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
2023-01-16 16925.00 17040.00 17110.00 16770.00 16890.00 17090.00 17145.00 16825.00 35.00 -50.00 -35.00 -55.00
2023-01-13 16810.00 16895.00 17090.00 16760.00 16860.00 16935.00 17100.00 16815.00 -50.00 -40.00 -10.00 -55.00
2023-01-12 16800.00 16865.00 16930.00 16600.00 16840.00 16890.00 16960.00 16645.00 -40.00 -25.00 -30.00 -45.00
2023-01-11 17095.00 16770.00 17110.00 16625.00 17065.00 16815.00 17120.00 16675.00 30.00 -45.00 -10.00 -50.00
2023-01-10 17000.00 16995.00 17080.00 16875.00 17060.00 17020.00 17075.00 16900.00 -60.00 -25.00 5.00 -25.00
2023-01-09 16685.00 17030.00 17085.00 16655.00 16705.00 17035.00 17080.00 16680.00 -20.00 -5.00 5.00 -25.00
2023-01-06 16670.00 16705.00 16750.00 16495.00 16650.00 16725.00 16770.00 16540.00 20.00 -20.00 -20.00 -45.00
2023-01-05 16840.00 16600.00 16860.00 16545.00 16850.00 16630.00 16875.00 16590.00 -10.00 -30.00 -15.00 -45.00
2023-01-04 16950.00 16940.00 17150.00 16880.00 16975.00 16960.00 17155.00 16910.00 -25.00 -20.00 -5.00 -30.00
2023-01-03 16850.00 16860.00 16970.00 16420.00 16905.00 16885.00 17010.00 16485.00 -55.00 -25.00 -40.00 -65.00
2022-12-30 16760.00 16820.00 16835.00 16665.00 16765.00 16860.00 16865.00 16720.00 -5.00 -40.00 -30.00 -55.00
2022-12-29 16750.00 16800.00 16895.00 16720.00 16770.00 16845.00 16925.00 16760.00 -20.00 -45.00 -30.00 -40.00
2022-12-28 16700.00 16715.00 16775.00 16615.00 16775.00 16750.00 16810.00 16655.00 -75.00 -35.00 -35.00 -40.00
2022-12-27 16450.00 16735.00 16825.00 16445.00 16495.00 16670.00 16755.00 16420.00 -45.00 65.00 70.00 25.00
2022-12-26 16400.00 16540.00 16580.00 16305.00 16240.00 16505.00 16545.00 16240.00 160.00 35.00 35.00 65.00
2022-12-23 16400.00 16310.00 16445.00 16210.00 16350.00 16330.00 16430.00 16170.00 50.00 -20.00 15.00 40.00
2022-12-22 16430.00 16275.00 16475.00 16235.00 16510.00 16340.00 16545.00 16300.00 -80.00 -65.00 -70.00 -65.00
2022-12-21 16480.00 16390.00 16515.00 16210.00 16500.00 16455.00 16560.00 16265.00 -20.00 -65.00 -45.00 -55.00
2022-12-20 16745.00 16375.00 16745.00 16325.00 16700.00 16430.00 16740.00 16400.00 45.00 -55.00 5.00 -75.00
2022-12-19 17250.00 16640.00 17250.00 16620.00 17230.00 16690.00 17260.00 16665.00 20.00 -50.00 -10.00 -45.00
2022-12-16 17600.00 17225.00 17835.00 17105.00 17580.00 17245.00 17805.00 17115.00 20.00 -20.00 30.00 -10.00
2022-12-15 17550.00 17585.00 17760.00 17465.00 17585.00 17535.00 17690.00 17410.00 -35.00 50.00 70.00 55.00
2022-12-14 17505.00 17615.00 17690.00 17430.00 17435.00 17565.00 17610.00 17380.00 70.00 50.00 80.00 50.00
2022-12-13 17575.00 17495.00 17645.00 17400.00 17510.00 17435.00 17570.00 17355.00 65.00 60.00 75.00 45.00
2022-12-12 17385.00 17550.00 17765.00 17350.00 17410.00 17470.00 17660.00 17310.00 -25.00 80.00 105.00 40.00
2022-12-09 17300.00 17465.00 17550.00 17200.00 17205.00 17415.00 17450.00 17150.00 95.00 50.00 100.00 50.00
2022-12-08 17220.00 17265.00 17335.00 17145.00 17045.00 17170.00 17225.00 17045.00 175.00 95.00 110.00 100.00
2022-12-07 17255.00 17220.00 17420.00 17110.00 17115.00 17125.00 17305.00 17030.00 140.00 95.00 115.00 80.00
2022-12-06 17115.00 17230.00 17305.00 17060.00 17100.00 17115.00 17185.00 16970.00 15.00 115.00 120.00 90.00
2022-12-05 16920.00 17215.00 17330.00 16660.00 16805.00 17105.00 17240.00 16625.00 115.00 110.00 90.00 35.00
2022-12-02 16900.00 16895.00 16925.00 16770.00 16705.00 16805.00 16820.00 16675.00 195.00 90.00 105.00 95.00
2022-12-01 16800.00 16855.00 16935.00 16735.00 16750.00 16775.00 16865.00 16680.00 50.00 80.00 70.00 55.00
2022-11-30 16800.00 16765.00 16905.00 16685.00 16795.00 16725.00 16805.00 16630.00 5.00 40.00 100.00 55.00
2022-11-29 16760.00 16840.00 16900.00 16515.00 16900.00 16915.00 17010.00 16740.00 -140.00 -75.00 -110.00 -225.00
2022-11-28 16730.00 16655.00 16815.00 16400.00 16855.00 16880.00 16960.00 16650.00 -125.00 -225.00 -145.00 -250.00
2022-11-25 16695.00 16760.00 16785.00 16550.00 16800.00 16910.00 16940.00 16730.00 -105.00 -150.00 -155.00 -180.00
2022-11-24 16840.00 16790.00 16990.00 16710.00 16570.00 16640.00 16840.00 16535.00 270.00 150.00 150.00 175.00
2022-11-23 16800.00 16765.00 16925.00 16645.00 16650.00 16570.00 16690.00 16450.00 150.00 195.00 235.00 195.00
2022-11-22 16620.00 16840.00 16995.00 16585.00 16360.00 16585.00 16670.00 16310.00 260.00 255.00 325.00 275.00
2022-11-21 16500.00 16680.00 16685.00 16340.00 16195.00 16390.00 16410.00 16115.00 305.00 290.00 275.00 225.00
2022-11-18 16610.00 16505.00 16610.00 16320.00 16180.00 16270.00 16330.00 16100.00 430.00 235.00 280.00 220.00
2022-11-17 16900.00 16580.00 16985.00 16330.00 16730.00 16315.00 16730.00 16120.00 170.00 265.00 255.00 210.00
2022-11-16 16820.00 17055.00 17115.00 16820.00 16590.00 16760.00 16790.00 16540.00 230.00 295.00 325.00 280.00
2022-11-15 16750.00 16870.00 16890.00 16510.00 16300.00 16530.00 16545.00 16205.00 450.00 340.00 345.00 305.00
2022-11-14 17020.00 16515.00 17140.00 16450.00 16695.00 16205.00 16735.00 16175.00 325.00 310.00 405.00 275.00
2022-11-11 16535.00 17055.00 17290.00 16520.00 16110.00 16660.00 16830.00 16110.00 425.00 395.00 460.00 410.00
2022-11-10 16500.00 16580.00 16640.00 16380.00 16090.00 16185.00 16255.00 16025.00 410.00 395.00 385.00 355.00
2022-11-09 16535.00 16455.00 16605.00 16350.00 16110.00 16085.00 16210.00 15985.00 425.00 370.00 395.00 365.00
2022-11-08 16400.00 16490.00 16575.00 16265.00 16030.00 16095.00 16200.00 15860.00 370.00 395.00 375.00 405.00
2022-11-07 16850.00 16465.00 16945.00 16420.00 16450.00 16100.00 16510.00 16050.00 400.00 365.00 435.00 370.00
2022-11-04 16550.00 16760.00 16835.00 16455.00 16105.00 16330.00 16390.00 16055.00 445.00 430.00 445.00 400.00
2022-11-03 16705.00 16595.00 16745.00 16520.00 16290.00 16205.00 16370.00 16135.00 415.00 390.00 375.00 385.00
2022-11-02 16750.00 16660.00 16960.00 16575.00 16440.00 16320.00 16590.00 16205.00 310.00 340.00 370.00 370.00
2022-11-01 16555.00 16725.00 16780.00 16410.00 16165.00 16365.00 16415.00 16030.00 390.00 360.00 365.00 380.00
2022-10-31 16900.00 16555.00 16900.00 16495.00 16455.00 16145.00 16540.00 16095.00 445.00 410.00 360.00 400.00
2022-10-28 17240.00 16800.00 17240.00 16640.00 17545.00 17380.00 17635.00 17140.00 -305.00 -580.00 -395.00 -500.00
2022-10-27 17350.00 17170.00 17450.00 17110.00 17645.00 17545.00 17745.00 17505.00 -295.00 -375.00 -295.00 -395.00
2022-10-26 17695.00 17580.00 17755.00 17470.00 17495.00 17295.00 17495.00 17150.00 200.00 285.00 260.00 320.00
2022-10-25 17485.00 17755.00 17825.00 17460.00 17200.00 17495.00 17540.00 17160.00 285.00 260.00 285.00 300.00
2022-10-24 17550.00 17485.00 17750.00 17370.00 17000.00 17195.00 17475.00 17000.00 550.00 290.00 275.00 370.00
2022-10-21 17730.00 17475.00 17880.00 17420.00 17270.00 17080.00 17395.00 17065.00 460.00 395.00 485.00 355.00
2022-10-20 17395.00 17705.00 17790.00 17395.00 17050.00 17235.00 17300.00 17000.00 345.00 470.00 490.00 395.00
2022-10-19 17180.00 17400.00 17485.00 17160.00 16845.00 17060.00 17075.00 16815.00 335.00 340.00 410.00 345.00
2022-10-18 17200.00 17180.00 17255.00 17065.00 16875.00 16860.00 16900.00 16750.00 325.00 320.00 355.00 315.00
2022-10-17 16970.00 17200.00 17290.00 16970.00 16705.00 16860.00 16935.00 16600.00 265.00 340.00 355.00 370.00
2022-10-14 16360.00 17175.00 17335.00 16300.00 15965.00 16770.00 16945.00 15965.00 395.00 405.00 390.00 335.00
2022-10-13 16300.00 16380.00 16515.00 16260.00 15975.00 16080.00 16170.00 15940.00 325.00 300.00 345.00 320.00
2022-10-12 16345.00 16360.00 16460.00 16215.00 16020.00 16040.00 16130.00 15915.00 325.00 320.00 330.00 300.00
2022-10-11 16440.00 16330.00 16595.00 16255.00 16145.00 16005.00 16305.00 15955.00 295.00 325.00 290.00 300.00
2022-10-10 16800.00 16470.00 16900.00 16270.00 16525.00 16190.00 16605.00 15990.00 275.00 280.00 295.00 280.00
2022-09-30 16660.00 16750.00 16860.00 16540.00 16490.00 16480.00 16610.00 16335.00 170.00 270.00 250.00 205.00
2022-09-29 16480.00 16570.00 16680.00 16470.00 16190.00 16340.00 16430.00 16185.00 290.00 230.00 250.00 285.00
2022-09-28 16520.00 16465.00 16695.00 16325.00 16750.00 16660.00 16840.00 16560.00 -230.00 -195.00 -145.00 -235.00
2022-09-27 16400.00 16595.00 16680.00 16395.00 16610.00 16775.00 16840.00 16480.00 -210.00 -180.00 -160.00 -85.00
2022-09-26 16750.00 16705.00 16855.00 16580.00 16500.00 16465.00 16625.00 16350.00 250.00 240.00 230.00 230.00
2022-09-23 17205.00 16925.00 17265.00 16845.00 16950.00 16645.00 16970.00 16575.00 255.00 280.00 295.00 270.00
2022-09-22 17195.00 17225.00 17355.00 16970.00 16885.00 16875.00 17010.00 16605.00 310.00 350.00 345.00 365.00
2022-09-21 17050.00 17290.00 17375.00 17050.00 16700.00 16880.00 16910.00 16625.00 350.00 410.00 465.00 425.00
2022-09-20 16880.00 17030.00 17270.00 16880.00 16500.00 16580.00 16810.00 16480.00 380.00 450.00 460.00 400.00
2022-09-19 16930.00 16855.00 17335.00 16805.00 16460.00 16440.00 16870.00 16400.00 470.00 415.00 465.00 405.00
2022-09-16 16980.00 16845.00 16985.00 16745.00 16520.00 16410.00 16520.00 16350.00 460.00 435.00 465.00 395.00
2022-09-15 17020.00 17090.00 17345.00 16980.00 16650.00 16575.00 16870.00 16510.00 370.00 515.00 475.00 470.00
2022-09-14 17360.00 17065.00 17430.00 16870.00 17100.00 16615.00 17100.00 16420.00 260.00 450.00 330.00 450.00
2022-09-13 17195.00 17480.00 17670.00 17120.00 16820.00 17045.00 17200.00 16670.00 375.00 435.00 470.00 450.00
2022-09-09 16420.00 17005.00 17060.00 16420.00 16300.00 16685.00 16750.00 16130.00 120.00 320.00 310.00 290.00
2022-09-08 16320.00 16505.00 16725.00 16320.00 16150.00 16210.00 16445.00 16075.00 170.00 295.00 280.00 245.00
2022-09-07 16350.00 16320.00 16510.00 16080.00 16060.00 16055.00 16220.00 15780.00 290.00 265.00 290.00 300.00
2022-09-06 15840.00 16375.00 16425.00 15840.00 15600.00 16070.00 16110.00 15545.00 240.00 305.00 315.00 295.00
2022-09-05 15620.00 15840.00 15880.00 15545.00 15400.00 15530.00 15560.00 15235.00 220.00 310.00 320.00 310.00
2022-09-02 15385.00 15645.00 15710.00 15285.00 15100.00 15335.00 15385.00 14900.00 285.00 310.00 325.00 385.00
2022-09-01 15500.00 15385.00 15565.00 15280.00 15260.00 15080.00 15260.00 14975.00 240.00 305.00 305.00 305.00
2022-08-31 15200.00 15610.00 15665.00 15170.00 14860.00 15280.00 15340.00 14845.00 340.00 330.00 325.00 325.00
2022-08-30 15340.00 15190.00 15415.00 15160.00 15695.00 15540.00 15775.00 15515.00 -355.00 -350.00 -360.00 -355.00
2022-08-29 15480.00 15340.00 15540.00 15220.00 15815.00 15700.00 15870.00 15590.00 -335.00 -360.00 -330.00 -370.00
2022-08-26 15265.00 15455.00 15470.00 15165.00 15460.00 15815.00 15855.00 15460.00 -195.00 -360.00 -385.00 -295.00
2022-08-25 15465.00 15590.00 15700.00 15395.00 15045.00 15240.00 15350.00 15020.00 420.00 350.00 350.00 375.00
2022-08-24 15420.00 15465.00 15545.00 15290.00 15050.00 15080.00 15130.00 14955.00 370.00 385.00 415.00 335.00
2022-08-23 15300.00 15425.00 15495.00 15225.00 14950.00 15020.00 15100.00 14825.00 350.00 405.00 395.00 400.00
2022-08-22 15200.00 15315.00 15380.00 15180.00 14835.00 14950.00 15030.00 14835.00 365.00 365.00 350.00 345.00
2022-08-19 15270.00 15260.00 15340.00 15105.00 14870.00 14930.00 14985.00 14780.00 400.00 330.00 355.00 325.00
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