不锈钢期货跨期套利数据回测

本页面展示不锈钢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

关于不锈钢期货跨期套利的详细数据分析,请查看文章:。

不锈钢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

不锈钢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

不锈钢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
2022-03-23 19900.00 20415.00 20595.00 19865.00 19780.00 20330.00 20515.00 19780.00 120.00 85.00 80.00 85.00
2022-03-22 19655.00 19810.00 20095.00 19530.00 19585.00 19730.00 20000.00 19515.00 70.00 80.00 95.00 15.00
2022-03-21 20035.00 19780.00 20335.00 19680.00 19850.00 19725.00 20260.00 19630.00 185.00 55.00 75.00 50.00
2022-03-18 19500.00 20035.00 20090.00 19500.00 19650.00 19910.00 20000.00 19450.00 -150.00 125.00 90.00 50.00
2022-03-17 20490.00 19805.00 20500.00 19600.00 20400.00 19740.00 20440.00 19590.00 90.00 65.00 60.00 10.00
2022-03-16 19810.00 20740.00 20990.00 19635.00 19740.00 20660.00 20890.00 19555.00 70.00 80.00 100.00 80.00
2022-03-15 19285.00 19810.00 20080.00 19205.00 19245.00 19740.00 19965.00 19160.00 40.00 70.00 115.00 45.00
2022-03-14 19335.00 19335.00 20015.00 19100.00 19200.00 19285.00 19905.00 19100.00 135.00 50.00 110.00 0.00
2022-03-11 19000.00 19235.00 19680.00 18605.00 18915.00 19185.00 19565.00 18605.00 85.00 50.00 115.00 0.00
2022-03-10 20030.00 19700.00 20495.00 19700.00 20000.00 19430.00 20280.00 19430.00 30.00 270.00 215.00 270.00
2022-03-09 22000.00 21070.00 24785.00 20520.00 21800.00 20915.00 24670.00 19170.00 200.00 155.00 115.00 1350.00
2022-03-08 21000.00 22125.00 22125.00 20650.00 21305.00 22015.00 22015.00 20500.00 -305.00 110.00 110.00 150.00
2022-03-07 18910.00 20560.00 20685.00 18765.00 18800.00 20470.00 20575.00 18630.00 110.00 90.00 110.00 135.00
2022-03-04 18655.00 18775.00 18880.00 18490.00 18445.00 18630.00 18745.00 18380.00 210.00 145.00 135.00 110.00
2022-03-03 17795.00 18490.00 18505.00 17625.00 17700.00 18395.00 18400.00 17565.00 95.00 95.00 105.00 60.00
2022-03-02 17560.00 17595.00 17795.00 17495.00 17500.00 17530.00 17720.00 17425.00 60.00 65.00 75.00 70.00
2022-03-01 17500.00 17555.00 17835.00 17455.00 17380.00 17470.00 17760.00 17380.00 120.00 85.00 75.00 75.00
2022-02-28 17770.00 17515.00 17925.00 17470.00 17690.00 17445.00 17830.00 17400.00 80.00 70.00 95.00 70.00
2022-02-25 18550.00 17850.00 18615.00 17635.00 18475.00 17750.00 18550.00 17570.00 75.00 100.00 65.00 65.00
2022-02-24 18310.00 18370.00 18580.00 18175.00 18200.00 18310.00 18495.00 18085.00 110.00 60.00 85.00 90.00
2022-02-23 18785.00 18245.00 18815.00 18065.00 18840.00 18270.00 18840.00 18110.00 -55.00 -25.00 -25.00 -45.00
2022-02-22 18760.00 18785.00 18945.00 18525.00 18815.00 18825.00 18980.00 18545.00 -55.00 -40.00 -35.00 -20.00
2022-02-21 18845.00 18760.00 19000.00 18430.00 18870.00 18810.00 19055.00 18520.00 -25.00 -50.00 -55.00 -90.00
2022-02-18 18725.00 18870.00 18980.00 18640.00 18720.00 18740.00 18825.00 18500.00 5.00 130.00 155.00 140.00
2022-02-17 19295.00 18720.00 19380.00 18720.00 19180.00 18610.00 19195.00 18610.00 115.00 110.00 185.00 110.00
2022-02-16 18945.00 19295.00 19355.00 18800.00 18700.00 19110.00 19130.00 18670.00 245.00 185.00 225.00 130.00
2022-02-15 18790.00 18795.00 18935.00 18470.00 18670.00 18640.00 18785.00 18335.00 120.00 155.00 150.00 135.00
2022-02-14 18450.00 18790.00 18950.00 18150.00 18300.00 18655.00 18725.00 18045.00 150.00 135.00 225.00 105.00
2022-02-11 18465.00 18300.00 18605.00 18150.00 18370.00 18200.00 18510.00 18100.00 95.00 100.00 95.00 50.00
2022-02-10 18230.00 18385.00 18485.00 18135.00 18230.00 18270.00 18355.00 18040.00 0.00 115.00 130.00 95.00
2022-02-09 18105.00 18210.00 18380.00 17795.00 17990.00 18115.00 18255.00 17735.00 115.00 95.00 125.00 60.00
2022-02-08 17875.00 18105.00 18195.00 17750.00 17850.00 17990.00 18080.00 17665.00 25.00 115.00 115.00 85.00
2022-02-07 17700.00 17875.00 18120.00 17440.00 17605.00 17775.00 17995.00 17380.00 95.00 100.00 125.00 60.00
2022-01-28 17390.00 17440.00 17680.00 17165.00 17225.00 17350.00 17575.00 17100.00 165.00 90.00 105.00 65.00
2022-01-27 17360.00 17225.00 17535.00 17150.00 17390.00 17070.00 17445.00 17070.00 -30.00 155.00 90.00 80.00
2022-01-26 17180.00 17265.00 17455.00 17140.00 17065.00 17200.00 17350.00 17040.00 115.00 65.00 105.00 100.00
2022-01-25 17575.00 17080.00 17705.00 16920.00 17580.00 17100.00 17725.00 16920.00 -5.00 -20.00 -20.00 0.00
2022-01-24 18440.00 17740.00 18705.00 17635.00 18330.00 17720.00 18745.00 17630.00 110.00 20.00 -40.00 5.00
2022-01-21 18600.00 18500.00 18795.00 18230.00 18680.00 18500.00 18840.00 18270.00 -80.00 0.00 -45.00 -40.00
2022-01-20 17750.00 18820.00 19065.00 17750.00 17805.00 18770.00 19000.00 17750.00 -55.00 50.00 65.00 0.00
2022-01-19 17860.00 17765.00 17900.00 17520.00 17815.00 17720.00 17815.00 17460.00 45.00 45.00 85.00 60.00
2022-01-18 17450.00 17970.00 18110.00 17305.00 17210.00 17855.00 17955.00 17060.00 240.00 115.00 155.00 245.00
2022-01-17 17870.00 17480.00 17920.00 17450.00 17680.00 17245.00 17700.00 17245.00 190.00 235.00 220.00 205.00
2022-01-14 17650.00 17895.00 17920.00 17420.00 17445.00 17680.00 17690.00 17210.00 205.00 215.00 230.00 210.00
2022-01-13 18250.00 17650.00 18515.00 17500.00 17800.00 17375.00 18180.00 17210.00 450.00 275.00 335.00 290.00
2022-01-12 17825.00 18145.00 18255.00 17745.00 17400.00 17750.00 17830.00 17340.00 425.00 395.00 425.00 405.00
2022-01-11 17400.00 17760.00 17920.00 17265.00 16965.00 17310.00 17460.00 16885.00 435.00 450.00 460.00 380.00
2022-01-10 16860.00 17400.00 17425.00 16640.00 16700.00 17030.00 17050.00 16485.00 160.00 370.00 375.00 155.00
2022-01-07 16905.00 16910.00 16980.00 16680.00 16640.00 16695.00 16745.00 16455.00 265.00 215.00 235.00 225.00
2022-01-06 17130.00 16905.00 17230.00 16840.00 16850.00 16615.00 16900.00 16600.00 280.00 290.00 330.00 240.00
2022-01-05 17230.00 17130.00 17425.00 17080.00 16995.00 16815.00 17080.00 16810.00 235.00 315.00 345.00 270.00
2022-01-04 17170.00 17230.00 17510.00 16930.00 16810.00 16950.00 17130.00 16720.00 360.00 280.00 380.00 210.00
2021-12-31 17205.00 17125.00 17235.00 16970.00 16810.00 16810.00 16905.00 16640.00 395.00 315.00 330.00 330.00
2021-12-30 16890.00 17205.00 17210.00 16890.00 16600.00 16825.00 16835.00 16555.00 290.00 380.00 375.00 335.00
2021-12-29 16905.00 16890.00 16925.00 16630.00 16555.00 16560.00 16590.00 16365.00 350.00 330.00 335.00 265.00
2021-12-28 16720.00 16905.00 16960.00 16655.00 16485.00 16545.00 16600.00 16355.00 235.00 360.00 360.00 300.00
2021-12-27 16890.00 16720.00 17150.00 16610.00 16540.00 16410.00 16720.00 16280.00 350.00 310.00 430.00 330.00
2021-12-24 16680.00 16880.00 16900.00 16585.00 16360.00 16505.00 16520.00 16355.00 320.00 375.00 380.00 230.00
2021-12-23 16350.00 16625.00 16635.00 16315.00 16260.00 16425.00 16440.00 16210.00 90.00 200.00 195.00 105.00
2021-12-22 16120.00 16250.00 16295.00 16015.00 16020.00 16150.00 16190.00 15945.00 100.00 100.00 105.00 70.00
2021-12-21 16020.00 16095.00 16200.00 15960.00 15920.00 16005.00 16100.00 15880.00 100.00 90.00 100.00 80.00
2021-12-20 15995.00 15985.00 16180.00 15900.00 15900.00 15910.00 16095.00 15830.00 95.00 75.00 85.00 70.00
2021-12-17 16210.00 15995.00 16335.00 15885.00 16460.00 16115.00 16470.00 16025.00 -250.00 -120.00 -135.00 -140.00
2021-12-16 16050.00 16115.00 16180.00 15895.00 16055.00 16300.00 16315.00 16000.00 -5.00 -185.00 -135.00 -105.00
2021-12-15 16100.00 16185.00 16340.00 16100.00 16010.00 16105.00 16200.00 15960.00 90.00 80.00 140.00 140.00
2021-12-14 16000.00 16025.00 16150.00 15850.00 15950.00 15905.00 15985.00 15725.00 50.00 120.00 165.00 125.00
2021-12-13 15810.00 16160.00 16165.00 15480.00 15700.00 15985.00 16005.00 15460.00 110.00 175.00 160.00 20.00
2021-12-10 15800.00 15810.00 16035.00 15740.00 15660.00 15740.00 15940.00 15660.00 140.00 70.00 95.00 80.00
2021-12-09 16085.00 15865.00 16140.00 15605.00 16010.00 15730.00 16020.00 15520.00 75.00 135.00 120.00 85.00
2021-12-08 16675.00 16085.00 16705.00 16080.00 16280.00 16000.00 16280.00 16000.00 395.00 85.00 425.00 80.00
2021-12-07 16680.00 16660.00 16950.00 16605.00 16240.00 16240.00 16485.00 16185.00 440.00 420.00 465.00 420.00
2021-12-06 16820.00 16635.00 17050.00 16500.00 16370.00 16165.00 16560.00 16065.00 450.00 470.00 490.00 435.00
2021-12-03 16840.00 16860.00 16930.00 16660.00 16365.00 16400.00 16465.00 16235.00 475.00 460.00 465.00 425.00
2021-12-02 17060.00 16820.00 17180.00 16735.00 16650.00 16355.00 16700.00 16300.00 410.00 465.00 480.00 435.00
2021-12-01 16965.00 17055.00 17175.00 16825.00 16455.00 16600.00 16685.00 16415.00 510.00 455.00 490.00 410.00
2021-11-30 17170.00 16905.00 17190.00 16845.00 16770.00 16460.00 16770.00 16420.00 400.00 445.00 420.00 425.00
2021-11-29 17105.00 17170.00 17350.00 17060.00 16810.00 16690.00 16875.00 16615.00 295.00 480.00 475.00 445.00
2021-11-26 17910.00 17345.00 17975.00 17300.00 17460.00 16900.00 17525.00 16860.00 450.00 445.00 450.00 440.00
2021-11-25 18200.00 17930.00 18300.00 17860.00 17800.00 17500.00 17855.00 17440.00 400.00 430.00 445.00 420.00
2021-11-24 17605.00 18145.00 18180.00 17605.00 17155.00 17680.00 17680.00 17155.00 450.00 465.00 500.00 450.00
2021-11-23 17330.00 17585.00 17635.00 17310.00 16915.00 17170.00 17200.00 16895.00 415.00 415.00 435.00 415.00
2021-11-22 17160.00 17330.00 17460.00 17160.00 16805.00 16925.00 17030.00 16760.00 355.00 405.00 430.00 400.00
2021-11-19 16925.00 17290.00 17470.00 16785.00 16500.00 16885.00 17035.00 16350.00 425.00 405.00 435.00 435.00
2021-11-18 17495.00 16955.00 17515.00 16950.00 18495.00 18260.00 18520.00 18250.00 -1000.00 -1305.00 -1005.00 -1300.00
2021-11-17 17400.00 17490.00 17595.00 17250.00 18420.00 18480.00 18550.00 18265.00 -1020.00 -990.00 -955.00 -1015.00
2021-11-16 17250.00 17405.00 17750.00 17240.00 18240.00 18345.00 18575.00 18105.00 -990.00 -940.00 -825.00 -865.00
2021-11-15 17160.00 17125.00 17475.00 16980.00 17980.00 17960.00 18260.00 17805.00 -820.00 -835.00 -785.00 -825.00
2021-11-12 17300.00 17095.00 17545.00 17060.00 18010.00 18075.00 18320.00 17970.00 -710.00 -980.00 -775.00 -910.00
2021-11-11 18270.00 18005.00 18385.00 17900.00 17630.00 17345.00 17700.00 17250.00 640.00 660.00 685.00 650.00
2021-11-10 18005.00 18235.00 18320.00 17785.00 17300.00 17530.00 17575.00 16975.00 705.00 705.00 745.00 810.00
2021-11-09 18265.00 18065.00 18420.00 17860.00 17400.00 17220.00 17585.00 17065.00 865.00 845.00 835.00 795.00
2021-11-08 18200.00 18215.00 18650.00 18145.00 17300.00 17375.00 17860.00 17300.00 900.00 840.00 790.00 845.00
2021-11-05 18130.00 18170.00 18500.00 18055.00 17450.00 17345.00 17720.00 17250.00 680.00 825.00 780.00 805.00
2021-11-04 18560.00 18130.00 18565.00 18070.00 18000.00 17400.00 18015.00 17305.00 560.00 730.00 550.00 765.00
2021-11-03 18675.00 18565.00 18885.00 18245.00 18050.00 17985.00 18290.00 17535.00 625.00 580.00 595.00 710.00
2021-11-02 18930.00 18680.00 19080.00 18150.00 18410.00 18050.00 18580.00 17585.00 520.00 630.00 500.00 565.00
2021-11-01 18850.00 18860.00 19180.00 18605.00 18300.00 18345.00 18630.00 18020.00 550.00 515.00 550.00 585.00
2021-10-29 19295.00 19080.00 19500.00 18905.00 18580.00 18405.00 18925.00 18330.00 715.00 675.00 575.00 575.00
2021-10-28 19510.00 19295.00 19800.00 18375.00 19050.00 18720.00 19180.00 17905.00 460.00 575.00 620.00 470.00
2021-10-27 20290.00 19630.00 20460.00 19630.00 20035.00 19155.00 20035.00 19130.00 255.00 475.00 425.00 500.00
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