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
2025-02-14 13080.00 13090.00 13120.00 13020.00 13200.00 13240.00 13280.00 13155.00 -120.00 -150.00 -160.00 -135.00
2025-02-13 13160.00 13230.00 13340.00 13150.00 13040.00 13090.00 13170.00 13035.00 120.00 140.00 170.00 115.00
2025-02-12 13190.00 13160.00 13195.00 13110.00 13030.00 13040.00 13055.00 13000.00 160.00 120.00 140.00 110.00
2025-02-11 13330.00 13200.00 13345.00 13135.00 13170.00 13050.00 13175.00 13020.00 160.00 150.00 170.00 115.00
2025-02-10 13400.00 13340.00 13415.00 13270.00 13220.00 13170.00 13220.00 13100.00 180.00 170.00 195.00 170.00
2025-02-07 13415.00 13400.00 13440.00 13370.00 13220.00 13195.00 13240.00 13175.00 195.00 205.00 200.00 195.00
2025-02-06 13355.00 13440.00 13475.00 13350.00 13160.00 13220.00 13240.00 13140.00 195.00 220.00 235.00 210.00
2025-02-05 13330.00 13370.00 13415.00 13265.00 13115.00 13145.00 13170.00 13060.00 215.00 225.00 245.00 205.00
2025-01-27 13060.00 13330.00 13465.00 13030.00 13010.00 13130.00 13215.00 12985.00 50.00 200.00 250.00 45.00
2025-01-24 13040.00 13040.00 13085.00 12975.00 13015.00 12990.00 13035.00 12945.00 25.00 50.00 50.00 30.00
2025-01-23 13150.00 13060.00 13160.00 13015.00 13100.00 12995.00 13105.00 12990.00 50.00 65.00 55.00 25.00
2025-01-22 13170.00 13170.00 13205.00 13110.00 13100.00 13115.00 13140.00 13065.00 70.00 55.00 65.00 45.00
2025-01-21 12985.00 13165.00 13210.00 12980.00 12980.00 13100.00 13155.00 12970.00 5.00 65.00 55.00 10.00
2025-01-20 13330.00 12975.00 13335.00 12955.00 13245.00 12960.00 13270.00 12940.00 85.00 15.00 65.00 15.00
2025-01-17 13250.00 13320.00 13340.00 13185.00 13170.00 13245.00 13265.00 13125.00 80.00 75.00 75.00 60.00
2025-01-16 13155.00 13230.00 13260.00 13130.00 13120.00 13170.00 13200.00 13095.00 35.00 60.00 60.00 35.00
2025-01-15 13185.00 13165.00 13210.00 13135.00 13125.00 13115.00 13140.00 13080.00 60.00 50.00 70.00 55.00
2025-01-14 13225.00 13185.00 13250.00 13120.00 13100.00 13105.00 13140.00 13050.00 125.00 80.00 110.00 70.00
2025-01-13 13150.00 13250.00 13275.00 13130.00 13000.00 13135.00 13150.00 13000.00 150.00 115.00 125.00 130.00
2025-01-10 13160.00 13125.00 13190.00 13105.00 13065.00 13015.00 13065.00 12975.00 95.00 110.00 125.00 130.00
2025-01-09 13065.00 13180.00 13250.00 13005.00 12910.00 13040.00 13105.00 12855.00 155.00 140.00 145.00 150.00
2025-01-08 12900.00 13065.00 13080.00 12875.00 12850.00 12915.00 12930.00 12775.00 50.00 150.00 150.00 100.00
2025-01-07 12900.00 12890.00 12940.00 12840.00 12805.00 12805.00 12865.00 12765.00 95.00 85.00 75.00 75.00
2025-01-06 12745.00 12775.00 12795.00 12690.00 12800.00 12860.00 12875.00 12780.00 -55.00 -85.00 -80.00 -90.00
2025-01-03 12710.00 12715.00 12760.00 12670.00 12855.00 12800.00 12855.00 12760.00 -145.00 -85.00 -95.00 -90.00
2025-01-02 12880.00 12740.00 12905.00 12720.00 12970.00 12855.00 12990.00 12835.00 -90.00 -115.00 -85.00 -115.00
2024-12-31 13030.00 12915.00 13050.00 12865.00 13080.00 12995.00 13090.00 12955.00 -50.00 -80.00 -40.00 -90.00
2024-12-30 12905.00 13020.00 13040.00 12870.00 12990.00 13065.00 13100.00 12945.00 -85.00 -45.00 -60.00 -75.00
2024-12-27 13035.00 12935.00 13050.00 12915.00 13110.00 13010.00 13120.00 12990.00 -75.00 -75.00 -70.00 -75.00
2024-12-26 12985.00 13010.00 13065.00 12965.00 13065.00 13085.00 13135.00 13045.00 -80.00 -75.00 -70.00 -80.00
2024-12-25 13045.00 12965.00 13065.00 12940.00 13100.00 13060.00 13130.00 13030.00 -55.00 -95.00 -65.00 -90.00
2024-12-24 13010.00 13030.00 13075.00 12970.00 13100.00 13090.00 13140.00 13060.00 -90.00 -60.00 -65.00 -90.00
2024-12-23 12870.00 13035.00 13055.00 12840.00 12735.00 12925.00 12940.00 12720.00 135.00 110.00 115.00 120.00
2024-12-20 12850.00 12895.00 12925.00 12830.00 12765.00 12765.00 12800.00 12705.00 85.00 130.00 125.00 125.00
2024-12-19 12935.00 12865.00 12970.00 12830.00 12775.00 12750.00 12845.00 12705.00 160.00 115.00 125.00 125.00
2024-12-18 13000.00 12910.00 13100.00 12900.00 12885.00 12790.00 12975.00 12780.00 115.00 120.00 125.00 120.00
2024-12-17 12960.00 12985.00 13015.00 12950.00 12900.00 12875.00 12925.00 12830.00 60.00 110.00 90.00 120.00
2024-12-16 13065.00 13000.00 13080.00 12940.00 13015.00 12900.00 13015.00 12845.00 50.00 100.00 65.00 95.00
2024-12-13 13160.00 13065.00 13195.00 13045.00 13120.00 12975.00 13120.00 12960.00 40.00 90.00 75.00 85.00
2024-12-12 13050.00 13080.00 13100.00 12995.00 13120.00 13170.00 13190.00 13085.00 -70.00 -90.00 -90.00 -90.00
2024-12-11 12980.00 13020.00 13035.00 12910.00 13130.00 13120.00 13130.00 13010.00 -150.00 -100.00 -95.00 -100.00
2024-12-10 12950.00 13040.00 13145.00 12935.00 13080.00 13140.00 13235.00 13035.00 -130.00 -100.00 -90.00 -100.00
2024-12-09 12880.00 12925.00 13025.00 12860.00 12920.00 13010.00 13105.00 12920.00 -40.00 -85.00 -80.00 -60.00
2024-12-06 12835.00 12850.00 12925.00 12815.00 12955.00 12940.00 13040.00 12920.00 -120.00 -90.00 -115.00 -105.00
2024-12-05 13010.00 12835.00 13060.00 12800.00 13105.00 12955.00 13155.00 12915.00 -95.00 -120.00 -95.00 -115.00
2024-12-04 13110.00 13020.00 13175.00 13020.00 13195.00 13125.00 13265.00 13115.00 -85.00 -105.00 -90.00 -95.00
2024-12-03 12955.00 13065.00 13100.00 12920.00 13050.00 13165.00 13185.00 13035.00 -95.00 -100.00 -85.00 -115.00
2024-12-02 12985.00 12970.00 13035.00 12930.00 13100.00 13075.00 13135.00 13050.00 -115.00 -105.00 -100.00 -120.00
2024-11-29 13100.00 13005.00 13130.00 12995.00 13125.00 13120.00 13200.00 13105.00 -25.00 -115.00 -70.00 -110.00
2024-11-28 13075.00 13080.00 13135.00 13020.00 13170.00 13155.00 13215.00 13100.00 -95.00 -75.00 -80.00 -80.00
2024-11-27 13095.00 13060.00 13105.00 12895.00 13210.00 13145.00 13215.00 13025.00 -115.00 -85.00 -110.00 -130.00
2024-11-26 13245.00 13095.00 13265.00 13025.00 13360.00 13185.00 13385.00 13130.00 -115.00 -90.00 -120.00 -105.00
2024-11-25 13250.00 13225.00 13320.00 13200.00 13370.00 13335.00 13450.00 13310.00 -120.00 -110.00 -130.00 -110.00
2024-11-22 13345.00 13215.00 13355.00 13170.00 13460.00 13350.00 13475.00 13310.00 -115.00 -135.00 -120.00 -140.00
2024-11-21 13370.00 13355.00 13380.00 13320.00 13480.00 13480.00 13500.00 13440.00 -110.00 -125.00 -120.00 -120.00
2024-11-20 13300.00 13340.00 13355.00 13270.00 13435.00 13455.00 13470.00 13400.00 -135.00 -115.00 -115.00 -130.00
2024-11-19 13285.00 13330.00 13375.00 13255.00 13405.00 13440.00 13490.00 13370.00 -120.00 -110.00 -115.00 -115.00
2024-11-18 13300.00 13310.00 13340.00 13120.00 13175.00 13160.00 13190.00 12975.00 125.00 150.00 150.00 145.00
2024-11-15 13285.00 13265.00 13340.00 13230.00 13140.00 13125.00 13200.00 13080.00 145.00 140.00 140.00 150.00
2024-11-14 13395.00 13300.00 13435.00 13255.00 13205.00 13170.00 13290.00 13120.00 190.00 130.00 145.00 135.00
2024-11-13 13445.00 13395.00 13470.00 13360.00 13285.00 13250.00 13340.00 13220.00 160.00 145.00 130.00 140.00
2024-11-12 13565.00 13445.00 13595.00 13420.00 13430.00 13325.00 13460.00 13305.00 135.00 120.00 135.00 115.00
2024-11-11 13510.00 13415.00 13545.00 13335.00 13625.00 13565.00 13675.00 13500.00 -115.00 -150.00 -130.00 -165.00
2024-11-08 13615.00 13545.00 13720.00 13525.00 13760.00 13665.00 13845.00 13650.00 -145.00 -120.00 -125.00 -125.00
2024-11-07 13400.00 13585.00 13610.00 13345.00 13550.00 13730.00 13755.00 13515.00 -150.00 -145.00 -145.00 -170.00
2024-11-06 13535.00 13425.00 13695.00 13420.00 13685.00 13595.00 13830.00 13585.00 -150.00 -170.00 -135.00 -165.00
2024-11-05 13530.00 13510.00 13570.00 13475.00 13700.00 13675.00 13720.00 13640.00 -170.00 -165.00 -150.00 -165.00
2024-11-04 13575.00 13550.00 13620.00 13470.00 13730.00 13710.00 13775.00 13635.00 -155.00 -160.00 -155.00 -165.00
2024-11-01 13535.00 13545.00 13575.00 13370.00 13695.00 13700.00 13725.00 13550.00 -160.00 -155.00 -150.00 -180.00
2024-10-31 13630.00 13510.00 13645.00 13490.00 13745.00 13670.00 13760.00 13640.00 -115.00 -160.00 -115.00 -150.00
2024-10-30 13630.00 13645.00 13675.00 13540.00 13740.00 13765.00 13800.00 13655.00 -110.00 -120.00 -125.00 -115.00
2024-10-29 13715.00 13620.00 13760.00 13580.00 13840.00 13730.00 13870.00 13690.00 -125.00 -110.00 -110.00 -110.00
2024-10-28 13650.00 13740.00 13800.00 13650.00 13795.00 13855.00 13910.00 13775.00 -145.00 -115.00 -110.00 -125.00
2024-10-25 13665.00 13675.00 13745.00 13630.00 13780.00 13805.00 13865.00 13750.00 -115.00 -130.00 -120.00 -120.00
2024-10-24 13500.00 13640.00 13680.00 13455.00 13655.00 13780.00 13810.00 13610.00 -155.00 -140.00 -130.00 -155.00
2024-10-23 13635.00 13505.00 13655.00 13480.00 13800.00 13675.00 13830.00 13630.00 -165.00 -170.00 -175.00 -150.00
2024-10-22 13845.00 13630.00 13860.00 13590.00 13975.00 13810.00 13990.00 13760.00 -130.00 -180.00 -130.00 -170.00
2024-10-21 13780.00 13865.00 13890.00 13735.00 13915.00 13990.00 14015.00 13875.00 -135.00 -125.00 -125.00 -140.00
2024-10-18 13785.00 13775.00 13830.00 13715.00 13920.00 13915.00 13965.00 13855.00 -135.00 -140.00 -135.00 -140.00
2024-10-17 14035.00 13780.00 14120.00 13750.00 14120.00 13920.00 14235.00 13885.00 -85.00 -140.00 -115.00 -135.00
2024-10-16 13940.00 14030.00 14110.00 13920.00 14040.00 14150.00 14220.00 14040.00 -100.00 -120.00 -110.00 -120.00
2024-10-15 14010.00 13915.00 14055.00 13900.00 13905.00 13855.00 13975.00 13830.00 105.00 60.00 80.00 70.00
2024-10-14 14030.00 14045.00 14235.00 14010.00 13955.00 13965.00 14150.00 13935.00 75.00 80.00 85.00 75.00
2024-10-11 13985.00 13990.00 14090.00 13910.00 13870.00 13905.00 14005.00 13835.00 115.00 85.00 85.00 75.00
2024-10-10 13950.00 13965.00 14045.00 13850.00 13825.00 13880.00 13965.00 13775.00 125.00 85.00 80.00 75.00
2024-10-09 14060.00 13905.00 14060.00 13865.00 14055.00 13970.00 14085.00 13925.00 5.00 -65.00 -25.00 -60.00
2024-10-08 14210.00 13975.00 14315.00 13890.00 14250.00 14020.00 14355.00 13920.00 -40.00 -45.00 -40.00 -30.00
2024-09-30 13495.00 13930.00 14010.00 13450.00 13475.00 14000.00 14100.00 13475.00 20.00 -70.00 -90.00 -25.00
2024-09-27 13425.00 13475.00 13500.00 13365.00 13480.00 13505.00 13530.00 13380.00 -55.00 -30.00 -30.00 -15.00
2024-09-26 13400.00 13405.00 13435.00 13335.00 13430.00 13425.00 13440.00 13350.00 -30.00 -20.00 -5.00 -15.00
2024-09-25 13310.00 13385.00 13500.00 13300.00 13310.00 13390.00 13505.00 13310.00 0.00 -5.00 -5.00 -10.00
2024-09-24 13110.00 13295.00 13300.00 13085.00 13105.00 13310.00 13310.00 13105.00 5.00 -15.00 -10.00 -20.00
2024-09-23 13390.00 13110.00 13390.00 13070.00 13375.00 13110.00 13395.00 13100.00 15.00 0.00 -5.00 -30.00
2024-09-20 13440.00 13365.00 13465.00 13360.00 13445.00 13380.00 13485.00 13370.00 -5.00 -15.00 -20.00 -10.00
2024-09-19 13390.00 13460.00 13460.00 13300.00 13395.00 13480.00 13480.00 13330.00 -5.00 -20.00 -20.00 -30.00
2024-09-18 13350.00 13370.00 13395.00 13275.00 13340.00 13385.00 13410.00 13305.00 10.00 -15.00 -15.00 -30.00
2024-09-13 13395.00 13350.00 13410.00 13285.00 13400.00 13370.00 13430.00 13305.00 -5.00 -20.00 -20.00 -20.00
2024-09-12 13250.00 13380.00 13430.00 13245.00 13275.00 13390.00 13445.00 13275.00 -25.00 -10.00 -15.00 -30.00
2024-09-11 13210.00 13265.00 13280.00 13060.00 13280.00 13275.00 13315.00 13085.00 -70.00 -10.00 -35.00 -25.00
2024-09-10 13250.00 13235.00 13295.00 13200.00 13335.00 13270.00 13335.00 13230.00 -85.00 -35.00 -40.00 -30.00
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