对二甲苯期货跨期套利数据回测

本页面展示对二甲苯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

关于对二甲苯期货跨期套利的详细数据分析,请查看文章:。

对二甲苯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

对二甲苯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

对二甲苯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
2024-09-09 7160.00 7010.00 7190.00 6886.00 7082.00 6930.00 7108.00 6820.00 78.00 80.00 82.00 66.00
2024-09-06 7182.00 7168.00 7282.00 7038.00 7108.00 7102.00 7206.00 6976.00 74.00 66.00 76.00 62.00
2024-09-05 7318.00 7160.00 7344.00 7146.00 7226.00 7088.00 7274.00 7080.00 92.00 72.00 70.00 66.00
2024-09-04 7350.00 7304.00 7386.00 7202.00 7260.00 7218.00 7288.00 7128.00 90.00 86.00 98.00 74.00
2024-09-03 7388.00 7424.00 7470.00 7360.00 7280.00 7316.00 7352.00 7260.00 108.00 108.00 118.00 100.00
2024-09-02 7730.00 7384.00 7738.00 7380.00 7636.00 7282.00 7654.00 7272.00 94.00 102.00 84.00 108.00
2024-08-30 7742.00 7736.00 7800.00 7720.00 7630.00 7638.00 7710.00 7614.00 112.00 98.00 90.00 106.00
2024-08-29 7714.00 7740.00 7770.00 7690.00 7670.00 7626.00 7686.00 7610.00 44.00 114.00 84.00 80.00
2024-08-28 7846.00 7750.00 7846.00 7726.00 7774.00 7690.00 7774.00 7654.00 72.00 60.00 72.00 72.00
2024-08-27 7866.00 7854.00 7910.00 7802.00 7832.00 7776.00 7866.00 7740.00 34.00 78.00 44.00 62.00
2024-08-26 7720.00 7834.00 7842.00 7698.00 7652.00 7780.00 7790.00 7652.00 68.00 54.00 52.00 46.00
2024-08-23 7670.00 7682.00 7720.00 7610.00 7612.00 7642.00 7670.00 7558.00 58.00 40.00 50.00 52.00
2024-08-22 7790.00 7656.00 7810.00 7640.00 7752.00 7602.00 7780.00 7592.00 38.00 54.00 30.00 48.00
2024-08-21 7750.00 7780.00 7804.00 7696.00 7700.00 7702.00 7730.00 7630.00 50.00 78.00 74.00 66.00
2024-08-20 7720.00 7734.00 7784.00 7654.00 7676.00 7662.00 7698.00 7586.00 44.00 72.00 86.00 68.00
2024-08-19 7900.00 7730.00 7940.00 7714.00 7880.00 7686.00 7896.00 7670.00 20.00 44.00 44.00 44.00
2024-08-16 7916.00 7910.00 7986.00 7862.00 7970.00 7954.00 8040.00 7926.00 -54.00 -44.00 -54.00 -64.00
2024-08-15 8002.00 7906.00 8006.00 7660.00 8030.00 7962.00 8030.00 7756.00 -28.00 -56.00 -24.00 -96.00
2024-08-14 8080.00 8002.00 8080.00 7976.00 8096.00 8024.00 8098.00 8016.00 -16.00 -22.00 -18.00 -40.00
2024-08-13 8078.00 8084.00 8124.00 8042.00 8090.00 8102.00 8136.00 8070.00 -12.00 -18.00 -12.00 -28.00
2024-08-12 7980.00 8062.00 8066.00 7954.00 8040.00 8074.00 8074.00 7988.00 -60.00 -12.00 -8.00 -34.00
2024-08-09 8040.00 7980.00 8056.00 7892.00 8046.00 8022.00 8078.00 7938.00 -6.00 -42.00 -22.00 -46.00
2024-08-08 8092.00 8036.00 8130.00 8012.00 8100.00 8052.00 8148.00 8032.00 -8.00 -16.00 -18.00 -20.00
2024-08-07 8036.00 8060.00 8076.00 7968.00 8054.00 8066.00 8098.00 8008.00 -18.00 -6.00 -22.00 -40.00
2024-08-06 8050.00 8066.00 8162.00 8050.00 8100.00 8076.00 8176.00 8074.00 -50.00 -10.00 -14.00 -24.00
2024-08-05 8250.00 8136.00 8278.00 8120.00 8248.00 8154.00 8280.00 8144.00 2.00 -18.00 -2.00 -24.00
2024-08-02 8372.00 8302.00 8386.00 8302.00 8384.00 8302.00 8384.00 8302.00 -12.00 0.00 2.00 0.00
2024-08-01 8340.00 8378.00 8396.00 8314.00 8348.00 8364.00 8386.00 8320.00 -8.00 14.00 10.00 -6.00
2024-07-31 8192.00 8320.00 8336.00 8176.00 8232.00 8326.00 8338.00 8212.00 -40.00 -6.00 -2.00 -36.00
2024-07-30 8300.00 8196.00 8300.00 8172.00 8314.00 8222.00 8316.00 8210.00 -14.00 -26.00 -16.00 -38.00
2024-07-29 8304.00 8290.00 8320.00 8250.00 8300.00 8312.00 8332.00 8272.00 4.00 -22.00 -12.00 -22.00
2024-07-26 8230.00 8316.00 8330.00 8190.00 8266.00 8334.00 8350.00 8224.00 -36.00 -18.00 -20.00 -34.00
2024-07-25 8350.00 8240.00 8354.00 8238.00 8358.00 8272.00 8358.00 8264.00 -8.00 -32.00 -4.00 -26.00
2024-07-24 8344.00 8328.00 8350.00 8280.00 8354.00 8332.00 8356.00 8296.00 -10.00 -4.00 -6.00 -16.00
2024-07-23 8362.00 8352.00 8390.00 8342.00 8336.00 8358.00 8396.00 8336.00 26.00 -6.00 -6.00 6.00
2024-07-22 8416.00 8380.00 8430.00 8352.00 8408.00 8362.00 8426.00 8354.00 8.00 18.00 4.00 -2.00
2024-07-19 8408.00 8404.00 8430.00 8394.00 8436.00 8398.00 8440.00 8394.00 -28.00 6.00 -10.00 0.00
2024-07-18 8406.00 8432.00 8442.00 8384.00 8392.00 8436.00 8456.00 8392.00 14.00 -4.00 -14.00 -8.00
2024-07-17 8372.00 8394.00 8428.00 8356.00 8402.00 8402.00 8436.00 8366.00 -30.00 -8.00 -8.00 -10.00
2024-07-16 8422.00 8390.00 8436.00 8378.00 8422.00 8408.00 8464.00 8368.00 0.00 -18.00 -28.00 10.00
2024-07-15 8500.00 8422.00 8512.00 8412.00 8518.00 8448.00 8568.00 8438.00 -18.00 -26.00 -56.00 -26.00
2024-07-12 8530.00 8512.00 8538.00 8488.00 8566.00 8538.00 8578.00 8508.00 -36.00 -26.00 -40.00 -20.00
2024-07-11 8490.00 8544.00 8550.00 8488.00 8522.00 8564.00 8572.00 8510.00 -32.00 -20.00 -22.00 -22.00
2024-07-10 8526.00 8482.00 8540.00 8468.00 8538.00 8506.00 8552.00 8492.00 -12.00 -24.00 -12.00 -24.00
2024-07-09 8562.00 8526.00 8564.00 8504.00 8576.00 8544.00 8584.00 8520.00 -14.00 -18.00 -20.00 -16.00
2024-07-08 8620.00 8558.00 8628.00 8548.00 8614.00 8566.00 8632.00 8556.00 6.00 -8.00 -4.00 -8.00
2024-07-05 8654.00 8582.00 8692.00 8580.00 8670.00 8594.00 8702.00 8590.00 -16.00 -12.00 -10.00 -10.00
2024-07-04 8748.00 8662.00 8774.00 8654.00 8768.00 8690.00 8792.00 8668.00 -20.00 -28.00 -18.00 -14.00
2024-07-03 8674.00 8768.00 8770.00 8652.00 8630.00 8732.00 8736.00 8616.00 44.00 36.00 34.00 36.00
2024-07-02 8646.00 8652.00 8668.00 8598.00 8596.00 8610.00 8632.00 8558.00 50.00 42.00 36.00 40.00
2024-07-01 8656.00 8646.00 8674.00 8606.00 8598.00 8600.00 8606.00 8548.00 58.00 46.00 68.00 58.00
2024-06-28 8610.00 8654.00 8682.00 8596.00 8564.00 8600.00 8618.00 8540.00 46.00 54.00 64.00 56.00
2024-06-27 8602.00 8594.00 8606.00 8556.00 8550.00 8540.00 8566.00 8508.00 52.00 54.00 40.00 48.00
2024-06-26 8642.00 8602.00 8660.00 8528.00 8580.00 8560.00 8600.00 8482.00 62.00 42.00 60.00 46.00
2024-06-25 8580.00 8648.00 8658.00 8542.00 8500.00 8594.00 8602.00 8492.00 80.00 54.00 56.00 50.00
2024-06-24 8540.00 8580.00 8590.00 8506.00 8480.00 8532.00 8540.00 8454.00 60.00 48.00 50.00 52.00
2024-06-21 8588.00 8540.00 8618.00 8538.00 8542.00 8494.00 8568.00 8490.00 46.00 46.00 50.00 48.00
2024-06-20 8570.00 8578.00 8598.00 8534.00 8522.00 8536.00 8556.00 8490.00 48.00 42.00 42.00 44.00
2024-06-19 8470.00 8556.00 8592.00 8470.00 8438.00 8514.00 8538.00 8436.00 32.00 42.00 54.00 34.00
2024-06-18 8470.00 8462.00 8542.00 8456.00 8428.00 8426.00 8490.00 8404.00 42.00 36.00 52.00 52.00
2024-06-17 8566.00 8448.00 8578.00 8438.00 8506.00 8406.00 8518.00 8388.00 60.00 42.00 60.00 50.00
2024-06-14 8572.00 8554.00 8598.00 8536.00 8514.00 8494.00 8544.00 8482.00 58.00 60.00 54.00 54.00
2024-06-13 8622.00 8560.00 8638.00 8540.00 8536.00 8496.00 8568.00 8476.00 86.00 64.00 70.00 64.00
2024-06-12 8572.00 8600.00 8614.00 8554.00 8484.00 8528.00 8536.00 8470.00 88.00 72.00 78.00 84.00
2024-06-11 8550.00 8580.00 8580.00 8504.00 8450.00 8496.00 8496.00 8426.00 100.00 84.00 84.00 78.00
2024-06-07 8440.00 8500.00 8524.00 8420.00 8400.00 8430.00 8452.00 8376.00 40.00 70.00 72.00 44.00
2024-06-06 8476.00 8440.00 8478.00 8422.00 8406.00 8390.00 8424.00 8378.00 70.00 50.00 54.00 44.00
2024-06-05 8432.00 8440.00 8488.00 8414.00 8394.00 8376.00 8424.00 8368.00 38.00 64.00 64.00 46.00
2024-06-04 8526.00 8440.00 8546.00 8394.00 8504.00 8394.00 8514.00 8366.00 22.00 46.00 32.00 28.00
2024-06-03 8670.00 8524.00 8676.00 8502.00 8624.00 8490.00 8634.00 8474.00 46.00 34.00 42.00 28.00
2024-05-31 8690.00 8638.00 8706.00 8608.00 8634.00 8606.00 8648.00 8564.00 56.00 32.00 58.00 44.00
2024-05-30 8596.00 8702.00 8746.00 8586.00 8600.00 8636.00 8676.00 8568.00 -4.00 66.00 70.00 18.00
2024-05-29 8560.00 8604.00 8618.00 8538.00 8542.00 8582.00 8594.00 8514.00 18.00 22.00 24.00 24.00
2024-05-28 8600.00 8550.00 8630.00 8544.00 8576.00 8526.00 8590.00 8522.00 24.00 24.00 40.00 22.00
2024-05-27 8532.00 8600.00 8614.00 8528.00 8526.00 8564.00 8576.00 8526.00 6.00 36.00 38.00 2.00
2024-05-24 8486.00 8524.00 8538.00 8480.00 8516.00 8522.00 8536.00 8486.00 -30.00 2.00 2.00 -6.00
2024-05-23 8502.00 8458.00 8530.00 8424.00 8506.00 8466.00 8534.00 8434.00 -4.00 -8.00 -4.00 -10.00
2024-05-22 8476.00 8496.00 8540.00 8470.00 8484.00 8512.00 8516.00 8472.00 -8.00 -16.00 24.00 -2.00
2024-05-21 8520.00 8502.00 8584.00 8480.00 8506.00 8510.00 8556.00 8478.00 14.00 -8.00 28.00 2.00
2024-05-20 8470.00 8540.00 8554.00 8444.00 8462.00 8528.00 8544.00 8442.00 8.00 12.00 10.00 2.00
2024-05-17 8394.00 8446.00 8460.00 8388.00 8376.00 8454.00 8458.00 8372.00 18.00 -8.00 2.00 16.00
2024-05-16 8322.00 8394.00 8398.00 8306.00 8356.00 8398.00 8400.00 8314.00 -34.00 -4.00 -2.00 -8.00
2024-05-15 8292.00 8344.00 8354.00 8266.00 8302.00 8348.00 8364.00 8296.00 -10.00 -4.00 -10.00 -30.00
2024-05-14 8328.00 8302.00 8366.00 8284.00 8348.00 8312.00 8374.00 8300.00 -20.00 -10.00 -8.00 -16.00
2024-05-13 8350.00 8312.00 8380.00 8286.00 8380.00 8318.00 8416.00 8312.00 -30.00 -6.00 -36.00 -26.00
2024-05-10 8350.00 8362.00 8376.00 8234.00 8396.00 8398.00 8410.00 8282.00 -46.00 -36.00 -34.00 -48.00
2024-05-09 8308.00 8346.00 8390.00 8302.00 8348.00 8374.00 8408.00 8340.00 -40.00 -28.00 -18.00 -38.00
2024-05-08 8390.00 8346.00 8412.00 8346.00 8416.00 8360.00 8430.00 8360.00 -26.00 -14.00 -18.00 -14.00
2024-05-07 8368.00 8406.00 8414.00 8362.00 8438.00 8432.00 8454.00 8422.00 -70.00 -26.00 -40.00 -60.00
2024-05-06 8378.00 8360.00 8402.00 8334.00 8054.00 8028.00 8054.00 8028.00 324.00 332.00 348.00 306.00
2024-04-30 8530.00 8468.00 8530.00 8458.00 8242.00 8116.00 8242.00 8100.00 288.00 352.00 288.00 358.00
2024-04-29 8530.00 8484.00 8560.00 8468.00 8316.00 8198.00 8354.00 8196.00 214.00 286.00 206.00 272.00
2024-04-26 8494.00 8514.00 8534.00 8456.00 8292.00 8314.00 8322.00 8234.00 202.00 200.00 212.00 222.00
2024-04-25 8582.00 8480.00 8592.00 8446.00 8378.00 8268.00 8408.00 8224.00 204.00 212.00 184.00 222.00
2024-04-24 8570.00 8578.00 8626.00 8530.00 8400.00 8364.00 8436.00 8364.00 170.00 214.00 190.00 166.00
2024-04-23 8618.00 8580.00 8646.00 8580.00 8416.00 8412.00 8464.00 8394.00 202.00 168.00 182.00 186.00
2024-04-22 8620.00 8630.00 8660.00 8584.00 8458.00 8430.00 8468.00 8408.00 162.00 200.00 192.00 176.00
2024-04-19 8610.00 8622.00 8738.00 8552.00 8422.00 8430.00 8536.00 8372.00 188.00 192.00 202.00 180.00
2024-04-18 8762.00 8616.00 8762.00 8588.00 8594.00 8434.00 8602.00 8398.00 168.00 182.00 160.00 190.00
2024-04-17 8772.00 8762.00 8818.00 8732.00 8576.00 8594.00 8638.00 8534.00 196.00 168.00 180.00 198.00
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