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
2022-08-18 2273.00 2304.00 2334.00 2267.00 2110.00 2125.00 2149.00 2104.00 163.00 179.00 185.00 163.00
2022-08-17 2345.00 2283.00 2358.00 2273.00 2621.00 2598.00 2629.00 2591.00 -276.00 -315.00 -271.00 -318.00
2022-08-16 2330.00 2343.00 2374.00 2313.00 2596.00 2619.00 2629.00 2591.00 -266.00 -276.00 -255.00 -278.00
2022-08-15 2360.00 2349.00 2426.00 2330.00 2613.00 2612.00 2643.00 2587.00 -253.00 -263.00 -217.00 -257.00
2022-08-12 2400.00 2374.00 2407.00 2346.00 2613.00 2617.00 2625.00 2586.00 -213.00 -243.00 -218.00 -240.00
2022-08-11 2340.00 2385.00 2399.00 2289.00 2594.00 2602.00 2612.00 2565.00 -254.00 -217.00 -213.00 -276.00
2022-08-10 2392.00 2331.00 2403.00 2304.00 2604.00 2576.00 2609.00 2561.00 -212.00 -245.00 -206.00 -257.00
2022-08-09 2382.00 2380.00 2413.00 2354.00 2614.00 2593.00 2630.00 2578.00 -232.00 -213.00 -217.00 -224.00
2022-08-08 2255.00 2390.00 2396.00 2245.00 2581.00 2624.00 2644.00 2573.00 -326.00 -234.00 -248.00 -328.00
2022-08-05 2272.00 2264.00 2292.00 2233.00 2588.00 2584.00 2600.00 2563.00 -316.00 -320.00 -308.00 -330.00
2022-08-04 2405.00 2266.00 2410.00 2266.00 2638.00 2582.00 2648.00 2575.00 -233.00 -316.00 -238.00 -309.00
2022-08-03 2635.00 2626.00 2643.00 2560.00 2399.00 2392.00 2423.00 2350.00 236.00 234.00 220.00 210.00
2022-08-02 2580.00 2635.00 2640.00 2578.00 2365.00 2400.00 2402.00 2341.00 215.00 235.00 238.00 237.00
2022-08-01 2634.00 2592.00 2669.00 2572.00 2435.00 2371.00 2436.00 2354.00 199.00 221.00 233.00 218.00
2022-07-29 2603.00 2624.00 2678.00 2565.00 2344.00 2425.00 2449.00 2331.00 259.00 199.00 229.00 234.00
2022-07-28 2575.00 2613.00 2622.00 2546.00 2231.00 2350.00 2350.00 2225.00 344.00 263.00 272.00 321.00
2022-07-27 2595.00 2573.00 2631.00 2558.00 2241.00 2231.00 2257.00 2224.00 354.00 342.00 374.00 334.00
2022-07-26 2544.00 2580.00 2595.00 2532.00 2226.00 2230.00 2263.00 2213.00 318.00 350.00 332.00 319.00
2022-07-25 2560.00 2530.00 2602.00 2482.00 2220.00 2215.00 2291.00 2192.00 340.00 315.00 311.00 290.00
2022-07-22 2455.00 2541.00 2566.00 2444.00 2219.00 2211.00 2247.00 2153.00 236.00 330.00 319.00 291.00
2022-07-21 2515.00 2476.00 2539.00 2441.00 2277.00 2239.00 2298.00 2195.00 238.00 237.00 241.00 246.00
2022-07-20 2434.00 2507.00 2540.00 2423.00 2208.00 2274.00 2314.00 2204.00 226.00 233.00 226.00 219.00
2022-07-19 2572.00 2448.00 2606.00 2436.00 2317.00 2225.00 2355.00 2211.00 255.00 223.00 251.00 225.00
2022-07-18 2467.00 2574.00 2578.00 2464.00 2223.00 2314.00 2316.00 2223.00 244.00 260.00 262.00 241.00
2022-07-15 2413.00 2452.00 2505.00 2402.00 2191.00 2207.00 2267.00 2183.00 222.00 245.00 238.00 219.00
2022-07-14 2450.00 2435.00 2513.00 2431.00 2240.00 2217.00 2304.00 2213.00 210.00 218.00 209.00 218.00
2022-07-13 2431.00 2481.00 2502.00 2412.00 2232.00 2256.00 2278.00 2196.00 199.00 225.00 224.00 216.00
2022-07-12 2550.00 2446.00 2575.00 2436.00 2339.00 2245.00 2386.00 2239.00 211.00 201.00 189.00 197.00
2022-07-11 2550.00 2552.00 2576.00 2458.00 2331.00 2344.00 2357.00 2269.00 219.00 208.00 219.00 189.00
2022-07-08 2688.00 2555.00 2727.00 2551.00 2471.00 2334.00 2519.00 2325.00 217.00 221.00 208.00 226.00
2022-07-07 2663.00 2671.00 2733.00 2613.00 2443.00 2459.00 2513.00 2384.00 220.00 212.00 220.00 229.00
2022-07-06 2640.00 2656.00 2666.00 2555.00 2421.00 2432.00 2435.00 2330.00 219.00 224.00 231.00 225.00
2022-07-05 2715.00 2674.00 2742.00 2672.00 2500.00 2456.00 2538.00 2455.00 215.00 218.00 204.00 217.00
2022-07-04 2761.00 2712.00 2782.00 2668.00 2589.00 2495.00 2608.00 2472.00 172.00 217.00 174.00 196.00
2022-07-01 2848.00 2744.00 2856.00 2742.00 2710.00 2576.00 2710.00 2573.00 138.00 168.00 146.00 169.00
2022-06-30 2888.00 2862.00 2902.00 2853.00 2727.00 2710.00 2750.00 2708.00 161.00 152.00 152.00 145.00
2022-06-29 2837.00 2873.00 2908.00 2812.00 2702.00 2715.00 2748.00 2665.00 135.00 158.00 160.00 147.00
2022-06-28 2765.00 2843.00 2846.00 2751.00 2636.00 2701.00 2703.00 2612.00 129.00 142.00 143.00 139.00
2022-06-27 2725.00 2755.00 2785.00 2664.00 2605.00 2623.00 2649.00 2538.00 120.00 132.00 136.00 126.00
2022-06-24 2756.00 2711.00 2773.00 2693.00 2614.00 2588.00 2655.00 2567.00 142.00 123.00 118.00 126.00
2022-06-23 2667.00 2747.00 2754.00 2650.00 2530.00 2603.00 2623.00 2501.00 137.00 144.00 131.00 149.00
2022-06-22 2760.00 2661.00 2800.00 2642.00 2652.00 2522.00 2692.00 2501.00 108.00 139.00 108.00 141.00
2022-06-21 2860.00 2760.00 2876.00 2732.00 2725.00 2650.00 2733.00 2635.00 135.00 110.00 143.00 97.00
2022-06-20 2900.00 2872.00 2912.00 2838.00 2747.00 2731.00 2790.00 2715.00 153.00 141.00 122.00 123.00
2022-06-17 2895.00 2887.00 2900.00 2810.00 2737.00 2734.00 2742.00 2655.00 158.00 153.00 158.00 155.00
2022-06-16 2908.00 2910.00 2945.00 2901.00 2747.00 2755.00 2782.00 2730.00 161.00 155.00 163.00 171.00
2022-06-15 2910.00 2908.00 2949.00 2876.00 2769.00 2746.00 2800.00 2723.00 141.00 162.00 149.00 153.00
2022-06-14 3025.00 2914.00 3042.00 2879.00 2911.00 2769.00 2919.00 2727.00 114.00 145.00 123.00 152.00
2022-06-13 3010.00 3025.00 3039.00 2960.00 2920.00 2909.00 2933.00 2856.00 90.00 116.00 106.00 104.00
2022-06-10 3042.00 3010.00 3063.00 2993.00 2963.00 2925.00 2963.00 2885.00 79.00 85.00 100.00 108.00
2022-06-09 3098.00 3048.00 3165.00 3043.00 3010.00 2953.00 3063.00 2946.00 88.00 95.00 102.00 97.00
2022-06-08 3053.00 3098.00 3122.00 3036.00 2951.00 3007.00 3025.00 2951.00 102.00 91.00 97.00 85.00
2022-06-07 3031.00 3064.00 3108.00 3030.00 2881.00 2967.00 2995.00 2880.00 150.00 97.00 113.00 150.00
2022-06-06 3125.00 3033.00 3140.00 3018.00 2948.00 2880.00 2961.00 2865.00 177.00 153.00 179.00 153.00
2022-06-02 3101.00 3127.00 3127.00 3058.00 2908.00 2941.00 2942.00 2880.00 193.00 186.00 185.00 178.00
2022-06-01 3084.00 3097.00 3110.00 3062.00 2902.00 2902.00 2919.00 2877.00 182.00 195.00 191.00 185.00
2022-05-31 3074.00 3078.00 3133.00 3056.00 2918.00 2894.00 2947.00 2870.00 156.00 184.00 186.00 186.00
2022-05-30 3035.00 3072.00 3112.00 3027.00 2838.00 2910.00 2955.00 2819.00 197.00 162.00 157.00 208.00
2022-05-27 2999.00 3041.00 3084.00 2988.00 2772.00 2838.00 2877.00 2757.00 227.00 203.00 207.00 231.00
2022-05-26 2980.00 2999.00 3019.00 2920.00 2731.00 2768.00 2780.00 2706.00 249.00 231.00 239.00 214.00
2022-05-25 2918.00 2987.00 2990.00 2904.00 2714.00 2750.00 2750.00 2703.00 204.00 237.00 240.00 201.00
2022-05-24 2911.00 2902.00 2941.00 2885.00 2716.00 2701.00 2738.00 2684.00 195.00 201.00 203.00 201.00
2022-05-23 2985.00 2928.00 2995.00 2876.00 2731.00 2719.00 2752.00 2686.00 254.00 209.00 243.00 190.00
2022-05-20 2942.00 2986.00 3016.00 2927.00 2718.00 2732.00 2764.00 2698.00 224.00 254.00 252.00 229.00
2022-05-19 2828.00 2947.00 2951.00 2802.00 2638.00 2727.00 2732.00 2603.00 190.00 220.00 219.00 199.00
2022-05-18 2860.00 2818.00 2878.00 2814.00 2684.00 2636.00 2698.00 2632.00 176.00 182.00 180.00 182.00
2022-05-17 2882.00 2851.00 2917.00 2834.00 2700.00 2675.00 2738.00 2669.00 182.00 176.00 179.00 165.00
2022-05-16 2812.00 2874.00 2885.00 2774.00 2645.00 2693.00 2708.00 2613.00 167.00 181.00 177.00 161.00
2022-05-13 2766.00 2807.00 2826.00 2751.00 2558.00 2636.00 2652.00 2541.00 208.00 171.00 174.00 210.00
2022-05-12 2840.00 2781.00 2877.00 2747.00 2666.00 2570.00 2691.00 2543.00 174.00 211.00 186.00 204.00
2022-05-11 2786.00 2855.00 2870.00 2752.00 2605.00 2675.00 2685.00 2585.00 181.00 180.00 185.00 167.00
2022-05-10 2900.00 2778.00 2916.00 2700.00 2689.00 2587.00 2705.00 2570.00 211.00 191.00 211.00 130.00
2022-05-09 2982.00 2928.00 3016.00 2917.00 2836.00 2719.00 2845.00 2719.00 146.00 209.00 171.00 198.00
2022-05-06 3067.00 2982.00 3077.00 2977.00 2970.00 2838.00 2978.00 2836.00 97.00 144.00 99.00 141.00
2022-05-05 2990.00 3061.00 3073.00 2923.00 2916.00 2962.00 2974.00 2844.00 74.00 99.00 99.00 79.00
2022-04-29 3010.00 3004.00 3028.00 2954.00 2931.00 2923.00 2945.00 2882.00 79.00 81.00 83.00 72.00
2022-04-28 2966.00 3012.00 3020.00 2922.00 2901.00 2933.00 2942.00 2846.00 65.00 79.00 78.00 76.00
2022-04-27 2890.00 2966.00 2992.00 2890.00 2792.00 2899.00 2910.00 2792.00 98.00 67.00 82.00 98.00
2022-04-26 2881.00 2884.00 2951.00 2825.00 2840.00 2795.00 2863.00 2736.00 41.00 89.00 88.00 89.00
2022-04-25 3104.00 2893.00 3117.00 2873.00 3064.00 2832.00 3071.00 2820.00 40.00 61.00 46.00 53.00
2022-04-22 3096.00 3106.00 3136.00 3053.00 3060.00 3056.00 3089.00 3017.00 36.00 50.00 47.00 36.00
2022-04-21 3108.00 3110.00 3133.00 3065.00 3077.00 3071.00 3093.00 3028.00 31.00 39.00 40.00 37.00
2022-04-20 3200.00 3107.00 3250.00 3093.00 3154.00 3064.00 3207.00 3057.00 46.00 43.00 43.00 36.00
2022-04-19 3242.00 3213.00 3269.00 3188.00 3181.00 3167.00 3209.00 3146.00 61.00 46.00 60.00 42.00
2022-04-18 3130.00 3244.00 3262.00 3092.00 3010.00 3119.00 3130.00 2977.00 120.00 125.00 132.00 115.00
2022-04-15 3140.00 3135.00 3195.00 3112.00 3020.00 3013.00 3074.00 2985.00 120.00 122.00 121.00 127.00
2022-04-14 3095.00 3138.00 3205.00 3066.00 2946.00 3024.00 3083.00 2930.00 149.00 114.00 122.00 136.00
2022-04-13 3105.00 3081.00 3126.00 3065.00 2971.00 2946.00 2987.00 2935.00 134.00 135.00 139.00 130.00
2022-04-12 2940.00 3099.00 3124.00 2925.00 2787.00 2971.00 2993.00 2787.00 153.00 128.00 131.00 138.00
2022-04-11 2952.00 2947.00 2968.00 2889.00 2803.00 2801.00 2811.00 2748.00 149.00 146.00 157.00 141.00
2022-04-08 2916.00 2944.00 2948.00 2880.00 2750.00 2787.00 2790.00 2737.00 166.00 157.00 158.00 143.00
2022-04-07 2945.00 2916.00 2964.00 2886.00 2788.00 2765.00 2803.00 2730.00 157.00 151.00 161.00 156.00
2022-04-06 3009.00 2941.00 3070.00 2938.00 2831.00 2778.00 2900.00 2777.00 178.00 163.00 170.00 161.00
2022-04-01 2993.00 3040.00 3055.00 2953.00 2856.00 2877.00 2888.00 2799.00 137.00 163.00 167.00 154.00
2022-03-31 3036.00 3014.00 3061.00 2967.00 2865.00 2851.00 2900.00 2813.00 171.00 163.00 161.00 154.00
2022-03-30 2939.00 3025.00 3039.00 2915.00 2782.00 2862.00 2876.00 2761.00 157.00 163.00 163.00 154.00
2022-03-29 2908.00 2970.00 2989.00 2871.00 2740.00 2806.00 2826.00 2725.00 168.00 164.00 163.00 146.00
2022-03-28 2878.00 2907.00 2941.00 2856.00 2721.00 2754.00 2786.00 2700.00 157.00 153.00 155.00 156.00
2022-03-25 2612.00 2759.00 2798.00 2612.00 2780.00 2905.00 2951.00 2773.00 -168.00 -146.00 -153.00 -161.00
2022-03-24 2596.00 2611.00 2662.00 2579.00 2736.00 2769.00 2825.00 2732.00 -140.00 -158.00 -163.00 -153.00
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