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
2021-05-27 8600.00 8540.00 8640.00 8455.00 8500.00 8455.00 8555.00 8370.00 100.00 85.00 85.00 85.00
2021-05-26 8690.00 8620.00 8715.00 8510.00 8600.00 8530.00 8625.00 8420.00 90.00 90.00 90.00 90.00
2021-05-25 8640.00 8690.00 8735.00 8620.00 8565.00 8600.00 8640.00 8530.00 75.00 90.00 95.00 90.00
2021-05-24 8630.00 8635.00 8705.00 8580.00 8515.00 8555.00 8620.00 8505.00 115.00 80.00 85.00 75.00
2021-05-21 8790.00 8580.00 8805.00 8565.00 8655.00 8495.00 8715.00 8485.00 135.00 85.00 90.00 80.00
2021-05-20 9005.00 8800.00 9010.00 8755.00 8945.00 8710.00 8945.00 8670.00 60.00 90.00 65.00 85.00
2021-05-19 9235.00 9065.00 9275.00 9005.00 9110.00 8965.00 9190.00 8915.00 125.00 100.00 85.00 90.00
2021-05-18 9115.00 9235.00 9245.00 9095.00 9020.00 9150.00 9165.00 9015.00 95.00 85.00 80.00 80.00
2021-05-17 9130.00 9115.00 9250.00 9070.00 9080.00 9015.00 9165.00 8990.00 50.00 100.00 85.00 80.00
2021-05-14 9135.00 9115.00 9255.00 8885.00 8950.00 9040.00 9175.00 8810.00 185.00 75.00 80.00 75.00
2021-05-13 9240.00 9110.00 9310.00 9060.00 9240.00 9025.00 9240.00 8985.00 0.00 85.00 70.00 75.00
2021-05-12 9215.00 9280.00 9370.00 9185.00 9110.00 9210.00 9280.00 9110.00 105.00 70.00 90.00 75.00
2021-05-11 9345.00 9225.00 9365.00 9140.00 9230.00 9150.00 9290.00 9075.00 115.00 75.00 75.00 65.00
2021-05-10 9270.00 9345.00 9435.00 9200.00 9170.00 9270.00 9345.00 9110.00 100.00 75.00 90.00 90.00
2021-05-07 9120.00 9285.00 9305.00 9115.00 9070.00 9200.00 9215.00 9055.00 50.00 85.00 90.00 60.00
2021-05-06 8940.00 9120.00 9160.00 8900.00 8900.00 9040.00 9110.00 8860.00 40.00 80.00 50.00 40.00
2021-04-30 8885.00 8860.00 8915.00 8740.00 8870.00 8820.00 8870.00 8680.00 15.00 40.00 45.00 60.00
2021-04-29 8985.00 8885.00 8985.00 8830.00 9170.00 9115.00 9170.00 9050.00 -185.00 -230.00 -185.00 -220.00
2021-04-28 8930.00 8985.00 9010.00 8840.00 9080.00 9165.00 9200.00 9040.00 -150.00 -180.00 -190.00 -200.00
2021-04-27 8870.00 8925.00 8975.00 8805.00 9030.00 9110.00 9135.00 8985.00 -160.00 -185.00 -160.00 -180.00
2021-04-26 9040.00 8885.00 9095.00 8795.00 9175.00 9030.00 9230.00 8940.00 -135.00 -145.00 -135.00 -145.00
2021-04-23 8925.00 9040.00 9050.00 8855.00 9035.00 9175.00 9180.00 8975.00 -110.00 -135.00 -130.00 -120.00
2021-04-22 8650.00 8925.00 8945.00 8635.00 8780.00 9055.00 9070.00 8780.00 -130.00 -130.00 -125.00 -145.00
2021-04-21 8845.00 8640.00 8850.00 8610.00 8925.00 8780.00 8925.00 8745.00 -80.00 -140.00 -75.00 -135.00
2021-04-20 8880.00 8840.00 8965.00 8775.00 8985.00 8905.00 9035.00 8850.00 -105.00 -65.00 -70.00 -75.00
2021-04-19 8820.00 8840.00 8995.00 8810.00 8885.00 8925.00 9060.00 8880.00 -65.00 -85.00 -65.00 -70.00
2021-04-16 8760.00 8810.00 8860.00 8725.00 8785.00 8890.00 8925.00 8785.00 -25.00 -80.00 -65.00 -60.00
2021-04-15 8640.00 8725.00 8815.00 8625.00 8705.00 8790.00 8885.00 8705.00 -65.00 -65.00 -70.00 -80.00
2021-04-14 8610.00 8715.00 8755.00 8610.00 8510.00 8640.00 8670.00 8510.00 100.00 75.00 85.00 100.00
2021-04-13 8645.00 8595.00 8710.00 8580.00 8490.00 8500.00 8570.00 8470.00 155.00 95.00 140.00 110.00
2021-04-12 8735.00 8610.00 8765.00 8550.00 8545.00 8460.00 8615.00 8360.00 190.00 150.00 150.00 190.00
2021-04-09 8860.00 8735.00 8870.00 8700.00 8700.00 8545.00 8705.00 8540.00 160.00 190.00 165.00 160.00
2021-04-08 8905.00 8870.00 8925.00 8785.00 8730.00 8710.00 8765.00 8605.00 175.00 160.00 160.00 180.00
2021-04-07 8925.00 8875.00 9140.00 8865.00 8800.00 8725.00 8945.00 8720.00 125.00 150.00 195.00 145.00
2021-04-06 8880.00 8940.00 8985.00 8860.00 8750.00 8770.00 8815.00 8685.00 130.00 170.00 170.00 175.00
2021-04-02 8795.00 8930.00 8945.00 8730.00 8595.00 8770.00 8780.00 8560.00 200.00 160.00 165.00 170.00
2021-04-01 8530.00 8795.00 8805.00 8530.00 8445.00 8600.00 8625.00 8415.00 85.00 195.00 180.00 115.00
2021-03-31 8610.00 8540.00 8690.00 8515.00 8465.00 8420.00 8550.00 8405.00 145.00 120.00 140.00 110.00
2021-03-30 8830.00 8640.00 8870.00 8610.00 8645.00 8485.00 8695.00 8460.00 185.00 155.00 175.00 150.00
2021-03-29 8890.00 8795.00 8935.00 8750.00 8700.00 8625.00 8740.00 8565.00 190.00 170.00 195.00 185.00
2021-03-26 8695.00 8920.00 8920.00 8645.00 8480.00 8670.00 8670.00 8435.00 215.00 250.00 250.00 210.00
2021-03-25 8650.00 8695.00 8835.00 8575.00 8480.00 8480.00 8635.00 8385.00 170.00 215.00 200.00 190.00
2021-03-24 8600.00 8610.00 8675.00 8455.00 8405.00 8410.00 8510.00 8270.00 195.00 200.00 165.00 185.00
2021-03-23 8825.00 8650.00 8895.00 8525.00 8595.00 8485.00 8685.00 8365.00 230.00 165.00 210.00 160.00
2021-03-22 8805.00 8795.00 8970.00 8770.00 8675.00 8610.00 8750.00 8590.00 130.00 185.00 220.00 180.00
2021-03-19 8910.00 8770.00 8960.00 8720.00 8760.00 8605.00 8780.00 8555.00 150.00 165.00 180.00 165.00
2021-03-18 9025.00 8875.00 9260.00 8840.00 8910.00 8755.00 9065.00 8710.00 115.00 120.00 195.00 130.00
2021-03-17 9040.00 9070.00 9145.00 8985.00 8910.00 8915.00 8980.00 8795.00 130.00 155.00 165.00 190.00
2021-03-16 9150.00 9085.00 9280.00 9040.00 8915.00 8910.00 9085.00 8850.00 235.00 175.00 195.00 190.00
2021-03-15 8840.00 9150.00 9190.00 8770.00 8595.00 8895.00 8935.00 8540.00 245.00 255.00 255.00 230.00
2021-03-12 8730.00 8750.00 8885.00 8630.00 8600.00 8575.00 8695.00 8460.00 130.00 175.00 190.00 170.00
2021-03-11 8530.00 8705.00 8755.00 8440.00 8350.00 8520.00 8560.00 8280.00 180.00 185.00 195.00 160.00
2021-03-10 8650.00 8455.00 8680.00 8450.00 8450.00 8305.00 8505.00 8300.00 200.00 150.00 175.00 150.00
2021-03-09 8670.00 8560.00 8840.00 8550.00 8500.00 8385.00 8640.00 8385.00 170.00 175.00 200.00 165.00
2021-03-08 8465.00 8695.00 8795.00 8415.00 8300.00 8525.00 8610.00 8260.00 165.00 170.00 185.00 155.00
2021-03-05 8375.00 8430.00 8525.00 8265.00 8070.00 8270.00 8320.00 8060.00 305.00 160.00 205.00 205.00
2021-03-04 8545.00 8375.00 8695.00 8355.00 8365.00 8150.00 8465.00 8145.00 180.00 225.00 230.00 210.00
2021-03-03 8370.00 8540.00 8690.00 8340.00 8095.00 8330.00 8430.00 8070.00 275.00 210.00 260.00 270.00
2021-03-02 8300.00 8345.00 8390.00 8210.00 8070.00 8065.00 8095.00 7920.00 230.00 280.00 295.00 290.00
2021-03-01 8475.00 8340.00 8480.00 8155.00 8200.00 8060.00 8240.00 7915.00 275.00 280.00 240.00 240.00
2021-02-26 8480.00 8505.00 8590.00 8380.00 8250.00 8225.00 8315.00 8130.00 230.00 280.00 275.00 250.00
2021-02-25 8550.00 8500.00 8820.00 8360.00 8190.00 8210.00 8480.00 8015.00 360.00 290.00 340.00 345.00
2021-02-24 8610.00 8520.00 8720.00 8510.00 8270.00 8155.00 8350.00 8145.00 340.00 365.00 370.00 365.00
2021-02-23 8650.00 8610.00 8905.00 8480.00 8255.00 8265.00 8535.00 8160.00 395.00 345.00 370.00 320.00
2021-02-22 8225.00 8610.00 8610.00 8185.00 8180.00 8545.00 8545.00 8135.00 45.00 65.00 65.00 50.00
2021-02-19 7960.00 8220.00 8250.00 7885.00 7935.00 8165.00 8195.00 7840.00 25.00 55.00 55.00 45.00
2021-02-18 7895.00 8000.00 8100.00 7845.00 7705.00 7960.00 8000.00 7705.00 190.00 40.00 100.00 140.00
2021-02-10 7705.00 7720.00 7735.00 7600.00 7615.00 7665.00 7690.00 7550.00 90.00 55.00 45.00 50.00
2021-02-09 7650.00 7720.00 7720.00 7600.00 7605.00 7655.00 7665.00 7545.00 45.00 65.00 55.00 55.00
2021-02-08 7630.00 7640.00 7725.00 7565.00 7585.00 7605.00 7680.00 7525.00 45.00 35.00 45.00 40.00
2021-02-05 7620.00 7625.00 7665.00 7535.00 7570.00 7580.00 7625.00 7495.00 50.00 45.00 40.00 40.00
2021-02-04 7455.00 7645.00 7660.00 7370.00 7365.00 7600.00 7625.00 7335.00 90.00 45.00 35.00 35.00
2021-02-03 7330.00 7445.00 7445.00 7270.00 7290.00 7395.00 7400.00 7240.00 40.00 50.00 45.00 30.00
2021-02-02 7300.00 7305.00 7365.00 7250.00 7290.00 7295.00 7365.00 7250.00 10.00 10.00 0.00 0.00
2021-02-01 7435.00 7280.00 7550.00 7280.00 7435.00 7280.00 7575.00 7280.00 0.00 0.00 -25.00 0.00
2021-01-29 7410.00 7430.00 7485.00 7345.00 7450.00 7455.00 7510.00 7375.00 -40.00 -25.00 -25.00 -30.00
2021-01-28 7320.00 7420.00 7430.00 7295.00 7345.00 7445.00 7455.00 7310.00 -25.00 -25.00 -25.00 -15.00
2021-01-27 7285.00 7340.00 7355.00 7275.00 7335.00 7345.00 7390.00 7290.00 -50.00 -5.00 -35.00 -15.00
2021-01-26 7260.00 7265.00 7425.00 7260.00 7300.00 7305.00 7445.00 7280.00 -40.00 -40.00 -20.00 -20.00
2021-01-25 7395.00 7275.00 7495.00 7210.00 7410.00 7285.00 7500.00 7225.00 -15.00 -10.00 -5.00 -15.00
2021-01-22 7420.00 7415.00 7440.00 7315.00 7395.00 7435.00 7450.00 7325.00 25.00 -20.00 -10.00 -10.00
2021-01-21 7205.00 7390.00 7390.00 7205.00 7245.00 7385.00 7400.00 7225.00 -40.00 5.00 -10.00 -20.00
2021-01-20 7210.00 7205.00 7300.00 7180.00 7205.00 7235.00 7310.00 7180.00 5.00 -30.00 -10.00 0.00
2021-01-19 7170.00 7200.00 7295.00 7170.00 7175.00 7185.00 7280.00 7160.00 -5.00 15.00 15.00 10.00
2021-01-18 7040.00 7190.00 7195.00 7000.00 7030.00 7200.00 7200.00 6995.00 10.00 -10.00 -5.00 5.00
2021-01-15 7000.00 7040.00 7060.00 6965.00 7010.00 7030.00 7060.00 6970.00 -10.00 10.00 0.00 -5.00
2021-01-14 7020.00 7020.00 7045.00 6910.00 7030.00 7020.00 7045.00 6910.00 -10.00 0.00 0.00 0.00
2021-01-13 7010.00 7040.00 7065.00 6965.00 7050.00 7030.00 7070.00 6975.00 -40.00 10.00 -5.00 -10.00
2021-01-12 6930.00 7025.00 7040.00 6875.00 6935.00 7035.00 7060.00 6895.00 -5.00 -10.00 -20.00 -20.00
2021-01-11 7000.00 6940.00 7005.00 6890.00 7025.00 6935.00 7040.00 6900.00 -25.00 5.00 -35.00 -10.00
2021-01-08 7175.00 7000.00 7180.00 7000.00 7190.00 7025.00 7205.00 7020.00 -15.00 -25.00 -25.00 -20.00
2021-01-07 7180.00 7170.00 7315.00 7155.00 7195.00 7165.00 7310.00 7155.00 -15.00 5.00 5.00 0.00
2021-01-06 7195.00 7190.00 7260.00 7165.00 7190.00 7185.00 7245.00 7140.00 5.00 5.00 15.00 25.00
2021-01-05 7220.00 7170.00 7300.00 7135.00 7200.00 7170.00 7300.00 7125.00 20.00 0.00 0.00 10.00
2021-01-04 7150.00 7210.00 7235.00 7080.00 7085.00 7200.00 7210.00 7045.00 65.00 10.00 25.00 35.00
2020-12-31 7085.00 7130.00 7165.00 7050.00 7075.00 7100.00 7120.00 7015.00 10.00 30.00 45.00 35.00
2020-12-30 7100.00 7095.00 7140.00 7040.00 7110.00 7060.00 7125.00 7025.00 -10.00 35.00 15.00 15.00
2020-12-29 7120.00 7080.00 7155.00 7035.00 7135.00 7105.00 7175.00 7055.00 -15.00 -25.00 -20.00 -20.00
2020-12-28 7210.00 7090.00 7260.00 7065.00 7235.00 7125.00 7265.00 7095.00 -25.00 -35.00 -5.00 -30.00
2020-12-25 7380.00 7225.00 7385.00 7155.00 7435.00 7255.00 7455.00 7195.00 -55.00 -30.00 -70.00 -40.00
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