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
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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
2020-07-29 1325.00 1327.00 1335.00 1323.00 1483.00 1476.00 1497.00 1473.00 -158.00 -149.00 -162.00 -150.00
2020-07-28 1325.00 1325.00 1332.00 1317.00 1491.00 1486.00 1492.00 1480.00 -166.00 -161.00 -160.00 -163.00
2020-07-27 1320.00 1324.00 1336.00 1305.00 1484.00 1489.00 1498.00 1476.00 -164.00 -165.00 -162.00 -171.00
2020-07-24 1329.00 1320.00 1332.00 1315.00 1493.00 1482.00 1493.00 1475.00 -164.00 -162.00 -161.00 -160.00
2020-07-23 1315.00 1324.00 1332.00 1313.00 1474.00 1485.00 1490.00 1470.00 -159.00 -161.00 -158.00 -157.00
2020-07-22 1306.00 1316.00 1340.00 1306.00 1460.00 1476.00 1484.00 1456.00 -154.00 -160.00 -144.00 -150.00
2020-07-21 1305.00 1303.00 1317.00 1288.00 1446.00 1457.00 1465.00 1442.00 -141.00 -154.00 -148.00 -154.00
2020-07-20 1356.00 1306.00 1357.00 1306.00 1476.00 1445.00 1483.00 1436.00 -120.00 -139.00 -126.00 -130.00
2020-07-17 1373.00 1356.00 1380.00 1341.00 1499.00 1479.00 1502.00 1471.00 -126.00 -123.00 -122.00 -130.00
2020-07-16 1381.00 1373.00 1384.00 1371.00 1504.00 1498.00 1505.00 1496.00 -123.00 -125.00 -121.00 -125.00
2020-07-15 1388.00 1381.00 1395.00 1376.00 1506.00 1502.00 1513.00 1500.00 -118.00 -121.00 -118.00 -124.00
2020-07-14 1395.00 1388.00 1403.00 1373.00 1513.00 1505.00 1520.00 1495.00 -118.00 -117.00 -117.00 -122.00
2020-07-13 1389.00 1397.00 1416.00 1387.00 1503.00 1513.00 1531.00 1498.00 -114.00 -116.00 -115.00 -111.00
2020-07-10 1398.00 1389.00 1399.00 1381.00 1508.00 1504.00 1509.00 1495.00 -110.00 -115.00 -110.00 -114.00
2020-07-09 1392.00 1394.00 1398.00 1386.00 1495.00 1506.00 1511.00 1494.00 -103.00 -112.00 -113.00 -108.00
2020-07-08 1369.00 1391.00 1392.00 1363.00 1478.00 1496.00 1498.00 1466.00 -109.00 -105.00 -106.00 -103.00
2020-07-07 1384.00 1369.00 1384.00 1366.00 1500.00 1478.00 1503.00 1474.00 -116.00 -109.00 -119.00 -108.00
2020-07-06 1375.00 1381.00 1383.00 1371.00 1495.00 1502.00 1503.00 1492.00 -120.00 -121.00 -120.00 -121.00
2020-07-03 1371.00 1375.00 1380.00 1368.00 1495.00 1495.00 1500.00 1483.00 -124.00 -120.00 -120.00 -115.00
2020-07-02 1361.00 1370.00 1372.00 1358.00 1480.00 1493.00 1498.00 1480.00 -119.00 -123.00 -126.00 -122.00
2020-07-01 1391.00 1368.00 1394.00 1358.00 1496.00 1484.00 1498.00 1477.00 -105.00 -116.00 -104.00 -119.00
2020-06-30 1399.00 1393.00 1405.00 1387.00 1503.00 1496.00 1507.00 1494.00 -104.00 -103.00 -102.00 -107.00
2020-06-29 1396.00 1394.00 1407.00 1381.00 1499.00 1499.00 1510.00 1495.00 -103.00 -105.00 -103.00 -114.00
2020-06-24 1427.00 1401.00 1429.00 1396.00 1521.00 1506.00 1526.00 1500.00 -94.00 -105.00 -97.00 -104.00
2020-06-23 1436.00 1427.00 1438.00 1425.00 1527.00 1522.00 1528.00 1518.00 -91.00 -95.00 -90.00 -93.00
2020-06-22 1441.00 1436.00 1445.00 1431.00 1531.00 1529.00 1535.00 1524.00 -90.00 -93.00 -90.00 -93.00
2020-06-19 1432.00 1440.00 1440.00 1428.00 1424.00 1411.00 1424.00 1402.00 8.00 29.00 16.00 26.00
2020-06-18 1440.00 1432.00 1442.00 1429.00 1535.00 1527.00 1536.00 1522.00 -95.00 -95.00 -94.00 -93.00
2020-06-17 1450.00 1439.00 1453.00 1435.00 1535.00 1536.00 1538.00 1529.00 -85.00 -97.00 -85.00 -94.00
2020-06-16 1443.00 1448.00 1452.00 1436.00 1417.00 1420.00 1421.00 1409.00 26.00 28.00 31.00 27.00
2020-06-15 1438.00 1445.00 1455.00 1432.00 1534.00 1540.00 1544.00 1524.00 -96.00 -95.00 -89.00 -92.00
2020-06-12 1425.00 1436.00 1444.00 1422.00 1517.00 1533.00 1538.00 1516.00 -92.00 -97.00 -94.00 -94.00
2020-06-11 1434.00 1431.00 1437.00 1423.00 1529.00 1522.00 1540.00 1521.00 -95.00 -91.00 -103.00 -98.00
2020-06-10 1436.00 1432.00 1445.00 1431.00 1528.00 1529.00 1538.00 1526.00 -92.00 -97.00 -93.00 -95.00
2020-06-09 1465.00 1436.00 1466.00 1433.00 1555.00 1527.00 1559.00 1525.00 -90.00 -91.00 -93.00 -92.00
2020-06-08 1473.00 1465.00 1478.00 1461.00 1559.00 1556.00 1562.00 1548.00 -86.00 -91.00 -84.00 -87.00
2020-06-05 1468.00 1470.00 1472.00 1464.00 1553.00 1557.00 1558.00 1549.00 -85.00 -87.00 -86.00 -85.00
2020-06-04 1486.00 1466.00 1490.00 1462.00 1558.00 1548.00 1563.00 1546.00 -72.00 -82.00 -73.00 -84.00
2020-06-03 1475.00 1485.00 1486.00 1467.00 1546.00 1558.00 1560.00 1543.00 -71.00 -73.00 -74.00 -76.00
2020-06-02 1472.00 1471.00 1477.00 1456.00 1550.00 1549.00 1551.00 1535.00 -78.00 -78.00 -74.00 -79.00
2020-06-01 1478.00 1476.00 1485.00 1470.00 1554.00 1550.00 1560.00 1548.00 -76.00 -74.00 -75.00 -78.00
2020-05-29 1463.00 1476.00 1487.00 1462.00 1545.00 1554.00 1558.00 1543.00 -82.00 -78.00 -71.00 -81.00
2020-05-28 1461.00 1462.00 1469.00 1453.00 1537.00 1543.00 1545.00 1534.00 -76.00 -81.00 -76.00 -81.00
2020-05-27 1462.00 1459.00 1478.00 1442.00 1530.00 1535.00 1546.00 1515.00 -68.00 -76.00 -68.00 -73.00
2020-05-26 1437.00 1464.00 1474.00 1437.00 1525.00 1533.00 1549.00 1522.00 -88.00 -69.00 -75.00 -85.00
2020-05-25 1423.00 1441.00 1443.00 1408.00 1508.00 1525.00 1525.00 1498.00 -85.00 -84.00 -82.00 -90.00
2020-05-22 1453.00 1422.00 1453.00 1419.00 1534.00 1506.00 1537.00 1506.00 -81.00 -84.00 -84.00 -87.00
2020-05-21 1455.00 1450.00 1457.00 1445.00 1537.00 1534.00 1538.00 1528.00 -82.00 -84.00 -81.00 -83.00
2020-05-20 1445.00 1450.00 1453.00 1439.00 1532.00 1535.00 1538.00 1522.00 -87.00 -85.00 -85.00 -83.00
2020-05-19 1452.00 1441.00 1461.00 1438.00 1538.00 1532.00 1544.00 1527.00 -86.00 -91.00 -83.00 -89.00
2020-05-18 1433.00 1448.00 1456.00 1430.00 1521.00 1535.00 1541.00 1516.00 -88.00 -87.00 -85.00 -86.00
2020-05-15 1430.00 1435.00 1443.00 1426.00 1515.00 1522.00 1527.00 1512.00 -85.00 -87.00 -84.00 -86.00
2020-05-14 1430.00 1426.00 1436.00 1419.00 1518.00 1519.00 1523.00 1507.00 -88.00 -93.00 -87.00 -88.00
2020-05-13 1427.00 1432.00 1447.00 1417.00 1506.00 1517.00 1524.00 1503.00 -79.00 -85.00 -77.00 -86.00
2020-05-12 1413.00 1427.00 1430.00 1408.00 1505.00 1508.00 1510.00 1495.00 -92.00 -81.00 -80.00 -87.00
2020-05-11 1442.00 1415.00 1442.00 1398.00 1498.00 1503.00 1509.00 1494.00 -56.00 -88.00 -67.00 -96.00
2020-05-08 1460.00 1439.00 1460.00 1436.00 1508.00 1500.00 1508.00 1497.00 -48.00 -61.00 -48.00 -61.00
2020-05-07 1459.00 1455.00 1462.00 1450.00 1516.00 1501.00 1524.00 1500.00 -57.00 -46.00 -62.00 -50.00
2020-05-06 1454.00 1455.00 1468.00 1444.00 1118.00 1201.00 1288.00 1118.00 336.00 254.00 180.00 326.00
2020-04-30 1445.00 1447.00 1455.00 1435.00 1240.00 1200.00 1240.00 1180.00 205.00 247.00 215.00 255.00
2020-04-29 1460.00 1443.00 1473.00 1438.00 1263.00 1229.00 1275.00 1229.00 197.00 214.00 198.00 209.00
2020-04-28 1473.00 1451.00 1476.00 1450.00 1296.00 1269.00 1297.00 1266.00 177.00 182.00 179.00 184.00
2020-04-27 1473.00 1477.00 1491.00 1473.00 1308.00 1305.00 1320.00 1295.00 165.00 172.00 171.00 178.00
2020-04-24 1478.00 1479.00 1487.00 1467.00 1323.00 1308.00 1328.00 1307.00 155.00 171.00 159.00 160.00
2020-04-23 1470.00 1481.00 1498.00 1464.00 1319.00 1320.00 1341.00 1311.00 151.00 161.00 157.00 153.00
2020-04-22 1470.00 1467.00 1474.00 1448.00 1315.00 1308.00 1317.00 1305.00 155.00 159.00 157.00 143.00
2020-04-21 1488.00 1475.00 1496.00 1466.00 1335.00 1312.00 1345.00 1310.00 153.00 163.00 151.00 156.00
2020-04-20 1465.00 1494.00 1518.00 1465.00 1351.00 1343.00 1366.00 1325.00 114.00 151.00 152.00 140.00
2020-04-17 1352.00 1356.00 1369.00 1345.00 1455.00 1472.00 1485.00 1450.00 -103.00 -116.00 -116.00 -105.00
2020-04-16 1410.00 1355.00 1429.00 1353.00 1520.00 1455.00 1559.00 1446.00 -110.00 -100.00 -130.00 -93.00
2020-04-15 1342.00 1388.00 1388.00 1339.00 1450.00 1486.00 1486.00 1445.00 -108.00 -98.00 -98.00 -106.00
2020-04-14 1338.00 1347.00 1350.00 1322.00 1422.00 1447.00 1449.00 1404.00 -84.00 -100.00 -99.00 -82.00
2020-04-13 1360.00 1335.00 1371.00 1333.00 1479.00 1422.00 1489.00 1420.00 -119.00 -87.00 -118.00 -87.00
2020-04-10 1380.00 1360.00 1382.00 1354.00 1485.00 1476.00 1490.00 1471.00 -105.00 -116.00 -108.00 -117.00
2020-04-09 1381.00 1384.00 1387.00 1372.00 1481.00 1486.00 1491.00 1470.00 -100.00 -102.00 -104.00 -98.00
2020-04-08 1375.00 1371.00 1385.00 1366.00 1462.00 1481.00 1484.00 1458.00 -87.00 -110.00 -99.00 -92.00
2020-04-07 1385.00 1372.00 1394.00 1365.00 1453.00 1462.00 1465.00 1453.00 -68.00 -90.00 -71.00 -88.00
2020-04-03 1390.00 1371.00 1390.00 1358.00 1468.00 1445.00 1469.00 1432.00 -78.00 -74.00 -79.00 -74.00
2020-04-02 1375.00 1385.00 1395.00 1366.00 1453.00 1467.00 1469.00 1441.00 -78.00 -82.00 -74.00 -75.00
2020-04-01 1358.00 1371.00 1376.00 1358.00 1450.00 1449.00 1458.00 1438.00 -92.00 -78.00 -82.00 -80.00
2020-03-31 1341.00 1365.00 1385.00 1338.00 1438.00 1454.00 1460.00 1438.00 -97.00 -89.00 -75.00 -100.00
2020-03-30 1378.00 1339.00 1378.00 1336.00 1470.00 1432.00 1470.00 1431.00 -92.00 -93.00 -92.00 -95.00
2020-03-27 1397.00 1383.00 1398.00 1373.00 1491.00 1477.00 1492.00 1476.00 -94.00 -94.00 -94.00 -103.00
2020-03-26 1415.00 1396.00 1415.00 1390.00 1496.00 1486.00 1500.00 1485.00 -81.00 -90.00 -85.00 -95.00
2020-03-25 1430.00 1419.00 1436.00 1416.00 1512.00 1499.00 1513.00 1496.00 -82.00 -80.00 -77.00 -80.00
2020-03-24 1436.00 1424.00 1436.00 1409.00 1499.00 1500.00 1509.00 1483.00 -63.00 -76.00 -73.00 -74.00
2020-03-23 1428.00 1427.00 1437.00 1414.00 1510.00 1489.00 1510.00 1479.00 -82.00 -62.00 -73.00 -65.00
2020-03-20 1449.00 1450.00 1461.00 1438.00 1522.00 1517.00 1533.00 1505.00 -73.00 -67.00 -72.00 -67.00
2020-03-19 1470.00 1441.00 1470.00 1417.00 1555.00 1517.00 1555.00 1502.00 -85.00 -76.00 -85.00 -85.00
2020-03-18 1483.00 1466.00 1498.00 1465.00 1563.00 1555.00 1575.00 1554.00 -80.00 -89.00 -77.00 -89.00
2020-03-17 1498.00 1486.00 1504.00 1485.00 1593.00 1567.00 1597.00 1566.00 -95.00 -81.00 -93.00 -81.00
2020-03-16 1523.00 1505.00 1527.00 1505.00 1610.00 1600.00 1615.00 1598.00 -87.00 -95.00 -88.00 -93.00
2020-03-13 1518.00 1518.00 1528.00 1512.00 1615.00 1606.00 1620.00 1598.00 -97.00 -88.00 -92.00 -86.00
2020-03-12 1542.00 1522.00 1542.00 1521.00 1625.00 1620.00 1629.00 1616.00 -83.00 -98.00 -87.00 -95.00
2020-03-11 1538.00 1542.00 1600.00 1534.00 1630.00 1626.00 1669.00 1624.00 -92.00 -84.00 -69.00 -90.00
2020-03-10 1530.00 1539.00 1549.00 1529.00 1610.00 1626.00 1631.00 1610.00 -80.00 -87.00 -82.00 -81.00
2020-03-09 1506.00 1527.00 1538.00 1501.00 1577.00 1605.00 1630.00 1577.00 -71.00 -78.00 -92.00 -76.00
2020-03-06 1555.00 1553.00 1558.00 1544.00 1633.00 1630.00 1636.00 1625.00 -78.00 -77.00 -78.00 -81.00
2020-03-05 1574.00 1556.00 1575.00 1550.00 1639.00 1636.00 1645.00 1634.00 -65.00 -80.00 -70.00 -84.00
2020-03-04 1578.00 1574.00 1580.00 1569.00 1642.00 1643.00 1651.00 1641.00 -64.00 -69.00 -71.00 -72.00
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