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：
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。
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。
关于PVC期货跨期套利的详细数据分析，请查看文章：。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 9910.00 | 9775.00 | 10190.00 | 9495.00 | 9965.00 | 9560.00 | 9965.00 | 9315.00 | -55.00 | 215.00 | 225.00 | 180.00 |
| 2021-10-25 | 10300.00 | 10195.00 | 10480.00 | 9870.00 | 9815.00 | 9780.00 | 9980.00 | 9505.00 | 485.00 | 415.00 | 500.00 | 365.00 |
| 2021-10-22 | 10200.00 | 10225.00 | 10610.00 | 9990.00 | 9950.00 | 9780.00 | 10185.00 | 9575.00 | 250.00 | 445.00 | 425.00 | 415.00 |
| 2021-10-21 | 10650.00 | 10355.00 | 11050.00 | 10315.00 | 10300.00 | 9950.00 | 10610.00 | 9910.00 | 350.00 | 405.00 | 440.00 | 405.00 |
| 2021-10-20 | 11665.00 | 11040.00 | 11685.00 | 11040.00 | 11600.00 | 10825.00 | 11600.00 | 10825.00 | 65.00 | 215.00 | 85.00 | 215.00 |
| 2021-10-19 | 11850.00 | 11860.00 | 12110.00 | 11650.00 | 11585.00 | 11615.00 | 11855.00 | 11425.00 | 265.00 | 245.00 | 255.00 | 225.00 |
| 2021-10-18 | 11645.00 | 11840.00 | 12080.00 | 11250.00 | 11230.00 | 11585.00 | 11820.00 | 10990.00 | 415.00 | 255.00 | 260.00 | 260.00 |
| 2021-10-15 | 11800.00 | 11495.00 | 11980.00 | 11070.00 | 11000.00 | 10565.00 | 11080.00 | 10205.00 | 800.00 | 930.00 | 900.00 | 865.00 |
| 2021-10-14 | 12010.00 | 11715.00 | 12065.00 | 11370.00 | 11650.00 | 11515.00 | 11845.00 | 11230.00 | 360.00 | 200.00 | 220.00 | 140.00 |
| 2021-10-13 | 13140.00 | 12225.00 | 13145.00 | 12225.00 | 12855.00 | 11930.00 | 12855.00 | 11930.00 | 285.00 | 295.00 | 290.00 | 295.00 |
| 2021-10-12 | 13100.00 | 13215.00 | 13380.00 | 12845.00 | 12810.00 | 12930.00 | 13075.00 | 12550.00 | 290.00 | 285.00 | 305.00 | 295.00 |
| 2021-10-11 | 12225.00 | 13075.00 | 13075.00 | 12225.00 | 12100.00 | 12800.00 | 12810.00 | 11980.00 | 125.00 | 275.00 | 265.00 | 245.00 |
| 2021-10-08 | 12500.00 | 12180.00 | 12615.00 | 11805.00 | 12900.00 | 12570.00 | 13000.00 | 12235.00 | -400.00 | -390.00 | -385.00 | -430.00 |
| 2021-09-30 | 11890.00 | 12160.00 | 12210.00 | 11690.00 | 12260.00 | 12620.00 | 12745.00 | 12140.00 | -370.00 | -460.00 | -535.00 | -450.00 |
| 2021-09-29 | 11640.00 | 11740.00 | 12035.00 | 11450.00 | 12025.00 | 12180.00 | 12520.00 | 11780.00 | -385.00 | -440.00 | -485.00 | -330.00 |
| 2021-09-28 | 11340.00 | 11635.00 | 11700.00 | 11205.00 | 11765.00 | 12010.00 | 12065.00 | 11530.00 | -425.00 | -375.00 | -365.00 | -325.00 |
| 2021-09-27 | 10645.00 | 11295.00 | 11365.00 | 10625.00 | 10865.00 | 11620.00 | 11640.00 | 10865.00 | -220.00 | -325.00 | -275.00 | -240.00 |
| 2021-09-24 | 10600.00 | 10565.00 | 10875.00 | 10300.00 | 10975.00 | 10830.00 | 11120.00 | 10565.00 | -375.00 | -265.00 | -245.00 | -265.00 |
| 2021-09-23 | 10300.00 | 10635.00 | 10725.00 | 10275.00 | 10540.00 | 10950.00 | 10980.00 | 10520.00 | -240.00 | -315.00 | -255.00 | -245.00 |
| 2021-09-22 | 9995.00 | 10335.00 | 10350.00 | 9905.00 | 10195.00 | 10575.00 | 10600.00 | 10110.00 | -200.00 | -240.00 | -250.00 | -205.00 |
| 2021-09-17 | 10050.00 | 9825.00 | 10180.00 | 9750.00 | 10270.00 | 10010.00 | 10370.00 | 9935.00 | -220.00 | -185.00 | -190.00 | -185.00 |
| 2021-09-16 | 9990.00 | 10075.00 | 10285.00 | 9955.00 | 10160.00 | 10270.00 | 10475.00 | 10135.00 | -170.00 | -195.00 | -190.00 | -180.00 |
| 2021-09-15 | 9685.00 | 9960.00 | 9995.00 | 9550.00 | 9675.00 | 9925.00 | 9960.00 | 9510.00 | 10.00 | 35.00 | 35.00 | 40.00 |
| 2021-09-14 | 9810.00 | 9665.00 | 9860.00 | 9635.00 | 9970.00 | 9830.00 | 10030.00 | 9805.00 | -160.00 | -165.00 | -170.00 | -170.00 |
| 2021-09-13 | 9950.00 | 9820.00 | 10070.00 | 9810.00 | 10150.00 | 10000.00 | 10245.00 | 9990.00 | -200.00 | -180.00 | -175.00 | -180.00 |
| 2021-09-10 | 9885.00 | 9915.00 | 10095.00 | 9845.00 | 10100.00 | 10075.00 | 10235.00 | 10035.00 | -215.00 | -160.00 | -140.00 | -190.00 |
| 2021-09-09 | 9825.00 | 9885.00 | 10020.00 | 9790.00 | 10050.00 | 10105.00 | 10280.00 | 10050.00 | -225.00 | -220.00 | -260.00 | -260.00 |
| 2021-09-08 | 9675.00 | 9830.00 | 10060.00 | 9605.00 | 9790.00 | 10060.00 | 10405.00 | 9760.00 | -115.00 | -230.00 | -345.00 | -155.00 |
| 2021-09-07 | 9465.00 | 9695.00 | 9725.00 | 9460.00 | 9365.00 | 9650.00 | 9675.00 | 9365.00 | 100.00 | 45.00 | 50.00 | 95.00 |
| 2021-09-06 | 9420.00 | 9460.00 | 9490.00 | 9370.00 | 9295.00 | 9385.00 | 9450.00 | 9295.00 | 125.00 | 75.00 | 40.00 | 75.00 |
| 2021-09-03 | 9350.00 | 9420.00 | 9475.00 | 9330.00 | 9610.00 | 9640.00 | 9680.00 | 9580.00 | -260.00 | -220.00 | -205.00 | -250.00 |
| 2021-09-02 | 9190.00 | 9350.00 | 9445.00 | 9185.00 | 9060.00 | 9265.00 | 9340.00 | 9060.00 | 130.00 | 85.00 | 105.00 | 125.00 |
| 2021-09-01 | 9215.00 | 9190.00 | 9215.00 | 9125.00 | 9460.00 | 9460.00 | 9480.00 | 9400.00 | -245.00 | -270.00 | -265.00 | -275.00 |
| 2021-08-31 | 9300.00 | 9220.00 | 9360.00 | 9200.00 | 9520.00 | 9445.00 | 9585.00 | 9440.00 | -220.00 | -225.00 | -225.00 | -240.00 |
| 2021-08-30 | 9145.00 | 9300.00 | 9380.00 | 9105.00 | 9375.00 | 9550.00 | 9605.00 | 9350.00 | -230.00 | -250.00 | -225.00 | -245.00 |
| 2021-08-27 | 9175.00 | 9140.00 | 9180.00 | 9080.00 | 9400.00 | 9375.00 | 9400.00 | 9305.00 | -225.00 | -235.00 | -220.00 | -225.00 |
| 2021-08-26 | 9300.00 | 9190.00 | 9350.00 | 9180.00 | 9475.00 | 9400.00 | 9530.00 | 9400.00 | -175.00 | -210.00 | -180.00 | -220.00 |
| 2021-08-25 | 9205.00 | 9290.00 | 9320.00 | 9175.00 | 9425.00 | 9475.00 | 9490.00 | 9380.00 | -220.00 | -185.00 | -170.00 | -205.00 |
| 2021-08-24 | 9150.00 | 9225.00 | 9230.00 | 9105.00 | 9340.00 | 9425.00 | 9425.00 | 9315.00 | -190.00 | -200.00 | -195.00 | -210.00 |
| 2021-08-23 | 9115.00 | 9130.00 | 9245.00 | 9075.00 | 9230.00 | 9340.00 | 9430.00 | 9230.00 | -115.00 | -210.00 | -185.00 | -155.00 |
| 2021-08-20 | 9075.00 | 9135.00 | 9150.00 | 9025.00 | 9335.00 | 9310.00 | 9370.00 | 9235.00 | -260.00 | -175.00 | -220.00 | -210.00 |
| 2021-08-19 | 9310.00 | 9375.00 | 9420.00 | 9220.00 | 9140.00 | 9140.00 | 9180.00 | 9005.00 | 170.00 | 235.00 | 240.00 | 215.00 |
| 2021-08-18 | 9440.00 | 9330.00 | 9450.00 | 9300.00 | 9225.00 | 9115.00 | 9280.00 | 9090.00 | 215.00 | 215.00 | 170.00 | 210.00 |
| 2021-08-17 | 9305.00 | 9450.00 | 9480.00 | 9300.00 | 9060.00 | 9240.00 | 9255.00 | 9060.00 | 245.00 | 210.00 | 225.00 | 240.00 |
| 2021-08-16 | 9305.00 | 9330.00 | 9435.00 | 9300.00 | 9075.00 | 9080.00 | 9150.00 | 9040.00 | 230.00 | 250.00 | 285.00 | 260.00 |
| 2021-08-13 | 9320.00 | 9335.00 | 9460.00 | 9290.00 | 9035.00 | 9060.00 | 9150.00 | 8995.00 | 285.00 | 275.00 | 310.00 | 295.00 |
| 2021-08-12 | 9325.00 | 9335.00 | 9365.00 | 9280.00 | 9025.00 | 9040.00 | 9090.00 | 9020.00 | 300.00 | 295.00 | 275.00 | 260.00 |
| 2021-08-11 | 9205.00 | 9325.00 | 9330.00 | 9175.00 | 8935.00 | 9040.00 | 9050.00 | 8880.00 | 270.00 | 285.00 | 280.00 | 295.00 |
| 2021-08-10 | 9070.00 | 9245.00 | 9250.00 | 9070.00 | 8730.00 | 8895.00 | 8900.00 | 8730.00 | 340.00 | 350.00 | 350.00 | 340.00 |
| 2021-08-09 | 9120.00 | 9105.00 | 9175.00 | 9060.00 | 8845.00 | 8790.00 | 8855.00 | 8765.00 | 275.00 | 315.00 | 320.00 | 295.00 |
| 2021-08-06 | 9080.00 | 9140.00 | 9200.00 | 9010.00 | 8760.00 | 8830.00 | 8870.00 | 8720.00 | 320.00 | 310.00 | 330.00 | 290.00 |
| 2021-08-05 | 8940.00 | 9080.00 | 9155.00 | 8940.00 | 8705.00 | 8760.00 | 8870.00 | 8705.00 | 235.00 | 320.00 | 285.00 | 235.00 |
| 2021-08-04 | 8805.00 | 8940.00 | 8955.00 | 8785.00 | 8605.00 | 8720.00 | 8730.00 | 8585.00 | 200.00 | 220.00 | 225.00 | 200.00 |
| 2021-08-03 | 8935.00 | 8820.00 | 8935.00 | 8810.00 | 8735.00 | 8625.00 | 8745.00 | 8610.00 | 200.00 | 195.00 | 190.00 | 200.00 |
| 2021-08-02 | 9105.00 | 8935.00 | 9110.00 | 8895.00 | 8950.00 | 8745.00 | 8950.00 | 8715.00 | 155.00 | 190.00 | 160.00 | 180.00 |
| 2021-07-30 | 9130.00 | 9175.00 | 9265.00 | 9105.00 | 8970.00 | 8980.00 | 9050.00 | 8905.00 | 160.00 | 195.00 | 215.00 | 200.00 |
| 2021-07-29 | 9115.00 | 9120.00 | 9220.00 | 9095.00 | 8875.00 | 8920.00 | 8990.00 | 8860.00 | 240.00 | 200.00 | 230.00 | 235.00 |
| 2021-07-28 | 9090.00 | 9115.00 | 9145.00 | 9010.00 | 8885.00 | 8885.00 | 8900.00 | 8765.00 | 205.00 | 230.00 | 245.00 | 245.00 |
| 2021-07-27 | 9200.00 | 9060.00 | 9335.00 | 9050.00 | 8980.00 | 8830.00 | 9050.00 | 8820.00 | 220.00 | 230.00 | 285.00 | 230.00 |
| 2021-07-26 | 9205.00 | 9200.00 | 9275.00 | 9120.00 | 8945.00 | 8965.00 | 9025.00 | 8905.00 | 260.00 | 235.00 | 250.00 | 215.00 |
| 2021-07-23 | 9120.00 | 9205.00 | 9260.00 | 9110.00 | 8860.00 | 8950.00 | 8980.00 | 8840.00 | 260.00 | 255.00 | 280.00 | 270.00 |
| 2021-07-22 | 9140.00 | 9120.00 | 9300.00 | 9060.00 | 8905.00 | 8855.00 | 9010.00 | 8810.00 | 235.00 | 265.00 | 290.00 | 250.00 |
| 2021-07-21 | 9290.00 | 9145.00 | 9295.00 | 9120.00 | 9030.00 | 8875.00 | 9030.00 | 8845.00 | 260.00 | 270.00 | 265.00 | 275.00 |
| 2021-07-20 | 9300.00 | 9280.00 | 9345.00 | 9115.00 | 9030.00 | 8975.00 | 9050.00 | 8850.00 | 270.00 | 305.00 | 295.00 | 265.00 |
| 2021-07-19 | 9305.00 | 9355.00 | 9395.00 | 9250.00 | 8970.00 | 9070.00 | 9105.00 | 8955.00 | 335.00 | 285.00 | 290.00 | 295.00 |
| 2021-07-16 | 9120.00 | 9280.00 | 9335.00 | 9070.00 | 8820.00 | 8980.00 | 9035.00 | 8790.00 | 300.00 | 300.00 | 300.00 | 280.00 |
| 2021-07-15 | 8950.00 | 9130.00 | 9135.00 | 8895.00 | 8670.00 | 8825.00 | 8835.00 | 8600.00 | 280.00 | 305.00 | 300.00 | 295.00 |
| 2021-07-14 | 8890.00 | 8950.00 | 8975.00 | 8865.00 | 8650.00 | 8675.00 | 8680.00 | 8595.00 | 240.00 | 275.00 | 295.00 | 270.00 |
| 2021-07-13 | 8890.00 | 8900.00 | 8935.00 | 8815.00 | 8630.00 | 8640.00 | 8665.00 | 8560.00 | 260.00 | 260.00 | 270.00 | 255.00 |
| 2021-07-12 | 8950.00 | 8905.00 | 8995.00 | 8865.00 | 8855.00 | 8820.00 | 8900.00 | 8780.00 | 95.00 | 85.00 | 95.00 | 85.00 |
| 2021-07-09 | 8885.00 | 8940.00 | 8960.00 | 8865.00 | 8745.00 | 8845.00 | 8860.00 | 8745.00 | 140.00 | 95.00 | 100.00 | 120.00 |
| 2021-07-08 | 8740.00 | 8880.00 | 8925.00 | 8650.00 | 8640.00 | 8780.00 | 8825.00 | 8565.00 | 100.00 | 100.00 | 100.00 | 85.00 |
| 2021-07-07 | 8805.00 | 8735.00 | 8850.00 | 8700.00 | 8700.00 | 8630.00 | 8735.00 | 8595.00 | 105.00 | 105.00 | 115.00 | 105.00 |
| 2021-07-06 | 8850.00 | 8805.00 | 8860.00 | 8775.00 | 8780.00 | 8710.00 | 8780.00 | 8680.00 | 70.00 | 95.00 | 80.00 | 95.00 |
| 2021-07-05 | 8720.00 | 8870.00 | 8875.00 | 8665.00 | 8595.00 | 8780.00 | 8780.00 | 8555.00 | 125.00 | 90.00 | 95.00 | 110.00 |
| 2021-07-02 | 8740.00 | 8710.00 | 8755.00 | 8630.00 | 8755.00 | 8595.00 | 8755.00 | 8500.00 | -15.00 | 115.00 | 0.00 | 130.00 |
| 2021-07-01 | 8695.00 | 8710.00 | 8745.00 | 8650.00 | 8600.00 | 8605.00 | 8620.00 | 8520.00 | 95.00 | 105.00 | 125.00 | 130.00 |
| 2021-06-30 | 8695.00 | 8695.00 | 8770.00 | 8660.00 | 8610.00 | 8555.00 | 8665.00 | 8530.00 | 85.00 | 140.00 | 105.00 | 130.00 |
| 2021-06-29 | 8675.00 | 8680.00 | 8720.00 | 8620.00 | 8560.00 | 8565.00 | 8600.00 | 8510.00 | 115.00 | 115.00 | 120.00 | 110.00 |
| 2021-06-28 | 8540.00 | 8685.00 | 8700.00 | 8505.00 | 8370.00 | 8590.00 | 8590.00 | 8370.00 | 170.00 | 95.00 | 110.00 | 135.00 |
| 2021-06-25 | 8405.00 | 8520.00 | 8520.00 | 8320.00 | 8230.00 | 8405.00 | 8405.00 | 8210.00 | 175.00 | 115.00 | 115.00 | 110.00 |
| 2021-06-24 | 8515.00 | 8415.00 | 8550.00 | 8390.00 | 8435.00 | 8300.00 | 8480.00 | 8290.00 | 80.00 | 115.00 | 70.00 | 100.00 |
| 2021-06-23 | 8370.00 | 8515.00 | 8580.00 | 8370.00 | 8305.00 | 8425.00 | 8485.00 | 8305.00 | 65.00 | 90.00 | 95.00 | 65.00 |
| 2021-06-22 | 8380.00 | 8365.00 | 8445.00 | 8295.00 | 8330.00 | 8305.00 | 8400.00 | 8245.00 | 50.00 | 60.00 | 45.00 | 50.00 |
| 2021-06-21 | 8510.00 | 8385.00 | 8565.00 | 8330.00 | 8455.00 | 8330.00 | 8505.00 | 8270.00 | 55.00 | 55.00 | 60.00 | 60.00 |
| 2021-06-18 | 8560.00 | 8520.00 | 8670.00 | 8460.00 | 8535.00 | 8475.00 | 8620.00 | 8405.00 | 25.00 | 45.00 | 50.00 | 55.00 |
| 2021-06-17 | 8705.00 | 8585.00 | 8735.00 | 8530.00 | 8665.00 | 8535.00 | 8680.00 | 8480.00 | 40.00 | 50.00 | 55.00 | 50.00 |
| 2021-06-16 | 8805.00 | 8720.00 | 8835.00 | 8720.00 | 8735.00 | 8670.00 | 8770.00 | 8660.00 | 70.00 | 50.00 | 65.00 | 60.00 |
| 2021-06-15 | 8915.00 | 8805.00 | 8970.00 | 8710.00 | 8885.00 | 8735.00 | 8905.00 | 8650.00 | 30.00 | 70.00 | 65.00 | 60.00 |
| 2021-06-11 | 8790.00 | 8865.00 | 8920.00 | 8775.00 | 8730.00 | 8805.00 | 8860.00 | 8715.00 | 60.00 | 60.00 | 60.00 | 60.00 |
| 2021-06-10 | 8795.00 | 8770.00 | 8815.00 | 8685.00 | 8690.00 | 8710.00 | 8755.00 | 8630.00 | 105.00 | 60.00 | 60.00 | 55.00 |
| 2021-06-09 | 8555.00 | 8770.00 | 8775.00 | 8520.00 | 8480.00 | 8710.00 | 8720.00 | 8445.00 | 75.00 | 60.00 | 55.00 | 75.00 |
| 2021-06-08 | 8580.00 | 8565.00 | 8610.00 | 8490.00 | 8500.00 | 8505.00 | 8525.00 | 8410.00 | 80.00 | 60.00 | 85.00 | 80.00 |
| 2021-06-07 | 8790.00 | 8570.00 | 8810.00 | 8535.00 | 8715.00 | 8500.00 | 8720.00 | 8455.00 | 75.00 | 70.00 | 90.00 | 80.00 |
| 2021-06-04 | 8785.00 | 8760.00 | 8830.00 | 8720.00 | 8720.00 | 8660.00 | 8745.00 | 8635.00 | 65.00 | 100.00 | 85.00 | 85.00 |
| 2021-06-03 | 8785.00 | 8785.00 | 8870.00 | 8710.00 | 8680.00 | 8705.00 | 8780.00 | 8630.00 | 105.00 | 80.00 | 90.00 | 80.00 |
| 2021-06-02 | 8935.00 | 8735.00 | 8965.00 | 8730.00 | 8830.00 | 8680.00 | 8875.00 | 8640.00 | 105.00 | 55.00 | 90.00 | 90.00 |
| 2021-06-01 | 8770.00 | 8935.00 | 8945.00 | 8725.00 | 8680.00 | 8865.00 | 8865.00 | 8645.00 | 90.00 | 70.00 | 80.00 | 80.00 |
| 2021-05-31 | 8600.00 | 8755.00 | 8760.00 | 8570.00 | 8490.00 | 8670.00 | 8680.00 | 8480.00 | 110.00 | 85.00 | 80.00 | 90.00 |
| 2021-05-28 | 8540.00 | 8600.00 | 8720.00 | 8515.00 | 8455.00 | 8515.00 | 8630.00 | 8415.00 | 85.00 | 85.00 | 90.00 | 100.00 |