PVC期货跨期套利数据回测

本页面展示PVC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PVC期货跨期套利的详细数据分析,请查看文章:。

PVC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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PVC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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PVC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
2025-12-08 4417.00 4409.00 4417.00 4390.00 4710.00 4693.00 4715.00 4679.00 -293.00 -284.00 -298.00 -289.00
2025-12-05 4502.00 4426.00 4503.00 4413.00 4780.00 4717.00 4784.00 4703.00 -278.00 -291.00 -281.00 -290.00
2025-12-04 4530.00 4500.00 4540.00 4483.00 4811.00 4782.00 4815.00 4760.00 -281.00 -282.00 -275.00 -277.00
2025-12-03 4568.00 4541.00 4575.00 4518.00 4841.00 4814.00 4853.00 4795.00 -273.00 -273.00 -278.00 -277.00
2025-12-02 4566.00 4575.00 4576.00 4544.00 4840.00 4853.00 4859.00 4828.00 -274.00 -278.00 -283.00 -284.00
2025-12-01 4550.00 4553.00 4591.00 4527.00 4840.00 4832.00 4875.00 4808.00 -290.00 -279.00 -284.00 -281.00
2025-11-28 4526.00 4549.00 4562.00 4525.00 4805.00 4839.00 4845.00 4805.00 -279.00 -290.00 -283.00 -280.00
2025-11-27 4484.00 4517.00 4520.00 4473.00 4773.00 4798.00 4803.00 4771.00 -289.00 -281.00 -283.00 -298.00
2025-11-26 4483.00 4489.00 4501.00 4466.00 4780.00 4782.00 4796.00 4764.00 -297.00 -293.00 -295.00 -298.00
2025-11-25 4496.00 4491.00 4525.00 4490.00 4785.00 4787.00 4816.00 4778.00 -289.00 -296.00 -291.00 -288.00
2025-11-24 4466.00 4496.00 4524.00 4445.00 4760.00 4790.00 4816.00 4745.00 -294.00 -294.00 -292.00 -300.00
2025-11-21 4476.00 4456.00 4509.00 4449.00 4773.00 4756.00 4824.00 4750.00 -297.00 -300.00 -315.00 -301.00
2025-11-20 4490.00 4456.00 4490.00 4416.00 4790.00 4767.00 4790.00 4730.00 -300.00 -311.00 -300.00 -314.00
2025-11-19 4529.00 4492.00 4535.00 4479.00 4833.00 4798.00 4847.00 4790.00 -304.00 -306.00 -312.00 -311.00
2025-11-18 4600.00 4520.00 4606.00 4515.00 4915.00 4839.00 4919.00 4836.00 -315.00 -319.00 -313.00 -321.00
2025-11-17 4605.00 4601.00 4613.00 4567.00 4930.00 4916.00 4930.00 4882.00 -325.00 -315.00 -317.00 -315.00
2025-11-14 4591.00 4608.00 4635.00 4580.00 4894.00 4918.00 4943.00 4889.00 -303.00 -310.00 -308.00 -309.00
2025-11-13 4572.00 4586.00 4590.00 4560.00 4883.00 4893.00 4895.00 4863.00 -311.00 -307.00 -305.00 -303.00
2025-11-12 4576.00 4581.00 4598.00 4572.00 4868.00 4883.00 4895.00 4868.00 -292.00 -302.00 -297.00 -296.00
2025-11-11 4609.00 4572.00 4613.00 4570.00 4903.00 4868.00 4912.00 4868.00 -294.00 -296.00 -299.00 -298.00
2025-11-10 4613.00 4614.00 4625.00 4582.00 4915.00 4909.00 4925.00 4880.00 -302.00 -295.00 -300.00 -298.00
2025-11-07 4631.00 4611.00 4638.00 4610.00 4924.00 4915.00 4939.00 4913.00 -293.00 -304.00 -301.00 -303.00
2025-11-06 4638.00 4630.00 4646.00 4600.00 4936.00 4933.00 4943.00 4902.00 -298.00 -303.00 -297.00 -302.00
2025-11-05 4658.00 4638.00 4662.00 4622.00 4961.00 4939.00 4964.00 4921.00 -303.00 -301.00 -302.00 -299.00
2025-11-04 4680.00 4670.00 4695.00 4655.00 4980.00 4969.00 4988.00 4954.00 -300.00 -299.00 -293.00 -299.00
2025-11-03 4696.00 4680.00 4702.00 4658.00 4998.00 4982.00 5000.00 4967.00 -302.00 -302.00 -298.00 -309.00
2025-10-31 4762.00 4701.00 4768.00 4687.00 5042.00 4993.00 5054.00 4980.00 -280.00 -292.00 -286.00 -293.00
2025-10-30 4775.00 4766.00 4817.00 4754.00 5067.00 5050.00 5105.00 5041.00 -292.00 -284.00 -288.00 -287.00
2025-10-29 4710.00 4775.00 4784.00 4709.00 4995.00 5061.00 5072.00 4995.00 -285.00 -286.00 -288.00 -286.00
2025-10-28 4730.00 4716.00 4748.00 4707.00 5025.00 5004.00 5035.00 4996.00 -295.00 -288.00 -287.00 -289.00
2025-10-27 4708.00 4746.00 4757.00 4694.00 4993.00 5032.00 5042.00 4992.00 -285.00 -286.00 -285.00 -298.00
2025-10-24 4738.00 4708.00 4749.00 4702.00 5029.00 5007.00 5040.00 5002.00 -291.00 -299.00 -291.00 -300.00
2025-10-23 4718.00 4730.00 4743.00 4706.00 5015.00 5030.00 5042.00 5010.00 -297.00 -300.00 -299.00 -304.00
2025-10-22 4695.00 4719.00 4734.00 4685.00 4990.00 5021.00 5035.00 4989.00 -295.00 -302.00 -301.00 -304.00
2025-10-21 4705.00 4699.00 4725.00 4670.00 5001.00 5000.00 5027.00 4975.00 -296.00 -301.00 -302.00 -305.00
2025-10-20 4696.00 4702.00 4746.00 4696.00 4991.00 5007.00 5047.00 4991.00 -295.00 -305.00 -301.00 -295.00
2025-10-17 4698.00 4688.00 4729.00 4675.00 5011.00 4993.00 5031.00 4982.00 -313.00 -305.00 -302.00 -307.00
2025-10-16 4673.00 4694.00 4697.00 4644.00 4996.00 5006.00 5008.00 4957.00 -323.00 -312.00 -311.00 -313.00
2025-10-15 4680.00 4677.00 4701.00 4662.00 5004.00 4991.00 5013.00 4974.00 -324.00 -314.00 -312.00 -312.00
2025-10-14 4717.00 4692.00 4721.00 4665.00 5043.00 5004.00 5043.00 4977.00 -326.00 -312.00 -322.00 -312.00
2025-10-13 4730.00 4721.00 4736.00 4694.00 5054.00 5039.00 5054.00 5012.00 -324.00 -318.00 -318.00 -318.00
2025-10-10 4770.00 4735.00 4796.00 4725.00 5102.00 5053.00 5119.00 5043.00 -332.00 -318.00 -323.00 -318.00
2025-10-09 4825.00 4769.00 4825.00 4719.00 5152.00 5092.00 5153.00 5045.00 -327.00 -323.00 -328.00 -326.00
2025-09-30 4888.00 4839.00 4892.00 4838.00 5198.00 5159.00 5202.00 5155.00 -310.00 -320.00 -310.00 -317.00
2025-09-29 4894.00 4896.00 4918.00 4874.00 5192.00 5206.00 5225.00 5178.00 -298.00 -310.00 -307.00 -304.00
2025-09-26 4930.00 4897.00 4931.00 4884.00 5237.00 5201.00 5237.00 5188.00 -307.00 -304.00 -306.00 -304.00
2025-09-25 4920.00 4935.00 4946.00 4906.00 5230.00 5235.00 5245.00 5208.00 -310.00 -300.00 -299.00 -302.00
2025-09-24 4899.00 4919.00 4956.00 4869.00 5198.00 5220.00 5259.00 5170.00 -299.00 -301.00 -303.00 -301.00
2025-09-23 4927.00 4891.00 4935.00 4868.00 5232.00 5191.00 5238.00 5171.00 -305.00 -300.00 -303.00 -303.00
2025-09-22 4955.00 4938.00 4989.00 4918.00 5259.00 5240.00 5295.00 5221.00 -304.00 -302.00 -306.00 -303.00
2025-09-19 4927.00 4950.00 4973.00 4924.00 5229.00 5253.00 5275.00 5226.00 -302.00 -303.00 -302.00 -302.00
2025-09-18 4975.00 4923.00 4993.00 4902.00 5279.00 5228.00 5293.00 5204.00 -304.00 -305.00 -300.00 -302.00
2025-09-17 4966.00 4973.00 4985.00 4952.00 4853.00 4859.00 4872.00 4838.00 113.00 114.00 113.00 114.00
2025-09-16 4934.00 4960.00 4994.00 4929.00 5231.00 5261.00 5298.00 5231.00 -297.00 -301.00 -304.00 -302.00
2025-09-15 4883.00 4921.00 4933.00 4863.00 5200.00 5224.00 5232.00 5164.00 -317.00 -303.00 -299.00 -301.00
2025-09-12 4886.00 4876.00 4886.00 4856.00 5170.00 5179.00 5189.00 5157.00 -284.00 -303.00 -303.00 -301.00
2025-09-11 4852.00 4888.00 4896.00 4838.00 5162.00 5188.00 5196.00 5143.00 -310.00 -300.00 -300.00 -305.00
2025-09-10 4850.00 4857.00 4878.00 4818.00 5150.00 5159.00 5178.00 5122.00 -300.00 -302.00 -300.00 -304.00
2025-09-09 4890.00 4847.00 4892.00 4829.00 5192.00 5155.00 5201.00 5140.00 -302.00 -308.00 -309.00 -311.00
2025-09-08 4913.00 4890.00 4913.00 4855.00 5219.00 5200.00 5222.00 5161.00 -306.00 -310.00 -309.00 -306.00
2025-09-05 4880.00 4913.00 4928.00 4847.00 5192.00 5223.00 5234.00 5135.00 -312.00 -310.00 -306.00 -288.00
2025-09-04 4874.00 4883.00 4893.00 4846.00 5164.00 5185.00 5197.00 5143.00 -290.00 -302.00 -304.00 -297.00
2025-09-03 4885.00 4878.00 4941.00 4867.00 5178.00 5172.00 5243.00 5163.00 -293.00 -294.00 -302.00 -296.00
2025-09-02 4883.00 4888.00 4918.00 4869.00 5200.00 5182.00 5212.00 5168.00 -317.00 -294.00 -294.00 -299.00
2025-09-01 4907.00 4894.00 4911.00 4860.00 4743.00 4730.00 4747.00 4698.00 164.00 164.00 164.00 162.00
2025-08-29 4949.00 4907.00 4950.00 4887.00 4802.00 4743.00 4802.00 4725.00 147.00 164.00 148.00 162.00
2025-08-28 4947.00 4946.00 4964.00 4914.00 4802.00 4795.00 4814.00 4768.00 145.00 151.00 150.00 146.00
2025-08-27 4995.00 4949.00 5031.00 4945.00 4832.00 4802.00 4881.00 4797.00 163.00 147.00 150.00 148.00
2025-08-26 5062.00 4999.00 5063.00 4994.00 4894.00 4854.00 4906.00 4846.00 168.00 145.00 157.00 148.00
2025-08-25 5019.00 5047.00 5077.00 5012.00 4908.00 4893.00 4937.00 4873.00 111.00 154.00 140.00 139.00
2025-08-22 5000.00 5019.00 5022.00 4984.00 4857.00 4878.00 4884.00 4851.00 143.00 141.00 138.00 133.00
2025-08-21 5000.00 5004.00 5031.00 4993.00 4885.00 4872.00 4895.00 4857.00 115.00 132.00 136.00 136.00
2025-08-20 5006.00 5008.00 5033.00 4951.00 4875.00 4871.00 4896.00 4816.00 131.00 137.00 137.00 135.00
2025-08-19 5057.00 5001.00 5058.00 4991.00 4920.00 4856.00 4924.00 4851.00 137.00 145.00 134.00 140.00
2025-08-18 5103.00 5054.00 5119.00 5032.00 4959.00 4920.00 4981.00 4898.00 144.00 134.00 138.00 134.00
2025-08-15 4973.00 4954.00 4991.00 4938.00 5124.00 5097.00 5146.00 5086.00 -151.00 -143.00 -155.00 -148.00
2025-08-14 5010.00 4970.00 5014.00 4956.00 5155.00 5124.00 5160.00 5111.00 -145.00 -154.00 -146.00 -155.00
2025-08-13 5047.00 5016.00 5052.00 5015.00 5179.00 5167.00 5197.00 5162.00 -132.00 -151.00 -145.00 -147.00
2025-08-12 5019.00 5047.00 5077.00 4997.00 5160.00 5193.00 5221.00 5143.00 -141.00 -146.00 -144.00 -146.00
2025-08-11 4980.00 5010.00 5026.00 4973.00 5130.00 5158.00 5169.00 5108.00 -150.00 -148.00 -143.00 -135.00
2025-08-08 5046.00 4993.00 5046.00 4982.00 5172.00 5133.00 5172.00 5121.00 -126.00 -140.00 -126.00 -139.00
2025-08-07 5054.00 5046.00 5082.00 5013.00 5190.00 5172.00 5218.00 5143.00 -136.00 -126.00 -136.00 -130.00
2025-08-06 5034.00 5051.00 5070.00 4995.00 5175.00 5189.00 5211.00 5134.00 -141.00 -138.00 -141.00 -139.00
2025-08-05 4930.00 5042.00 5057.00 4930.00 5106.00 5177.00 5193.00 5085.00 -176.00 -135.00 -136.00 -155.00
2025-08-04 5019.00 4981.00 5020.00 4936.00 5170.00 5118.00 5170.00 5074.00 -151.00 -137.00 -150.00 -138.00
2025-08-01 5040.00 5015.00 5069.00 5001.00 5167.00 5151.00 5207.00 5138.00 -127.00 -136.00 -138.00 -137.00
2025-07-31 5145.00 5041.00 5157.00 5020.00 5276.00 5176.00 5293.00 5153.00 -131.00 -135.00 -136.00 -133.00
2025-07-30 5192.00 5159.00 5297.00 5140.00 5317.00 5296.00 5426.00 5275.00 -125.00 -137.00 -129.00 -135.00
2025-07-29 5150.00 5192.00 5197.00 5123.00 5280.00 5316.00 5324.00 5252.00 -130.00 -124.00 -127.00 -129.00
2025-07-28 5373.00 5149.00 5373.00 5126.00 5439.00 5277.00 5486.00 5253.00 -66.00 -128.00 -113.00 -127.00
2025-07-25 5240.00 5373.00 5391.00 5226.00 5374.00 5486.00 5504.00 5340.00 -134.00 -113.00 -113.00 -114.00
2025-07-24 5158.00 5238.00 5289.00 5134.00 5270.00 5352.00 5399.00 5251.00 -112.00 -114.00 -110.00 -117.00
2025-07-23 5260.00 5151.00 5287.00 5096.00 5380.00 5269.00 5400.00 5215.00 -120.00 -118.00 -113.00 -119.00
2025-07-22 5123.00 5260.00 5284.00 5113.00 5230.00 5374.00 5400.00 5230.00 -107.00 -114.00 -116.00 -117.00
2025-07-21 4956.00 5118.00 5148.00 4949.00 5074.00 5237.00 5264.00 5066.00 -118.00 -119.00 -116.00 -117.00
2025-07-18 4955.00 4937.00 4995.00 4927.00 5074.00 5056.00 5110.00 5046.00 -119.00 -119.00 -115.00 -119.00
2025-07-17 4932.00 4955.00 4964.00 4926.00 5041.00 5073.00 5082.00 5041.00 -109.00 -118.00 -118.00 -115.00
2025-07-16 4978.00 4934.00 4978.00 4922.00 5082.00 5049.00 5087.00 5038.00 -104.00 -115.00 -109.00 -116.00
2025-07-15 5010.00 4975.00 5027.00 4952.00 5131.00 5088.00 5135.00 5063.00 -121.00 -113.00 -108.00 -111.00
2025-07-14 4980.00 5010.00 5023.00 4952.00 5096.00 5123.00 5134.00 5067.00 -116.00 -113.00 -111.00 -115.00
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