00 9248.00 9452.00 9221.00 481.00 511.00 518.00 484.00
2018-10-26 9820.00 9915.00 9937.00 9810.00 9360.00 9422.00 9479.00 9358.00 460.00 493.00 458.00 452.00
2018-10-25 9970.00 9812.00 9989.00 9790.00 9473.00 9368.00 9495.00 9320.00 497.00 444.00 494.00 470.00
2018-10-24 9980.00 10001.00 10042.00 9956.00 9500.00 9511.00 9586.00 9467.00 480.00 490.00 456.00 489.00
2018-10-23 10034.00 10030.00 10067.00 10006.00 9579.00 9544.00 9621.00 9526.00 455.00 486.00 446.00 480.00
2018-10-22 10112.00 10029.00 10150.00 10020.00 9624.00 9577.00 9687.00 9552.00 488.00 452.00 463.00 468.00
2018-10-19 10207.00 10111.00 10240.00 10111.00 9699.00 9615.00 9739.00 9609.00 508.00 496.00 501.00 502.00
2018-10-18 10100.00 10218.00 10240.00 10070.00 9630.00 9732.00 9761.00 9606.00 470.00 486.00 479.00 464.00
2018-10-17 10170.00 10166.00 10235.00 10142.00 9750.00 9700.00 9765.00 9680.00 420.00 466.00 470.00 462.00
2018-10-16 10260.00 10149.00 10290.00 10073.00 9813.00 9712.00 9825.00 9643.00 447.00 437.00 465.00 430.00
2018-10-15 10447.00 10272.00 10495.00 10270.00 9905.00 9810.00 9966.00 9810.00 542.00 462.00 529.00 460.00
2018-10-12 10415.00 10427.00 10478.00 10320.00 9900.00 9905.00 9944.00 9790.00 515.00 522.00 534.00 530.00
2018-10-11 10480.00 10441.00 10498.00 10305.00 9948.00 9915.00 9967.00 9800.00 532.00 526.00 531.00 505.00
2018-10-10 10550.00 10594.00 10642.00 10475.00 10139.00 10042.00 10139.00 9984.00 411.00 552.00 503.00 491.00
2018-10-09 10438.00 10585.00 10624.00 10420.00 9810.00 10129.00 10150.00 9810.00 628.00 456.00 474.00 610.00
2018-10-08 10100.00 10386.00 10403.00 10060.00 9575.00 9800.00 9828.00 9575.00 525.00 586.00 575.00 485.00
导出Excel数据