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
2021-10-26 2835.00 2778.00 2861.00 2627.00 2700.00 2639.00 2713.00 2525.00 135.00 139.00 148.00 102.00
2021-10-25 2929.00 2828.00 2947.00 2740.00 2886.00 2709.00 2930.00 2709.00 43.00 119.00 17.00 31.00
2021-10-22 3101.00 3010.00 3168.00 3010.00 3000.00 2936.00 3115.00 2936.00 101.00 74.00 53.00 74.00
2021-10-21 3220.00 3134.00 3363.00 3058.00 3046.00 3034.00 3244.00 2990.00 174.00 100.00 119.00 68.00
2021-10-20 3427.00 3221.00 3461.00 3221.00 3291.00 3062.00 3302.00 3062.00 136.00 159.00 159.00 159.00
2021-10-19 3570.00 3459.00 3577.00 3431.00 3328.00 3317.00 3333.00 3257.00 242.00 142.00 244.00 174.00
2021-10-18 3448.00 3570.00 3580.00 3404.00 3281.00 3328.00 3341.00 3238.00 167.00 242.00 239.00 166.00
2021-10-15 3430.00 3435.00 3461.00 3325.00 3329.00 3259.00 3359.00 3205.00 101.00 176.00 102.00 120.00
2021-10-14 3479.00 3430.00 3530.00 3300.00 3360.00 3327.00 3415.00 3195.00 119.00 103.00 115.00 105.00
2021-10-13 3589.00 3478.00 3635.00 3309.00 3400.00 3367.00 3477.00 3250.00 189.00 111.00 158.00 59.00
2021-10-12 3490.00 3583.00 3648.00 3443.00 3230.00 3401.00 3447.00 3218.00 260.00 182.00 201.00 225.00
2021-10-11 3355.00 3500.00 3544.00 3320.00 3065.00 3224.00 3224.00 3065.00 290.00 276.00 320.00 255.00
2021-10-08 3471.00 3362.00 3475.00 3232.00 3050.00 3088.00 3095.00 2906.00 421.00 274.00 380.00 326.00
2021-09-30 3439.00 3512.00 3515.00 3371.00 3069.00 3057.00 3077.00 3004.00 370.00 455.00 438.00 367.00
2021-09-29 3389.00 3435.00 3477.00 3359.00 3080.00 3068.00 3126.00 3040.00 309.00 367.00 351.00 319.00
2021-09-28 3399.00 3390.00 3453.00 3312.00 3104.00 3090.00 3143.00 3040.00 295.00 300.00 310.00 272.00
2021-09-27 3149.00 3384.00 3384.00 3117.00 3020.00 3128.00 3199.00 2956.00 129.00 256.00 185.00 161.00
2021-09-24 3217.00 3118.00 3224.00 3049.00 3051.00 2978.00 3062.00 2907.00 166.00 140.00 162.00 142.00
2021-09-23 3179.00 3216.00 3244.00 3147.00 2966.00 3063.00 3107.00 2966.00 213.00 153.00 137.00 181.00
2021-09-22 3015.00 3174.00 3183.00 3015.00 2925.00 2962.00 2968.00 2861.00 90.00 212.00 215.00 154.00
2021-09-17 2998.00 2912.00 3055.00 2856.00 3031.00 2852.00 3036.00 2810.00 -33.00 60.00 19.00 46.00
2021-09-16 2888.00 3000.00 3009.00 2846.00 2950.00 3036.00 3064.00 2930.00 -62.00 -36.00 -55.00 -84.00
2021-09-15 2873.00 2888.00 2931.00 2816.00 2965.00 2949.00 2993.00 2902.00 -92.00 -61.00 -62.00 -86.00
2021-09-14 2960.00 2882.00 2966.00 2865.00 3075.00 2980.00 3077.00 2977.00 -115.00 -98.00 -111.00 -112.00
2021-09-13 2982.00 2958.00 3030.00 2935.00 3074.00 3064.00 3125.00 3044.00 -92.00 -106.00 -95.00 -109.00
2021-09-10 2980.00 2964.00 3062.00 2956.00 3090.00 3064.00 3150.00 3060.00 -110.00 -100.00 -88.00 -104.00
2021-09-09 2897.00 2984.00 3018.00 2891.00 2985.00 3090.00 3111.00 2971.00 -88.00 -106.00 -93.00 -80.00
2021-09-08 2865.00 2903.00 2937.00 2853.00 2986.00 2981.00 3016.00 2961.00 -121.00 -78.00 -79.00 -108.00
2021-09-07 2739.00 2865.00 2892.00 2727.00 2853.00 2979.00 3002.00 2847.00 -114.00 -114.00 -110.00 -120.00
2021-09-06 2731.00 2739.00 2759.00 2713.00 2850.00 2856.00 2878.00 2834.00 -119.00 -117.00 -119.00 -121.00
2021-09-03 2690.00 2727.00 2739.00 2682.00 2807.00 2846.00 2860.00 2803.00 -117.00 -119.00 -121.00 -121.00
2021-09-02 2705.00 2687.00 2752.00 2676.00 2820.00 2808.00 2865.00 2798.00 -115.00 -121.00 -113.00 -122.00
2021-09-01 2680.00 2704.00 2719.00 2662.00 2807.00 2823.00 2842.00 2792.00 -127.00 -119.00 -123.00 -130.00
2021-08-31 2720.00 2689.00 2735.00 2678.00 2845.00 2818.00 2860.00 2810.00 -125.00 -129.00 -125.00 -132.00
2021-08-30 2705.00 2718.00 2728.00 2682.00 2825.00 2840.00 2845.00 2812.00 -120.00 -122.00 -117.00 -130.00
2021-08-27 2644.00 2694.00 2706.00 2630.00 2785.00 2816.00 2827.00 2771.00 -141.00 -122.00 -121.00 -141.00
2021-08-26 2728.00 2647.00 2729.00 2646.00 2869.00 2788.00 2871.00 2787.00 -141.00 -141.00 -142.00 -141.00
2021-08-25 2725.00 2730.00 2751.00 2685.00 2864.00 2873.00 2890.00 2838.00 -139.00 -143.00 -139.00 -153.00
2021-08-24 2723.00 2735.00 2769.00 2720.00 2871.00 2878.00 2907.00 2865.00 -148.00 -143.00 -138.00 -145.00
2021-08-23 2737.00 2732.00 2770.00 2703.00 2875.00 2875.00 2907.00 2850.00 -138.00 -143.00 -137.00 -147.00
2021-08-20 2673.00 2742.00 2748.00 2655.00 2814.00 2877.00 2880.00 2809.00 -141.00 -135.00 -132.00 -154.00
2021-08-19 2696.00 2696.00 2723.00 2645.00 2849.00 2847.00 2869.00 2803.00 -153.00 -151.00 -146.00 -158.00
2021-08-18 2730.00 2696.00 2756.00 2685.00 2852.00 2851.00 2896.00 2831.00 -122.00 -155.00 -140.00 -146.00
2021-08-17 2753.00 2724.00 2763.00 2718.00 2865.00 2855.00 2885.00 2843.00 -112.00 -131.00 -122.00 -125.00
2021-08-16 2734.00 2757.00 2814.00 2732.00 2859.00 2868.00 2915.00 2852.00 -125.00 -111.00 -101.00 -120.00
2021-08-13 2657.00 2732.00 2748.00 2652.00 2775.00 2851.00 2859.00 2775.00 -118.00 -119.00 -111.00 -123.00
2021-08-12 2680.00 2658.00 2729.00 2653.00 2782.00 2784.00 2841.00 2772.00 -102.00 -126.00 -112.00 -119.00
2021-08-11 2661.00 2679.00 2679.00 2641.00 2785.00 2791.00 2794.00 2764.00 -124.00 -112.00 -115.00 -123.00
2021-08-10 2626.00 2656.00 2667.00 2620.00 2355.00 2380.00 2388.00 2353.00 271.00 276.00 279.00 267.00
2021-08-09 2630.00 2633.00 2645.00 2592.00 2349.00 2365.00 2372.00 2330.00 281.00 268.00 273.00 262.00
2021-08-06 2520.00 2622.00 2634.00 2510.00 2281.00 2351.00 2354.00 2262.00 239.00 271.00 280.00 248.00
2021-08-05 2559.00 2505.00 2568.00 2505.00 2283.00 2262.00 2296.00 2259.00 276.00 243.00 272.00 246.00
2021-08-04 2500.00 2564.00 2566.00 2491.00 2259.00 2294.00 2299.00 2253.00 241.00 270.00 267.00 238.00
2021-08-03 2576.00 2511.00 2581.00 2506.00 2310.00 2261.00 2311.00 2250.00 266.00 250.00 270.00 256.00
2021-08-02 2617.00 2572.00 2627.00 2538.00 2334.00 2302.00 2343.00 2276.00 283.00 270.00 284.00 262.00
2021-07-30 2600.00 2626.00 2648.00 2587.00 2324.00 2338.00 2352.00 2312.00 276.00 288.00 296.00 275.00
2021-07-29 2312.00 2325.00 2339.00 2307.00 2579.00 2600.00 2609.00 2577.00 -267.00 -275.00 -270.00 -270.00
2021-07-28 2270.00 2312.00 2319.00 2270.00 2550.00 2584.00 2602.00 2545.00 -280.00 -272.00 -283.00 -275.00
2021-07-27 2332.00 2270.00 2364.00 2260.00 2586.00 2538.00 2634.00 2515.00 -254.00 -268.00 -270.00 -255.00
2021-07-26 2336.00 2335.00 2358.00 2312.00 2552.00 2581.00 2597.00 2537.00 -216.00 -246.00 -239.00 -225.00
2021-07-23 2378.00 2339.00 2394.00 2329.00 2598.00 2552.00 2606.00 2541.00 -220.00 -213.00 -212.00 -212.00
2021-07-22 2384.00 2394.00 2404.00 2366.00 2591.00 2603.00 2609.00 2577.00 -207.00 -209.00 -205.00 -211.00
2021-07-21 2325.00 2380.00 2396.00 2320.00 2525.00 2585.00 2604.00 2520.00 -200.00 -205.00 -208.00 -200.00
2021-07-20 2292.00 2317.00 2327.00 2282.00 2489.00 2513.00 2523.00 2477.00 -197.00 -196.00 -196.00 -195.00
2021-07-19 2333.00 2311.00 2368.00 2296.00 2532.00 2510.00 2567.00 2498.00 -199.00 -199.00 -199.00 -202.00
2021-07-16 2279.00 2333.00 2344.00 2251.00 2482.00 2530.00 2544.00 2458.00 -203.00 -197.00 -200.00 -207.00
2021-07-15 2295.00 2272.00 2317.00 2238.00 2499.00 2480.00 2511.00 2435.00 -204.00 -208.00 -194.00 -197.00
2021-07-14 2298.00 2294.00 2311.00 2272.00 2505.00 2496.00 2512.00 2477.00 -207.00 -202.00 -201.00 -205.00
2021-07-13 2270.00 2297.00 2300.00 2266.00 2478.00 2505.00 2507.00 2472.00 -208.00 -208.00 -207.00 -206.00
2021-07-12 2280.00 2270.00 2305.00 2251.00 2470.00 2473.00 2497.00 2454.00 -190.00 -203.00 -192.00 -203.00
2021-07-09 2265.00 2272.00 2278.00 2232.00 2472.00 2467.00 2477.00 2439.00 -207.00 -195.00 -199.00 -207.00
2021-07-08 2268.00 2273.00 2298.00 2260.00 2486.00 2476.00 2505.00 2468.00 -218.00 -203.00 -207.00 -208.00
2021-07-07 2318.00 2268.00 2318.00 2250.00 2522.00 2484.00 2524.00 2460.00 -204.00 -216.00 -206.00 -210.00
2021-07-06 2269.00 2319.00 2336.00 2263.00 2485.00 2528.00 2545.00 2480.00 -216.00 -209.00 -209.00 -217.00
2021-07-05 2269.00 2269.00 2283.00 2250.00 2472.00 2480.00 2497.00 2455.00 -203.00 -211.00 -214.00 -205.00
2021-07-02 2200.00 2266.00 2275.00 2194.00 2407.00 2465.00 2473.00 2388.00 -207.00 -199.00 -198.00 -194.00
2021-07-01 2234.00 2187.00 2244.00 2182.00 2427.00 2400.00 2463.00 2399.00 -193.00 -213.00 -219.00 -217.00
2021-06-30 2195.00 2232.00 2235.00 2191.00 2386.00 2428.00 2429.00 2383.00 -191.00 -196.00 -194.00 -192.00
2021-06-29 2229.00 2195.00 2238.00 2194.00 2402.00 2383.00 2413.00 2382.00 -173.00 -188.00 -175.00 -188.00
2021-06-28 2288.00 2229.00 2290.00 2222.00 2454.00 2403.00 2455.00 2397.00 -166.00 -174.00 -165.00 -175.00
2021-06-25 2240.00 2283.00 2296.00 2230.00 2403.00 2447.00 2460.00 2392.00 -163.00 -164.00 -164.00 -162.00
2021-06-24 2176.00 2238.00 2248.00 2174.00 2336.00 2399.00 2409.00 2336.00 -160.00 -161.00 -161.00 -162.00
2021-06-23 2212.00 2175.00 2218.00 2171.00 2360.00 2337.00 2372.00 2333.00 -148.00 -162.00 -154.00 -162.00
2021-06-22 2185.00 2212.00 2215.00 2155.00 2336.00 2368.00 2369.00 2318.00 -151.00 -156.00 -154.00 -163.00
2021-06-21 2185.00 2189.00 2224.00 2183.00 2337.00 2340.00 2372.00 2334.00 -152.00 -151.00 -148.00 -151.00
2021-06-18 2215.00 2185.00 2227.00 2163.00 2380.00 2343.00 2392.00 2323.00 -165.00 -158.00 -165.00 -160.00
2021-06-17 2175.00 2222.00 2225.00 2166.00 2341.00 2388.00 2390.00 2335.00 -166.00 -166.00 -165.00 -169.00
2021-06-16 2167.00 2174.00 2185.00 2146.00 2331.00 2339.00 2347.00 2316.00 -164.00 -165.00 -162.00 -170.00
2021-06-15 2170.00 2168.00 2190.00 2130.00 2330.00 2335.00 2353.00 2303.00 -160.00 -167.00 -163.00 -173.00
2021-06-11 2142.00 2175.00 2182.00 2134.00 2315.00 2338.00 2345.00 2303.00 -173.00 -163.00 -163.00 -169.00
2021-06-10 2193.00 2142.00 2195.00 2139.00 2355.00 2320.00 2361.00 2306.00 -162.00 -178.00 -166.00 -167.00
2021-06-09 2245.00 2197.00 2255.00 2197.00 2400.00 2359.00 2405.00 2356.00 -155.00 -162.00 -150.00 -159.00
2021-06-08 2233.00 2244.00 2265.00 2189.00 2392.00 2394.00 2421.00 2336.00 -159.00 -150.00 -156.00 -147.00
2021-06-07 2258.00 2235.00 2275.00 2232.00 2402.00 2394.00 2434.00 2390.00 -144.00 -159.00 -159.00 -158.00
2021-06-04 2248.00 2245.00 2276.00 2216.00 2422.00 2389.00 2433.00 2376.00 -174.00 -144.00 -157.00 -160.00
2021-06-03 2288.00 2265.00 2309.00 2234.00 2451.00 2439.00 2486.00 2400.00 -163.00 -174.00 -177.00 -166.00
2021-06-02 2288.00 2288.00 2320.00 2260.00 2447.00 2455.00 2494.00 2427.00 -159.00 -167.00 -174.00 -167.00
2021-06-01 2181.00 2289.00 2296.00 2162.00 2359.00 2441.00 2446.00 2345.00 -178.00 -152.00 -150.00 -183.00
2021-05-31 2173.00 2181.00 2211.00 2161.00 2348.00 2359.00 2381.00 2335.00 -175.00 -178.00 -170.00 -174.00
2021-05-28 2129.00 2176.00 2198.00 2119.00 2300.00 2351.00 2368.00 2286.00 -171.00 -175.00 -170.00 -167.00
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