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
2023-06-16 1687.00 1697.00 1727.00 1682.00 1793.00 1815.00 1849.00 1793.00 -106.00 -118.00 -122.00 -111.00
2023-06-15 1678.00 1682.00 1703.00 1646.00 1820.00 1793.00 1825.00 1765.00 -142.00 -111.00 -122.00 -119.00
2023-06-14 1690.00 1688.00 1727.00 1676.00 1817.00 1824.00 1867.00 1789.00 -127.00 -136.00 -140.00 -113.00
2023-06-13 1588.00 1680.00 1682.00 1580.00 1673.00 1806.00 1808.00 1659.00 -85.00 -126.00 -126.00 -79.00
2023-06-12 1660.00 1589.00 1675.00 1586.00 1748.00 1678.00 1761.00 1671.00 -88.00 -89.00 -86.00 -85.00
2023-06-09 1633.00 1656.00 1665.00 1626.00 1427.00 1432.00 1435.00 1418.00 206.00 224.00 230.00 208.00
2023-06-08 1636.00 1626.00 1671.00 1615.00 1409.00 1423.00 1442.00 1408.00 227.00 203.00 229.00 207.00
2023-06-07 1651.00 1634.00 1672.00 1621.00 1410.00 1407.00 1419.00 1402.00 241.00 227.00 253.00 219.00
2023-06-06 1690.00 1655.00 1702.00 1643.00 1433.00 1431.00 1442.00 1423.00 257.00 224.00 260.00 220.00
2023-06-05 1718.00 1680.00 1731.00 1656.00 1450.00 1428.00 1462.00 1416.00 268.00 252.00 269.00 240.00
2023-06-02 1650.00 1711.00 1749.00 1650.00 1414.00 1448.00 1476.00 1403.00 236.00 263.00 273.00 247.00
2023-06-01 1615.00 1649.00 1660.00 1603.00 1387.00 1413.00 1415.00 1383.00 228.00 236.00 245.00 220.00
2023-05-31 1595.00 1617.00 1626.00 1557.00 1395.00 1390.00 1405.00 1370.00 200.00 227.00 221.00 187.00
2023-05-30 1682.00 1603.00 1699.00 1596.00 1464.00 1400.00 1465.00 1384.00 218.00 203.00 234.00 212.00
2023-05-29 1609.00 1691.00 1712.00 1601.00 1432.00 1468.00 1506.00 1427.00 177.00 223.00 206.00 174.00
2023-05-26 1568.00 1610.00 1634.00 1550.00 1411.00 1435.00 1445.00 1398.00 157.00 175.00 189.00 152.00
2023-05-25 1614.00 1570.00 1618.00 1556.00 1416.00 1406.00 1420.00 1396.00 198.00 164.00 198.00 160.00
2023-05-24 1629.00 1617.00 1637.00 1586.00 1440.00 1415.00 1448.00 1404.00 189.00 202.00 189.00 182.00
2023-05-23 1612.00 1622.00 1645.00 1584.00 1468.00 1432.00 1472.00 1406.00 144.00 190.00 173.00 178.00
2023-05-22 1750.00 1601.00 1754.00 1601.00 1600.00 1464.00 1602.00 1464.00 150.00 137.00 152.00 137.00
2023-05-19 1808.00 1743.00 1808.00 1691.00 1634.00 1597.00 1638.00 1552.00 174.00 146.00 170.00 139.00
2023-05-18 1825.00 1815.00 1843.00 1806.00 1621.00 1640.00 1662.00 1618.00 204.00 175.00 181.00 188.00
2023-05-17 1855.00 1819.00 1871.00 1814.00 1633.00 1619.00 1655.00 1616.00 222.00 200.00 216.00 198.00
2023-05-16 1860.00 1850.00 1867.00 1831.00 1643.00 1632.00 1648.00 1627.00 217.00 218.00 219.00 204.00
2023-05-15 1880.00 1854.00 1917.00 1834.00 1653.00 1635.00 1685.00 1630.00 227.00 219.00 232.00 204.00
2023-05-12 1914.00 1874.00 1922.00 1867.00 1678.00 1650.00 1681.00 1650.00 236.00 224.00 241.00 217.00
2023-05-11 1984.00 1921.00 1993.00 1908.00 1719.00 1680.00 1724.00 1678.00 265.00 241.00 269.00 230.00
2023-05-10 1989.00 1972.00 2016.00 1969.00 1745.00 1713.00 1748.00 1702.00 244.00 259.00 268.00 267.00
2023-05-09 2070.00 1988.00 2075.00 1987.00 1803.00 1749.00 1809.00 1749.00 267.00 239.00 266.00 238.00
2023-05-08 2041.00 2070.00 2079.00 1997.00 1795.00 1797.00 1817.00 1760.00 246.00 273.00 262.00 237.00
2023-05-05 2046.00 2035.00 2055.00 2013.00 1758.00 1789.00 1800.00 1751.00 288.00 246.00 255.00 262.00
2023-05-04 2058.00 2051.00 2093.00 2034.00 1755.00 1760.00 1784.00 1748.00 303.00 291.00 309.00 286.00
2023-04-28 2141.00 2094.00 2150.00 2084.00 1813.00 1771.00 1822.00 1770.00 328.00 323.00 328.00 314.00
2023-04-27 2144.00 2141.00 2166.00 2122.00 1829.00 1813.00 1841.00 1810.00 315.00 328.00 325.00 312.00
2023-04-26 2116.00 2143.00 2172.00 2096.00 1821.00 1833.00 1840.00 1807.00 295.00 310.00 332.00 289.00
2023-04-25 2135.00 2121.00 2154.00 2111.00 1813.00 1830.00 1845.00 1809.00 322.00 291.00 309.00 302.00
2023-04-24 2230.00 2133.00 2239.00 2126.00 1860.00 1811.00 1868.00 1806.00 370.00 322.00 371.00 320.00
2023-04-21 2222.00 2226.00 2251.00 2208.00 1857.00 1859.00 1889.00 1851.00 365.00 367.00 362.00 357.00
2023-04-20 2295.00 2220.00 2302.00 2200.00 1900.00 1856.00 1909.00 1846.00 395.00 364.00 393.00 354.00
2023-04-19 2369.00 2317.00 2407.00 2315.00 1954.00 1912.00 1981.00 1911.00 415.00 405.00 426.00 404.00
2023-04-18 2369.00 2366.00 2388.00 2353.00 1945.00 1953.00 1966.00 1933.00 424.00 413.00 422.00 420.00
2023-04-17 2352.00 2369.00 2397.00 2332.00 1908.00 1943.00 1973.00 1901.00 444.00 426.00 424.00 431.00
2023-04-14 2320.00 2348.00 2380.00 2316.00 1871.00 1910.00 1926.00 1869.00 449.00 438.00 454.00 447.00
2023-04-13 2340.00 2314.00 2344.00 2306.00 1919.00 1869.00 1920.00 1861.00 421.00 445.00 424.00 445.00
2023-04-12 2350.00 2330.00 2350.00 2306.00 2746.00 2756.00 2762.00 2718.00 -396.00 -426.00 -412.00 -412.00
2023-04-11 2375.00 2343.00 2383.00 2323.00 2750.00 2740.00 2751.00 2695.00 -375.00 -397.00 -368.00 -372.00
2023-04-10 2436.00 2376.00 2449.00 2373.00 2797.00 2747.00 2810.00 2737.00 -361.00 -371.00 -361.00 -364.00
2023-04-07 2404.00 2433.00 2440.00 2402.00 2793.00 2793.00 2803.00 2777.00 -389.00 -360.00 -363.00 -375.00
2023-04-06 2440.00 2408.00 2476.00 2387.00 2804.00 2793.00 2833.00 2760.00 -364.00 -385.00 -357.00 -373.00
2023-04-04 2433.00 2440.00 2442.00 2421.00 2802.00 2807.00 2809.00 2788.00 -369.00 -367.00 -367.00 -367.00
2023-04-03 2463.00 2433.00 2495.00 2426.00 2818.00 2802.00 2835.00 2790.00 -355.00 -369.00 -340.00 -364.00
2023-03-31 2464.00 2463.00 2489.00 2441.00 2822.00 2817.00 2833.00 2807.00 -358.00 -354.00 -344.00 -366.00
2023-03-30 2447.00 2466.00 2475.00 2445.00 2807.00 2817.00 2824.00 2804.00 -360.00 -351.00 -349.00 -359.00
2023-03-29 2509.00 2452.00 2510.00 2436.00 2844.00 2814.00 2850.00 2800.00 -335.00 -362.00 -340.00 -364.00
2023-03-28 2535.00 2507.00 2539.00 2491.00 2850.00 2843.00 2851.00 2826.00 -315.00 -336.00 -312.00 -335.00
2023-03-27 2485.00 2530.00 2548.00 2474.00 2857.00 2853.00 2875.00 2833.00 -372.00 -323.00 -327.00 -359.00
2023-03-24 2840.00 2875.00 2879.00 2824.00 2401.00 2495.00 2499.00 2398.00 439.00 380.00 380.00 426.00
2023-03-23 2835.00 2838.00 2847.00 2815.00 2408.00 2402.00 2419.00 2377.00 427.00 436.00 428.00 438.00
2023-03-22 2818.00 2835.00 2842.00 2805.00 2384.00 2398.00 2400.00 2353.00 434.00 437.00 442.00 452.00
2023-03-21 2851.00 2806.00 2869.00 2797.00 2386.00 2372.00 2411.00 2369.00 465.00 434.00 458.00 428.00
2023-03-20 2841.00 2843.00 2871.00 2826.00 2378.00 2387.00 2398.00 2363.00 463.00 456.00 473.00 463.00
2023-03-17 2806.00 2837.00 2855.00 2783.00 2382.00 2375.00 2412.00 2361.00 424.00 462.00 443.00 422.00
2023-03-16 2841.00 2808.00 2852.00 2802.00 2420.00 2374.00 2429.00 2367.00 421.00 434.00 423.00 435.00
2023-03-15 2831.00 2855.00 2881.00 2831.00 2432.00 2437.00 2473.00 2427.00 399.00 418.00 408.00 404.00
2023-03-14 2831.00 2827.00 2871.00 2814.00 2450.00 2429.00 2475.00 2426.00 381.00 398.00 396.00 388.00
2023-03-13 2898.00 2861.00 2929.00 2860.00 2500.00 2482.00 2519.00 2476.00 398.00 379.00 410.00 384.00
2023-03-10 2900.00 2893.00 2946.00 2888.00 2505.00 2498.00 2536.00 2495.00 395.00 395.00 410.00 393.00
2023-03-09 2888.00 2899.00 2918.00 2874.00 2500.00 2503.00 2516.00 2473.00 388.00 396.00 402.00 401.00
2023-03-08 2920.00 2888.00 2933.00 2866.00 2542.00 2498.00 2553.00 2492.00 378.00 390.00 380.00 374.00
2023-03-07 2937.00 2919.00 2956.00 2911.00 2556.00 2542.00 2565.00 2532.00 381.00 377.00 391.00 379.00
2023-03-06 2980.00 2938.00 2987.00 2914.00 2570.00 2551.00 2578.00 2523.00 410.00 387.00 409.00 391.00
2023-03-03 2960.00 2986.00 2993.00 2946.00 2569.00 2574.00 2580.00 2558.00 391.00 412.00 413.00 388.00
2023-03-02 2960.00 2970.00 2980.00 2944.00 2558.00 2572.00 2577.00 2548.00 402.00 398.00 403.00 396.00
2023-03-01 2938.00 2963.00 2975.00 2914.00 2544.00 2557.00 2570.00 2532.00 394.00 406.00 405.00 382.00
2023-02-28 2906.00 2929.00 2943.00 2904.00 2523.00 2539.00 2543.00 2514.00 383.00 390.00 400.00 390.00
2023-02-27 2918.00 2902.00 2931.00 2891.00 2530.00 2517.00 2545.00 2504.00 388.00 385.00 386.00 387.00
2023-02-24 2962.00 2918.00 2965.00 2905.00 2538.00 2530.00 2551.00 2508.00 424.00 388.00 414.00 397.00
2023-02-23 2990.00 2956.00 2991.00 2954.00 2545.00 2535.00 2571.00 2529.00 445.00 421.00 420.00 425.00
2023-02-22 2985.00 2982.00 2994.00 2963.00 2510.00 2531.00 2541.00 2502.00 475.00 451.00 453.00 461.00
2023-02-21 2891.00 2985.00 2988.00 2883.00 2436.00 2508.00 2512.00 2435.00 455.00 477.00 476.00 448.00
2023-02-20 2915.00 2891.00 2919.00 2863.00 2470.00 2438.00 2476.00 2415.00 445.00 453.00 443.00 448.00
2023-02-17 2914.00 2928.00 2944.00 2907.00 2476.00 2486.00 2508.00 2471.00 438.00 442.00 436.00 436.00
2023-02-16 2874.00 2909.00 2934.00 2872.00 2475.00 2472.00 2502.00 2462.00 399.00 437.00 432.00 410.00
2023-02-15 2937.00 2877.00 2947.00 2865.00 2529.00 2479.00 2550.00 2466.00 408.00 398.00 397.00 399.00
2023-02-14 2895.00 2936.00 2944.00 2878.00 2500.00 2523.00 2533.00 2474.00 395.00 413.00 411.00 404.00
2023-02-13 2905.00 2896.00 2913.00 2845.00 2577.00 2497.00 2577.00 2477.00 328.00 399.00 336.00 368.00
2023-02-10 2928.00 2899.00 2941.00 2866.00 2570.00 2564.00 2618.00 2533.00 358.00 335.00 323.00 333.00
2023-02-09 2963.00 2929.00 2967.00 2916.00 2550.00 2566.00 2575.00 2537.00 413.00 363.00 392.00 379.00
2023-02-08 2926.00 2957.00 2964.00 2919.00 2530.00 2545.00 2552.00 2521.00 396.00 412.00 412.00 398.00
2023-02-07 2965.00 2929.00 2973.00 2882.00 2562.00 2522.00 2568.00 2497.00 403.00 407.00 405.00 385.00
2023-02-06 2995.00 2969.00 3001.00 2913.00 2563.00 2565.00 2575.00 2525.00 432.00 404.00 426.00 388.00
2023-02-03 2970.00 2994.00 3013.00 2926.00 2539.00 2554.00 2568.00 2516.00 431.00 440.00 445.00 410.00
2023-02-02 3009.00 2974.00 3032.00 2966.00 2547.00 2545.00 2579.00 2527.00 462.00 429.00 453.00 439.00
2023-02-01 2988.00 3012.00 3050.00 2976.00 2499.00 2548.00 2564.00 2495.00 489.00 464.00 486.00 481.00
2023-01-31 2992.00 2987.00 3006.00 2939.00 2526.00 2500.00 2536.00 2477.00 466.00 487.00 470.00 462.00
2023-01-30 3055.00 2990.00 3069.00 2966.00 2559.00 2529.00 2572.00 2521.00 496.00 461.00 497.00 445.00
2023-01-20 2996.00 3022.00 3023.00 2986.00 2512.00 2525.00 2526.00 2491.00 484.00 497.00 497.00 495.00
2023-01-19 2959.00 2987.00 2995.00 2952.00 2496.00 2505.00 2520.00 2485.00 463.00 482.00 475.00 467.00
2023-01-18 2940.00 2954.00 2983.00 2922.00 2465.00 2493.00 2500.00 2462.00 475.00 461.00 483.00 460.00
2023-01-17 2923.00 2927.00 2946.00 2914.00 2427.00 2461.00 2484.00 2416.00 496.00 466.00 462.00 498.00
导出Excel数据