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
2020-07-29 6530.00 6510.00 6595.00 6505.00 6365.00 6335.00 6420.00 6335.00 165.00 175.00 175.00 170.00
2020-07-28 6510.00 6530.00 6545.00 6455.00 6350.00 6365.00 6375.00 6300.00 160.00 165.00 170.00 155.00
2020-07-27 6430.00 6520.00 6530.00 6425.00 6285.00 6340.00 6350.00 6275.00 145.00 180.00 180.00 150.00
2020-07-24 6540.00 6415.00 6545.00 6410.00 6330.00 6270.00 6355.00 6265.00 210.00 145.00 190.00 145.00
2020-07-23 6545.00 6540.00 6630.00 6520.00 6370.00 6355.00 6415.00 6315.00 175.00 185.00 215.00 205.00
2020-07-22 6620.00 6545.00 6660.00 6545.00 6440.00 6365.00 6465.00 6360.00 180.00 180.00 195.00 185.00
2020-07-21 6600.00 6605.00 6660.00 6490.00 6405.00 6410.00 6445.00 6325.00 195.00 195.00 215.00 165.00
2020-07-20 6510.00 6610.00 6685.00 6480.00 6350.00 6410.00 6490.00 6320.00 160.00 200.00 195.00 160.00
2020-07-17 6535.00 6510.00 6560.00 6470.00 6390.00 6340.00 6390.00 6315.00 145.00 170.00 170.00 155.00
2020-07-16 6605.00 6555.00 6620.00 6525.00 6390.00 6385.00 6430.00 6340.00 215.00 170.00 190.00 185.00
2020-07-15 6670.00 6580.00 6730.00 6550.00 6460.00 6390.00 6525.00 6360.00 210.00 190.00 205.00 190.00
2020-07-14 6705.00 6665.00 6770.00 6625.00 6515.00 6465.00 6565.00 6435.00 190.00 200.00 205.00 190.00
2020-07-13 6560.00 6720.00 6760.00 6545.00 6350.00 6510.00 6530.00 6345.00 210.00 210.00 230.00 200.00
2020-07-10 6575.00 6540.00 6650.00 6510.00 6380.00 6345.00 6450.00 6310.00 195.00 195.00 200.00 200.00
2020-07-09 6525.00 6580.00 6600.00 6500.00 6320.00 6380.00 6400.00 6320.00 205.00 200.00 200.00 180.00
2020-07-08 6530.00 6515.00 6580.00 6485.00 6340.00 6320.00 6400.00 6310.00 190.00 195.00 180.00 175.00
2020-07-07 6390.00 6540.00 6590.00 6370.00 6210.00 6360.00 6390.00 6195.00 180.00 180.00 200.00 175.00
2020-07-06 6315.00 6390.00 6400.00 6295.00 6145.00 6210.00 6220.00 6115.00 170.00 180.00 180.00 180.00
2020-07-03 6275.00 6335.00 6380.00 6260.00 6125.00 6145.00 6200.00 6090.00 150.00 190.00 180.00 170.00
2020-07-02 6170.00 6290.00 6295.00 6125.00 5990.00 6110.00 6120.00 5975.00 180.00 180.00 175.00 150.00
2020-07-01 6165.00 6160.00 6205.00 6130.00 6020.00 5995.00 6045.00 5975.00 145.00 165.00 160.00 155.00
2020-06-30 6135.00 6180.00 6205.00 6110.00 5960.00 6030.00 6045.00 5950.00 175.00 150.00 160.00 160.00
2020-06-29 6140.00 6110.00 6230.00 6060.00 5985.00 5945.00 6055.00 5910.00 155.00 165.00 175.00 150.00
2020-06-24 6180.00 6170.00 6195.00 6130.00 6005.00 6020.00 6045.00 5985.00 175.00 150.00 150.00 145.00
2020-06-23 6190.00 6165.00 6195.00 6140.00 6020.00 6000.00 6035.00 5995.00 170.00 165.00 160.00 145.00
2020-06-22 6235.00 6190.00 6255.00 6130.00 6095.00 6020.00 6100.00 5990.00 140.00 170.00 155.00 140.00
2020-06-19 6250.00 6245.00 6270.00 6185.00 6070.00 6090.00 6105.00 6010.00 180.00 155.00 165.00 175.00
2020-06-18 6330.00 6250.00 6340.00 6230.00 6110.00 6075.00 6135.00 6050.00 220.00 175.00 205.00 180.00
2020-06-17 6350.00 6330.00 6390.00 6265.00 6445.00 6335.00 6445.00 6320.00 -95.00 -5.00 -55.00 -55.00
2020-06-16 6290.00 6345.00 6370.00 6260.00 6080.00 6135.00 6150.00 6045.00 210.00 210.00 220.00 215.00
2020-06-15 6340.00 6285.00 6365.00 6255.00 6125.00 6070.00 6140.00 6045.00 215.00 215.00 225.00 210.00
2020-06-12 6230.00 6340.00 6340.00 6150.00 6060.00 6095.00 6105.00 5945.00 170.00 245.00 235.00 205.00
2020-06-11 6320.00 6260.00 6350.00 6255.00 6140.00 6085.00 6165.00 6080.00 180.00 175.00 185.00 175.00
2020-06-10 6300.00 6315.00 6405.00 6285.00 6120.00 6125.00 6205.00 6115.00 180.00 190.00 200.00 170.00
2020-06-09 6310.00 6300.00 6325.00 6260.00 6130.00 6135.00 6155.00 6085.00 180.00 165.00 170.00 175.00
2020-06-08 6310.00 6310.00 6340.00 6235.00 6135.00 6155.00 6170.00 6060.00 175.00 155.00 170.00 175.00
2020-06-05 6245.00 6280.00 6320.00 6245.00 6090.00 6110.00 6145.00 6090.00 155.00 170.00 175.00 155.00
2020-06-04 6280.00 6235.00 6310.00 6215.00 6080.00 6090.00 6110.00 6030.00 200.00 145.00 200.00 185.00
2020-06-03 6330.00 6300.00 6370.00 6290.00 6145.00 6110.00 6155.00 6095.00 185.00 190.00 215.00 195.00
2020-06-02 6210.00 6315.00 6340.00 6190.00 6075.00 6120.00 6150.00 6010.00 135.00 195.00 190.00 180.00
2020-06-01 6055.00 6210.00 6280.00 6035.00 5875.00 6025.00 6085.00 5875.00 180.00 185.00 195.00 160.00
2020-05-29 6035.00 6040.00 6085.00 5995.00 5950.00 5890.00 5950.00 5865.00 85.00 150.00 135.00 130.00
2020-05-28 6080.00 6025.00 6090.00 5960.00 5950.00 5925.00 5960.00 5845.00 130.00 100.00 130.00 115.00
2020-05-27 6090.00 6080.00 6105.00 6040.00 5995.00 5955.00 5995.00 5935.00 95.00 125.00 110.00 105.00
2020-05-26 6070.00 6090.00 6120.00 6050.00 5975.00 5980.00 6010.00 5950.00 95.00 110.00 110.00 100.00
2020-05-25 6035.00 6070.00 6155.00 6005.00 5945.00 5970.00 6040.00 5925.00 90.00 100.00 115.00 80.00
2020-05-22 6060.00 6020.00 6125.00 5950.00 5960.00 5925.00 6015.00 5855.00 100.00 95.00 110.00 95.00
2020-05-21 5975.00 6055.00 6085.00 5970.00 5915.00 5950.00 5975.00 5870.00 60.00 105.00 110.00 100.00
2020-05-20 5915.00 5965.00 5985.00 5850.00 5810.00 5890.00 5915.00 5770.00 105.00 75.00 70.00 80.00
2020-05-19 5910.00 5880.00 5990.00 5865.00 5865.00 5800.00 5930.00 5775.00 45.00 80.00 60.00 90.00
2020-05-18 5820.00 5885.00 5920.00 5795.00 5770.00 5835.00 5855.00 5745.00 50.00 50.00 65.00 50.00
2020-05-15 5720.00 5820.00 5860.00 5720.00 5700.00 5770.00 5795.00 5670.00 20.00 50.00 65.00 50.00
2020-05-14 5705.00 5730.00 5755.00 5665.00 5655.00 5685.00 6065.00 5620.00 50.00 45.00 -310.00 45.00
2020-05-13 5690.00 5680.00 5710.00 5630.00 5625.00 5640.00 5660.00 5580.00 65.00 40.00 50.00 50.00
2020-05-12 5765.00 5670.00 5765.00 5650.00 5690.00 5605.00 5700.00 5600.00 75.00 65.00 65.00 50.00
2020-05-11 5765.00 5745.00 5840.00 5720.00 5725.00 5675.00 5780.00 5665.00 40.00 70.00 60.00 55.00
2020-05-08 5705.00 5790.00 5805.00 5660.00 5620.00 5720.00 5730.00 5585.00 85.00 70.00 75.00 75.00
2020-05-07 5675.00 5665.00 5740.00 5635.00 5605.00 5585.00 5675.00 5585.00 70.00 80.00 65.00 50.00
2020-05-06 5615.00 5680.00 5700.00 5555.00 5545.00 5635.00 5650.00 5520.00 70.00 45.00 50.00 35.00
2020-04-30 5500.00 5485.00 5520.00 5440.00 5435.00 5460.00 5475.00 5415.00 65.00 25.00 45.00 25.00
2020-04-29 5430.00 5460.00 5485.00 5375.00 5405.00 5420.00 5455.00 5355.00 25.00 40.00 30.00 20.00
2020-04-28 5375.00 5425.00 5445.00 5375.00 5370.00 5390.00 5420.00 5365.00 5.00 35.00 25.00 10.00
2020-04-27 5355.00 5410.00 5470.00 5345.00 5285.00 5380.00 5435.00 5285.00 70.00 30.00 35.00 60.00
2020-04-24 5350.00 5330.00 5420.00 5330.00 5360.00 5315.00 5390.00 5305.00 -10.00 15.00 30.00 25.00
2020-04-23 5320.00 5355.00 5375.00 5295.00 5270.00 5340.00 5365.00 5270.00 50.00 15.00 10.00 25.00
2020-04-22 5250.00 5265.00 5310.00 5190.00 5260.00 5270.00 5310.00 5205.00 -10.00 -5.00 0.00 -15.00
2020-04-21 5355.00 5325.00 5385.00 5250.00 5345.00 5320.00 5375.00 5250.00 10.00 5.00 10.00 0.00
2020-04-20 5420.00 5405.00 5445.00 5350.00 5350.00 5395.00 5420.00 5335.00 70.00 10.00 25.00 15.00
2020-04-17 5410.00 5420.00 5480.00 5350.00 5410.00 5495.00 5510.00 5340.00 0.00 -75.00 -30.00 10.00
2020-04-16 5405.00 5400.00 5465.00 5380.00 5440.00 5455.00 5490.00 5415.00 -35.00 -55.00 -25.00 -35.00
2020-04-15 5380.00 5435.00 5510.00 5370.00 5445.00 5475.00 5535.00 5410.00 -65.00 -40.00 -25.00 -40.00
2020-04-14 5505.00 5430.00 5515.00 5355.00 5520.00 5475.00 5540.00 5400.00 -15.00 -45.00 -25.00 -45.00
2020-04-13 5520.00 5490.00 5760.00 5455.00 5545.00 5500.00 5770.00 5485.00 -25.00 -10.00 -10.00 -30.00
2020-04-10 5340.00 5460.00 5490.00 5305.00 5400.00 5490.00 5495.00 5330.00 -60.00 -30.00 -5.00 -25.00
2020-04-09 5475.00 5430.00 5535.00 5385.00 5475.00 5460.00 5540.00 5425.00 0.00 -30.00 -5.00 -40.00
2020-04-08 5450.00 5430.00 5495.00 5355.00 5465.00 5440.00 5540.00 5375.00 -15.00 -10.00 -45.00 -20.00
2020-04-07 5405.00 5490.00 5495.00 5390.00 5420.00 5500.00 5505.00 5405.00 -15.00 -10.00 -10.00 -15.00
2020-04-03 5260.00 5315.00 5395.00 5240.00 5395.00 5345.00 5395.00 5245.00 -135.00 -30.00 0.00 -5.00
2020-04-02 5135.00 5230.00 5290.00 5095.00 5145.00 5250.00 5295.00 5085.00 -10.00 -20.00 -5.00 10.00
2020-04-01 5005.00 5130.00 5145.00 4950.00 4990.00 5125.00 5130.00 4940.00 15.00 5.00 15.00 10.00
2020-03-31 5105.00 5015.00 5250.00 4970.00 5150.00 5040.00 5275.00 5010.00 -45.00 -25.00 -25.00 -40.00
2020-03-30 5295.00 5115.00 5295.00 5115.00 5310.00 5150.00 5310.00 5150.00 -15.00 -35.00 -15.00 -35.00
2020-03-27 5420.00 5390.00 5460.00 5320.00 5500.00 5430.00 5500.00 5365.00 -80.00 -40.00 -40.00 -45.00
2020-03-26 5600.00 5455.00 5605.00 5450.00 5660.00 5510.00 5670.00 5510.00 -60.00 -55.00 -65.00 -60.00
2020-03-25 5700.00 5615.00 5715.00 5520.00 5720.00 5690.00 5795.00 5580.00 -20.00 -75.00 -80.00 -60.00
2020-03-24 5740.00 5680.00 5795.00 5575.00 5890.00 5720.00 5890.00 5565.00 -150.00 -40.00 -95.00 10.00
2020-03-23 5875.00 5730.00 5875.00 5730.00 5990.00 5830.00 5990.00 5830.00 -115.00 -100.00 -115.00 -100.00
2020-03-20 5995.00 5965.00 6045.00 5895.00 6100.00 6070.00 6150.00 6005.00 -105.00 -105.00 -105.00 -110.00
2020-03-19 6030.00 5945.00 6040.00 5875.00 6140.00 6035.00 6150.00 5990.00 -110.00 -90.00 -110.00 -115.00
2020-03-18 6150.00 6055.00 6165.00 6050.00 6270.00 6175.00 6275.00 6170.00 -120.00 -120.00 -110.00 -120.00
2020-03-17 6170.00 6165.00 6205.00 6165.00 6290.00 6285.00 6320.00 6280.00 -120.00 -120.00 -115.00 -115.00
2020-03-16 6225.00 6195.00 6260.00 6190.00 6350.00 6310.00 6360.00 6305.00 -125.00 -115.00 -100.00 -115.00
2020-03-13 6185.00 6235.00 6245.00 6155.00 6300.00 6345.00 6355.00 6270.00 -115.00 -110.00 -110.00 -115.00
2020-03-12 6210.00 6210.00 6230.00 6175.00 6330.00 6325.00 6345.00 6300.00 -120.00 -115.00 -115.00 -125.00
2020-03-11 6190.00 6220.00 6235.00 6190.00 6340.00 6340.00 6360.00 6325.00 -150.00 -120.00 -125.00 -135.00
2020-03-10 6080.00 6190.00 6210.00 6075.00 6225.00 6325.00 6335.00 6220.00 -145.00 -135.00 -125.00 -145.00
2020-03-09 6025.00 6080.00 6130.00 5995.00 6125.00 6225.00 6265.00 6125.00 -100.00 -145.00 -135.00 -130.00
2020-03-06 6250.00 6230.00 6250.00 6210.00 6385.00 6360.00 6390.00 6350.00 -135.00 -130.00 -140.00 -140.00
2020-03-05 6275.00 6255.00 6280.00 6235.00 6395.00 6395.00 6405.00 6380.00 -120.00 -140.00 -125.00 -145.00
2020-03-04 6270.00 6270.00 6280.00 6245.00 6395.00 6395.00 6400.00 6370.00 -125.00 -125.00 -120.00 -125.00
导出Excel数据