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
2024-09-09 13475.00 13275.00 13480.00 13150.00 13470.00 13255.00 13480.00 13140.00 5.00 20.00 0.00 10.00
2024-09-06 13490.00 13465.00 13530.00 13420.00 13430.00 13455.00 13525.00 13420.00 60.00 10.00 5.00 0.00
2024-09-05 13420.00 13480.00 13565.00 13400.00 13470.00 13470.00 13550.00 13405.00 -50.00 10.00 15.00 -5.00
2024-09-04 13510.00 13430.00 13530.00 13405.00 13520.00 13450.00 13540.00 13420.00 -10.00 -20.00 -10.00 -15.00
2024-09-03 13585.00 13530.00 13605.00 13525.00 13605.00 13560.00 13630.00 13545.00 -20.00 -30.00 -25.00 -20.00
2024-09-02 13840.00 13555.00 13860.00 13555.00 13890.00 13605.00 13890.00 13590.00 -50.00 -50.00 -30.00 -35.00
2024-08-30 13865.00 13860.00 13930.00 13835.00 13870.00 13880.00 13940.00 13855.00 -5.00 -20.00 -10.00 -20.00
2024-08-29 13840.00 13865.00 13885.00 13800.00 13865.00 13885.00 13905.00 13815.00 -25.00 -20.00 -20.00 -15.00
2024-08-28 13910.00 13845.00 13930.00 13820.00 13930.00 13865.00 13930.00 13830.00 -20.00 -20.00 0.00 -10.00
2024-08-27 13805.00 13910.00 13925.00 13800.00 13830.00 13920.00 13930.00 13810.00 -25.00 -10.00 -5.00 -10.00
2024-08-26 13750.00 13810.00 13825.00 13700.00 13730.00 13810.00 13830.00 13710.00 20.00 0.00 -5.00 -10.00
2024-08-23 13700.00 13730.00 13750.00 13655.00 13715.00 13730.00 13760.00 13675.00 -15.00 0.00 -10.00 -20.00
2024-08-22 13825.00 13710.00 13835.00 13705.00 13805.00 13740.00 13840.00 13725.00 20.00 -30.00 -5.00 -20.00
2024-08-21 13690.00 13825.00 13830.00 13675.00 13730.00 13830.00 13840.00 13700.00 -40.00 -5.00 -10.00 -25.00
2024-08-20 13730.00 13655.00 13760.00 13640.00 13750.00 13680.00 13770.00 13660.00 -20.00 -25.00 -10.00 -20.00
2024-08-19 13635.00 13735.00 13790.00 13585.00 13605.00 13750.00 13795.00 13605.00 30.00 -15.00 -5.00 -20.00
2024-08-16 13650.00 13655.00 13695.00 13615.00 13660.00 13660.00 13715.00 13630.00 -10.00 -5.00 -20.00 -15.00
2024-08-15 13565.00 13620.00 13690.00 13495.00 13580.00 13640.00 13710.00 13530.00 -15.00 -20.00 -20.00 -35.00
2024-08-14 13675.00 13565.00 13705.00 13535.00 13660.00 13540.00 13675.00 13505.00 15.00 25.00 30.00 30.00
2024-08-13 13720.00 13675.00 13775.00 13620.00 13690.00 13665.00 13745.00 13600.00 30.00 10.00 30.00 20.00
2024-08-12 13830.00 13730.00 13885.00 13650.00 13870.00 13705.00 13885.00 13625.00 -40.00 25.00 0.00 25.00
2024-08-09 13805.00 13820.00 13895.00 13760.00 13840.00 13845.00 13935.00 13810.00 -35.00 -25.00 -40.00 -50.00
2024-08-08 13900.00 13800.00 13915.00 13800.00 13910.00 13855.00 13950.00 13845.00 -10.00 -55.00 -35.00 -45.00
2024-08-07 13900.00 13885.00 13980.00 13840.00 13925.00 13910.00 14025.00 13870.00 -25.00 -25.00 -45.00 -30.00
2024-08-06 14020.00 13900.00 14055.00 13870.00 14070.00 13950.00 14090.00 13915.00 -50.00 -50.00 -35.00 -45.00
2024-08-05 14115.00 14065.00 14160.00 14015.00 14160.00 14105.00 14185.00 14060.00 -45.00 -40.00 -25.00 -45.00
2024-08-02 14105.00 14115.00 14135.00 13965.00 14130.00 14150.00 14165.00 14010.00 -25.00 -35.00 -30.00 -45.00
2024-08-01 14115.00 14105.00 14170.00 14055.00 14125.00 14130.00 14190.00 14075.00 -10.00 -25.00 -20.00 -20.00
2024-07-31 13865.00 14080.00 14080.00 13865.00 13910.00 14085.00 14090.00 13880.00 -45.00 -5.00 -10.00 -15.00
2024-07-30 13950.00 13905.00 14045.00 13885.00 13940.00 13910.00 14040.00 13895.00 10.00 -5.00 5.00 -10.00
2024-07-29 13850.00 13950.00 14020.00 13850.00 13875.00 13945.00 14020.00 13860.00 -25.00 5.00 0.00 -10.00
2024-07-26 13795.00 13860.00 13935.00 13765.00 13845.00 13875.00 13940.00 13795.00 -50.00 -15.00 -5.00 -30.00
2024-07-25 14065.00 13765.00 14090.00 13720.00 14100.00 13790.00 14110.00 13755.00 -35.00 -25.00 -20.00 -35.00
2024-07-24 14005.00 14065.00 14115.00 14000.00 14005.00 14090.00 14125.00 14005.00 0.00 -25.00 -10.00 -5.00
2024-07-23 13850.00 14035.00 14085.00 13820.00 13845.00 14040.00 14090.00 13845.00 5.00 -5.00 -5.00 -25.00
2024-07-22 13800.00 13850.00 13900.00 13760.00 13800.00 13880.00 13920.00 13785.00 0.00 -30.00 -20.00 -25.00
2024-07-19 13800.00 13815.00 13870.00 13670.00 13830.00 13835.00 13900.00 13715.00 -30.00 -20.00 -30.00 -45.00
2024-07-18 13790.00 13835.00 13860.00 13755.00 13810.00 13875.00 13895.00 13800.00 -20.00 -40.00 -35.00 -45.00
2024-07-17 13920.00 13815.00 13945.00 13765.00 13965.00 13850.00 13990.00 13810.00 -45.00 -35.00 -45.00 -45.00
2024-07-16 13920.00 13965.00 13995.00 13870.00 13940.00 13990.00 14030.00 13910.00 -20.00 -25.00 -35.00 -40.00
2024-07-15 13940.00 13925.00 13960.00 13835.00 13960.00 13960.00 13995.00 13880.00 -20.00 -35.00 -35.00 -45.00
2024-07-12 13900.00 13905.00 13930.00 13825.00 13940.00 13935.00 13965.00 13865.00 -40.00 -30.00 -35.00 -40.00
2024-07-11 13930.00 13870.00 13960.00 13820.00 14000.00 13905.00 14000.00 13870.00 -70.00 -35.00 -40.00 -50.00
2024-07-10 14010.00 13930.00 14055.00 13920.00 14000.00 13975.00 14090.00 13960.00 10.00 -45.00 -35.00 -40.00
2024-07-09 14260.00 14010.00 14285.00 13980.00 14290.00 14045.00 14305.00 14020.00 -30.00 -35.00 -20.00 -40.00
2024-07-08 14235.00 14225.00 14325.00 14170.00 14300.00 14255.00 14340.00 14205.00 -65.00 -30.00 -15.00 -35.00
2024-07-05 14185.00 14230.00 14285.00 14150.00 14260.00 14265.00 14315.00 14190.00 -75.00 -35.00 -30.00 -40.00
2024-07-04 14205.00 14175.00 14285.00 14165.00 14280.00 14210.00 14320.00 14205.00 -75.00 -35.00 -35.00 -40.00
2024-07-03 14150.00 14190.00 14200.00 14070.00 14235.00 14230.00 14240.00 14115.00 -85.00 -40.00 -40.00 -45.00
2024-07-02 14135.00 14145.00 14175.00 14105.00 14205.00 14200.00 14220.00 14145.00 -70.00 -55.00 -45.00 -40.00
2024-07-01 14055.00 14135.00 14150.00 13985.00 14095.00 14175.00 14185.00 14040.00 -40.00 -40.00 -35.00 -55.00
2024-06-28 14050.00 14045.00 14065.00 13960.00 14085.00 14095.00 14110.00 14005.00 -35.00 -50.00 -45.00 -45.00
2024-06-27 13960.00 14000.00 14080.00 13930.00 14005.00 14045.00 14125.00 13975.00 -45.00 -45.00 -45.00 -45.00
2024-06-26 13890.00 13960.00 13970.00 13810.00 14060.00 14150.00 14165.00 14000.00 -170.00 -190.00 -195.00 -190.00
2024-06-25 13915.00 13920.00 13925.00 13780.00 14105.00 14090.00 14115.00 13975.00 -190.00 -170.00 -190.00 -195.00
2024-06-24 13850.00 13915.00 13970.00 13735.00 13675.00 13715.00 13790.00 13610.00 175.00 200.00 180.00 125.00
2024-06-21 13975.00 13855.00 13995.00 13850.00 13760.00 13710.00 13820.00 13685.00 215.00 145.00 175.00 165.00
2024-06-20 13930.00 13975.00 14025.00 13910.00 13670.00 13770.00 13820.00 13665.00 260.00 205.00 205.00 245.00
2024-06-19 13810.00 13930.00 13945.00 13780.00 13530.00 13675.00 13690.00 13520.00 280.00 255.00 255.00 260.00
2024-06-18 13810.00 13825.00 13920.00 13800.00 13550.00 13565.00 13635.00 13540.00 260.00 260.00 285.00 260.00
2024-06-17 13900.00 13840.00 13935.00 13805.00 13605.00 13565.00 13645.00 13525.00 295.00 275.00 290.00 280.00
2024-06-14 13970.00 13930.00 13975.00 13865.00 13645.00 13640.00 13680.00 13580.00 325.00 290.00 295.00 285.00
2024-06-13 14120.00 13940.00 14180.00 13910.00 13800.00 13635.00 13820.00 13580.00 320.00 305.00 360.00 330.00
2024-06-12 14070.00 14120.00 14165.00 14030.00 13730.00 13760.00 13825.00 13700.00 340.00 360.00 340.00 330.00
2024-06-11 14170.00 14100.00 14195.00 14060.00 13750.00 13770.00 13845.00 13710.00 420.00 330.00 350.00 350.00
2024-06-07 14210.00 14240.00 14335.00 14210.00 13885.00 13900.00 13975.00 13865.00 325.00 340.00 360.00 345.00
2024-06-06 14200.00 14230.00 14260.00 14165.00 13865.00 13910.00 13930.00 13835.00 335.00 320.00 330.00 330.00
2024-06-05 14375.00 14205.00 14400.00 14205.00 14000.00 13885.00 14070.00 13880.00 375.00 320.00 330.00 325.00
2024-06-04 14450.00 14425.00 14520.00 14355.00 14150.00 14080.00 14150.00 14035.00 300.00 345.00 370.00 320.00
2024-06-03 14640.00 14485.00 14670.00 14420.00 14225.00 14135.00 14270.00 14050.00 415.00 350.00 400.00 370.00
2024-05-31 14650.00 14610.00 14705.00 14525.00 14240.00 14215.00 14280.00 14130.00 410.00 395.00 425.00 395.00
2024-05-30 14720.00 14685.00 14955.00 14615.00 14290.00 14275.00 14510.00 14220.00 430.00 410.00 445.00 395.00
2024-05-29 14700.00 14775.00 14775.00 14580.00 14310.00 14335.00 14350.00 14175.00 390.00 440.00 425.00 405.00
2024-05-28 14720.00 14690.00 14920.00 14665.00 14265.00 14285.00 14475.00 14250.00 455.00 405.00 445.00 415.00
2024-05-27 14625.00 14705.00 14730.00 14615.00 14215.00 14285.00 14295.00 14195.00 410.00 420.00 435.00 420.00
2024-05-24 14550.00 14640.00 14745.00 14505.00 14150.00 14200.00 14330.00 14100.00 400.00 440.00 415.00 405.00
2024-05-23 14785.00 14525.00 14855.00 14455.00 14355.00 14120.00 14390.00 14065.00 430.00 405.00 465.00 390.00
2024-05-22 14550.00 14900.00 14905.00 14420.00 13980.00 14310.00 14325.00 13875.00 570.00 590.00 580.00 545.00
2024-05-21 14435.00 14505.00 14600.00 14390.00 13850.00 13950.00 14030.00 13840.00 585.00 555.00 570.00 550.00
2024-05-20 14400.00 14455.00 14610.00 14365.00 13895.00 13875.00 13985.00 13825.00 505.00 580.00 625.00 540.00
2024-05-17 14090.00 14370.00 14400.00 14075.00 13735.00 13820.00 13890.00 13700.00 355.00 550.00 510.00 375.00
2024-05-16 14075.00 14115.00 14175.00 14055.00 13750.00 13730.00 13850.00 13710.00 325.00 385.00 325.00 345.00
2024-05-15 14160.00 14075.00 14215.00 14005.00 13870.00 13775.00 13915.00 13715.00 290.00 300.00 300.00 290.00
2024-05-14 14220.00 14170.00 14310.00 14125.00 13915.00 13875.00 14015.00 13830.00 305.00 295.00 295.00 295.00
2024-05-13 14240.00 14190.00 14330.00 14125.00 13960.00 13885.00 14030.00 13850.00 280.00 305.00 300.00 275.00
2024-05-10 14185.00 14290.00 14290.00 14030.00 13870.00 13995.00 14000.00 13770.00 315.00 295.00 290.00 260.00
2024-05-09 14105.00 14185.00 14230.00 14070.00 13815.00 13880.00 13945.00 13815.00 290.00 305.00 285.00 255.00
2024-05-08 14250.00 14105.00 14250.00 14060.00 13995.00 13850.00 13995.00 13815.00 255.00 255.00 255.00 245.00
2024-05-07 14430.00 14260.00 14495.00 14235.00 14130.00 13980.00 14195.00 13950.00 300.00 280.00 300.00 285.00
2024-05-06 14280.00 14430.00 14475.00 14265.00 13990.00 14140.00 14210.00 13990.00 290.00 290.00 265.00 275.00
2024-04-30 14305.00 14280.00 14435.00 14225.00 14075.00 14040.00 14160.00 13975.00 230.00 240.00 275.00 250.00
2024-04-29 14360.00 14295.00 14405.00 14205.00 14180.00 14055.00 14185.00 13995.00 180.00 240.00 220.00 210.00
2024-04-26 14400.00 14395.00 14425.00 14280.00 14175.00 14180.00 14195.00 14065.00 225.00 215.00 230.00 215.00
2024-04-25 14320.00 14380.00 14385.00 14245.00 14145.00 14160.00 14165.00 14050.00 175.00 220.00 220.00 195.00
2024-04-24 14100.00 14330.00 14330.00 14090.00 13945.00 14155.00 14155.00 13920.00 155.00 175.00 175.00 170.00
2024-04-23 14285.00 14165.00 14370.00 14155.00 14080.00 13980.00 14175.00 13975.00 205.00 185.00 195.00 180.00
2024-04-22 14460.00 14275.00 14645.00 14270.00 14245.00 14070.00 14425.00 14070.00 215.00 205.00 220.00 200.00
2024-04-19 14285.00 14405.00 14415.00 14190.00 14090.00 14185.00 14195.00 14005.00 195.00 220.00 220.00 185.00
2024-04-18 14135.00 14285.00 14290.00 13985.00 13780.00 14020.00 14020.00 13775.00 355.00 265.00 270.00 210.00
2024-04-17 13750.00 13890.00 13915.00 13715.00 13905.00 14035.00 14050.00 13850.00 -155.00 -145.00 -135.00 -135.00
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