PTA期货跨期套利数据回测

本页面展示PTA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PTA期货跨期套利的详细数据分析,请查看文章:。

PTA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
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PTA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
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PTA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
2025-07-11 4730.00 4700.00 4742.00 4686.00 4724.00 4662.00 4732.00 4658.00 6.00 38.00 10.00 28.00
2025-07-10 4712.00 4742.00 4752.00 4702.00 4682.00 4730.00 4748.00 4674.00 30.00 12.00 4.00 28.00
2025-07-09 4722.00 4718.00 4738.00 4686.00 4670.00 4690.00 4694.00 4658.00 52.00 28.00 44.00 28.00
2025-07-08 4720.00 4710.00 4730.00 4686.00 4654.00 4652.00 4678.00 4632.00 66.00 58.00 52.00 54.00
2025-07-07 4696.00 4710.00 4722.00 4670.00 4650.00 4640.00 4652.00 4608.00 46.00 70.00 70.00 62.00
2025-07-04 4744.00 4710.00 4780.00 4692.00 4670.00 4650.00 4698.00 4638.00 74.00 60.00 82.00 54.00
2025-07-03 4804.00 4746.00 4804.00 4732.00 4690.00 4662.00 4710.00 4648.00 114.00 84.00 94.00 84.00
2025-07-02 4810.00 4794.00 4818.00 4744.00 4678.00 4680.00 4692.00 4640.00 132.00 114.00 126.00 104.00
2025-07-01 4818.00 4800.00 4850.00 4756.00 4668.00 4674.00 4702.00 4632.00 150.00 126.00 148.00 124.00
2025-06-30 4796.00 4798.00 4864.00 4784.00 4616.00 4654.00 4680.00 4606.00 180.00 144.00 184.00 178.00
2025-06-27 4762.00 4778.00 4790.00 4744.00 4582.00 4606.00 4614.00 4572.00 180.00 172.00 176.00 172.00
2025-06-26 4774.00 4770.00 4794.00 4732.00 4600.00 4596.00 4614.00 4566.00 174.00 174.00 180.00 166.00
2025-06-25 4784.00 4790.00 4796.00 4760.00 4586.00 4612.00 4618.00 4586.00 198.00 178.00 178.00 174.00
2025-06-24 4982.00 4776.00 5012.00 4644.00 4796.00 4586.00 4814.00 4510.00 186.00 190.00 198.00 134.00
2025-06-23 4960.00 5012.00 5044.00 4934.00 4788.00 4818.00 4856.00 4750.00 172.00 194.00 188.00 184.00
2025-06-20 5000.00 4978.00 5074.00 4952.00 4788.00 4798.00 4868.00 4764.00 212.00 180.00 206.00 188.00
2025-06-19 4920.00 4988.00 4990.00 4858.00 4758.00 4782.00 4782.00 4704.00 162.00 206.00 208.00 154.00
2025-06-18 4820.00 4914.00 4958.00 4798.00 4648.00 4746.00 4764.00 4622.00 172.00 168.00 194.00 176.00
2025-06-17 4730.00 4782.00 4788.00 4694.00 4628.00 4618.00 4650.00 4582.00 102.00 164.00 138.00 112.00
2025-06-16 4820.00 4766.00 4820.00 4746.00 4704.00 4654.00 4710.00 4636.00 116.00 112.00 110.00 110.00
2025-06-13 4610.00 4782.00 4940.00 4610.00 4520.00 4676.00 4810.00 4518.00 90.00 106.00 130.00 92.00
2025-06-12 4654.00 4620.00 4686.00 4590.00 4550.00 4532.00 4584.00 4500.00 104.00 88.00 102.00 90.00
2025-06-11 4616.00 4620.00 4656.00 4568.00 4512.00 4518.00 4550.00 4480.00 104.00 102.00 106.00 88.00
2025-06-10 4620.00 4612.00 4696.00 4582.00 4508.00 4508.00 4572.00 4470.00 112.00 104.00 124.00 112.00
2025-06-09 4668.00 4602.00 4688.00 4578.00 4526.00 4492.00 4546.00 4468.00 142.00 110.00 142.00 110.00
2025-06-06 4668.00 4652.00 4720.00 4622.00 4524.00 4516.00 4564.00 4490.00 144.00 136.00 156.00 132.00
2025-06-05 4658.00 4644.00 4664.00 4582.00 4516.00 4506.00 4524.00 4456.00 142.00 138.00 140.00 126.00
2025-06-04 4650.00 4670.00 4714.00 4628.00 4510.00 4532.00 4556.00 4480.00 140.00 138.00 158.00 148.00
2025-06-03 4760.00 4628.00 4806.00 4626.00 4562.00 4492.00 4622.00 4488.00 198.00 136.00 184.00 138.00
2025-05-30 4770.00 4700.00 4780.00 4674.00 4580.00 4514.00 4588.00 4486.00 190.00 186.00 192.00 188.00
2025-05-29 4698.00 4814.00 4830.00 4652.00 4546.00 4616.00 4644.00 4502.00 152.00 198.00 186.00 150.00
2025-05-28 4736.00 4672.00 4742.00 4652.00 4572.00 4524.00 4590.00 4508.00 164.00 148.00 152.00 144.00
2025-05-27 4722.00 4740.00 4746.00 4660.00 4584.00 4578.00 4586.00 4520.00 138.00 162.00 160.00 140.00
2025-05-26 4706.00 4724.00 4798.00 4688.00 4552.00 4578.00 4630.00 4542.00 154.00 146.00 168.00 146.00
2025-05-23 4690.00 4716.00 4756.00 4690.00 4556.00 4568.00 4616.00 4556.00 134.00 148.00 140.00 134.00
2025-05-22 4794.00 4702.00 4794.00 4692.00 4666.00 4570.00 4666.00 4564.00 128.00 132.00 128.00 128.00
2025-05-21 4726.00 4788.00 4808.00 4726.00 4620.00 4656.00 4686.00 4604.00 106.00 132.00 122.00 122.00
2025-05-20 4770.00 4732.00 4774.00 4686.00 4658.00 4628.00 4672.00 4600.00 112.00 104.00 102.00 86.00
2025-05-19 4784.00 4776.00 4836.00 4750.00 4690.00 4660.00 4726.00 4628.00 94.00 116.00 110.00 122.00
2025-05-16 4798.00 4774.00 4836.00 4764.00 4716.00 4688.00 4738.00 4678.00 82.00 86.00 98.00 86.00
2025-05-15 4850.00 4798.00 4872.00 4776.00 4762.00 4704.00 4782.00 4684.00 88.00 94.00 90.00 92.00
2025-05-14 4804.00 4874.00 4920.00 4768.00 4680.00 4776.00 4786.00 4662.00 124.00 98.00 134.00 106.00
2025-05-13 4780.00 4750.00 4780.00 4692.00 4704.00 4654.00 4704.00 4610.00 76.00 96.00 76.00 82.00
2025-05-12 4594.00 4710.00 4712.00 4544.00 4522.00 4642.00 4650.00 4480.00 72.00 68.00 62.00 64.00
2025-05-09 4570.00 4582.00 4590.00 4546.00 4494.00 4510.00 4526.00 4476.00 76.00 72.00 64.00 70.00
2025-05-08 4448.00 4546.00 4548.00 4430.00 4448.00 4482.00 4506.00 4424.00 0.00 64.00 42.00 6.00
2025-05-07 4380.00 4466.00 4520.00 4376.00 4454.00 4540.00 4638.00 4454.00 -74.00 -74.00 -118.00 -78.00
2025-05-06 4390.00 4362.00 4404.00 4328.00 4492.00 4448.00 4500.00 4406.00 -102.00 -86.00 -96.00 -78.00
2025-04-30 4426.00 4434.00 4464.00 4400.00 4506.00 4530.00 4562.00 4480.00 -80.00 -96.00 -98.00 -80.00
2025-04-29 4470.00 4440.00 4484.00 4408.00 4512.00 4528.00 4538.00 4492.00 -42.00 -88.00 -54.00 -84.00
2025-04-28 4372.00 4480.00 4514.00 4372.00 4412.00 4534.00 4628.00 4410.00 -40.00 -54.00 -114.00 -38.00
2025-04-25 4378.00 4400.00 4448.00 4354.00 4372.00 4432.00 4478.00 4350.00 6.00 -32.00 -30.00 4.00
2025-04-24 4374.00 4370.00 4386.00 4312.00 4366.00 4354.00 4368.00 4302.00 8.00 16.00 18.00 10.00
2025-04-23 4306.00 4408.00 4414.00 4262.00 4290.00 4392.00 4396.00 4246.00 16.00 16.00 18.00 16.00
2025-04-22 4330.00 4306.00 4334.00 4270.00 4312.00 4286.00 4312.00 4250.00 18.00 20.00 22.00 20.00
2025-04-21 4318.00 4350.00 4378.00 4296.00 4292.00 4326.00 4358.00 4282.00 26.00 24.00 20.00 14.00
2025-04-18 4312.00 4330.00 4336.00 4280.00 4280.00 4312.00 4314.00 4258.00 32.00 18.00 22.00 22.00
2025-04-17 4270.00 4294.00 4366.00 4240.00 4236.00 4266.00 4334.00 4212.00 34.00 28.00 32.00 28.00
2025-04-16 4298.00 4222.00 4332.00 4218.00 4258.00 4194.00 4298.00 4192.00 40.00 28.00 34.00 26.00
2025-04-15 4388.00 4324.00 4398.00 4314.00 4358.00 4282.00 4360.00 4276.00 30.00 42.00 38.00 38.00
2025-04-14 4344.00 4328.00 4386.00 4320.00 4390.00 4368.00 4436.00 4366.00 -46.00 -40.00 -50.00 -46.00
2025-04-11 4320.00 4358.00 4372.00 4238.00 4350.00 4404.00 4412.00 4286.00 -30.00 -46.00 -40.00 -48.00
2025-04-10 4036.00 4350.00 4382.00 4016.00 4100.00 4386.00 4430.00 4060.00 -64.00 -36.00 -48.00 -44.00
2025-04-09 4316.00 4110.00 4318.00 4098.00 4356.00 4164.00 4358.00 4126.00 -40.00 -54.00 -40.00 -28.00
2025-04-08 4330.00 4296.00 4428.00 4280.00 4350.00 4334.00 4452.00 4316.00 -20.00 -38.00 -24.00 -36.00
2025-04-07 4550.00 4550.00 4550.00 4550.00 4566.00 4566.00 4566.00 4566.00 -16.00 -16.00 -16.00 -16.00
2025-04-03 4890.00 4802.00 4908.00 4802.00 4920.00 4820.00 4930.00 4818.00 -30.00 -18.00 -22.00 -16.00
2025-04-02 4908.00 4898.00 4920.00 4874.00 4932.00 4916.00 4934.00 4900.00 -24.00 -18.00 -14.00 -26.00
2025-04-01 4858.00 4894.00 4922.00 4842.00 4868.00 4924.00 4950.00 4868.00 -10.00 -30.00 -28.00 -26.00
2025-03-31 4892.00 4842.00 4904.00 4816.00 4910.00 4868.00 4924.00 4842.00 -18.00 -26.00 -20.00 -26.00
2025-03-28 4940.00 4894.00 4948.00 4886.00 4950.00 4918.00 4964.00 4906.00 -10.00 -24.00 -16.00 -20.00
2025-03-27 4940.00 4934.00 4948.00 4912.00 4950.00 4944.00 4960.00 4928.00 -10.00 -10.00 -12.00 -16.00
2025-03-26 4882.00 4926.00 4942.00 4880.00 4902.00 4940.00 4952.00 4896.00 -20.00 -14.00 -10.00 -16.00
2025-03-25 4886.00 4876.00 4898.00 4854.00 4900.00 4898.00 4920.00 4874.00 -14.00 -22.00 -22.00 -20.00
2025-03-24 4872.00 4884.00 4892.00 4824.00 4880.00 4906.00 4910.00 4850.00 -8.00 -22.00 -18.00 -26.00
2025-03-21 4856.00 4878.00 4914.00 4820.00 4864.00 4886.00 4924.00 4836.00 -8.00 -8.00 -10.00 -16.00
2025-03-20 4834.00 4856.00 4870.00 4804.00 4848.00 4870.00 4884.00 4824.00 -14.00 -14.00 -14.00 -20.00
2025-03-19 4882.00 4828.00 4888.00 4822.00 4886.00 4844.00 4900.00 4834.00 -4.00 -16.00 -12.00 -12.00
2025-03-18 4842.00 4860.00 4878.00 4802.00 4858.00 4880.00 4892.00 4826.00 -16.00 -20.00 -14.00 -24.00
2025-03-17 4840.00 4836.00 4868.00 4786.00 4856.00 4862.00 4888.00 4812.00 -16.00 -26.00 -20.00 -26.00
2025-03-14 4756.00 4832.00 4840.00 4746.00 4794.00 4858.00 4868.00 4780.00 -38.00 -26.00 -28.00 -34.00
2025-03-13 4752.00 4768.00 4810.00 4738.00 4790.00 4802.00 4846.00 4774.00 -38.00 -34.00 -36.00 -36.00
2025-03-12 4800.00 4720.00 4828.00 4714.00 4830.00 4758.00 4854.00 4752.00 -30.00 -38.00 -26.00 -38.00
2025-03-11 4848.00 4792.00 4852.00 4748.00 4882.00 4820.00 4882.00 4784.00 -34.00 -28.00 -30.00 -36.00
2025-03-10 4876.00 4826.00 4896.00 4820.00 4898.00 4856.00 4922.00 4848.00 -22.00 -30.00 -26.00 -28.00
2025-03-07 4844.00 4864.00 4868.00 4818.00 4874.00 4886.00 4894.00 4848.00 -30.00 -22.00 -26.00 -30.00
2025-03-06 4860.00 4842.00 4876.00 4794.00 4876.00 4874.00 4894.00 4818.00 -16.00 -32.00 -18.00 -24.00
2025-03-05 4866.00 4874.00 4906.00 4860.00 4880.00 4894.00 4924.00 4878.00 -14.00 -20.00 -18.00 -18.00
2025-03-04 5012.00 4886.00 5030.00 4878.00 5034.00 4902.00 5048.00 4900.00 -22.00 -16.00 -18.00 -22.00
2025-03-03 4990.00 5014.00 5070.00 4970.00 4994.00 5030.00 5082.00 4988.00 -4.00 -16.00 -12.00 -18.00
2025-02-28 5018.00 4994.00 5028.00 4988.00 5032.00 5010.00 5042.00 5004.00 -14.00 -16.00 -14.00 -16.00
2025-02-27 4970.00 4994.00 4998.00 4960.00 4984.00 5014.00 5016.00 4976.00 -14.00 -20.00 -18.00 -16.00
2025-02-26 5030.00 4980.00 5062.00 4976.00 5054.00 5000.00 5078.00 4996.00 -24.00 -20.00 -16.00 -20.00
2025-02-25 5056.00 5048.00 5068.00 5026.00 5086.00 5066.00 5088.00 5050.00 -30.00 -18.00 -20.00 -24.00
2025-02-24 5102.00 5058.00 5126.00 5042.00 5124.00 5082.00 5148.00 5064.00 -22.00 -24.00 -22.00 -22.00
2025-02-21 5170.00 5108.00 5200.00 5102.00 5202.00 5134.00 5218.00 5126.00 -32.00 -26.00 -18.00 -24.00
2025-02-20 5164.00 5152.00 5178.00 5124.00 5178.00 5172.00 5192.00 5144.00 -14.00 -20.00 -14.00 -20.00
2025-02-19 5146.00 5152.00 5172.00 5118.00 5160.00 5168.00 5188.00 5134.00 -14.00 -16.00 -16.00 -16.00
2025-02-18 5122.00 5146.00 5174.00 5104.00 5134.00 5162.00 5190.00 5120.00 -12.00 -16.00 -16.00 -16.00
2025-02-17 5120.00 5132.00 5140.00 5060.00 5132.00 5150.00 5154.00 5076.00 -12.00 -18.00 -14.00 -16.00
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