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
暂无数据

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
暂无数据

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
2022-03-23 9050.00 9012.00 9050.00 8902.00 9022.00 9007.00 9036.00 8897.00 28.00 5.00 14.00 5.00
2022-03-22 8912.00 9045.00 9099.00 8882.00 8912.00 9036.00 9089.00 8874.00 0.00 9.00 10.00 8.00
2022-03-21 9021.00 8911.00 9060.00 8873.00 8929.00 8900.00 9053.00 8865.00 92.00 11.00 7.00 8.00
2022-03-18 9100.00 9074.00 9150.00 8952.00 9183.00 9061.00 9183.00 8935.00 -83.00 13.00 -33.00 17.00
2022-03-17 9000.00 9042.00 9128.00 8965.00 8957.00 9019.00 9092.00 8935.00 43.00 23.00 36.00 30.00
2022-03-16 8730.00 8968.00 8984.00 8701.00 8667.00 8937.00 8948.00 8641.00 63.00 31.00 36.00 60.00
2022-03-15 8976.00 8758.00 8998.00 8754.00 8898.00 8729.00 8964.00 8712.00 78.00 29.00 34.00 42.00
2022-03-14 9130.00 8976.00 9252.00 8973.00 9118.00 8953.00 9221.00 8940.00 12.00 23.00 31.00 33.00
2022-03-11 9175.00 9156.00 9375.00 9088.00 9100.00 9133.00 9323.00 9056.00 75.00 23.00 52.00 32.00
2022-03-10 9143.00 9100.00 9143.00 8853.00 9126.00 9059.00 9126.00 8820.00 17.00 41.00 17.00 33.00
2022-03-09 9200.00 9227.00 9343.00 9120.00 9130.00 9194.00 9305.00 9086.00 70.00 33.00 38.00 34.00
2022-03-08 9175.00 9190.00 9244.00 8920.00 9083.00 9153.00 9209.00 8883.00 92.00 37.00 35.00 37.00
2022-03-07 8959.00 9176.00 9268.00 8935.00 8952.00 9142.00 9242.00 8898.00 7.00 34.00 26.00 37.00
2022-03-04 9020.00 8931.00 9066.00 8834.00 8921.00 8885.00 9028.00 8800.00 99.00 46.00 38.00 34.00
2022-03-03 8930.00 9027.00 9047.00 8803.00 8967.00 8989.00 9009.00 8771.00 -37.00 38.00 38.00 32.00
2022-03-02 8742.00 8922.00 9018.00 8713.00 8694.00 8893.00 8975.00 8666.00 48.00 29.00 43.00 47.00
2022-03-01 8534.00 8663.00 8667.00 8493.00 8594.00 8731.00 8735.00 8540.00 -60.00 -68.00 -68.00 -47.00
2022-02-28 8478.00 8534.00 8629.00 8463.00 8549.00 8594.00 8700.00 8539.00 -71.00 -60.00 -71.00 -76.00
2022-02-25 8623.00 8501.00 8685.00 8405.00 8748.00 8576.00 8755.00 8481.00 -125.00 -75.00 -70.00 -76.00
2022-02-24 8555.00 8566.00 8647.00 8490.00 8615.00 8609.00 8723.00 8543.00 -60.00 -43.00 -76.00 -53.00
2022-02-23 8500.00 8543.00 8612.00 8480.00 8574.00 8610.00 8679.00 8565.00 -74.00 -67.00 -67.00 -85.00
2022-02-22 8590.00 8510.00 8723.00 8510.00 8611.00 8591.00 8800.00 8585.00 -21.00 -81.00 -77.00 -75.00
2022-02-21 8608.00 8587.00 8633.00 8464.00 8612.00 8626.00 8671.00 8497.00 -4.00 -39.00 -38.00 -33.00
2022-02-18 8495.00 8650.00 8685.00 8471.00 8543.00 8685.00 8719.00 8500.00 -48.00 -35.00 -34.00 -29.00
2022-02-17 8780.00 8478.00 8806.00 8460.00 8814.00 8505.00 8835.00 8488.00 -34.00 -27.00 -29.00 -28.00
2022-02-16 8670.00 8771.00 8837.00 8620.00 8688.00 8802.00 8863.00 8635.00 -18.00 -31.00 -26.00 -15.00
2022-02-15 8905.00 8715.00 8905.00 8670.00 8869.00 8730.00 8900.00 8693.00 36.00 -15.00 5.00 -23.00
2022-02-14 9078.00 8927.00 9165.00 8855.00 9108.00 8949.00 9180.00 8878.00 -30.00 -22.00 -15.00 -23.00
2022-02-11 9500.00 9070.00 9513.00 9065.00 9447.00 9088.00 9539.00 9086.00 53.00 -18.00 -26.00 -21.00
2022-02-10 9140.00 9339.00 9375.00 9038.00 9159.00 9370.00 9402.00 9066.00 -19.00 -31.00 -27.00 -28.00
2022-02-09 9205.00 9128.00 9264.00 9092.00 9145.00 9089.00 9210.00 9047.00 60.00 39.00 54.00 45.00
2022-02-08 9300.00 9245.00 9304.00 9201.00 9241.00 9200.00 9285.00 9159.00 59.00 45.00 19.00 42.00
2022-02-07 8850.00 9267.00 9350.00 8850.00 8994.00 9288.00 9359.00 8920.00 -144.00 -21.00 -9.00 -70.00
2022-01-28 8866.00 8738.00 8940.00 8694.00 8904.00 8753.00 8969.00 8710.00 -38.00 -15.00 -29.00 -16.00
2022-01-27 8841.00 8845.00 8927.00 8754.00 8860.00 8876.00 8957.00 8784.00 -19.00 -31.00 -30.00 -30.00
2022-01-26 8696.00 8825.00 8844.00 8655.00 8728.00 8857.00 8874.00 8693.00 -32.00 -32.00 -30.00 -38.00
2022-01-25 8655.00 8696.00 8749.00 8607.00 8720.00 8728.00 8781.00 8614.00 -65.00 -32.00 -32.00 -7.00
2022-01-24 8856.00 8676.00 8936.00 8662.00 8895.00 8697.00 8967.00 8688.00 -39.00 -21.00 -31.00 -26.00
2022-01-21 8820.00 8856.00 8885.00 8660.00 8874.00 8895.00 8921.00 8689.00 -54.00 -39.00 -36.00 -29.00
2022-01-20 8726.00 8848.00 8880.00 8684.00 8777.00 8874.00 8903.00 8706.00 -51.00 -26.00 -23.00 -22.00
2022-01-19 8690.00 8715.00 8850.00 8636.00 8670.00 8731.00 8867.00 8646.00 20.00 -16.00 -17.00 -10.00
2022-01-18 8565.00 8661.00 8679.00 8504.00 8581.00 8670.00 8687.00 8515.00 -16.00 -9.00 -8.00 -11.00
2022-01-17 8776.00 8575.00 8778.00 8551.00 8765.00 8590.00 8794.00 8563.00 11.00 -15.00 -16.00 -12.00
2022-01-14 8501.00 8776.00 8793.00 8462.00 8526.00 8789.00 8804.00 8491.00 -25.00 -13.00 -11.00 -29.00
2022-01-13 8507.00 8501.00 8618.00 8471.00 8568.00 8526.00 8644.00 8489.00 -61.00 -25.00 -26.00 -18.00
2022-01-12 8399.00 8507.00 8525.00 8345.00 8431.00 8526.00 8544.00 8357.00 -32.00 -19.00 -19.00 -12.00
2022-01-11 8262.00 8360.00 8362.00 8180.00 8265.00 8371.00 8371.00 8190.00 -3.00 -11.00 -9.00 -10.00
2022-01-10 8490.00 8262.00 8493.00 8251.00 8528.00 8277.00 8529.00 8264.00 -38.00 -15.00 -36.00 -13.00
2022-01-07 8452.00 8489.00 8546.00 8364.00 8480.00 8514.00 8574.00 8386.00 -28.00 -25.00 -28.00 -22.00
2022-01-06 8425.00 8426.00 8453.00 8337.00 8495.00 8453.00 8495.00 8365.00 -70.00 -27.00 -42.00 -28.00
2022-01-05 8578.00 8425.00 8599.00 8375.00 8615.00 8452.00 8615.00 8398.00 -37.00 -27.00 -16.00 -23.00
2022-01-04 8345.00 8578.00 8636.00 8345.00 8256.00 8555.00 8638.00 8256.00 89.00 23.00 -2.00 89.00
2021-12-31 8492.00 8321.00 8530.00 8276.00 8463.00 8291.00 8525.00 8234.00 29.00 30.00 5.00 42.00
2021-12-30 8480.00 8492.00 8503.00 8372.00 8488.00 8480.00 8511.00 8376.00 -8.00 12.00 -8.00 -4.00
2021-12-29 8500.00 8484.00 8520.00 8413.00 8500.00 8491.00 8525.00 8436.00 0.00 -7.00 -5.00 -23.00
2021-12-28 8239.00 8496.00 8510.00 8224.00 8298.00 8500.00 8519.00 8250.00 -59.00 -4.00 -9.00 -26.00
2021-12-27 8500.00 8239.00 8605.00 8233.00 8530.00 8268.00 8636.00 8261.00 -30.00 -29.00 -31.00 -28.00
2021-12-24 8506.00 8489.00 8571.00 8421.00 8588.00 8530.00 8600.00 8466.00 -82.00 -41.00 -29.00 -45.00
2021-12-23 8350.00 8501.00 8508.00 8282.00 8445.00 8561.00 8600.00 8345.00 -95.00 -60.00 -92.00 -63.00
2021-12-22 8430.00 8359.00 8459.00 8300.00 8480.00 8423.00 8506.00 8368.00 -50.00 -64.00 -47.00 -68.00
2021-12-21 8280.00 8423.00 8560.00 8272.00 8375.00 8515.00 8622.00 8375.00 -95.00 -92.00 -62.00 -103.00
2021-12-20 8338.00 8281.00 8536.00 8256.00 8411.00 8394.00 8599.00 8360.00 -73.00 -113.00 -63.00 -104.00
2021-12-17 8124.00 8338.00 8347.00 8109.00 8258.00 8441.00 8450.00 8258.00 -134.00 -103.00 -103.00 -149.00
2021-12-16 8050.00 8124.00 8162.00 8015.00 8230.00 8288.00 8323.00 8188.00 -180.00 -164.00 -161.00 -173.00
2021-12-15 8258.00 8050.00 8314.00 8050.00 8390.00 8230.00 8434.00 8230.00 -132.00 -180.00 -120.00 -180.00
2021-12-14 8188.00 8258.00 8388.00 8180.00 8117.00 8397.00 8490.00 8117.00 71.00 -139.00 -102.00 63.00
2021-12-13 8157.00 8223.00 8250.00 7926.00 8300.00 8362.00 8390.00 8102.00 -143.00 -139.00 -140.00 -176.00
2021-12-10 8155.00 8177.00 8256.00 8044.00 8339.00 8311.00 8380.00 8223.00 -184.00 -134.00 -124.00 -179.00
2021-12-09 8295.00 8339.00 8400.00 8226.00 8130.00 8178.00 8233.00 8090.00 165.00 161.00 167.00 136.00
2021-12-08 8537.00 8303.00 8645.00 8286.00 8450.00 8139.00 8528.00 8128.00 87.00 164.00 117.00 158.00
2021-12-07 8571.00 8537.00 8676.00 8481.00 8402.00 8428.00 8510.00 8357.00 169.00 109.00 166.00 124.00
2021-12-06 8450.00 8531.00 8568.00 8362.00 8306.00 8387.00 8429.00 8206.00 144.00 144.00 139.00 156.00
2021-12-03 8306.00 8450.00 8505.00 8183.00 8160.00 8265.00 8328.00 8015.00 146.00 185.00 177.00 168.00
2021-12-02 8698.00 8332.00 8747.00 8330.00 8474.00 8172.00 8558.00 8165.00 224.00 160.00 189.00 165.00
2021-12-01 8555.00 8677.00 8765.00 8541.00 8358.00 8486.00 8552.00 8352.00 197.00 191.00 213.00 189.00
2021-11-30 8776.00 8555.00 8797.00 8472.00 8602.00 8364.00 8603.00 8288.00 174.00 191.00 194.00 184.00
2021-11-29 8585.00 8776.00 8830.00 8467.00 8399.00 8588.00 8631.00 8270.00 186.00 188.00 199.00 197.00
2021-11-26 9031.00 8641.00 9075.00 8611.00 8864.00 8440.00 8864.00 8417.00 167.00 201.00 211.00 194.00
2021-11-25 9050.00 9069.00 9243.00 9011.00 8815.00 8855.00 8995.00 8792.00 235.00 214.00 248.00 219.00
2021-11-24 8810.00 9050.00 9118.00 8763.00 8592.00 8811.00 8872.00 8567.00 218.00 239.00 246.00 196.00
2021-11-23 8765.00 8808.00 8999.00 8714.00 8610.00 8597.00 8760.00 8496.00 155.00 211.00 239.00 218.00
2021-11-22 8888.00 8855.00 9081.00 8736.00 8601.00 8624.00 8800.00 8502.00 287.00 231.00 281.00 234.00
2021-11-19 8433.00 8961.00 8961.00 8340.00 8175.00 8722.00 8729.00 8116.00 258.00 239.00 232.00 224.00
2021-11-18 8300.00 8392.00 8517.00 8266.00 8188.00 8169.00 8285.00 8061.00 112.00 223.00 232.00 205.00
2021-11-17 8369.00 8316.00 8468.00 8251.00 8130.00 8093.00 8243.00 8039.00 239.00 223.00 225.00 212.00
2021-11-16 8544.00 8359.00 8700.00 8336.00 8298.00 8136.00 8461.00 8116.00 246.00 223.00 239.00 220.00
2021-11-15 8673.00 8545.00 8836.00 8513.00 8451.00 8328.00 8606.00 8305.00 222.00 217.00 230.00 208.00
2021-11-12 9095.00 8700.00 9099.00 8666.00 8860.00 8485.00 8860.00 8461.00 235.00 215.00 239.00 205.00
2021-11-11 8900.00 9095.00 9203.00 8808.00 8604.00 8867.00 8950.00 8587.00 296.00 228.00 253.00 221.00
2021-11-10 8654.00 8853.00 8938.00 8465.00 8417.00 8643.00 8726.00 8255.00 237.00 210.00 212.00 210.00
2021-11-09 8530.00 8654.00 8778.00 8382.00 8310.00 8418.00 8570.00 8161.00 220.00 236.00 208.00 221.00
2021-11-08 8400.00 8515.00 8551.00 8232.00 8190.00 8288.00 8323.00 8058.00 210.00 227.00 228.00 174.00
2021-11-05 8250.00 8372.00 8446.00 8108.00 8119.00 8175.00 8235.00 7936.00 131.00 197.00 211.00 172.00
2021-11-04 8900.00 8188.00 8930.00 8137.00 8551.00 8032.00 8699.00 7986.00 349.00 156.00 231.00 151.00
2021-11-03 8673.00 8901.00 8958.00 8515.00 8500.00 8687.00 8732.00 8348.00 173.00 214.00 226.00 167.00
2021-11-02 9044.00 8673.00 9178.00 8572.00 8825.00 8497.00 8974.00 8356.00 219.00 176.00 204.00 216.00
2021-11-01 9065.00 9048.00 9435.00 9021.00 8800.00 8825.00 9202.00 8792.00 265.00 223.00 233.00 229.00
2021-10-29 9540.00 9120.00 9655.00 8920.00 9300.00 8905.00 9335.00 8735.00 240.00 215.00 320.00 185.00
2021-10-28 9075.00 9545.00 9700.00 8790.00 8750.00 9225.00 9335.00 8500.00 325.00 320.00 365.00 290.00
2021-10-27 9700.00 9105.00 9755.00 9105.00 9405.00 8820.00 9405.00 8770.00 295.00 285.00 350.00 335.00
导出Excel数据