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
2022-08-18 15575.00 15185.00 15620.00 15120.00 15300.00 14870.00 15300.00 14830.00 275.00 315.00 320.00 290.00
2022-08-17 15620.00 15560.00 15850.00 15550.00 15500.00 15355.00 15500.00 15355.00 120.00 205.00 350.00 195.00
2022-08-16 15555.00 15575.00 15665.00 15455.00 15215.00 15310.00 15345.00 15210.00 340.00 265.00 320.00 245.00
2022-08-15 15710.00 15630.00 15765.00 15500.00 15330.00 15340.00 15460.00 15240.00 380.00 290.00 305.00 260.00
2022-08-12 15700.00 15685.00 15860.00 15570.00 15415.00 15370.00 15570.00 15280.00 285.00 315.00 290.00 290.00
2022-08-11 15480.00 15650.00 15700.00 15460.00 15315.00 15395.00 15410.00 15265.00 165.00 255.00 290.00 195.00
2022-08-10 15610.00 15400.00 15660.00 15385.00 15375.00 15225.00 15430.00 15190.00 235.00 175.00 230.00 195.00
2022-08-09 15770.00 15580.00 15865.00 15525.00 15475.00 15365.00 15580.00 15305.00 295.00 215.00 285.00 220.00
2022-08-08 16200.00 15770.00 16410.00 15710.00 15735.00 15475.00 15900.00 15410.00 465.00 295.00 510.00 300.00
2022-08-05 16230.00 16280.00 16350.00 16070.00 15855.00 15800.00 15875.00 15630.00 375.00 480.00 475.00 440.00
2022-08-04 16200.00 16265.00 16385.00 16145.00 15790.00 15855.00 15900.00 15670.00 410.00 410.00 485.00 475.00
2022-08-03 16200.00 16225.00 16310.00 16100.00 15795.00 15790.00 15890.00 15675.00 405.00 435.00 420.00 425.00
2022-08-02 16170.00 16315.00 16380.00 16050.00 16000.00 15900.00 16000.00 15630.00 170.00 415.00 380.00 420.00
2022-08-01 15700.00 16270.00 16465.00 15700.00 15400.00 15900.00 15985.00 15255.00 300.00 370.00 480.00 445.00
2022-07-29 15765.00 15780.00 15845.00 15620.00 15300.00 15310.00 15350.00 15160.00 465.00 470.00 495.00 460.00
2022-07-28 15500.00 15780.00 15800.00 15280.00 16030.00 16115.00 16435.00 15850.00 -530.00 -335.00 -635.00 -570.00
2022-07-27 15690.00 15500.00 15705.00 15440.00 16150.00 16030.00 16320.00 15965.00 -460.00 -530.00 -615.00 -525.00
2022-07-26 16270.00 16200.00 16280.00 16020.00 15785.00 15690.00 15785.00 15560.00 485.00 510.00 495.00 460.00
2022-07-25 16020.00 16225.00 16280.00 15980.00 15650.00 15735.00 15880.00 15565.00 370.00 490.00 400.00 415.00
2022-07-22 16165.00 16020.00 16195.00 15865.00 15620.00 15580.00 15745.00 15500.00 545.00 440.00 450.00 365.00
2022-07-21 16400.00 16135.00 16445.00 16080.00 15850.00 15700.00 15915.00 15650.00 550.00 435.00 530.00 430.00
2022-07-20 16410.00 16405.00 16465.00 16195.00 15730.00 15830.00 15860.00 15660.00 680.00 575.00 605.00 535.00
2022-07-19 16400.00 16290.00 16500.00 16155.00 15780.00 15705.00 15915.00 15610.00 620.00 585.00 585.00 545.00
2022-07-18 16170.00 16350.00 16450.00 16060.00 15495.00 15735.00 15770.00 15440.00 675.00 615.00 680.00 620.00
2022-07-15 16650.00 16050.00 16650.00 15925.00 15995.00 15470.00 15995.00 15415.00 655.00 580.00 655.00 510.00
2022-07-14 16765.00 16680.00 16975.00 16480.00 16125.00 16020.00 16295.00 15885.00 640.00 660.00 680.00 595.00
2022-07-13 16680.00 16850.00 16915.00 16625.00 16000.00 16200.00 16210.00 16000.00 680.00 650.00 705.00 625.00
2022-07-12 16775.00 16655.00 16840.00 16600.00 16120.00 16055.00 16220.00 16020.00 655.00 600.00 620.00 580.00
2022-07-11 16905.00 16680.00 16980.00 16620.00 16150.00 16175.00 16360.00 16100.00 755.00 505.00 620.00 520.00
2022-07-08 16800.00 16920.00 17050.00 16735.00 16115.00 16230.00 16400.00 16115.00 685.00 690.00 650.00 620.00
2022-07-07 16660.00 16700.00 16785.00 16410.00 16000.00 16115.00 16300.00 15905.00 660.00 585.00 485.00 505.00
2022-07-06 16545.00 16660.00 16690.00 16370.00 16060.00 16050.00 16145.00 15850.00 485.00 610.00 545.00 520.00
2022-07-05 16450.00 16620.00 16820.00 16410.00 15980.00 16110.00 16300.00 15925.00 470.00 510.00 520.00 485.00
2022-07-04 16440.00 16340.00 16700.00 16290.00 16000.00 15925.00 16345.00 15915.00 440.00 415.00 355.00 375.00
2022-07-01 16720.00 16375.00 16770.00 16330.00 16350.00 16050.00 16380.00 16005.00 370.00 325.00 390.00 325.00
2022-06-30 16750.00 16865.00 16980.00 16620.00 16310.00 16455.00 16555.00 16260.00 440.00 410.00 425.00 360.00
2022-06-29 16810.00 16620.00 16820.00 16490.00 17200.00 16775.00 17205.00 16750.00 -390.00 -155.00 -385.00 -260.00
2022-06-28 16735.00 16810.00 16875.00 16520.00 17080.00 17200.00 17300.00 16870.00 -345.00 -390.00 -425.00 -350.00
2022-06-27 16800.00 16635.00 17000.00 16595.00 17500.00 17060.00 17795.00 17040.00 -700.00 -425.00 -795.00 -445.00
2022-06-24 18315.00 17505.00 18405.00 17505.00 17500.00 16810.00 17570.00 16745.00 815.00 695.00 835.00 760.00
2022-06-23 18000.00 18315.00 18450.00 17890.00 17290.00 17575.00 17625.00 17230.00 710.00 740.00 825.00 660.00
2022-06-22 18130.00 17955.00 18340.00 17815.00 17460.00 17270.00 17650.00 17200.00 670.00 685.00 690.00 615.00
2022-06-21 17850.00 18130.00 18380.00 17780.00 17140.00 17535.00 17695.00 17140.00 710.00 595.00 685.00 640.00
2022-06-20 17565.00 17850.00 17980.00 17535.00 17265.00 17370.00 17575.00 17220.00 300.00 480.00 405.00 315.00
2022-06-17 17700.00 17565.00 17800.00 17480.00 17400.00 17280.00 17475.00 17220.00 300.00 285.00 325.00 260.00
2022-06-16 17640.00 17755.00 17910.00 17625.00 17400.00 17495.00 17650.00 17400.00 240.00 260.00 260.00 225.00
2022-06-15 17850.00 17640.00 17865.00 17580.00 17600.00 17435.00 17660.00 17360.00 250.00 205.00 205.00 220.00
2022-06-14 17935.00 17850.00 18035.00 17665.00 17695.00 17625.00 17820.00 17480.00 240.00 225.00 215.00 185.00
2022-06-13 18750.00 17995.00 18750.00 17885.00 18585.00 17800.00 18585.00 17710.00 165.00 195.00 165.00 175.00
2022-06-10 18520.00 18770.00 18820.00 18450.00 18320.00 18530.00 18550.00 18220.00 200.00 240.00 270.00 230.00
2022-06-09 18875.00 18630.00 18895.00 18550.00 18600.00 18395.00 18615.00 18325.00 275.00 235.00 280.00 225.00
2022-06-08 18460.00 18880.00 18895.00 18445.00 18210.00 18575.00 18600.00 18210.00 250.00 305.00 295.00 235.00
2022-06-07 18630.00 18460.00 18920.00 18400.00 18280.00 18245.00 18650.00 18185.00 350.00 215.00 270.00 215.00
2022-06-06 18580.00 18500.00 18600.00 18220.00 18335.00 18265.00 18385.00 18045.00 245.00 235.00 215.00 175.00
2022-06-02 18285.00 18495.00 18595.00 18100.00 18120.00 18270.00 18350.00 17920.00 165.00 225.00 245.00 180.00
2022-06-01 18315.00 18330.00 18445.00 18200.00 18040.00 18070.00 18175.00 17950.00 275.00 260.00 270.00 250.00
2022-05-31 18680.00 18290.00 18745.00 18220.00 18865.00 18570.00 18885.00 18405.00 -185.00 -280.00 -140.00 -185.00
2022-05-30 18360.00 18645.00 18695.00 18260.00 18850.00 18820.00 18985.00 18640.00 -490.00 -175.00 -290.00 -380.00
2022-05-27 18605.00 18715.00 18735.00 18485.00 18220.00 18300.00 18385.00 18170.00 385.00 415.00 350.00 315.00
2022-05-26 18675.00 18530.00 18835.00 18440.00 18400.00 18130.00 18560.00 18080.00 275.00 400.00 275.00 360.00
2022-05-25 18455.00 18595.00 18720.00 18430.00 18235.00 18350.00 18420.00 18210.00 220.00 245.00 300.00 220.00
2022-05-24 18535.00 18440.00 18660.00 18360.00 18400.00 18260.00 18440.00 18190.00 135.00 180.00 220.00 170.00
2022-05-23 19090.00 18535.00 19155.00 18450.00 18765.00 18400.00 18835.00 18305.00 325.00 135.00 320.00 145.00
2022-05-20 18630.00 19090.00 19165.00 18600.00 18300.00 18765.00 18810.00 18300.00 330.00 325.00 355.00 300.00
2022-05-19 18360.00 18605.00 18645.00 18275.00 18200.00 18400.00 18470.00 18170.00 160.00 205.00 175.00 105.00
2022-05-18 18785.00 18360.00 18830.00 18325.00 18705.00 18240.00 18710.00 18205.00 80.00 120.00 120.00 120.00
2022-05-17 18975.00 18765.00 19140.00 18650.00 18800.00 18625.00 18855.00 18510.00 175.00 140.00 285.00 140.00
2022-05-16 18800.00 19175.00 19250.00 18620.00 18600.00 18940.00 19035.00 18505.00 200.00 235.00 215.00 115.00
2022-05-13 18830.00 18830.00 19050.00 18600.00 18610.00 18665.00 18895.00 18485.00 220.00 165.00 155.00 115.00
2022-05-12 19100.00 18865.00 19250.00 18770.00 18890.00 18725.00 19095.00 18650.00 210.00 140.00 155.00 120.00
2022-05-11 18840.00 19055.00 19195.00 18640.00 18620.00 18925.00 19045.00 18540.00 220.00 130.00 150.00 100.00
2022-05-10 18720.00 18840.00 19030.00 18500.00 18995.00 18725.00 18995.00 18390.00 -275.00 115.00 35.00 110.00
2022-05-09 18750.00 19320.00 19460.00 18750.00 18690.00 19245.00 19380.00 18690.00 60.00 75.00 80.00 60.00
2022-05-06 19500.00 18750.00 19500.00 18750.00 19300.00 18710.00 19420.00 18705.00 200.00 40.00 80.00 45.00
2022-05-05 19280.00 19500.00 19590.00 19155.00 19000.00 19415.00 19540.00 19000.00 280.00 85.00 50.00 155.00
2022-04-29 19380.00 19360.00 19475.00 19000.00 19390.00 19320.00 19400.00 18950.00 -10.00 40.00 75.00 50.00
2022-04-28 19550.00 19450.00 19685.00 19320.00 19600.00 19415.00 19690.00 19350.00 -50.00 35.00 -5.00 -30.00
2022-04-27 19220.00 19550.00 19580.00 19120.00 19400.00 19540.00 19600.00 19190.00 -180.00 10.00 -20.00 -70.00
2022-04-26 19105.00 19225.00 19450.00 18720.00 19060.00 19295.00 19470.00 18710.00 45.00 -70.00 -20.00 10.00
2022-04-25 20140.00 19060.00 20140.00 19020.00 20140.00 19105.00 20140.00 19030.00 0.00 -45.00 0.00 -10.00
2022-04-22 19970.00 20040.00 20365.00 19900.00 19970.00 20030.00 20350.00 19925.00 0.00 10.00 15.00 -25.00
2022-04-21 19840.00 19965.00 20075.00 19745.00 20000.00 19955.00 20080.00 19765.00 -160.00 10.00 -5.00 -20.00
2022-04-20 20265.00 19890.00 20315.00 19860.00 20185.00 19880.00 20285.00 19860.00 80.00 10.00 30.00 0.00
2022-04-19 19505.00 20265.00 20750.00 19505.00 19470.00 20260.00 20650.00 19470.00 35.00 5.00 100.00 35.00
2022-04-18 19860.00 19505.00 19910.00 19420.00 19720.00 19495.00 19870.00 19405.00 140.00 10.00 40.00 15.00
2022-04-15 19865.00 19835.00 19995.00 19650.00 19770.00 19795.00 19940.00 19610.00 95.00 40.00 55.00 40.00
2022-04-14 19815.00 19830.00 19925.00 19590.00 19800.00 19795.00 19875.00 19540.00 15.00 35.00 50.00 50.00
2022-04-13 19555.00 19805.00 20000.00 19410.00 19540.00 19800.00 19930.00 19390.00 15.00 5.00 70.00 20.00
2022-04-12 19140.00 19555.00 19670.00 19110.00 19200.00 19550.00 19645.00 19075.00 -60.00 5.00 25.00 35.00
2022-04-11 19965.00 19330.00 19965.00 19120.00 19960.00 19295.00 19960.00 19080.00 5.00 35.00 5.00 40.00
2022-04-08 20365.00 20025.00 20480.00 19930.00 20400.00 19955.00 20400.00 19900.00 -35.00 70.00 80.00 30.00
2022-04-07 20830.00 20365.00 20960.00 20310.00 20760.00 20290.00 20860.00 20255.00 70.00 75.00 100.00 55.00
2022-04-06 20600.00 20830.00 20830.00 20210.00 20375.00 20725.00 20725.00 20165.00 225.00 105.00 105.00 45.00
2022-04-01 20315.00 20280.00 20475.00 20030.00 20460.00 20215.00 20460.00 20000.00 -145.00 65.00 15.00 30.00
2022-03-31 20725.00 20185.00 20815.00 20060.00 20640.00 20230.00 20750.00 20000.00 85.00 -45.00 65.00 60.00
2022-03-30 20100.00 20730.00 20730.00 19885.00 19980.00 20680.00 20680.00 19800.00 120.00 50.00 50.00 85.00
2022-03-29 20250.00 20270.00 20430.00 19975.00 20205.00 20210.00 20650.00 19950.00 45.00 60.00 -220.00 25.00
2022-03-28 20500.00 20245.00 21090.00 19830.00 20700.00 20250.00 21000.00 19865.00 -200.00 -5.00 90.00 -35.00
2022-03-25 22305.00 21110.00 23050.00 20360.00 22565.00 21090.00 22985.00 20335.00 -260.00 20.00 65.00 25.00
2022-03-24 21000.00 21680.00 22345.00 20955.00 20985.00 21615.00 22200.00 20880.00 15.00 65.00 145.00 75.00
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