纯碱期货跨期套利数据回测

本页面展示纯碱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

关于纯碱期货跨期套利的详细数据分析,请查看文章:。

纯碱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

纯碱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

纯碱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
2022-03-23 2485.00 2559.00 2564.00 2480.00 2620.00 2712.00 2715.00 2613.00 -135.00 -153.00 -151.00 -133.00
2022-03-22 2443.00 2481.00 2516.00 2421.00 2600.00 2619.00 2656.00 2567.00 -157.00 -138.00 -140.00 -146.00
2022-03-21 2509.00 2451.00 2544.00 2432.00 2656.00 2596.00 2687.00 2583.00 -147.00 -145.00 -143.00 -151.00
2022-03-18 2459.00 2526.00 2530.00 2435.00 2597.00 2665.00 2666.00 2570.00 -138.00 -139.00 -136.00 -135.00
2022-03-17 2459.00 2457.00 2474.00 2396.00 2595.00 2593.00 2614.00 2543.00 -136.00 -136.00 -140.00 -147.00
2022-03-16 2430.00 2453.00 2508.00 2411.00 2555.00 2592.00 2628.00 2538.00 -125.00 -139.00 -120.00 -127.00
2022-03-15 2450.00 2449.00 2531.00 2435.00 2563.00 2570.00 2651.00 2559.00 -113.00 -121.00 -120.00 -124.00
2022-03-14 2550.00 2450.00 2575.00 2427.00 2680.00 2573.00 2702.00 2558.00 -130.00 -123.00 -127.00 -131.00
2022-03-11 2645.00 2573.00 2665.00 2554.00 2760.00 2704.00 2794.00 2683.00 -115.00 -131.00 -129.00 -129.00
2022-03-10 2464.00 2642.00 2688.00 2451.00 2608.00 2770.00 2811.00 2600.00 -144.00 -128.00 -123.00 -149.00
2022-03-09 2634.00 2505.00 2691.00 2476.00 2766.00 2650.00 2817.00 2628.00 -132.00 -145.00 -126.00 -152.00
2022-03-08 2720.00 2652.00 2739.00 2548.00 2860.00 2784.00 2876.00 2666.00 -140.00 -132.00 -137.00 -118.00
2022-03-07 2728.00 2749.00 2849.00 2710.00 2847.00 2888.00 2972.00 2833.00 -119.00 -139.00 -123.00 -123.00
2022-03-04 2730.00 2708.00 2755.00 2665.00 2843.00 2830.00 2858.00 2782.00 -113.00 -122.00 -103.00 -117.00
2022-03-03 2672.00 2736.00 2758.00 2637.00 2786.00 2845.00 2871.00 2751.00 -114.00 -109.00 -113.00 -114.00
2022-03-02 2618.00 2669.00 2737.00 2593.00 2725.00 2791.00 2868.00 2717.00 -107.00 -122.00 -131.00 -124.00
2022-03-01 2593.00 2605.00 2621.00 2522.00 2682.00 2721.00 2742.00 2625.00 -89.00 -116.00 -121.00 -103.00
2022-02-28 2605.00 2593.00 2640.00 2545.00 2701.00 2696.00 2747.00 2653.00 -96.00 -103.00 -107.00 -108.00
2022-02-25 2780.00 2605.00 2816.00 2605.00 2884.00 2709.00 2922.00 2702.00 -104.00 -104.00 -106.00 -97.00
2022-02-24 2870.00 2787.00 2891.00 2767.00 2966.00 2893.00 2986.00 2880.00 -96.00 -106.00 -95.00 -113.00
2022-02-23 2850.00 2876.00 2907.00 2824.00 2955.00 2974.00 2999.00 2925.00 -105.00 -98.00 -92.00 -101.00
2022-02-22 2900.00 2854.00 2947.00 2850.00 3004.00 2957.00 3039.00 2954.00 -104.00 -103.00 -92.00 -104.00
2022-02-21 2808.00 2912.00 2919.00 2782.00 2905.00 2997.00 3010.00 2885.00 -97.00 -85.00 -91.00 -103.00
2022-02-18 2735.00 2803.00 2845.00 2725.00 2844.00 2899.00 2942.00 2830.00 -109.00 -96.00 -97.00 -105.00
2022-02-17 2918.00 2756.00 2918.00 2754.00 3010.00 2859.00 3010.00 2857.00 -92.00 -103.00 -92.00 -103.00
2022-02-16 2866.00 2912.00 2956.00 2848.00 2945.00 3003.00 3046.00 2939.00 -79.00 -91.00 -90.00 -91.00
2022-02-15 2930.00 2867.00 2930.00 2778.00 3040.00 2950.00 3040.00 2873.00 -110.00 -83.00 -110.00 -95.00
2022-02-14 2991.00 2954.00 2992.00 2868.00 3065.00 3059.00 3093.00 2957.00 -74.00 -105.00 -101.00 -89.00
2022-02-11 3137.00 2973.00 3155.00 2958.00 3206.00 3048.00 3227.00 3038.00 -69.00 -75.00 -72.00 -80.00
2022-02-10 2953.00 3125.00 3177.00 2926.00 3036.00 3196.00 3246.00 3017.00 -83.00 -71.00 -69.00 -91.00
2022-02-09 2977.00 2957.00 2983.00 2911.00 3050.00 3041.00 3060.00 3003.00 -73.00 -84.00 -77.00 -92.00
2022-02-08 2959.00 2987.00 3009.00 2938.00 3023.00 3064.00 3084.00 3022.00 -64.00 -77.00 -75.00 -84.00
2022-02-07 2926.00 2968.00 3004.00 2873.00 2981.00 3030.00 3054.00 2944.00 -55.00 -62.00 -50.00 -71.00
2022-01-28 2860.00 2880.00 2903.00 2818.00 2901.00 2943.00 2946.00 2881.00 -41.00 -63.00 -43.00 -63.00
2022-01-27 2777.00 2849.00 2853.00 2768.00 2843.00 2899.00 2900.00 2842.00 -66.00 -50.00 -47.00 -74.00
2022-01-26 2705.00 2768.00 2771.00 2686.00 2785.00 2832.00 2841.00 2772.00 -80.00 -64.00 -70.00 -86.00
2022-01-25 2678.00 2700.00 2730.00 2642.00 2772.00 2783.00 2812.00 2735.00 -94.00 -83.00 -82.00 -93.00
2022-01-24 2717.00 2685.00 2745.00 2672.00 2805.00 2779.00 2829.00 2758.00 -88.00 -94.00 -84.00 -86.00
2022-01-21 2574.00 2712.00 2746.00 2574.00 2681.00 2804.00 2835.00 2681.00 -107.00 -92.00 -89.00 -107.00
2022-01-20 2592.00 2574.00 2608.00 2559.00 2685.00 2680.00 2709.00 2666.00 -93.00 -106.00 -101.00 -107.00
2022-01-19 2569.00 2596.00 2621.00 2540.00 2649.00 2688.00 2704.00 2635.00 -80.00 -92.00 -83.00 -95.00
2022-01-18 2553.00 2558.00 2567.00 2507.00 2653.00 2644.00 2663.00 2611.00 -100.00 -86.00 -96.00 -104.00
2022-01-17 2590.00 2553.00 2603.00 2521.00 2675.00 2655.00 2690.00 2621.00 -85.00 -102.00 -87.00 -100.00
2022-01-14 2462.00 2593.00 2597.00 2462.00 2560.00 2679.00 2681.00 2555.00 -98.00 -86.00 -84.00 -93.00
2022-01-13 2490.00 2461.00 2577.00 2452.00 2595.00 2558.00 2678.00 2551.00 -105.00 -97.00 -101.00 -99.00
2022-01-12 2470.00 2486.00 2495.00 2461.00 2581.00 2591.00 2608.00 2576.00 -111.00 -105.00 -113.00 -115.00
2022-01-11 2413.00 2470.00 2485.00 2396.00 2498.00 2578.00 2594.00 2483.00 -85.00 -108.00 -109.00 -87.00
2022-01-10 2340.00 2413.00 2415.00 2340.00 2440.00 2499.00 2500.00 2435.00 -100.00 -86.00 -85.00 -95.00
2022-01-07 2312.00 2337.00 2348.00 2305.00 2400.00 2433.00 2439.00 2392.00 -88.00 -96.00 -91.00 -87.00
2022-01-06 2252.00 2312.00 2316.00 2231.00 2340.00 2404.00 2405.00 2320.00 -88.00 -92.00 -89.00 -89.00
2022-01-05 2221.00 2250.00 2255.00 2215.00 2321.00 2335.00 2338.00 2308.00 -100.00 -85.00 -83.00 -93.00
2022-01-04 2192.00 2221.00 2230.00 2160.00 2273.00 2319.00 2330.00 2260.00 -81.00 -98.00 -100.00 -100.00
2021-12-31 2237.00 2183.00 2244.00 2175.00 2316.00 2274.00 2324.00 2266.00 -79.00 -91.00 -80.00 -91.00
2021-12-30 2280.00 2244.00 2286.00 2231.00 2339.00 2322.00 2358.00 2307.00 -59.00 -78.00 -72.00 -76.00
2021-12-29 2293.00 2286.00 2321.00 2265.00 2351.00 2346.00 2382.00 2335.00 -58.00 -60.00 -61.00 -70.00
2021-12-28 2285.00 2285.00 2324.00 2267.00 2345.00 2345.00 2376.00 2326.00 -60.00 -60.00 -52.00 -59.00
2021-12-27 2287.00 2285.00 2307.00 2242.00 2349.00 2343.00 2366.00 2311.00 -62.00 -58.00 -59.00 -69.00
2021-12-24 2310.00 2293.00 2335.00 2256.00 2374.00 2351.00 2390.00 2324.00 -64.00 -58.00 -55.00 -68.00
2021-12-23 2329.00 2318.00 2350.00 2291.00 2377.00 2373.00 2406.00 2353.00 -48.00 -55.00 -56.00 -62.00
2021-12-22 2336.00 2329.00 2365.00 2303.00 2379.00 2377.00 2402.00 2353.00 -43.00 -48.00 -37.00 -50.00
2021-12-21 2281.00 2335.00 2357.00 2273.00 2332.00 2377.00 2397.00 2326.00 -51.00 -42.00 -40.00 -53.00
2021-12-20 2385.00 2285.00 2390.00 2261.00 2410.00 2338.00 2431.00 2319.00 -25.00 -53.00 -41.00 -58.00
2021-12-17 2331.00 2374.00 2386.00 2318.00 2365.00 2406.00 2416.00 2360.00 -34.00 -32.00 -30.00 -42.00
2021-12-16 2220.00 2327.00 2342.00 2216.00 2285.00 2369.00 2381.00 2282.00 -65.00 -42.00 -39.00 -66.00
2021-12-15 2304.00 2223.00 2323.00 2215.00 2446.00 2375.00 2454.00 2359.00 -142.00 -152.00 -131.00 -144.00
2021-12-14 2281.00 2304.00 2327.00 2263.00 2405.00 2447.00 2460.00 2405.00 -124.00 -143.00 -133.00 -142.00
2021-12-13 2258.00 2288.00 2300.00 2200.00 2400.00 2422.00 2443.00 2362.00 -142.00 -134.00 -143.00 -162.00
2021-12-10 2234.00 2258.00 2265.00 2192.00 2301.00 2392.00 2395.00 2296.00 -67.00 -134.00 -130.00 -104.00
2021-12-09 2350.00 2238.00 2353.00 2229.00 2350.00 2302.00 2370.00 2286.00 0.00 -64.00 -17.00 -57.00
2021-12-08 2555.00 2378.00 2562.00 2378.00 2612.00 2391.00 2620.00 2391.00 -57.00 -13.00 -58.00 -13.00
2021-12-07 2561.00 2552.00 2635.00 2546.00 2647.00 2632.00 2696.00 2629.00 -86.00 -80.00 -61.00 -83.00
2021-12-06 2527.00 2561.00 2571.00 2470.00 2650.00 2639.00 2654.00 2613.00 -123.00 -78.00 -83.00 -143.00
2021-12-03 2506.00 2523.00 2570.00 2467.00 2618.00 2640.00 2655.00 2595.00 -112.00 -117.00 -85.00 -128.00
2021-12-02 2600.00 2538.00 2643.00 2531.00 2692.00 2641.00 2716.00 2607.00 -92.00 -103.00 -73.00 -76.00
2021-12-01 2621.00 2688.00 2750.00 2620.00 2413.00 2588.00 2625.00 2413.00 208.00 100.00 125.00 207.00
2021-11-30 2623.00 2619.00 2676.00 2573.00 2462.00 2417.00 2482.00 2391.00 161.00 202.00 194.00 182.00
2021-11-29 2521.00 2623.00 2634.00 2509.00 2340.00 2455.00 2465.00 2331.00 181.00 168.00 169.00 178.00
2021-11-26 2641.00 2551.00 2650.00 2550.00 2464.00 2366.00 2467.00 2364.00 177.00 185.00 183.00 186.00
2021-11-25 2685.00 2654.00 2724.00 2641.00 2491.00 2469.00 2517.00 2435.00 194.00 185.00 207.00 206.00
2021-11-24 2650.00 2684.00 2703.00 2635.00 2414.00 2492.00 2495.00 2405.00 236.00 192.00 208.00 230.00
2021-11-23 2684.00 2650.00 2739.00 2647.00 2405.00 2412.00 2469.00 2391.00 279.00 238.00 270.00 256.00
2021-11-22 2650.00 2684.00 2765.00 2649.00 2325.00 2400.00 2493.00 2325.00 325.00 284.00 272.00 324.00
2021-11-19 2580.00 2699.00 2750.00 2561.00 2315.00 2391.00 2424.00 2230.00 265.00 308.00 326.00 331.00
2021-11-18 2611.00 2586.00 2650.00 2570.00 2360.00 2324.00 2391.00 2305.00 251.00 262.00 259.00 265.00
2021-11-17 2544.00 2607.00 2620.00 2506.00 2365.00 2355.00 2388.00 2316.00 179.00 252.00 232.00 190.00
2021-11-16 2519.00 2544.00 2615.00 2474.00 2345.00 2365.00 2424.00 2315.00 174.00 179.00 191.00 159.00
2021-11-15 2503.00 2497.00 2565.00 2455.00 2350.00 2333.00 2422.00 2295.00 153.00 164.00 143.00 160.00
2021-11-12 2670.00 2527.00 2685.00 2503.00 2475.00 2368.00 2479.00 2339.00 195.00 159.00 206.00 164.00
2021-11-11 2520.00 2684.00 2720.00 2487.00 2298.00 2478.00 2478.00 2271.00 222.00 206.00 242.00 216.00
2021-11-10 2520.00 2512.00 2539.00 2412.00 2368.00 2284.00 2381.00 2214.00 152.00 228.00 158.00 198.00
2021-11-09 2507.00 2560.00 2605.00 2465.00 2367.00 2398.00 2435.00 2330.00 140.00 162.00 170.00 135.00
2021-11-08 2570.00 2513.00 2651.00 2476.00 2422.00 2370.00 2532.00 2351.00 148.00 143.00 119.00 125.00
2021-11-05 2653.00 2565.00 2673.00 2513.00 2398.00 2423.00 2431.00 2303.00 255.00 142.00 242.00 210.00
2021-11-04 2791.00 2638.00 2800.00 2605.00 2541.00 2377.00 2565.00 2354.00 250.00 261.00 235.00 251.00
2021-11-03 2565.00 2802.00 2818.00 2485.00 2265.00 2487.00 2487.00 2220.00 300.00 315.00 331.00 265.00
2021-11-02 2610.00 2563.00 2671.00 2435.00 2368.00 2256.00 2407.00 2164.00 242.00 307.00 264.00 271.00
2021-11-01 2768.00 2604.00 2785.00 2590.00 2515.00 2380.00 2527.00 2380.00 253.00 224.00 258.00 210.00
2021-10-29 2864.00 2801.00 2914.00 2734.00 2601.00 2540.00 2640.00 2486.00 263.00 261.00 274.00 248.00
2021-10-28 2856.00 2860.00 2915.00 2668.00 2622.00 2596.00 2646.00 2438.00 234.00 264.00 269.00 230.00
2021-10-27 2790.00 2833.00 2864.00 2707.00 2632.00 2594.00 2693.00 2552.00 158.00 239.00 171.00 155.00
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