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
2020-03-03 6285.00 6270.00 6315.00 6260.00 6310.00 6315.00 6325.00 6300.00 -25.00 -45.00 -10.00 -40.00
2020-03-02 6210.00 6260.00 6285.00 6210.00 6300.00 6375.00 6390.00 6300.00 -90.00 -115.00 -105.00 -90.00
2020-02-28 6280.00 6230.00 6280.00 6215.00 6310.00 6335.00 6365.00 6310.00 -30.00 -105.00 -85.00 -95.00
2020-02-27 6315.00 6295.00 6330.00 6290.00 6375.00 6370.00 6400.00 6370.00 -60.00 -75.00 -70.00 -80.00
2020-02-26 6320.00 6315.00 6355.00 6310.00 6400.00 6390.00 6425.00 6390.00 -80.00 -75.00 -70.00 -80.00
2020-02-25 6305.00 6340.00 6360.00 6290.00 6385.00 6415.00 6425.00 6365.00 -80.00 -75.00 -65.00 -75.00
2020-02-24 6320.00 6330.00 6340.00 6280.00 6410.00 6405.00 6420.00 6375.00 -90.00 -75.00 -80.00 -95.00
2020-02-21 6305.00 6340.00 6350.00 6305.00 6400.00 6425.00 6430.00 6390.00 -95.00 -85.00 -80.00 -85.00
2020-02-20 6275.00 6315.00 6315.00 6265.00 6375.00 6395.00 6400.00 6355.00 -100.00 -80.00 -85.00 -90.00
2020-02-19 6290.00 6260.00 6305.00 6250.00 6415.00 6365.00 6415.00 6350.00 -125.00 -105.00 -110.00 -100.00
2020-02-18 6315.00 6295.00 6320.00 6285.00 6370.00 6390.00 6410.00 6370.00 -55.00 -95.00 -90.00 -85.00
2020-02-17 6305.00 6300.00 6320.00 6270.00 6480.00 6400.00 6480.00 6370.00 -175.00 -100.00 -160.00 -100.00
2020-02-14 6285.00 6320.00 6335.00 6265.00 6340.00 6405.00 6410.00 6340.00 -55.00 -85.00 -75.00 -75.00
2020-02-13 6290.00 6285.00 6305.00 6255.00 6385.00 6360.00 6385.00 6340.00 -95.00 -75.00 -80.00 -85.00
2020-02-12 6285.00 6285.00 6330.00 6275.00 6375.00 6360.00 6400.00 6350.00 -90.00 -75.00 -70.00 -75.00
2020-02-11 6240.00 6290.00 6295.00 6230.00 6320.00 6370.00 6375.00 6310.00 -80.00 -80.00 -80.00 -80.00
2020-02-10 6215.00 6235.00 6255.00 6195.00 6290.00 6320.00 6340.00 6275.00 -75.00 -85.00 -85.00 -80.00
2020-02-07 6240.00 6230.00 6245.00 6215.00 6295.00 6300.00 6310.00 6285.00 -55.00 -70.00 -65.00 -70.00
2020-02-06 6225.00 6245.00 6250.00 6190.00 6300.00 6295.00 6305.00 6260.00 -75.00 -50.00 -55.00 -70.00
2020-02-05 6185.00 6205.00 6250.00 6175.00 6230.00 6280.00 6305.00 6230.00 -45.00 -75.00 -55.00 -55.00
2020-02-04 6130.00 6180.00 6240.00 6115.00 6170.00 6240.00 6285.00 6165.00 -40.00 -60.00 -45.00 -50.00
2020-02-03 6165.00 6145.00 6205.00 6070.00 6200.00 6195.00 6275.00 6120.00 -35.00 -50.00 -70.00 -50.00
2020-01-23 6475.00 6450.00 6485.00 6430.00 6445.00 6410.00 6445.00 6390.00 30.00 40.00 40.00 40.00
2020-01-22 6475.00 6475.00 6495.00 6435.00 6440.00 6430.00 6450.00 6405.00 35.00 45.00 45.00 30.00
2020-01-21 6470.00 6475.00 6515.00 6460.00 6430.00 6440.00 6470.00 6420.00 40.00 35.00 45.00 40.00
2020-01-20 6480.00 6470.00 6510.00 6470.00 6455.00 6430.00 6485.00 6425.00 25.00 40.00 25.00 45.00
2020-01-17 6485.00 6475.00 6490.00 6460.00 6460.00 6455.00 6470.00 6440.00 25.00 20.00 20.00 20.00
2020-01-16 6485.00 6480.00 6500.00 6455.00 6465.00 6465.00 6470.00 6435.00 20.00 15.00 30.00 20.00
2020-01-15 6490.00 6485.00 6500.00 6455.00 6470.00 6470.00 6470.00 6430.00 20.00 15.00 30.00 25.00
2020-01-14 6530.00 6490.00 6540.00 6480.00 6500.00 6465.00 6510.00 6450.00 30.00 25.00 30.00 30.00
2020-01-13 6620.00 6525.00 6635.00 6515.00 6570.00 6490.00 6580.00 6480.00 50.00 35.00 55.00 35.00
2020-01-10 6515.00 6620.00 6625.00 6510.00 6475.00 6575.00 6575.00 6470.00 40.00 45.00 50.00 40.00
2020-01-09 6550.00 6515.00 6565.00 6510.00 6510.00 6480.00 6525.00 6470.00 40.00 35.00 40.00 40.00
2020-01-08 6515.00 6565.00 6570.00 6510.00 6465.00 6520.00 6525.00 6465.00 50.00 45.00 45.00 45.00
2020-01-07 6540.00 6510.00 6545.00 6495.00 6495.00 6465.00 6495.00 6445.00 45.00 45.00 50.00 50.00
2020-01-06 6495.00 6545.00 6590.00 6480.00 6460.00 6500.00 6530.00 6435.00 35.00 45.00 60.00 45.00
2020-01-03 6500.00 6495.00 6510.00 6480.00 6445.00 6450.00 6465.00 6435.00 55.00 45.00 45.00 45.00
2020-01-02 6520.00 6500.00 6530.00 6485.00 6490.00 6455.00 6495.00 6445.00 30.00 45.00 35.00 40.00
2019-12-31 6540.00 6525.00 6540.00 6505.00 6695.00 6675.00 6695.00 6605.00 -155.00 -150.00 -155.00 -100.00
2019-12-30 6505.00 6540.00 6545.00 6465.00 6695.00 6695.00 6705.00 6675.00 -190.00 -155.00 -160.00 -210.00
2019-12-27 6515.00 6505.00 6520.00 6490.00 6700.00 6690.00 6725.00 6685.00 -185.00 -185.00 -205.00 -195.00
2019-12-26 6495.00 6510.00 6520.00 6465.00 6705.00 6735.00 6740.00 6660.00 -210.00 -225.00 -220.00 -195.00
2019-12-25 6535.00 6495.00 6535.00 6480.00 6720.00 6695.00 6725.00 6685.00 -185.00 -200.00 -190.00 -205.00
2019-12-24 6500.00 6525.00 6535.00 6490.00 6725.00 6725.00 6755.00 6715.00 -225.00 -200.00 -220.00 -225.00
2019-12-23 6605.00 6510.00 6610.00 6505.00 6850.00 6755.00 6855.00 6750.00 -245.00 -245.00 -245.00 -245.00
2019-12-20 6615.00 6605.00 6630.00 6585.00 6825.00 6855.00 6870.00 6820.00 -210.00 -250.00 -240.00 -235.00
2019-12-19 6570.00 6610.00 6615.00 6560.00 6765.00 6840.00 6860.00 6765.00 -195.00 -230.00 -245.00 -205.00
2019-12-18 6560.00 6570.00 6585.00 6525.00 6775.00 6785.00 6790.00 6760.00 -215.00 -215.00 -205.00 -235.00
2019-12-17 6595.00 6560.00 6600.00 6535.00 6775.00 6770.00 6795.00 6750.00 -180.00 -210.00 -195.00 -215.00
2019-12-16 6555.00 6595.00 6615.00 6550.00 6715.00 6775.00 6785.00 6715.00 -160.00 -180.00 -170.00 -165.00
2019-12-13 6540.00 6560.00 6570.00 6530.00 6705.00 6710.00 6720.00 6685.00 -165.00 -150.00 -150.00 -155.00
2019-12-12 6635.00 6535.00 6645.00 6505.00 6725.00 6715.00 6760.00 6680.00 -90.00 -180.00 -115.00 -175.00
2019-12-11 6710.00 6745.00 6755.00 6680.00 6580.00 6630.00 6630.00 6560.00 130.00 115.00 125.00 120.00
2019-12-10 6760.00 6715.00 6790.00 6675.00 6585.00 6585.00 6605.00 6550.00 175.00 130.00 185.00 125.00
2019-12-09 6725.00 6765.00 6800.00 6710.00 6485.00 6575.00 6595.00 6475.00 240.00 190.00 205.00 235.00
2019-12-06 6700.00 6715.00 6725.00 6670.00 6485.00 6475.00 6495.00 6455.00 215.00 240.00 230.00 215.00
2019-12-05 6685.00 6705.00 6730.00 6660.00 6450.00 6470.00 6485.00 6445.00 235.00 235.00 245.00 215.00
2019-12-04 6800.00 6675.00 6815.00 6665.00 6500.00 6435.00 6500.00 6425.00 300.00 240.00 315.00 240.00
2019-12-03 6910.00 6810.00 6915.00 6810.00 6560.00 6505.00 6560.00 6490.00 350.00 305.00 355.00 320.00
2019-12-02 6880.00 6905.00 6930.00 6825.00 6570.00 6555.00 6570.00 6490.00 310.00 350.00 360.00 335.00
2019-11-29 6830.00 6875.00 6890.00 6810.00 6535.00 6565.00 6580.00 6500.00 295.00 310.00 310.00 310.00
2019-11-28 6700.00 6830.00 6905.00 6690.00 6495.00 6525.00 6580.00 6455.00 205.00 305.00 325.00 235.00
2019-11-27 6680.00 6700.00 6720.00 6665.00 6420.00 6455.00 6485.00 6410.00 260.00 245.00 235.00 255.00
2019-11-26 6665.00 6680.00 6685.00 6650.00 6405.00 6420.00 6430.00 6380.00 260.00 260.00 255.00 270.00
2019-11-25 6600.00 6665.00 6700.00 6595.00 6350.00 6400.00 6420.00 6345.00 250.00 265.00 280.00 250.00
2019-11-22 6595.00 6595.00 6600.00 6570.00 6365.00 6345.00 6365.00 6325.00 230.00 250.00 235.00 245.00
2019-11-21 6600.00 6595.00 6605.00 6560.00 6350.00 6350.00 6360.00 6320.00 250.00 245.00 245.00 240.00
2019-11-20 6555.00 6600.00 6600.00 6545.00 6315.00 6350.00 6350.00 6310.00 240.00 250.00 250.00 235.00
2019-11-19 6525.00 6555.00 6575.00 6525.00 6335.00 6320.00 6345.00 6290.00 190.00 235.00 230.00 235.00
2019-11-18 6615.00 6535.00 6620.00 6530.00 6380.00 6330.00 6380.00 6325.00 235.00 205.00 240.00 205.00
2019-11-15 6595.00 6610.00 6670.00 6570.00 6345.00 6385.00 6395.00 6315.00 250.00 225.00 275.00 255.00
2019-11-14 6545.00 6600.00 6600.00 6525.00 6300.00 6345.00 6350.00 6270.00 245.00 255.00 250.00 255.00
2019-11-13 6520.00 6545.00 6550.00 6510.00 6330.00 6305.00 6330.00 6270.00 190.00 240.00 220.00 240.00
2019-11-12 6485.00 6520.00 6530.00 6480.00 6270.00 6315.00 6330.00 6260.00 215.00 205.00 200.00 220.00
2019-11-11 6435.00 6490.00 6490.00 6415.00 6255.00 6265.00 6270.00 6230.00 180.00 225.00 220.00 185.00
2019-11-08 6440.00 6430.00 6465.00 6425.00 6265.00 6260.00 6285.00 6255.00 175.00 170.00 180.00 170.00
2019-11-07 6460.00 6430.00 6470.00 6420.00 6295.00 6255.00 6295.00 6255.00 165.00 175.00 175.00 165.00
2019-11-06 6480.00 6460.00 6490.00 6450.00 6295.00 6285.00 6300.00 6265.00 185.00 175.00 190.00 185.00
2019-11-05 6480.00 6475.00 6485.00 6435.00 6305.00 6285.00 6310.00 6250.00 175.00 190.00 175.00 185.00
2019-11-04 6440.00 6475.00 6480.00 6425.00 6255.00 6290.00 6305.00 6235.00 185.00 185.00 175.00 190.00
2019-11-01 6395.00 6440.00 6440.00 6365.00 6225.00 6245.00 6245.00 6205.00 170.00 195.00 195.00 160.00
2019-10-31 6360.00 6400.00 6405.00 6350.00 6210.00 6240.00 6245.00 6210.00 150.00 160.00 160.00 140.00
2019-10-30 6395.00 6350.00 6405.00 6320.00 6245.00 6215.00 6255.00 6200.00 150.00 135.00 150.00 120.00
2019-10-29 6400.00 6390.00 6420.00 6385.00 6285.00 6250.00 6285.00 6240.00 115.00 140.00 135.00 145.00
2019-10-28 6340.00 6400.00 6420.00 6320.00 6240.00 6280.00 6295.00 6220.00 100.00 120.00 125.00 100.00
2019-10-25 6350.00 6340.00 6390.00 6330.00 6235.00 6240.00 6280.00 6225.00 115.00 100.00 110.00 105.00
2019-10-24 6345.00 6345.00 6350.00 6315.00 6240.00 6230.00 6240.00 6210.00 105.00 115.00 110.00 105.00
2019-10-23 6330.00 6350.00 6355.00 6325.00 6225.00 6240.00 6250.00 6225.00 105.00 110.00 105.00 100.00
2019-10-22 6320.00 6320.00 6365.00 6315.00 6225.00 6225.00 6245.00 6215.00 95.00 95.00 120.00 100.00
2019-10-21 6355.00 6320.00 6355.00 6310.00 6250.00 6210.00 6255.00 6210.00 105.00 110.00 100.00 100.00
2019-10-18 6340.00 6350.00 6355.00 6285.00 6250.00 6235.00 6260.00 6200.00 90.00 115.00 95.00 85.00
2019-10-17 6335.00 6345.00 6360.00 6305.00 6210.00 6230.00 6240.00 6200.00 125.00 115.00 120.00 105.00
2019-10-16 6395.00 6350.00 6420.00 6350.00 6270.00 6245.00 6295.00 6240.00 125.00 105.00 125.00 110.00
2019-10-15 6430.00 6385.00 6440.00 6365.00 6290.00 6280.00 6305.00 6250.00 140.00 105.00 135.00 115.00
2019-10-14 6445.00 6435.00 6465.00 6420.00 6305.00 6305.00 6320.00 6285.00 140.00 130.00 145.00 135.00
2019-10-11 6415.00 6435.00 6445.00 6410.00 6270.00 6290.00 6305.00 6265.00 145.00 145.00 140.00 145.00
2019-10-10 6395.00 6400.00 6410.00 6365.00 6270.00 6275.00 6285.00 6250.00 125.00 125.00 125.00 115.00
2019-10-09 6410.00 6390.00 6435.00 6375.00 6295.00 6265.00 6300.00 6265.00 115.00 125.00 135.00 110.00
2019-10-08 6450.00 6420.00 6470.00 6415.00 6325.00 6295.00 6340.00 6290.00 125.00 125.00 130.00 125.00
2019-09-30 6415.00 6465.00 6465.00 6410.00 6280.00 6340.00 6345.00 6280.00 135.00 125.00 120.00 130.00
导出Excel数据