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:
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |