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
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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
2025-02-14 7371.00 7395.00 7420.00 7365.00 7370.00 7387.00 7414.00 7362.00 1.00 8.00 6.00 3.00
2025-02-13 7444.00 7371.00 7444.00 7361.00 7427.00 7373.00 7439.00 7361.00 17.00 -2.00 5.00 0.00
2025-02-12 7440.00 7445.00 7450.00 7422.00 7429.00 7442.00 7445.00 7414.00 11.00 3.00 5.00 8.00
2025-02-11 7412.00 7430.00 7430.00 7403.00 7420.00 7421.00 7425.00 7400.00 -8.00 9.00 5.00 3.00
2025-02-10 7392.00 7412.00 7430.00 7389.00 7400.00 7408.00 7425.00 7384.00 -8.00 4.00 5.00 5.00
2025-02-07 7340.00 7401.00 7426.00 7339.00 7344.00 7391.00 7418.00 7339.00 -4.00 10.00 8.00 0.00
2025-02-06 7346.00 7339.00 7354.00 7319.00 7337.00 7341.00 7351.00 7318.00 9.00 -2.00 3.00 1.00
2025-02-05 7361.00 7346.00 7380.00 7341.00 7370.00 7345.00 7384.00 7341.00 -9.00 1.00 -4.00 0.00
2025-01-27 7344.00 7381.00 7407.00 7334.00 7359.00 7381.00 7403.00 7336.00 -15.00 0.00 4.00 -2.00
2025-01-24 7333.00 7335.00 7360.00 7328.00 7351.00 7341.00 7364.00 7335.00 -18.00 -6.00 -4.00 -7.00
2025-01-23 7359.00 7333.00 7384.00 7321.00 7373.00 7344.00 7395.00 7324.00 -14.00 -11.00 -11.00 -3.00
2025-01-22 7390.00 7359.00 7394.00 7353.00 7412.00 7363.00 7412.00 7357.00 -22.00 -4.00 -18.00 -4.00
2025-01-21 7445.00 7400.00 7458.00 7400.00 7453.00 7410.00 7466.00 7404.00 -8.00 -10.00 -8.00 -4.00
2025-01-20 7472.00 7444.00 7476.00 7431.00 7472.00 7453.00 7485.00 7436.00 0.00 -9.00 -9.00 -5.00
2025-01-17 7466.00 7469.00 7486.00 7421.00 7467.00 7478.00 7495.00 7436.00 -1.00 -9.00 -9.00 -15.00
2025-01-16 7442.00 7467.00 7492.00 7435.00 7445.00 7479.00 7506.00 7445.00 -3.00 -12.00 -14.00 -10.00
2025-01-15 7427.00 7442.00 7452.00 7410.00 7430.00 7454.00 7465.00 7425.00 -3.00 -12.00 -13.00 -15.00
2025-01-14 7439.00 7425.00 7448.00 7417.00 7454.00 7437.00 7462.00 7432.00 -15.00 -12.00 -14.00 -15.00
2025-01-13 7390.00 7434.00 7459.00 7388.00 7408.00 7447.00 7470.00 7404.00 -18.00 -13.00 -11.00 -16.00
2025-01-10 7355.00 7362.00 7385.00 7341.00 7357.00 7377.00 7410.00 7357.00 -2.00 -15.00 -25.00 -16.00
2025-01-09 7310.00 7343.00 7360.00 7308.00 7346.00 7369.00 7384.00 7333.00 -36.00 -26.00 -24.00 -25.00
2025-01-08 7340.00 7310.00 7349.00 7305.00 7339.00 7335.00 7364.00 7330.00 1.00 -25.00 -15.00 -25.00
2025-01-07 7368.00 7323.00 7379.00 7315.00 7368.00 7335.00 7387.00 7331.00 0.00 -12.00 -8.00 -16.00
2025-01-06 7423.00 7354.00 7450.00 7351.00 7430.00 7360.00 7452.00 7350.00 -7.00 -6.00 -2.00 1.00
2025-01-03 7499.00 7432.00 7502.00 7430.00 7505.00 7434.00 7511.00 7434.00 -6.00 -2.00 -9.00 -4.00
2025-01-02 7480.00 7495.00 7507.00 7465.00 7477.00 7497.00 7509.00 7466.00 3.00 -2.00 -2.00 -1.00
2024-12-31 7400.00 7477.00 7480.00 7393.00 7416.00 7478.00 7483.00 7404.00 -16.00 -1.00 -3.00 -11.00
2024-12-30 7376.00 7393.00 7416.00 7371.00 7356.00 7356.00 7388.00 7338.00 20.00 37.00 28.00 33.00
2024-12-27 7407.00 7370.00 7431.00 7367.00 7375.00 7349.00 7396.00 7345.00 32.00 21.00 35.00 22.00
2024-12-26 7402.00 7407.00 7435.00 7392.00 7382.00 7370.00 7396.00 7365.00 20.00 37.00 39.00 27.00
2024-12-25 7428.00 7402.00 7450.00 7401.00 7432.00 7382.00 7436.00 7382.00 -4.00 20.00 14.00 19.00
2024-12-24 7406.00 7428.00 7434.00 7403.00 7420.00 7416.00 7429.00 7397.00 -14.00 12.00 5.00 6.00
2024-12-23 7360.00 7419.00 7427.00 7342.00 7364.00 7416.00 7428.00 7345.00 -4.00 3.00 -1.00 -3.00
2024-12-20 7400.00 7359.00 7419.00 7352.00 7406.00 7356.00 7416.00 7349.00 -6.00 3.00 3.00 3.00
2024-12-19 7420.00 7406.00 7442.00 7371.00 7423.00 7401.00 7441.00 7371.00 -3.00 5.00 1.00 0.00
2024-12-18 7430.00 7417.00 7446.00 7411.00 7426.00 7418.00 7444.00 7413.00 4.00 -1.00 2.00 -2.00
2024-12-17 7467.00 7441.00 7476.00 7432.00 7464.00 7433.00 7464.00 7427.00 3.00 8.00 12.00 5.00
2024-12-16 7457.00 7467.00 7471.00 7433.00 7459.00 7454.00 7461.00 7423.00 -2.00 13.00 10.00 10.00
2024-12-13 7487.00 7463.00 7491.00 7455.00 7475.00 7441.00 7475.00 7436.00 12.00 22.00 16.00 19.00
2024-12-12 7466.00 7491.00 7500.00 7454.00 7450.00 7468.00 7475.00 7443.00 16.00 23.00 25.00 11.00
2024-12-11 7440.00 7457.00 7466.00 7431.00 7427.00 7446.00 7455.00 7427.00 13.00 11.00 11.00 4.00
2024-12-10 7449.00 7440.00 7484.00 7432.00 7460.00 7436.00 7485.00 7429.00 -11.00 4.00 -1.00 3.00
2024-12-09 7419.00 7425.00 7429.00 7394.00 7397.00 7427.00 7438.00 7395.00 22.00 -2.00 -9.00 -1.00
2024-12-06 7465.00 7418.00 7465.00 7402.00 7450.00 7425.00 7462.00 7405.00 15.00 -7.00 3.00 -3.00
2024-12-05 7520.00 7452.00 7520.00 7445.00 7501.00 7459.00 7519.00 7453.00 19.00 -7.00 1.00 -8.00
2024-12-04 7552.00 7508.00 7552.00 7486.00 7555.00 7512.00 7558.00 7495.00 -3.00 -4.00 -6.00 -9.00
2024-12-03 7560.00 7540.00 7562.00 7502.00 7575.00 7546.00 7575.00 7511.00 -15.00 -6.00 -13.00 -9.00
2024-12-02 7542.00 7555.00 7570.00 7505.00 7540.00 7565.00 7574.00 7515.00 2.00 -10.00 -4.00 -10.00
2024-11-29 7505.00 7542.00 7549.00 7495.00 7521.00 7546.00 7551.00 7502.00 -16.00 -4.00 -2.00 -7.00
2024-11-28 7545.00 7516.00 7547.00 7503.00 7530.00 7520.00 7546.00 7510.00 15.00 -4.00 1.00 -7.00
2024-11-27 7532.00 7525.00 7545.00 7500.00 7544.00 7528.00 7545.00 7505.00 -12.00 -3.00 0.00 -5.00
2024-11-26 7514.00 7532.00 7548.00 7489.00 7522.00 7536.00 7546.00 7492.00 -8.00 -4.00 2.00 -3.00
2024-11-25 7500.00 7520.00 7534.00 7480.00 7500.00 7516.00 7526.00 7477.00 0.00 4.00 8.00 3.00
2024-11-22 7529.00 7513.00 7559.00 7502.00 7510.00 7506.00 7542.00 7494.00 19.00 7.00 17.00 8.00
2024-11-21 7520.00 7517.00 7554.00 7498.00 7526.00 7499.00 7537.00 7481.00 -6.00 18.00 17.00 17.00
2024-11-20 7490.00 7528.00 7535.00 7472.00 7489.00 7518.00 7526.00 7468.00 1.00 10.00 9.00 4.00
2024-11-19 7426.00 7490.00 7490.00 7421.00 7440.00 7483.00 7483.00 7421.00 -14.00 7.00 7.00 0.00
2024-11-18 7422.00 7436.00 7440.00 7383.00 7433.00 7438.00 7444.00 7390.00 -11.00 -2.00 -4.00 -7.00
2024-11-15 7459.00 7413.00 7500.00 7410.00 7439.00 7417.00 7491.00 7413.00 20.00 -4.00 9.00 -3.00
2024-11-14 7441.00 7432.00 7450.00 7420.00 7427.00 7433.00 7453.00 7422.00 14.00 -1.00 -3.00 -2.00
2024-11-13 7449.00 7441.00 7468.00 7423.00 7422.00 7444.00 7462.00 7422.00 27.00 -3.00 6.00 1.00
2024-11-12 7420.00 7441.00 7452.00 7415.00 7414.00 7430.00 7444.00 7409.00 6.00 11.00 8.00 6.00
2024-11-11 7460.00 7435.00 7478.00 7405.00 7455.00 7435.00 7481.00 7412.00 5.00 0.00 -3.00 -7.00
2024-11-08 7499.00 7462.00 7522.00 7449.00 7501.00 7472.00 7524.00 7455.00 -2.00 -10.00 -2.00 -6.00
2024-11-07 7400.00 7499.00 7519.00 7373.00 7434.00 7501.00 7521.00 7381.00 -34.00 -2.00 -2.00 -8.00
2024-11-06 7481.00 7427.00 7495.00 7404.00 7491.00 7443.00 7506.00 7416.00 -10.00 -16.00 -11.00 -12.00
2024-11-05 7463.00 7472.00 7485.00 7433.00 7472.00 7484.00 7498.00 7451.00 -9.00 -12.00 -13.00 -18.00
2024-11-04 7444.00 7454.00 7473.00 7422.00 7466.00 7467.00 7480.00 7433.00 -22.00 -13.00 -7.00 -11.00
2024-11-01 7450.00 7455.00 7480.00 7440.00 7460.00 7459.00 7483.00 7445.00 -10.00 -4.00 -3.00 -5.00
2024-10-31 7425.00 7450.00 7474.00 7408.00 7425.00 7449.00 7472.00 7411.00 0.00 1.00 2.00 -3.00
2024-10-30 7463.00 7411.00 7468.00 7382.00 7464.00 7416.00 7475.00 7390.00 -1.00 -5.00 -7.00 -8.00
2024-10-29 7504.00 7451.00 7514.00 7415.00 7510.00 7454.00 7521.00 7423.00 -6.00 -3.00 -7.00 -8.00
2024-10-28 7495.00 7525.00 7538.00 7462.00 7520.00 7534.00 7550.00 7479.00 -25.00 -9.00 -12.00 -17.00
2024-10-25 7495.00 7495.00 7550.00 7482.00 7510.00 7511.00 7555.00 7496.00 -15.00 -16.00 -5.00 -14.00
2024-10-24 7465.00 7503.00 7509.00 7452.00 7466.00 7506.00 7510.00 7456.00 -1.00 -3.00 -1.00 -4.00
2024-10-23 7472.00 7471.00 7502.00 7464.00 7478.00 7476.00 7506.00 7468.00 -6.00 -5.00 -4.00 -4.00
2024-10-22 7455.00 7457.00 7474.00 7432.00 7445.00 7464.00 7477.00 7437.00 10.00 -7.00 -3.00 -5.00
2024-10-21 7502.00 7441.00 7506.00 7423.00 7507.00 7442.00 7507.00 7422.00 -5.00 -1.00 -1.00 1.00
2024-10-18 7458.00 7515.00 7525.00 7455.00 7464.00 7515.00 7521.00 7460.00 -6.00 0.00 4.00 -5.00
2024-10-17 7532.00 7460.00 7563.00 7456.00 7543.00 7461.00 7555.00 7453.00 -11.00 -1.00 8.00 3.00
2024-10-16 7535.00 7532.00 7579.00 7528.00 7530.00 7533.00 7572.00 7525.00 5.00 -1.00 7.00 3.00
2024-10-15 7636.00 7546.00 7639.00 7533.00 7602.00 7545.00 7628.00 7529.00 34.00 1.00 11.00 4.00
2024-10-14 7654.00 7643.00 7694.00 7623.00 7611.00 7629.00 7675.00 7611.00 43.00 14.00 19.00 12.00
2024-10-11 7645.00 7662.00 7676.00 7632.00 7612.00 7636.00 7650.00 7603.00 33.00 26.00 26.00 29.00
2024-10-10 7649.00 7630.00 7672.00 7592.00 7617.00 7594.00 7647.00 7568.00 32.00 36.00 25.00 24.00
2024-10-09 7720.00 7655.00 7725.00 7617.00 7680.00 7628.00 7689.00 7588.00 40.00 27.00 36.00 29.00
2024-10-08 7785.00 7720.00 7797.00 7687.00 7712.00 7686.00 7754.00 7650.00 73.00 34.00 43.00 37.00
2024-09-30 7435.00 7594.00 7612.00 7416.00 7390.00 7550.00 7560.00 7371.00 45.00 44.00 52.00 45.00
2024-09-27 7388.00 7435.00 7445.00 7369.00 7322.00 7387.00 7396.00 7312.00 66.00 48.00 49.00 57.00
2024-09-26 7345.00 7368.00 7408.00 7334.00 7307.00 7321.00 7364.00 7290.00 38.00 47.00 44.00 44.00
2024-09-25 7375.00 7354.00 7441.00 7352.00 7320.00 7319.00 7395.00 7313.00 55.00 35.00 46.00 39.00
2024-09-24 7242.00 7360.00 7372.00 7222.00 7183.00 7311.00 7317.00 7175.00 59.00 49.00 55.00 47.00
2024-09-23 7290.00 7233.00 7295.00 7227.00 7250.00 7183.00 7250.00 7179.00 40.00 50.00 45.00 48.00
2024-09-20 7345.00 7303.00 7353.00 7291.00 7280.00 7255.00 7300.00 7243.00 65.00 48.00 53.00 48.00
2024-09-19 7277.00 7333.00 7339.00 7235.00 7200.00 7272.00 7279.00 7173.00 77.00 61.00 60.00 62.00
2024-09-18 7285.00 7267.00 7298.00 7225.00 7213.00 7202.00 7218.00 7145.00 72.00 65.00 80.00 80.00
2024-09-13 7308.00 7264.00 7317.00 7258.00 7251.00 7193.00 7251.00 7184.00 57.00 71.00 66.00 74.00
2024-09-12 7298.00 7325.00 7343.00 7245.00 7205.00 7249.00 7263.00 7154.00 93.00 76.00 80.00 91.00
2024-09-11 7275.00 7292.00 7293.00 7204.00 7187.00 7204.00 7205.00 7115.00 88.00 88.00 88.00 89.00
2024-09-10 7319.00 7275.00 7337.00 7260.00 7245.00 7192.00 7260.00 7181.00 74.00 83.00 77.00 79.00
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