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
2024-04-16 1928.00 1899.00 1933.00 1893.00 1910.00 1893.00 1919.00 1884.00 18.00 6.00 14.00 9.00
2024-04-15 1921.00 1932.00 1945.00 1906.00 1913.00 1917.00 1934.00 1890.00 8.00 15.00 11.00 16.00
2024-04-12 1899.00 1915.00 1934.00 1877.00 1896.00 1903.00 1927.00 1863.00 3.00 12.00 7.00 14.00
2024-04-11 1945.00 1906.00 1956.00 1901.00 1955.00 1899.00 1984.00 1896.00 -10.00 7.00 -28.00 5.00
2024-04-10 1928.00 1945.00 1964.00 1903.00 1897.00 1953.00 1978.00 1881.00 31.00 -8.00 -14.00 22.00
2024-04-09 1895.00 1919.00 1924.00 1865.00 1880.00 1896.00 1906.00 1856.00 15.00 23.00 18.00 9.00
2024-04-08 1840.00 1890.00 1893.00 1812.00 1833.00 1877.00 1879.00 1816.00 7.00 13.00 14.00 -4.00
2024-04-03 1805.00 1826.00 1863.00 1798.00 1820.00 1819.00 1852.00 1813.00 -15.00 7.00 11.00 -15.00
2024-04-02 1788.00 1803.00 1803.00 1770.00 1822.00 1821.00 1830.00 1803.00 -34.00 -18.00 -27.00 -33.00
2024-04-01 1781.00 1783.00 1805.00 1740.00 1827.00 1821.00 1850.00 1790.00 -46.00 -38.00 -45.00 -50.00
2024-03-29 1750.00 1789.00 1790.00 1737.00 1802.00 1832.00 1840.00 1800.00 -52.00 -43.00 -50.00 -63.00
2024-03-28 1729.00 1744.00 1768.00 1727.00 1770.00 1794.00 1808.00 1770.00 -41.00 -50.00 -40.00 -43.00
2024-03-27 1781.00 1736.00 1803.00 1730.00 1806.00 1778.00 1823.00 1770.00 -25.00 -42.00 -20.00 -40.00
2024-03-26 1777.00 1779.00 1802.00 1762.00 1803.00 1803.00 1816.00 1780.00 -26.00 -24.00 -14.00 -18.00
2024-03-25 1825.00 1775.00 1845.00 1765.00 1819.00 1805.00 1839.00 1785.00 6.00 -30.00 6.00 -20.00
2024-03-22 1855.00 1832.00 1856.00 1822.00 1865.00 1834.00 1870.00 1828.00 -10.00 -2.00 -14.00 -6.00
2024-03-21 1806.00 1859.00 1873.00 1801.00 1823.00 1871.00 1883.00 1817.00 -17.00 -12.00 -10.00 -16.00
2024-03-20 1880.00 1808.00 1887.00 1808.00 1893.00 1823.00 1897.00 1823.00 -13.00 -15.00 -10.00 -15.00
2024-03-19 1824.00 1868.00 1882.00 1808.00 1830.00 1885.00 1895.00 1816.00 -6.00 -17.00 -13.00 -8.00
2024-03-18 1808.00 1824.00 1826.00 1767.00 1800.00 1828.00 1829.00 1773.00 8.00 -4.00 -3.00 -6.00
2024-03-15 1818.00 1809.00 1842.00 1803.00 1817.00 1801.00 1840.00 1798.00 1.00 8.00 2.00 5.00
2024-03-14 1869.00 1812.00 1887.00 1806.00 1880.00 1813.00 1892.00 1805.00 -11.00 -1.00 -5.00 1.00
2024-03-13 1872.00 1879.00 1900.00 1865.00 1876.00 1887.00 1895.00 1871.00 -4.00 -8.00 5.00 -6.00
2024-03-12 1878.00 1865.00 1907.00 1855.00 1867.00 1870.00 1898.00 1858.00 11.00 -5.00 9.00 -3.00
2024-03-11 1940.00 1888.00 1945.00 1863.00 1925.00 1876.00 1929.00 1844.00 15.00 12.00 16.00 19.00
2024-03-08 1954.00 1940.00 1956.00 1910.00 1935.00 1925.00 1945.00 1904.00 19.00 15.00 11.00 6.00
2024-03-07 1920.00 1934.00 1969.00 1907.00 1930.00 1924.00 1966.00 1911.00 -10.00 10.00 3.00 -4.00
2024-03-06 1887.00 1896.00 1904.00 1845.00 1906.00 1913.00 1929.00 1871.00 -19.00 -17.00 -25.00 -26.00
2024-03-05 1833.00 1885.00 1950.00 1825.00 1855.00 1905.00 1974.00 1853.00 -22.00 -20.00 -24.00 -28.00
2024-03-04 1796.00 1832.00 1833.00 1761.00 1836.00 1859.00 1863.00 1801.00 -40.00 -27.00 -30.00 -40.00
2024-03-01 1774.00 1796.00 1804.00 1773.00 1793.00 1830.00 1836.00 1793.00 -19.00 -34.00 -32.00 -20.00
2024-02-29 1758.00 1780.00 1809.00 1751.00 1779.00 1799.00 1811.00 1776.00 -21.00 -19.00 -2.00 -25.00
2024-02-28 1796.00 1759.00 1803.00 1753.00 1788.00 1780.00 1797.00 1770.00 8.00 -21.00 6.00 -17.00
2024-02-27 1766.00 1789.00 1798.00 1764.00 1760.00 1783.00 1790.00 1760.00 6.00 6.00 8.00 4.00
2024-02-26 1835.00 1776.00 1845.00 1776.00 1814.00 1771.00 1828.00 1765.00 21.00 5.00 17.00 11.00
2024-02-23 1850.00 1845.00 1871.00 1832.00 1825.00 1820.00 1840.00 1811.00 25.00 25.00 31.00 21.00
2024-02-22 1838.00 1852.00 1868.00 1835.00 1815.00 1825.00 1836.00 1814.00 23.00 27.00 32.00 21.00
2024-02-21 1850.00 1839.00 1884.00 1826.00 1828.00 1813.00 1851.00 1807.00 22.00 26.00 33.00 19.00
2024-02-20 1828.00 1846.00 1864.00 1805.00 1796.00 1824.00 1834.00 1790.00 32.00 22.00 30.00 15.00
2024-02-19 1890.00 1841.00 1890.00 1815.00 1857.00 1807.00 1858.00 1802.00 33.00 34.00 32.00 13.00
2024-02-08 1954.00 1948.00 1991.00 1935.00 1910.00 1893.00 1946.00 1892.00 44.00 55.00 45.00 43.00
2024-02-07 1935.00 1946.00 1960.00 1921.00 1890.00 1903.00 1918.00 1882.00 45.00 43.00 42.00 39.00
2024-02-06 1935.00 1940.00 1958.00 1920.00 1890.00 1895.00 1911.00 1877.00 45.00 45.00 47.00 43.00
2024-02-05 1965.00 1941.00 1974.00 1925.00 1920.00 1892.00 1923.00 1884.00 45.00 49.00 51.00 41.00
2024-02-02 1912.00 1966.00 2002.00 1904.00 1870.00 1919.00 1943.00 1866.00 42.00 47.00 59.00 38.00
2024-02-01 1935.00 1913.00 1961.00 1897.00 1898.00 1869.00 1912.00 1860.00 37.00 44.00 49.00 37.00
2024-01-31 1936.00 1942.00 1952.00 1912.00 1895.00 1899.00 1915.00 1876.00 41.00 43.00 37.00 36.00
2024-01-30 2010.00 1933.00 2038.00 1921.00 1966.00 1892.00 1977.00 1883.00 44.00 41.00 61.00 38.00
2024-01-29 1988.00 2018.00 2024.00 1974.00 1929.00 1970.00 1970.00 1920.00 59.00 48.00 54.00 54.00
2024-01-26 2064.00 1993.00 2064.00 1990.00 1993.00 1931.00 1994.00 1930.00 71.00 62.00 70.00 60.00
2024-01-25 2125.00 2069.00 2129.00 2065.00 2016.00 1995.00 2027.00 1983.00 109.00 74.00 102.00 82.00
2024-01-24 2142.00 2114.00 2160.00 2065.00 2027.00 2009.00 2053.00 1966.00 115.00 105.00 107.00 99.00
2024-01-23 2100.00 2133.00 2166.00 2053.00 2050.00 2022.00 2054.00 1969.00 50.00 111.00 112.00 84.00
2024-01-22 1910.00 2085.00 2085.00 1902.00 1877.00 2048.00 2049.00 1868.00 33.00 37.00 36.00 34.00
2024-01-19 1910.00 1907.00 1913.00 1878.00 1872.00 1876.00 1877.00 1850.00 38.00 31.00 36.00 28.00
2024-01-18 1875.00 1905.00 1918.00 1846.00 1849.00 1868.00 1877.00 1825.00 26.00 37.00 41.00 21.00
2024-01-17 1926.00 1893.00 1958.00 1879.00 1886.00 1859.00 1909.00 1847.00 40.00 34.00 49.00 32.00
2024-01-16 1840.00 1912.00 1930.00 1839.00 1825.00 1874.00 1896.00 1823.00 15.00 38.00 34.00 16.00
2024-01-15 1832.00 1838.00 1855.00 1808.00 1820.00 1823.00 1835.00 1804.00 12.00 15.00 20.00 4.00
2024-01-12 1869.00 1827.00 1869.00 1813.00 1841.00 1817.00 1841.00 1804.00 28.00 10.00 28.00 9.00
2024-01-11 1840.00 1862.00 1872.00 1823.00 1810.00 1834.00 1841.00 1798.00 30.00 28.00 31.00 25.00
2024-01-10 1910.00 1848.00 1919.00 1843.00 1863.00 1812.00 1866.00 1811.00 47.00 36.00 53.00 32.00
2024-01-09 1953.00 1927.00 1975.00 1922.00 1884.00 1870.00 1911.00 1865.00 69.00 57.00 64.00 57.00
2024-01-08 1950.00 1948.00 1962.00 1913.00 1908.00 1883.00 1918.00 1870.00 42.00 65.00 44.00 43.00
2024-01-05 1988.00 1940.00 1997.00 1934.00 1928.00 1905.00 1935.00 1897.00 60.00 35.00 62.00 37.00
2024-01-04 2072.00 1992.00 2095.00 1986.00 2000.00 1929.00 2016.00 1920.00 72.00 63.00 79.00 66.00
2024-01-03 2010.00 2074.00 2092.00 1985.00 1939.00 1999.00 2012.00 1915.00 71.00 75.00 80.00 70.00
2024-01-02 2010.00 2018.00 2047.00 2000.00 1940.00 1945.00 1964.00 1919.00 70.00 73.00 83.00 81.00
2023-12-29 2054.00 2044.00 2078.00 2032.00 1986.00 1962.00 1996.00 1957.00 68.00 82.00 82.00 75.00
2023-12-28 2080.00 2055.00 2080.00 2022.00 1999.00 1980.00 1999.00 1952.00 81.00 75.00 81.00 70.00
2023-12-27 2094.00 2079.00 2109.00 2065.00 2017.00 1995.00 2028.00 1988.00 77.00 84.00 81.00 77.00
2023-12-26 2130.00 2101.00 2155.00 2101.00 2044.00 2019.00 2065.00 2016.00 86.00 82.00 90.00 85.00
2023-12-25 2163.00 2110.00 2175.00 2088.00 2097.00 2033.00 2097.00 2017.00 66.00 77.00 78.00 71.00
2023-12-22 2155.00 2180.00 2247.00 2138.00 2068.00 2103.00 2148.00 2050.00 87.00 77.00 99.00 88.00
2023-12-21 2120.00 2168.00 2170.00 2056.00 2050.00 2075.00 2077.00 1995.00 70.00 93.00 93.00 61.00
2023-12-20 2130.00 2124.00 2173.00 2114.00 2062.00 2055.00 2093.00 2051.00 68.00 69.00 80.00 63.00
2023-12-19 2180.00 2121.00 2232.00 2111.00 2086.00 2060.00 2123.00 2060.00 94.00 61.00 109.00 51.00
2023-12-18 2190.00 2177.00 2200.00 2132.00 2121.00 2081.00 2129.00 2059.00 69.00 96.00 71.00 73.00
2023-12-15 2200.00 2207.00 2286.00 2193.00 2099.00 2129.00 2177.00 2099.00 101.00 78.00 109.00 94.00
2023-12-14 2221.00 2184.00 2225.00 2140.00 2087.00 2094.00 2114.00 2050.00 134.00 90.00 111.00 90.00
2023-12-13 2296.00 2214.00 2318.00 2117.00 2165.00 2091.00 2179.00 2038.00 131.00 123.00 139.00 79.00
2023-12-12 2280.00 2295.00 2323.00 2265.00 2666.00 2677.00 2702.00 2642.00 -386.00 -382.00 -379.00 -377.00
2023-12-11 2311.00 2296.00 2345.00 2222.00 2650.00 2672.00 2711.00 2605.00 -339.00 -376.00 -366.00 -383.00
2023-12-08 2305.00 2332.00 2413.00 2278.00 2730.00 2672.00 2764.00 2626.00 -425.00 -340.00 -351.00 -348.00
2023-12-07 2080.00 2279.00 2279.00 2043.00 2706.00 2730.00 2817.00 2675.00 -626.00 -451.00 -538.00 -632.00
2023-12-06 2760.00 2723.00 2773.00 2655.00 2117.00 2084.00 2124.00 2026.00 643.00 639.00 649.00 629.00
2023-12-05 2646.00 2776.00 2788.00 2633.00 2135.00 2125.00 2179.00 2076.00 511.00 651.00 609.00 557.00
2023-12-04 2540.00 2637.00 2666.00 2523.00 2055.00 2122.00 2178.00 2052.00 485.00 515.00 488.00 471.00
2023-12-01 2434.00 2554.00 2554.00 2388.00 1983.00 2068.00 2078.00 1958.00 451.00 486.00 476.00 430.00
2023-11-30 2380.00 2442.00 2458.00 2359.00 1934.00 1992.00 2002.00 1895.00 446.00 450.00 456.00 464.00
2023-11-29 2345.00 2385.00 2430.00 2322.00 1861.00 1926.00 1933.00 1841.00 484.00 459.00 497.00 481.00
2023-11-28 2474.00 2309.00 2488.00 2280.00 2019.00 1841.00 2052.00 1818.00 455.00 468.00 436.00 462.00
2023-11-27 2340.00 2484.00 2509.00 2328.00 1894.00 2012.00 2031.00 1886.00 446.00 472.00 478.00 442.00
2023-11-24 2340.00 2323.00 2353.00 2245.00 1845.00 1883.00 1885.00 1817.00 495.00 440.00 468.00 428.00
2023-11-23 2341.00 2353.00 2368.00 2292.00 1858.00 1849.00 1876.00 1810.00 483.00 504.00 492.00 482.00
2023-11-22 2215.00 2341.00 2348.00 2210.00 1860.00 1863.00 1882.00 1835.00 355.00 478.00 466.00 375.00
2023-11-21 2245.00 2206.00 2260.00 2167.00 1858.00 1852.00 1891.00 1833.00 387.00 354.00 369.00 334.00
2023-11-20 2129.00 2236.00 2244.00 2107.00 1837.00 1855.00 1858.00 1822.00 292.00 381.00 386.00 285.00
2023-11-17 2056.00 2110.00 2155.00 2052.00 1820.00 1829.00 1846.00 1802.00 236.00 281.00 309.00 250.00
2023-11-16 2046.00 2054.00 2060.00 2010.00 1803.00 1816.00 1818.00 1788.00 243.00 238.00 242.00 222.00
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