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
2021-05-27 14860.00 15090.00 15140.00 14825.00 14630.00 14845.00 14890.00 14595.00 230.00 245.00 250.00 230.00
2021-05-26 14920.00 14880.00 15035.00 14780.00 14670.00 14635.00 14780.00 14530.00 250.00 245.00 255.00 250.00
2021-05-25 15080.00 14920.00 15165.00 14870.00 14750.00 14675.00 14895.00 14635.00 330.00 245.00 270.00 235.00
2021-05-24 15300.00 15000.00 15310.00 14840.00 14950.00 14745.00 15020.00 14570.00 350.00 255.00 290.00 270.00
2021-05-21 15130.00 15165.00 15335.00 15000.00 14935.00 14900.00 15120.00 14810.00 195.00 265.00 215.00 190.00
2021-05-20 15400.00 15130.00 15400.00 14830.00 15350.00 14940.00 15350.00 14670.00 50.00 190.00 50.00 160.00
2021-05-19 15645.00 15565.00 15735.00 15420.00 15510.00 15380.00 15580.00 15250.00 135.00 185.00 155.00 170.00
2021-05-18 15285.00 15645.00 15700.00 15125.00 15180.00 15530.00 15550.00 14995.00 105.00 115.00 150.00 130.00
2021-05-17 15150.00 15285.00 15485.00 15125.00 15330.00 15155.00 15330.00 15010.00 -180.00 130.00 155.00 115.00
2021-05-14 15250.00 15110.00 15305.00 14845.00 15330.00 15300.00 15440.00 15070.00 -80.00 -190.00 -135.00 -225.00
2021-05-13 15550.00 15260.00 15780.00 15130.00 15550.00 15405.00 15865.00 15260.00 0.00 -145.00 -85.00 -130.00
2021-05-12 15455.00 15580.00 15890.00 15380.00 15360.00 15670.00 15955.00 15360.00 95.00 -90.00 -65.00 20.00
2021-05-11 15300.00 15395.00 15415.00 15065.00 15310.00 15445.00 15475.00 15105.00 -10.00 -50.00 -60.00 -40.00
2021-05-10 14910.00 15295.00 15560.00 14715.00 14980.00 15370.00 15570.00 14805.00 -70.00 -75.00 -10.00 -90.00
2021-05-07 15130.00 14980.00 15240.00 14915.00 15070.00 14900.00 15080.00 14820.00 60.00 80.00 160.00 95.00
2021-05-06 14620.00 15130.00 15150.00 14555.00 14405.00 14995.00 15000.00 14405.00 215.00 135.00 150.00 150.00
2021-04-30 14510.00 14495.00 14630.00 14420.00 14370.00 14365.00 14490.00 14300.00 140.00 130.00 140.00 120.00
2021-04-29 14640.00 14510.00 14640.00 14370.00 14400.00 14360.00 14480.00 14190.00 240.00 150.00 160.00 180.00
2021-04-28 14520.00 14660.00 14665.00 14360.00 14350.00 14500.00 14505.00 14225.00 170.00 160.00 160.00 135.00
2021-04-27 14190.00 14520.00 14530.00 14155.00 14090.00 14385.00 14385.00 14040.00 100.00 135.00 145.00 115.00
2021-04-26 14010.00 14190.00 14230.00 13975.00 13895.00 14075.00 14095.00 13865.00 115.00 115.00 135.00 110.00
2021-04-23 13855.00 14005.00 14025.00 13850.00 13770.00 13880.00 13900.00 13770.00 85.00 125.00 125.00 80.00
2021-04-22 13915.00 13840.00 13960.00 13830.00 13840.00 13780.00 13900.00 13770.00 75.00 60.00 60.00 60.00
2021-04-21 13955.00 13915.00 13960.00 13810.00 13905.00 13860.00 13905.00 13770.00 50.00 55.00 55.00 40.00
2021-04-20 13950.00 13955.00 14055.00 13860.00 13900.00 13895.00 13980.00 13830.00 50.00 60.00 75.00 30.00
2021-04-19 13930.00 13950.00 14020.00 13770.00 13875.00 13900.00 13970.00 13730.00 55.00 50.00 50.00 40.00
2021-04-16 13815.00 13925.00 13980.00 13800.00 13780.00 13870.00 13940.00 13770.00 35.00 55.00 40.00 30.00
2021-04-15 13890.00 13845.00 13930.00 13765.00 13835.00 13805.00 13880.00 13730.00 55.00 40.00 50.00 35.00
2021-04-14 13965.00 13845.00 14045.00 13805.00 13935.00 13785.00 13970.00 13740.00 30.00 60.00 75.00 65.00
2021-04-13 14060.00 13965.00 14125.00 13875.00 14010.00 13910.00 14085.00 13830.00 50.00 55.00 40.00 45.00
2021-04-12 14400.00 14060.00 14570.00 14050.00 14420.00 14100.00 14580.00 14100.00 -20.00 -40.00 -10.00 -50.00
2021-04-09 14475.00 14400.00 14705.00 14400.00 14570.00 14425.00 14700.00 14425.00 -95.00 -25.00 5.00 -25.00
2021-04-08 14470.00 14475.00 14550.00 14310.00 14460.00 14500.00 14580.00 14365.00 10.00 -25.00 -30.00 -55.00
2021-04-07 14320.00 14470.00 14490.00 14315.00 14385.00 14505.00 14510.00 14380.00 -65.00 -35.00 -20.00 -65.00
2021-04-06 14320.00 14310.00 14460.00 14270.00 14355.00 14370.00 14480.00 14320.00 -35.00 -60.00 -20.00 -50.00
2021-04-02 14250.00 14275.00 14310.00 14110.00 14285.00 14295.00 14385.00 14105.00 -35.00 -20.00 -75.00 5.00
2021-04-01 14430.00 14285.00 14495.00 14260.00 14350.00 14250.00 14415.00 14230.00 80.00 35.00 80.00 30.00
2021-03-31 14685.00 14415.00 14735.00 14340.00 14620.00 14350.00 14620.00 14265.00 65.00 65.00 115.00 75.00
2021-03-30 14500.00 14695.00 14715.00 14500.00 14395.00 14595.00 14600.00 14395.00 105.00 100.00 115.00 105.00
2021-03-29 14460.00 14500.00 14510.00 14370.00 14360.00 14395.00 14420.00 14310.00 100.00 105.00 90.00 60.00
2021-03-26 14250.00 14460.00 14465.00 14210.00 14200.00 14375.00 14375.00 14115.00 50.00 85.00 90.00 95.00
2021-03-25 14285.00 14280.00 14450.00 14265.00 14160.00 14180.00 14335.00 14160.00 125.00 100.00 115.00 105.00
2021-03-24 14300.00 14235.00 14335.00 14120.00 14210.00 14140.00 14295.00 14080.00 90.00 95.00 40.00 40.00
2021-03-23 14230.00 14300.00 14325.00 14155.00 14200.00 14260.00 14300.00 14140.00 30.00 40.00 25.00 15.00
2021-03-22 13975.00 14190.00 14280.00 13860.00 13980.00 14180.00 14265.00 13875.00 -5.00 10.00 15.00 -15.00
2021-03-19 14030.00 13965.00 14115.00 13890.00 14005.00 13960.00 14100.00 13900.00 25.00 5.00 15.00 -10.00
2021-03-18 13960.00 14030.00 14085.00 13910.00 13980.00 14030.00 14075.00 13915.00 -20.00 0.00 10.00 -5.00
2021-03-17 13965.00 13955.00 14050.00 13800.00 14000.00 13960.00 14050.00 13830.00 -35.00 -5.00 0.00 -30.00
2021-03-16 14080.00 13935.00 14120.00 13915.00 14035.00 13950.00 14110.00 13930.00 45.00 -15.00 10.00 -15.00
2021-03-15 13960.00 14045.00 14140.00 13780.00 13965.00 14035.00 14135.00 13800.00 -5.00 10.00 5.00 -20.00
2021-03-12 14150.00 13950.00 14175.00 13930.00 14085.00 13955.00 14175.00 13950.00 65.00 -5.00 0.00 -20.00
2021-03-11 13860.00 14070.00 14110.00 13860.00 13910.00 14085.00 14120.00 13890.00 -50.00 -15.00 -10.00 -30.00
2021-03-10 14010.00 13850.00 14105.00 13745.00 14000.00 13885.00 14135.00 13800.00 10.00 -35.00 -30.00 -55.00
2021-03-09 14115.00 13945.00 14260.00 13945.00 14185.00 13995.00 14280.00 13995.00 -70.00 -50.00 -20.00 -50.00
2021-03-08 14260.00 14170.00 14585.00 14080.00 14235.00 14185.00 14585.00 14110.00 25.00 -15.00 0.00 -30.00
2021-03-05 13740.00 14235.00 14300.00 13675.00 13800.00 14235.00 14295.00 13705.00 -60.00 0.00 5.00 -30.00
2021-03-04 14400.00 13990.00 14410.00 13990.00 14105.00 13945.00 14400.00 13945.00 295.00 45.00 10.00 45.00
2021-03-03 15000.00 14685.00 15075.00 14590.00 14950.00 14630.00 15015.00 14540.00 50.00 55.00 60.00 50.00
2021-03-02 15100.00 14900.00 15240.00 14775.00 15000.00 14850.00 15190.00 14725.00 100.00 50.00 50.00 50.00
2021-03-01 15005.00 15060.00 15300.00 14935.00 15000.00 15105.00 15360.00 14990.00 5.00 -45.00 -60.00 -55.00
2021-02-26 15360.00 15005.00 15535.00 14840.00 15490.00 15060.00 15550.00 14905.00 -130.00 -55.00 -15.00 -65.00
2021-02-25 15205.00 15500.00 15620.00 15205.00 15310.00 15525.00 15655.00 15280.00 -105.00 -25.00 -35.00 -75.00
2021-02-24 15300.00 15195.00 15325.00 15110.00 15255.00 15250.00 15345.00 15160.00 45.00 -55.00 -20.00 -50.00
2021-02-23 15280.00 15330.00 15590.00 15130.00 15295.00 15355.00 15600.00 15150.00 -15.00 -25.00 -10.00 -20.00
2021-02-22 15390.00 15280.00 15680.00 15175.00 15340.00 15275.00 15715.00 15190.00 50.00 5.00 -35.00 -15.00
2021-02-19 14950.00 15330.00 15335.00 14920.00 14950.00 15340.00 15360.00 14950.00 0.00 -10.00 -25.00 -30.00
2021-02-18 14720.00 14860.00 14940.00 14560.00 14770.00 14925.00 14970.00 14625.00 -50.00 -65.00 -30.00 -65.00
2021-02-10 14455.00 14490.00 14685.00 14380.00 14485.00 14570.00 14695.00 14435.00 -30.00 -80.00 -10.00 -55.00
2021-02-09 14500.00 14460.00 14500.00 14305.00 14480.00 14495.00 14545.00 14355.00 20.00 -35.00 -45.00 -50.00
2021-02-08 14440.00 14460.00 14485.00 14220.00 14450.00 14485.00 14505.00 14280.00 -10.00 -25.00 -20.00 -60.00
2021-02-05 14270.00 14380.00 14430.00 14230.00 14320.00 14395.00 14445.00 14255.00 -50.00 -15.00 -15.00 -25.00
2021-02-04 14260.00 14285.00 14520.00 14190.00 14130.00 14235.00 14635.00 13905.00 130.00 50.00 -115.00 285.00
2021-02-03 14180.00 14185.00 14205.00 14020.00 14250.00 14225.00 14260.00 14100.00 -70.00 -40.00 -55.00 -80.00
2021-02-02 14445.00 14230.00 14465.00 13870.00 14520.00 14250.00 14520.00 14150.00 -75.00 -20.00 -55.00 -280.00
2021-02-01 14275.00 14450.00 14540.00 14270.00 14350.00 14485.00 14560.00 14345.00 -75.00 -35.00 -20.00 -75.00
2021-01-29 14215.00 14260.00 14380.00 14205.00 14255.00 14330.00 14425.00 14255.00 -40.00 -70.00 -45.00 -50.00
2021-01-28 14300.00 14215.00 14340.00 14155.00 14305.00 14265.00 14380.00 14190.00 -5.00 -50.00 -40.00 -35.00
2021-01-27 14500.00 14360.00 14610.00 14255.00 14560.00 14410.00 14650.00 14305.00 -60.00 -50.00 -40.00 -50.00
2021-01-26 14350.00 14450.00 14680.00 14260.00 14385.00 14500.00 14705.00 14315.00 -35.00 -50.00 -25.00 -55.00
2021-01-25 14090.00 14365.00 14430.00 13980.00 14125.00 14385.00 14435.00 14025.00 -35.00 -20.00 -5.00 -45.00
2021-01-22 14415.00 14085.00 14435.00 14035.00 14445.00 14130.00 14450.00 14080.00 -30.00 -45.00 -15.00 -45.00
2021-01-21 14450.00 14400.00 14580.00 14330.00 14395.00 14415.00 14575.00 14330.00 55.00 -15.00 5.00 0.00
2021-01-20 14350.00 14405.00 14500.00 14200.00 14320.00 14395.00 14500.00 14225.00 30.00 10.00 0.00 -25.00
2021-01-19 14320.00 14300.00 14445.00 14185.00 14305.00 14315.00 14440.00 14205.00 15.00 -15.00 5.00 -20.00
2021-01-18 13970.00 14335.00 14385.00 13935.00 14025.00 14330.00 14380.00 13970.00 -55.00 5.00 5.00 -35.00
2021-01-15 13975.00 13970.00 14225.00 13875.00 13990.00 14015.00 14235.00 13930.00 -15.00 -45.00 -10.00 -55.00
2021-01-14 13900.00 13935.00 14020.00 13700.00 13880.00 13910.00 13975.00 13720.00 20.00 25.00 45.00 -20.00
2021-01-13 13900.00 13910.00 14085.00 13760.00 13925.00 13880.00 14055.00 13800.00 -25.00 30.00 30.00 -40.00
2021-01-12 13735.00 13905.00 13960.00 13580.00 13740.00 13910.00 13950.00 13580.00 -5.00 -5.00 10.00 0.00
2021-01-11 14500.00 13930.00 14550.00 13930.00 14265.00 13730.00 14345.00 13685.00 235.00 200.00 205.00 245.00
2021-01-08 14800.00 14445.00 15045.00 14225.00 14540.00 14250.00 14740.00 14075.00 260.00 195.00 305.00 150.00
2021-01-07 14050.00 14725.00 14725.00 14045.00 14010.00 14670.00 14670.00 14000.00 40.00 55.00 55.00 45.00
2021-01-06 13960.00 14030.00 14165.00 13895.00 14000.00 13975.00 14110.00 13845.00 -40.00 55.00 55.00 50.00
2021-01-05 13735.00 13960.00 14000.00 13635.00 13750.00 13935.00 13950.00 13635.00 -15.00 25.00 50.00 0.00
2021-01-04 13445.00 13735.00 13750.00 13420.00 13340.00 13650.00 13670.00 13340.00 105.00 85.00 80.00 80.00
2020-12-31 13355.00 13440.00 13475.00 13315.00 13335.00 13365.00 13400.00 13250.00 20.00 75.00 75.00 65.00
2020-12-30 13335.00 13385.00 13440.00 13280.00 13245.00 13365.00 13450.00 13100.00 90.00 20.00 -10.00 180.00
2020-12-29 13595.00 13295.00 13660.00 13265.00 13610.00 13320.00 13690.00 13300.00 -15.00 -25.00 -30.00 -35.00
2020-12-28 13735.00 13595.00 13780.00 13505.00 13715.00 13645.00 13800.00 13540.00 20.00 -50.00 -20.00 -35.00
2020-12-25 13425.00 13690.00 13705.00 13355.00 13415.00 13700.00 13725.00 13415.00 10.00 -10.00 -20.00 -60.00
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