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
2020-12-24 7480.00 7410.00 7510.00 7375.00 7565.00 7460.00 7600.00 7445.00 -85.00 -50.00 -90.00 -70.00
2020-12-23 7500.00 7475.00 7500.00 7360.00 7465.00 7560.00 7565.00 7350.00 35.00 -85.00 -65.00 10.00
2020-12-22 7590.00 7465.00 7685.00 7450.00 7605.00 7430.00 7725.00 7430.00 -15.00 35.00 -40.00 20.00
2020-12-21 7535.00 7620.00 7750.00 7510.00 7660.00 7715.00 7800.00 7585.00 -125.00 -95.00 -50.00 -75.00
2020-12-18 7485.00 7520.00 7690.00 7425.00 7575.00 7665.00 7830.00 7575.00 -90.00 -145.00 -140.00 -150.00
2020-12-17 7705.00 7675.00 7710.00 7550.00 7545.00 7470.00 7550.00 7355.00 160.00 205.00 160.00 195.00
2020-12-16 7860.00 7685.00 7910.00 7640.00 7635.00 7545.00 7700.00 7505.00 225.00 140.00 210.00 135.00
2020-12-15 7915.00 7880.00 8000.00 7770.00 7625.00 7635.00 7695.00 7500.00 290.00 245.00 305.00 270.00
2020-12-14 8385.00 7950.00 8560.00 7935.00 7930.00 7595.00 8130.00 7580.00 455.00 355.00 430.00 355.00
2020-12-11 8220.00 8380.00 8480.00 8200.00 7780.00 7915.00 7975.00 7755.00 440.00 465.00 505.00 445.00
2020-12-10 8120.00 8200.00 8420.00 8085.00 7665.00 7735.00 7930.00 7640.00 455.00 465.00 490.00 445.00
2020-12-09 7835.00 8125.00 8145.00 7805.00 7495.00 7655.00 7665.00 7425.00 340.00 470.00 480.00 380.00
2020-12-08 7940.00 7830.00 7985.00 7795.00 7510.00 7455.00 7595.00 7405.00 430.00 375.00 390.00 390.00
2020-12-07 7855.00 7940.00 7965.00 7705.00 7465.00 7575.00 7595.00 7315.00 390.00 365.00 370.00 390.00
2020-12-04 7730.00 7840.00 7845.00 7640.00 7205.00 7350.00 7350.00 7140.00 525.00 490.00 495.00 500.00
2020-12-03 7670.00 7710.00 7780.00 7580.00 7195.00 7200.00 7265.00 7130.00 475.00 510.00 515.00 450.00
2020-12-02 7790.00 7665.00 7920.00 7650.00 7235.00 7200.00 7380.00 7180.00 555.00 465.00 540.00 470.00
2020-12-01 7460.00 7750.00 7755.00 7460.00 7020.00 7215.00 7220.00 7000.00 440.00 535.00 535.00 460.00
2020-11-30 7585.00 7455.00 7635.00 7430.00 7090.00 7040.00 7200.00 7020.00 495.00 415.00 435.00 410.00
2020-11-27 7355.00 7585.00 7595.00 7355.00 6970.00 7135.00 7135.00 6945.00 385.00 450.00 460.00 410.00
2020-11-26 7340.00 7360.00 7445.00 7335.00 7010.00 6965.00 7030.00 6945.00 330.00 395.00 415.00 390.00
2020-11-25 7450.00 7355.00 7540.00 7345.00 6960.00 6995.00 7105.00 6960.00 490.00 360.00 435.00 385.00
2020-11-24 7485.00 7435.00 7520.00 7380.00 6995.00 6990.00 7050.00 6910.00 490.00 445.00 470.00 470.00
2020-11-23 7385.00 7480.00 7530.00 7350.00 6850.00 6955.00 6985.00 6845.00 535.00 525.00 545.00 505.00
2020-11-20 7440.00 7375.00 7460.00 7320.00 6975.00 6850.00 6990.00 6815.00 465.00 525.00 470.00 505.00
2020-11-19 7520.00 7450.00 7535.00 7385.00 7210.00 7135.00 7210.00 7075.00 310.00 315.00 325.00 310.00
2020-11-18 7530.00 7515.00 7645.00 7475.00 7220.00 7165.00 7310.00 7155.00 310.00 350.00 335.00 320.00
2020-11-17 7515.00 7525.00 7530.00 7340.00 7175.00 7200.00 7215.00 7045.00 340.00 325.00 315.00 295.00
2020-11-16 7335.00 7475.00 7575.00 7285.00 7130.00 7150.00 7285.00 7045.00 205.00 325.00 290.00 240.00
2020-11-13 7070.00 7335.00 7335.00 7060.00 6870.00 7090.00 7090.00 6860.00 200.00 245.00 245.00 200.00
2020-11-12 7060.00 7035.00 7095.00 7000.00 6900.00 6840.00 6905.00 6805.00 160.00 195.00 190.00 195.00
2020-11-11 7065.00 7060.00 7080.00 6950.00 7085.00 6835.00 7085.00 6830.00 -20.00 225.00 -5.00 120.00
2020-11-10 7350.00 7050.00 7375.00 7030.00 7220.00 6945.00 7280.00 6935.00 130.00 105.00 95.00 95.00
2020-11-09 7135.00 7275.00 7320.00 7130.00 7020.00 7135.00 7180.00 6980.00 115.00 140.00 140.00 150.00
2020-11-06 7080.00 7120.00 7125.00 7035.00 6970.00 6990.00 6990.00 6910.00 110.00 130.00 135.00 125.00
2020-11-05 7105.00 7065.00 7120.00 6970.00 6730.00 6700.00 6770.00 6650.00 375.00 365.00 350.00 320.00
2020-11-04 7150.00 7090.00 7230.00 7030.00 6975.00 6965.00 7095.00 6920.00 175.00 125.00 135.00 110.00
2020-11-03 7100.00 7110.00 7195.00 7065.00 6985.00 6970.00 7060.00 6935.00 115.00 140.00 135.00 130.00
2020-11-02 6945.00 7085.00 7125.00 6915.00 6780.00 6965.00 6975.00 6760.00 165.00 120.00 150.00 155.00
2020-10-30 6820.00 6925.00 6930.00 6760.00 6625.00 6775.00 6775.00 6580.00 195.00 150.00 155.00 180.00
2020-10-29 6880.00 6850.00 6980.00 6845.00 6675.00 6675.00 6795.00 6665.00 205.00 175.00 185.00 180.00
2020-10-28 6810.00 6885.00 6920.00 6810.00 6635.00 6725.00 6780.00 6635.00 175.00 160.00 140.00 175.00
2020-10-27 6780.00 6810.00 6820.00 6750.00 6590.00 6675.00 6685.00 6590.00 190.00 135.00 135.00 160.00
2020-10-26 6715.00 6765.00 6780.00 6645.00 6640.00 6630.00 6640.00 6525.00 75.00 135.00 140.00 120.00
2020-10-23 6715.00 6710.00 6755.00 6685.00 6640.00 6600.00 6680.00 6540.00 75.00 110.00 75.00 145.00
2020-10-22 6715.00 6715.00 6775.00 6710.00 6705.00 6635.00 6705.00 6635.00 10.00 80.00 70.00 75.00
2020-10-21 6805.00 6715.00 6835.00 6715.00 6700.00 6665.00 6720.00 6650.00 105.00 50.00 115.00 65.00
2020-10-20 6825.00 6795.00 6825.00 6745.00 6760.00 6690.00 6760.00 6665.00 65.00 105.00 65.00 80.00
2020-10-19 6860.00 6820.00 6885.00 6795.00 6720.00 6720.00 6805.00 6630.00 140.00 100.00 80.00 165.00
2020-10-16 6860.00 6855.00 6915.00 6820.00 6955.00 6755.00 6955.00 6640.00 -95.00 100.00 -40.00 180.00
2020-10-15 6895.00 6860.00 6910.00 6825.00 6810.00 6750.00 6820.00 6700.00 85.00 110.00 90.00 125.00
2020-10-14 6840.00 6875.00 6935.00 6840.00 6800.00 6790.00 6855.00 6760.00 40.00 85.00 80.00 80.00
2020-10-13 6865.00 6825.00 6880.00 6795.00 6795.00 6760.00 6805.00 6725.00 70.00 65.00 75.00 70.00
2020-10-12 6760.00 6865.00 6875.00 6730.00 6715.00 6800.00 6805.00 6665.00 45.00 65.00 70.00 65.00
2020-10-09 6650.00 6765.00 6780.00 6625.00 6560.00 6705.00 6705.00 6560.00 90.00 60.00 75.00 65.00
2020-09-30 6595.00 6570.00 6630.00 6555.00 6530.00 6515.00 6560.00 6490.00 65.00 55.00 70.00 65.00
2020-09-29 6585.00 6595.00 6615.00 6555.00 6530.00 6525.00 6555.00 6485.00 55.00 70.00 60.00 70.00
2020-09-28 6575.00 6570.00 6660.00 6555.00 6495.00 6515.00 6605.00 6495.00 80.00 55.00 55.00 60.00
2020-09-25 6540.00 6575.00 6585.00 6445.00 6480.00 6515.00 6540.00 6390.00 60.00 60.00 45.00 55.00
2020-09-24 6660.00 6540.00 6685.00 6520.00 6600.00 6490.00 6635.00 6465.00 60.00 50.00 50.00 55.00
2020-09-23 6650.00 6650.00 6690.00 6620.00 6600.00 6600.00 6635.00 6560.00 50.00 50.00 55.00 60.00
2020-09-22 6705.00 6645.00 6720.00 6630.00 6655.00 6585.00 6670.00 6575.00 50.00 60.00 50.00 55.00
2020-09-21 6660.00 6715.00 6740.00 6620.00 6660.00 6675.00 6685.00 6565.00 0.00 40.00 55.00 55.00
2020-09-18 6665.00 6660.00 6715.00 6645.00 6655.00 6605.00 6670.00 6590.00 10.00 55.00 45.00 55.00
2020-09-17 6605.00 6670.00 6750.00 6600.00 6560.00 6620.00 6695.00 6550.00 45.00 50.00 55.00 50.00
2020-09-16 6565.00 6585.00 6605.00 6540.00 6485.00 6525.00 6550.00 6480.00 80.00 60.00 55.00 60.00
2020-09-15 6540.00 6565.00 6600.00 6515.00 6480.00 6495.00 6540.00 6445.00 60.00 70.00 60.00 70.00
2020-09-14 6620.00 6550.00 6645.00 6535.00 6550.00 6480.00 6575.00 6455.00 70.00 70.00 70.00 80.00
2020-09-11 6625.00 6635.00 6665.00 6590.00 6575.00 6565.00 6610.00 6520.00 50.00 70.00 55.00 70.00
2020-09-10 6535.00 6645.00 6680.00 6525.00 6460.00 6585.00 6625.00 6460.00 75.00 60.00 55.00 65.00
2020-09-09 6535.00 6505.00 6590.00 6490.00 6480.00 6430.00 6530.00 6410.00 55.00 75.00 60.00 80.00
2020-09-08 6600.00 6555.00 6610.00 6510.00 6545.00 6510.00 6555.00 6405.00 55.00 45.00 55.00 105.00
2020-09-07 6620.00 6590.00 6665.00 6580.00 6590.00 6545.00 6615.00 6530.00 30.00 45.00 50.00 50.00
2020-09-04 6675.00 6620.00 6700.00 6595.00 6640.00 6580.00 6645.00 6535.00 35.00 40.00 55.00 60.00
2020-09-03 6710.00 6685.00 6720.00 6650.00 6775.00 6700.00 6780.00 6680.00 -65.00 -15.00 -60.00 -30.00
2020-09-02 6670.00 6725.00 6760.00 6670.00 6735.00 6780.00 6850.00 6720.00 -65.00 -55.00 -90.00 -50.00
2020-09-01 6660.00 6670.00 6725.00 6650.00 6725.00 6705.00 6790.00 6690.00 -65.00 -35.00 -65.00 -40.00
2020-08-31 6600.00 6660.00 6710.00 6590.00 6690.00 6680.00 6805.00 6670.00 -90.00 -20.00 -95.00 -80.00
2020-08-28 6645.00 6605.00 6665.00 6590.00 6740.00 6690.00 6745.00 6650.00 -95.00 -85.00 -80.00 -60.00
2020-08-27 6680.00 6650.00 6785.00 6635.00 6730.00 6710.00 6830.00 6695.00 -50.00 -60.00 -45.00 -60.00
2020-08-26 6630.00 6695.00 6740.00 6610.00 6660.00 6735.00 6765.00 6640.00 -30.00 -40.00 -25.00 -30.00
2020-08-25 6610.00 6630.00 6670.00 6585.00 6665.00 6650.00 6730.00 6650.00 -55.00 -20.00 -60.00 -65.00
2020-08-24 6600.00 6625.00 6675.00 6530.00 6650.00 6690.00 6735.00 6595.00 -50.00 -65.00 -60.00 -65.00
2020-08-21 6660.00 6615.00 6675.00 6600.00 6670.00 6645.00 6695.00 6625.00 -10.00 -30.00 -20.00 -25.00
2020-08-20 6640.00 6685.00 6690.00 6585.00 6700.00 6700.00 6700.00 6620.00 -60.00 -15.00 -10.00 -35.00
2020-08-19 6660.00 6640.00 6675.00 6595.00 6725.00 6675.00 6725.00 6640.00 -65.00 -35.00 -50.00 -45.00
2020-08-18 6565.00 6675.00 6675.00 6550.00 6650.00 6710.00 6730.00 6615.00 -85.00 -35.00 -55.00 -65.00
2020-08-17 6540.00 6665.00 6690.00 6525.00 6470.00 6580.00 6595.00 6435.00 70.00 85.00 95.00 90.00
2020-08-14 6500.00 6560.00 6580.00 6490.00 6430.00 6470.00 6495.00 6390.00 70.00 90.00 85.00 100.00
2020-08-13 6520.00 6525.00 6605.00 6490.00 6420.00 6420.00 6490.00 6400.00 100.00 105.00 115.00 90.00
2020-08-12 6510.00 6525.00 6590.00 6470.00 6445.00 6420.00 6480.00 6380.00 65.00 105.00 110.00 90.00
2020-08-11 6510.00 6535.00 6555.00 6480.00 6415.00 6445.00 6460.00 6400.00 95.00 90.00 95.00 80.00
2020-08-10 6595.00 6485.00 6600.00 6455.00 6470.00 6400.00 6480.00 6370.00 125.00 85.00 120.00 85.00
2020-08-07 6635.00 6580.00 6665.00 6535.00 6510.00 6470.00 6545.00 6445.00 125.00 110.00 120.00 90.00
2020-08-06 6750.00 6610.00 6770.00 6585.00 6615.00 6510.00 6630.00 6460.00 135.00 100.00 140.00 125.00
2020-08-05 6680.00 6750.00 6790.00 6655.00 6520.00 6600.00 6605.00 6495.00 160.00 150.00 185.00 160.00
2020-08-04 6705.00 6700.00 6745.00 6650.00 6485.00 6515.00 6560.00 6485.00 220.00 185.00 185.00 165.00
2020-08-03 6610.00 6680.00 6695.00 6580.00 6410.00 6490.00 6500.00 6405.00 200.00 190.00 195.00 175.00
2020-07-31 6605.00 6610.00 6635.00 6520.00 6405.00 6415.00 6435.00 6345.00 200.00 195.00 200.00 175.00
2020-07-30 6525.00 6605.00 6680.00 6525.00 6350.00 6410.00 6475.00 6350.00 175.00 195.00 205.00 175.00
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