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
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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
2021-05-27 2110.00 2129.00 2150.00 2090.00 2301.00 2299.00 2324.00 2266.00 -191.00 -170.00 -174.00 -176.00
2021-05-26 2125.00 2135.00 2155.00 2109.00 2286.00 2318.00 2330.00 2275.00 -161.00 -183.00 -175.00 -166.00
2021-05-25 2109.00 2138.00 2154.00 2076.00 2258.00 2297.00 2317.00 2236.00 -149.00 -159.00 -163.00 -160.00
2021-05-24 2096.00 2101.00 2114.00 2036.00 2249.00 2253.00 2262.00 2187.00 -153.00 -152.00 -148.00 -151.00
2021-05-21 2081.00 2087.00 2122.00 2062.00 2215.00 2238.00 2269.00 2192.00 -134.00 -151.00 -147.00 -130.00
2021-05-20 2095.00 2081.00 2115.00 2028.00 2220.00 2210.00 2233.00 2145.00 -125.00 -129.00 -118.00 -117.00
2021-05-19 2227.00 2131.00 2235.00 2098.00 2352.00 2251.00 2360.00 2211.00 -125.00 -120.00 -125.00 -113.00
2021-05-18 2230.00 2229.00 2250.00 2187.00 2360.00 2355.00 2375.00 2317.00 -130.00 -126.00 -125.00 -130.00
2021-05-17 2216.00 2238.00 2301.00 2206.00 2352.00 2368.00 2425.00 2335.00 -136.00 -130.00 -124.00 -129.00
2021-05-14 2215.00 2201.00 2296.00 2123.00 2360.00 2330.00 2415.00 2249.00 -145.00 -129.00 -119.00 -126.00
2021-05-13 2236.00 2211.00 2329.00 2158.00 2349.00 2344.00 2447.00 2284.00 -113.00 -133.00 -118.00 -126.00
2021-05-12 2150.00 2249.00 2278.00 2136.00 2270.00 2366.00 2394.00 2254.00 -120.00 -117.00 -116.00 -118.00
2021-05-11 2175.00 2152.00 2205.00 2121.00 2293.00 2272.00 2320.00 2240.00 -118.00 -120.00 -115.00 -119.00
2021-05-10 2159.00 2172.00 2227.00 2077.00 2267.00 2287.00 2343.00 2182.00 -108.00 -115.00 -116.00 -105.00
2021-05-07 2190.00 2162.00 2192.00 2143.00 2300.00 2271.00 2308.00 2257.00 -110.00 -109.00 -116.00 -114.00
2021-05-06 2095.00 2190.00 2200.00 2087.00 2224.00 2305.00 2313.00 2219.00 -129.00 -115.00 -113.00 -132.00
2021-04-30 2053.00 2087.00 2088.00 2025.00 2166.00 2217.00 2218.00 2146.00 -113.00 -130.00 -130.00 -121.00
2021-04-29 2005.00 2045.00 2058.00 2005.00 2116.00 2162.00 2179.00 2115.00 -111.00 -117.00 -121.00 -110.00
2021-04-28 2001.00 2005.00 2012.00 1987.00 2092.00 2113.00 2118.00 2079.00 -91.00 -108.00 -106.00 -92.00
2021-04-27 1945.00 2001.00 2004.00 1932.00 2030.00 2091.00 2096.00 2018.00 -85.00 -90.00 -92.00 -86.00
2021-04-26 1919.00 1947.00 1958.00 1910.00 2010.00 2032.00 2042.00 1997.00 -91.00 -85.00 -84.00 -87.00
2021-04-23 1936.00 1923.00 1948.00 1916.00 1769.00 1751.00 1775.00 1747.00 167.00 172.00 173.00 169.00
2021-04-22 1935.00 1933.00 1967.00 1909.00 1775.00 1765.00 1799.00 1751.00 160.00 168.00 168.00 158.00
2021-04-21 1976.00 1935.00 1981.00 1929.00 1804.00 1775.00 1812.00 1767.00 172.00 160.00 169.00 162.00
2021-04-20 1968.00 1976.00 1985.00 1956.00 1801.00 1802.00 1819.00 1791.00 167.00 174.00 166.00 165.00
2021-04-19 1904.00 1968.00 1981.00 1896.00 1752.00 1806.00 1814.00 1752.00 152.00 162.00 167.00 144.00
2021-04-16 1872.00 1904.00 1916.00 1859.00 1749.00 1752.00 1765.00 1729.00 123.00 152.00 151.00 130.00
2021-04-15 1917.00 1873.00 1924.00 1866.00 1786.00 1749.00 1792.00 1741.00 131.00 124.00 132.00 125.00
2021-04-14 1908.00 1912.00 1936.00 1882.00 1785.00 1783.00 1804.00 1766.00 123.00 129.00 132.00 116.00
2021-04-13 1895.00 1907.00 1926.00 1873.00 1801.00 1784.00 1812.00 1777.00 94.00 123.00 114.00 96.00
2021-04-12 1910.00 1891.00 1916.00 1853.00 1820.00 1794.00 1822.00 1751.00 90.00 97.00 94.00 102.00
2021-04-09 1967.00 1913.00 1972.00 1909.00 1842.00 1815.00 1859.00 1815.00 125.00 98.00 113.00 94.00
2021-04-08 1848.00 1842.00 1857.00 1818.00 1986.00 1967.00 1989.00 1942.00 -138.00 -125.00 -132.00 -124.00
2021-04-07 1885.00 1852.00 1895.00 1835.00 2040.00 1985.00 2040.00 1969.00 -155.00 -133.00 -145.00 -134.00
2021-04-06 1919.00 1884.00 1933.00 1876.00 2072.00 2039.00 2076.00 2030.00 -153.00 -155.00 -143.00 -154.00
2021-04-02 1910.00 1913.00 1955.00 1895.00 2054.00 2062.00 2090.00 2042.00 -144.00 -149.00 -135.00 -147.00
2021-04-01 1877.00 1904.00 1926.00 1855.00 2030.00 2052.00 2068.00 2012.00 -153.00 -148.00 -142.00 -157.00
2021-03-31 1878.00 1875.00 1909.00 1865.00 2030.00 2025.00 2049.00 2019.00 -152.00 -150.00 -140.00 -154.00
2021-03-30 1869.00 1883.00 1892.00 1846.00 2051.00 2042.00 2057.00 2015.00 -182.00 -159.00 -165.00 -169.00
2021-03-29 1910.00 1868.00 1926.00 1851.00 2077.00 2046.00 2110.00 2035.00 -167.00 -178.00 -184.00 -184.00
2021-03-26 1874.00 1903.00 1913.00 1854.00 2050.00 2074.00 2085.00 2032.00 -176.00 -171.00 -172.00 -178.00
2021-03-25 1918.00 1887.00 1926.00 1878.00 2096.00 2066.00 2100.00 2060.00 -178.00 -179.00 -174.00 -182.00
2021-03-24 1909.00 1920.00 1931.00 1869.00 2073.00 2095.00 2101.00 2056.00 -164.00 -175.00 -170.00 -187.00
2021-03-23 1924.00 1923.00 1943.00 1906.00 2089.00 2086.00 2105.00 2070.00 -165.00 -163.00 -162.00 -164.00
2021-03-22 1952.00 1924.00 2002.00 1921.00 2105.00 2086.00 2145.00 2083.00 -153.00 -162.00 -143.00 -162.00
2021-03-19 1996.00 1944.00 1997.00 1933.00 2139.00 2098.00 2140.00 2085.00 -143.00 -154.00 -143.00 -152.00
2021-03-18 2000.00 1996.00 2010.00 1968.00 2136.00 2144.00 2146.00 2112.00 -136.00 -148.00 -136.00 -144.00
2021-03-17 1920.00 1997.00 1999.00 1905.00 2070.00 2142.00 2142.00 2068.00 -150.00 -145.00 -143.00 -163.00
2021-03-16 1939.00 1920.00 1959.00 1911.00 2100.00 2078.00 2112.00 2067.00 -161.00 -158.00 -153.00 -156.00
2021-03-15 1880.00 1941.00 1942.00 1864.00 2042.00 2099.00 2100.00 2030.00 -162.00 -158.00 -158.00 -166.00
2021-03-12 1888.00 1879.00 1918.00 1862.00 2039.00 2046.00 2077.00 2023.00 -151.00 -167.00 -159.00 -161.00
2021-03-11 1975.00 1892.00 1983.00 1842.00 2110.00 2056.00 2119.00 1982.00 -135.00 -164.00 -136.00 -140.00
2021-03-10 1950.00 1963.00 1968.00 1914.00 2093.00 2107.00 2112.00 2058.00 -143.00 -144.00 -144.00 -144.00
2021-03-09 1926.00 1942.00 1974.00 1906.00 2082.00 2091.00 2125.00 2062.00 -156.00 -149.00 -151.00 -156.00
2021-03-08 1860.00 1917.00 1917.00 1859.00 2034.00 2071.00 2071.00 2032.00 -174.00 -154.00 -154.00 -173.00
2021-03-05 1840.00 1841.00 1864.00 1784.00 1976.00 2010.00 2018.00 1921.00 -136.00 -169.00 -154.00 -137.00
2021-03-04 1905.00 1848.00 1905.00 1848.00 2017.00 1979.00 2017.00 1957.00 -112.00 -131.00 -112.00 -109.00
2021-03-03 1916.00 1905.00 1986.00 1897.00 2024.00 2013.00 2093.00 2008.00 -108.00 -108.00 -107.00 -111.00
2021-03-02 1908.00 1907.00 1941.00 1855.00 2020.00 2014.00 2040.00 1967.00 -112.00 -107.00 -99.00 -112.00
2021-03-01 1829.00 1908.00 1931.00 1815.00 1969.00 2021.00 2058.00 1949.00 -140.00 -113.00 -127.00 -134.00
2021-02-26 1847.00 1836.00 1876.00 1806.00 1988.00 1971.00 2012.00 1927.00 -141.00 -135.00 -136.00 -121.00
2021-02-25 1787.00 1847.00 1867.00 1768.00 1773.00 1838.00 1860.00 1761.00 14.00 9.00 7.00 7.00
2021-02-24 1762.00 1781.00 1797.00 1756.00 1756.00 1773.00 1791.00 1750.00 6.00 8.00 6.00 6.00
2021-02-23 1757.00 1763.00 1804.00 1746.00 1740.00 1756.00 1797.00 1740.00 17.00 7.00 7.00 6.00
2021-02-22 1665.00 1745.00 1745.00 1656.00 1656.00 1738.00 1738.00 1650.00 9.00 7.00 7.00 6.00
2021-02-19 1668.00 1666.00 1674.00 1648.00 1658.00 1660.00 1668.00 1643.00 10.00 6.00 6.00 5.00
2021-02-18 1614.00 1668.00 1668.00 1611.00 1602.00 1660.00 1661.00 1602.00 12.00 8.00 7.00 9.00
2021-02-10 1618.00 1598.00 1630.00 1590.00 1613.00 1596.00 1625.00 1587.00 5.00 2.00 5.00 3.00
2021-02-09 1645.00 1618.00 1647.00 1605.00 1637.00 1615.00 1641.00 1601.00 8.00 3.00 6.00 4.00
2021-02-08 1628.00 1645.00 1653.00 1611.00 1629.00 1638.00 1647.00 1606.00 -1.00 7.00 6.00 5.00
2021-02-05 1634.00 1627.00 1639.00 1616.00 1625.00 1623.00 1634.00 1612.00 9.00 4.00 5.00 4.00
2021-02-04 1639.00 1633.00 1643.00 1619.00 1631.00 1629.00 1637.00 1615.00 8.00 4.00 6.00 4.00
2021-02-03 1613.00 1637.00 1640.00 1597.00 1612.00 1630.00 1633.00 1593.00 1.00 7.00 7.00 4.00
2021-02-02 1596.00 1614.00 1628.00 1596.00 1596.00 1610.00 1621.00 1591.00 0.00 4.00 7.00 5.00
2021-02-01 1618.00 1596.00 1629.00 1593.00 1614.00 1591.00 1622.00 1587.00 4.00 5.00 7.00 6.00
2021-01-29 1603.00 1618.00 1626.00 1597.00 1606.00 1612.00 1620.00 1591.00 -3.00 6.00 6.00 6.00
2021-01-28 1556.00 1603.00 1607.00 1553.00 1552.00 1599.00 1600.00 1550.00 4.00 4.00 7.00 3.00
2021-01-27 1576.00 1559.00 1593.00 1545.00 1571.00 1554.00 1587.00 1540.00 5.00 5.00 6.00 5.00
2021-01-26 1575.00 1576.00 1588.00 1567.00 1570.00 1569.00 1582.00 1562.00 5.00 7.00 6.00 5.00
2021-01-25 1551.00 1578.00 1578.00 1535.00 1546.00 1572.00 1573.00 1530.00 5.00 6.00 5.00 5.00
2021-01-22 1570.00 1552.00 1593.00 1541.00 1565.00 1548.00 1585.00 1537.00 5.00 4.00 8.00 4.00
2021-01-21 1586.00 1570.00 1586.00 1563.00 1578.00 1564.00 1580.00 1557.00 8.00 6.00 6.00 6.00
2021-01-20 1548.00 1583.00 1584.00 1543.00 1546.00 1577.00 1577.00 1539.00 2.00 6.00 7.00 4.00
2021-01-19 1556.00 1547.00 1562.00 1533.00 1547.00 1544.00 1556.00 1528.00 9.00 3.00 6.00 5.00
2021-01-18 1547.00 1556.00 1560.00 1516.00 1540.00 1549.00 1553.00 1513.00 7.00 7.00 7.00 3.00
2021-01-15 1523.00 1547.00 1553.00 1507.00 1519.00 1543.00 1548.00 1505.00 4.00 4.00 5.00 2.00
2021-01-14 1500.00 1522.00 1530.00 1499.00 1499.00 1520.00 1525.00 1496.00 1.00 2.00 5.00 3.00
2021-01-13 1531.00 1503.00 1538.00 1489.00 1530.00 1500.00 1538.00 1495.00 1.00 3.00 0.00 -6.00
2021-01-12 1544.00 1529.00 1549.00 1504.00 1551.00 1530.00 1551.00 1509.00 -7.00 -1.00 -2.00 -5.00
2021-01-11 1605.00 1548.00 1608.00 1548.00 1595.00 1551.00 1599.00 1543.00 10.00 -3.00 9.00 5.00
2021-01-08 1636.00 1608.00 1652.00 1603.00 1629.00 1599.00 1642.00 1596.00 7.00 9.00 10.00 7.00
2021-01-07 1650.00 1637.00 1682.00 1632.00 1641.00 1628.00 1671.00 1624.00 9.00 9.00 11.00 8.00
2021-01-06 1604.00 1650.00 1650.00 1585.00 1595.00 1639.00 1640.00 1579.00 9.00 11.00 10.00 6.00
2021-01-05 1608.00 1599.00 1627.00 1592.00 1601.00 1592.00 1619.00 1585.00 7.00 7.00 8.00 7.00
2021-01-04 1611.00 1609.00 1636.00 1588.00 1604.00 1600.00 1625.00 1581.00 7.00 9.00 11.00 7.00
2020-12-31 1602.00 1611.00 1625.00 1582.00 1594.00 1602.00 1620.00 1576.00 8.00 9.00 5.00 6.00
2020-12-30 1593.00 1600.00 1607.00 1586.00 1588.00 1592.00 1600.00 1581.00 5.00 8.00 7.00 5.00
2020-12-29 1618.00 1593.00 1637.00 1573.00 1610.00 1587.00 1629.00 1567.00 8.00 6.00 8.00 6.00
2020-12-28 1649.00 1619.00 1682.00 1613.00 1450.00 1425.00 1464.00 1421.00 199.00 194.00 218.00 192.00
2020-12-25 1658.00 1650.00 1673.00 1637.00 1457.00 1452.00 1463.00 1446.00 201.00 198.00 210.00 191.00
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