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
2019-09-27 6420.00 6410.00 6460.00 6405.00 6300.00 6290.00 6330.00 6280.00 120.00 120.00 130.00 125.00
2019-09-26 6440.00 6425.00 6445.00 6410.00 6320.00 6300.00 6325.00 6295.00 120.00 125.00 120.00 115.00
2019-09-25 6495.00 6450.00 6500.00 6440.00 6370.00 6330.00 6370.00 6320.00 125.00 120.00 130.00 120.00
2019-09-24 6525.00 6500.00 6545.00 6480.00 6370.00 6360.00 6390.00 6335.00 155.00 140.00 155.00 145.00
2019-09-23 6505.00 6530.00 6540.00 6500.00 6350.00 6380.00 6385.00 6350.00 155.00 150.00 155.00 150.00
2019-09-20 6520.00 6500.00 6545.00 6490.00 6395.00 6350.00 6395.00 6340.00 125.00 150.00 150.00 150.00
2019-09-19 6605.00 6515.00 6620.00 6515.00 6440.00 6365.00 6470.00 6365.00 165.00 150.00 150.00 150.00
2019-09-18 6640.00 6605.00 6645.00 6555.00 6495.00 6460.00 6495.00 6405.00 145.00 145.00 150.00 150.00
2019-09-17 6635.00 6640.00 6675.00 6615.00 6490.00 6495.00 6525.00 6455.00 145.00 145.00 150.00 160.00
2019-09-16 6565.00 6625.00 6645.00 6525.00 6435.00 6470.00 6490.00 6410.00 130.00 155.00 155.00 115.00
2019-09-12 6505.00 6510.00 6520.00 6450.00 6410.00 6395.00 6410.00 6350.00 95.00 115.00 110.00 100.00
2019-09-11 6510.00 6510.00 6535.00 6500.00 6405.00 6405.00 6420.00 6390.00 105.00 105.00 115.00 110.00
2019-09-10 6540.00 6510.00 6545.00 6485.00 6455.00 6400.00 6455.00 6375.00 85.00 110.00 90.00 110.00
2019-09-09 6455.00 6540.00 6540.00 6440.00 6345.00 6425.00 6430.00 6335.00 110.00 115.00 110.00 105.00
2019-09-06 6445.00 6440.00 6490.00 6425.00 6350.00 6340.00 6390.00 6325.00 95.00 100.00 100.00 100.00
2019-09-05 6475.00 6440.00 6495.00 6425.00 6380.00 6350.00 6395.00 6335.00 95.00 90.00 100.00 90.00
2019-09-04 6435.00 6470.00 6490.00 6430.00 6330.00 6370.00 6385.00 6330.00 105.00 100.00 105.00 100.00
2019-09-03 6450.00 6435.00 6470.00 6420.00 6345.00 6340.00 6375.00 6320.00 105.00 95.00 95.00 100.00
2019-09-02 6380.00 6440.00 6455.00 6355.00 6310.00 6340.00 6345.00 6285.00 70.00 100.00 110.00 70.00
2019-08-30 6355.00 6380.00 6405.00 6350.00 6290.00 6305.00 6335.00 6285.00 65.00 75.00 70.00 65.00
2019-08-29 6420.00 6345.00 6445.00 6340.00 6340.00 6285.00 6355.00 6270.00 80.00 60.00 90.00 70.00
2019-08-28 6460.00 6420.00 6495.00 6410.00 6710.00 6700.00 6755.00 6695.00 -250.00 -280.00 -260.00 -285.00
2019-08-27 6490.00 6455.00 6520.00 6450.00 6700.00 6695.00 6750.00 6690.00 -210.00 -240.00 -230.00 -240.00
2019-08-26 6490.00 6485.00 6530.00 6455.00 6750.00 6685.00 6750.00 6670.00 -260.00 -200.00 -220.00 -215.00
2019-08-23 6595.00 6510.00 6600.00 6495.00 6825.00 6710.00 6825.00 6705.00 -230.00 -200.00 -225.00 -210.00
2019-08-22 6670.00 6590.00 6675.00 6585.00 6850.00 6810.00 6865.00 6800.00 -180.00 -220.00 -190.00 -215.00
2019-08-21 6665.00 6670.00 6680.00 6640.00 6850.00 6855.00 6865.00 6840.00 -185.00 -185.00 -185.00 -200.00
2019-08-20 6670.00 6670.00 6730.00 6655.00 6860.00 6860.00 6875.00 6825.00 -190.00 -190.00 -145.00 -170.00
2019-08-19 6630.00 6680.00 6700.00 6625.00 6825.00 6865.00 6880.00 6825.00 -195.00 -185.00 -180.00 -200.00
2019-08-16 6665.00 6625.00 6680.00 6625.00 6840.00 6830.00 6850.00 6805.00 -175.00 -205.00 -170.00 -180.00
2019-08-15 6645.00 6675.00 6680.00 6620.00 6795.00 6835.00 6835.00 6780.00 -150.00 -160.00 -155.00 -160.00
2019-08-14 6610.00 6655.00 6680.00 6590.00 6790.00 6805.00 6835.00 6780.00 -180.00 -150.00 -155.00 -190.00
2019-08-13 6805.00 6790.00 6825.00 6755.00 6635.00 6610.00 6640.00 6590.00 170.00 180.00 185.00 165.00
2019-08-12 6835.00 6815.00 6855.00 6800.00 6620.00 6635.00 6645.00 6595.00 215.00 180.00 210.00 205.00
2019-08-09 6750.00 6840.00 6845.00 6750.00 6510.00 6610.00 6610.00 6500.00 240.00 230.00 235.00 250.00
2019-08-08 6690.00 6735.00 6745.00 6670.00 6465.00 6495.00 6495.00 6440.00 225.00 240.00 250.00 230.00
2019-08-07 6655.00 6685.00 6720.00 6650.00 6440.00 6460.00 6495.00 6440.00 215.00 225.00 225.00 210.00
2019-08-06 6690.00 6650.00 6705.00 6645.00 6480.00 6455.00 6500.00 6435.00 210.00 195.00 205.00 210.00
2019-08-05 6740.00 6685.00 6745.00 6670.00 6555.00 6480.00 6565.00 6475.00 185.00 205.00 180.00 195.00
2019-08-02 6810.00 6720.00 6825.00 6715.00 6640.00 6555.00 6655.00 6550.00 170.00 165.00 170.00 165.00
2019-08-01 6760.00 6805.00 6820.00 6750.00 6605.00 6640.00 6650.00 6595.00 155.00 165.00 170.00 155.00
2019-07-31 6805.00 6760.00 6810.00 6760.00 6625.00 6610.00 6640.00 6605.00 180.00 150.00 170.00 155.00
2019-07-30 6800.00 6810.00 6825.00 6755.00 6635.00 6635.00 6655.00 6605.00 165.00 175.00 170.00 150.00
2019-07-29 6800.00 6790.00 6825.00 6770.00 6645.00 6635.00 6660.00 6625.00 155.00 155.00 165.00 145.00
2019-07-26 6825.00 6810.00 6855.00 6790.00 6635.00 6645.00 6680.00 6630.00 190.00 165.00 175.00 160.00
2019-07-25 6865.00 6810.00 6865.00 6790.00 6665.00 6630.00 6680.00 6630.00 200.00 180.00 185.00 160.00
2019-07-24 6875.00 6855.00 6900.00 6850.00 6650.00 6660.00 6695.00 6645.00 225.00 195.00 205.00 205.00
2019-07-23 6850.00 6875.00 6925.00 6850.00 6650.00 6665.00 6695.00 6640.00 200.00 210.00 230.00 210.00
2019-07-22 6805.00 6855.00 6900.00 6800.00 6605.00 6635.00 6685.00 6605.00 200.00 220.00 215.00 195.00
2019-07-19 6830.00 6810.00 6840.00 6765.00 6625.00 6605.00 6635.00 6575.00 205.00 205.00 205.00 190.00
2019-07-18 6855.00 6830.00 6870.00 6820.00 6635.00 6620.00 6645.00 6610.00 220.00 210.00 225.00 210.00
2019-07-17 6835.00 6855.00 6880.00 6815.00 6645.00 6635.00 6680.00 6605.00 190.00 220.00 200.00 210.00
2019-07-16 6855.00 6825.00 6870.00 6815.00 6675.00 6635.00 6685.00 6625.00 180.00 190.00 185.00 190.00
2019-07-15 6805.00 6865.00 6880.00 6800.00 6620.00 6680.00 6700.00 6615.00 185.00 185.00 180.00 185.00
2019-07-12 6880.00 6805.00 6885.00 6795.00 6710.00 6620.00 6710.00 6620.00 170.00 185.00 175.00 175.00
2019-07-11 6865.00 6890.00 6910.00 6830.00 6700.00 6720.00 6735.00 6680.00 165.00 170.00 175.00 150.00
2019-07-10 6865.00 6855.00 6880.00 6820.00 6725.00 6705.00 6730.00 6675.00 140.00 150.00 150.00 145.00
2019-07-09 6900.00 6865.00 6940.00 6840.00 6730.00 6710.00 6765.00 6690.00 170.00 155.00 175.00 150.00
2019-07-08 6880.00 6890.00 6925.00 6875.00 6725.00 6715.00 6750.00 6700.00 155.00 175.00 175.00 175.00
2019-07-05 6950.00 6900.00 6950.00 6875.00 6760.00 6720.00 6765.00 6695.00 190.00 180.00 185.00 180.00
2019-07-04 6930.00 6945.00 6960.00 6865.00 6730.00 6760.00 6775.00 6680.00 200.00 185.00 185.00 185.00
2019-07-03 6925.00 6915.00 6935.00 6850.00 6730.00 6735.00 6750.00 6660.00 195.00 180.00 185.00 190.00
2019-07-02 6860.00 6930.00 7010.00 6780.00 6700.00 6745.00 6810.00 6595.00 160.00 185.00 200.00 185.00
2019-07-01 6770.00 6860.00 6875.00 6760.00 6590.00 6685.00 6690.00 6570.00 180.00 175.00 185.00 190.00
2019-06-28 6815.00 6770.00 6840.00 6745.00 6620.00 6580.00 6650.00 6555.00 195.00 190.00 190.00 190.00
2019-06-27 6875.00 6815.00 6890.00 6775.00 6710.00 6615.00 6715.00 6600.00 165.00 200.00 175.00 175.00
2019-06-26 6860.00 6885.00 6890.00 6775.00 6680.00 6705.00 6715.00 6605.00 180.00 180.00 175.00 170.00
2019-06-25 6880.00 6845.00 6895.00 6820.00 6725.00 6675.00 6725.00 6645.00 155.00 170.00 170.00 175.00
2019-06-24 6785.00 6875.00 6885.00 6765.00 6610.00 6715.00 6720.00 6600.00 175.00 160.00 165.00 165.00
2019-06-21 6780.00 6785.00 6835.00 6755.00 6605.00 6615.00 6650.00 6575.00 175.00 170.00 185.00 180.00
2019-06-20 6750.00 6790.00 6795.00 6710.00 6565.00 6610.00 6610.00 6525.00 185.00 180.00 185.00 185.00
2019-06-19 6665.00 6750.00 6770.00 6650.00 6470.00 6565.00 6575.00 6460.00 195.00 185.00 195.00 190.00
2019-06-18 6655.00 6655.00 6700.00 6600.00 6480.00 6465.00 6515.00 6415.00 175.00 190.00 185.00 185.00
2019-06-17 6670.00 6660.00 6715.00 6650.00 6470.00 6480.00 6525.00 6465.00 200.00 180.00 190.00 185.00
2019-06-14 6690.00 6660.00 6725.00 6645.00 6490.00 6470.00 6515.00 6450.00 200.00 190.00 210.00 195.00
2019-06-13 6650.00 6690.00 6715.00 6630.00 6405.00 6485.00 6505.00 6405.00 245.00 205.00 210.00 225.00
2019-06-12 6695.00 6645.00 6710.00 6630.00 6480.00 6445.00 6530.00 6440.00 215.00 200.00 180.00 190.00
2019-06-11 6600.00 6680.00 6720.00 6555.00 6435.00 6485.00 6515.00 6385.00 165.00 195.00 205.00 170.00
2019-06-10 6685.00 6610.00 6690.00 6585.00 6455.00 6435.00 6490.00 6410.00 230.00 175.00 200.00 175.00
2019-06-06 6595.00 6645.00 6690.00 6515.00 6405.00 6430.00 6470.00 6310.00 190.00 215.00 220.00 205.00
2019-06-05 6665.00 6595.00 6670.00 6560.00 6465.00 6405.00 6485.00 6380.00 200.00 190.00 185.00 180.00
2019-06-04 6780.00 6655.00 6800.00 6620.00 6585.00 6480.00 6600.00 6425.00 195.00 175.00 200.00 195.00
2019-06-03 6785.00 6760.00 6830.00 6730.00 6600.00 6560.00 6640.00 6540.00 185.00 200.00 190.00 190.00
2019-05-31 6860.00 6790.00 6875.00 6790.00 6680.00 6610.00 6700.00 6605.00 180.00 180.00 175.00 185.00
2019-05-30 6825.00 6850.00 6950.00 6815.00 6635.00 6675.00 6765.00 6620.00 190.00 175.00 185.00 195.00
2019-05-29 6825.00 6845.00 6875.00 6810.00 6630.00 6655.00 6680.00 6610.00 195.00 190.00 195.00 200.00
2019-05-28 6790.00 6825.00 6845.00 6735.00 6605.00 6625.00 6645.00 6550.00 185.00 200.00 200.00 185.00
2019-05-27 6850.00 6780.00 6860.00 6770.00 6635.00 6590.00 6655.00 6585.00 215.00 190.00 205.00 185.00
2019-05-24 6810.00 6845.00 6860.00 6750.00 6605.00 6625.00 6660.00 6575.00 205.00 220.00 200.00 175.00
2019-05-23 6890.00 6830.00 6915.00 6820.00 6705.00 6625.00 6720.00 6610.00 185.00 205.00 195.00 210.00
2019-05-22 6945.00 6910.00 6975.00 6860.00 6755.00 6710.00 6785.00 6680.00 190.00 200.00 190.00 180.00
2019-05-21 6855.00 6945.00 6950.00 6825.00 6690.00 6755.00 6760.00 6650.00 165.00 190.00 190.00 175.00
2019-05-20 6875.00 6860.00 6975.00 6855.00 6705.00 6685.00 6790.00 6675.00 170.00 175.00 185.00 180.00
2019-05-17 6965.00 6875.00 6980.00 6840.00 6810.00 6705.00 6810.00 6680.00 155.00 170.00 170.00 160.00
2019-05-16 6920.00 6965.00 7010.00 6895.00 6735.00 6800.00 6835.00 6730.00 185.00 165.00 175.00 165.00
2019-05-15 6870.00 6920.00 6935.00 6840.00 6685.00 6750.00 6755.00 6675.00 185.00 170.00 180.00 165.00
2019-05-14 6855.00 6845.00 6940.00 6800.00 6715.00 6685.00 6770.00 6650.00 140.00 160.00 170.00 150.00
2019-05-13 6985.00 6870.00 6985.00 6835.00 6820.00 6710.00 6825.00 6680.00 165.00 160.00 160.00 155.00
2019-05-10 6925.00 6975.00 6990.00 6905.00 6770.00 6820.00 6830.00 6760.00 155.00 155.00 160.00 145.00
2019-05-09 7055.00 6940.00 7090.00 6925.00 6860.00 6765.00 6900.00 6760.00 195.00 175.00 190.00 165.00
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