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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 7085.00 | 7055.00 | 7110.00 | 7025.00 | 6920.00 | 6870.00 | 6920.00 | 6845.00 | 165.00 | 185.00 | 190.00 | 180.00 |
| 2019-05-07 | 7115.00 | 7100.00 | 7145.00 | 7090.00 | 6930.00 | 6910.00 | 6950.00 | 6900.00 | 185.00 | 190.00 | 195.00 | 190.00 |
| 2019-05-06 | 7045.00 | 7110.00 | 7160.00 | 7040.00 | 6850.00 | 6940.00 | 6955.00 | 6850.00 | 195.00 | 170.00 | 205.00 | 190.00 |
| 2019-04-30 | 6920.00 | 7045.00 | 7045.00 | 6920.00 | 6780.00 | 6870.00 | 6870.00 | 6780.00 | 140.00 | 175.00 | 175.00 | 140.00 |
| 2019-04-29 | 6930.00 | 6920.00 | 6990.00 | 6870.00 | 6800.00 | 6775.00 | 6840.00 | 6740.00 | 130.00 | 145.00 | 150.00 | 130.00 |
| 2019-04-26 | 6940.00 | 6935.00 | 6970.00 | 6910.00 | 6795.00 | 6810.00 | 6835.00 | 6765.00 | 145.00 | 125.00 | 135.00 | 145.00 |
| 2019-04-25 | 6965.00 | 6935.00 | 6975.00 | 6925.00 | 6790.00 | 6790.00 | 6820.00 | 6775.00 | 175.00 | 145.00 | 155.00 | 150.00 |
| 2019-04-24 | 6805.00 | 6960.00 | 7000.00 | 6800.00 | 6835.00 | 6990.00 | 7045.00 | 6835.00 | -30.00 | -30.00 | -45.00 | -35.00 |
| 2019-04-23 | 6830.00 | 6815.00 | 6845.00 | 6770.00 | 6875.00 | 6860.00 | 6900.00 | 6835.00 | -45.00 | -45.00 | -55.00 | -65.00 |
| 2019-04-22 | 6790.00 | 6825.00 | 6880.00 | 6780.00 | 6635.00 | 6655.00 | 6710.00 | 6630.00 | 155.00 | 170.00 | 170.00 | 150.00 |
| 2019-04-19 | 6755.00 | 6785.00 | 6795.00 | 6725.00 | 6615.00 | 6625.00 | 6645.00 | 6595.00 | 140.00 | 160.00 | 150.00 | 130.00 |
| 2019-04-18 | 6810.00 | 6755.00 | 6830.00 | 6745.00 | 6855.00 | 6815.00 | 6860.00 | 6810.00 | -45.00 | -60.00 | -30.00 | -65.00 |
| 2019-04-17 | 6810.00 | 6810.00 | 6895.00 | 6780.00 | 6840.00 | 6855.00 | 6945.00 | 6820.00 | -30.00 | -45.00 | -50.00 | -40.00 |
| 2019-04-16 | 6795.00 | 6810.00 | 6830.00 | 6765.00 | 6800.00 | 6840.00 | 6855.00 | 6800.00 | -5.00 | -30.00 | -25.00 | -35.00 |
| 2019-04-15 | 6825.00 | 6795.00 | 6865.00 | 6765.00 | 6795.00 | 6820.00 | 6870.00 | 6795.00 | 30.00 | -25.00 | -5.00 | -30.00 |
| 2019-04-12 | 6890.00 | 6810.00 | 6920.00 | 6760.00 | 6870.00 | 6820.00 | 6915.00 | 6795.00 | 20.00 | -10.00 | 5.00 | -35.00 |
| 2019-04-11 | 6825.00 | 6890.00 | 6900.00 | 6820.00 | 6815.00 | 6885.00 | 6900.00 | 6815.00 | 10.00 | 5.00 | 0.00 | 5.00 |
| 2019-04-10 | 6820.00 | 6835.00 | 6890.00 | 6815.00 | 6780.00 | 6830.00 | 6870.00 | 6780.00 | 40.00 | 5.00 | 20.00 | 35.00 |
| 2019-04-09 | 6885.00 | 6830.00 | 6920.00 | 6795.00 | 6865.00 | 6820.00 | 6900.00 | 6790.00 | 20.00 | 10.00 | 20.00 | 5.00 |
| 2019-04-08 | 6750.00 | 6870.00 | 6945.00 | 6740.00 | 6800.00 | 6865.00 | 6925.00 | 6720.00 | -50.00 | 5.00 | 20.00 | 20.00 |
| 2019-04-04 | 6700.00 | 6720.00 | 6745.00 | 6645.00 | 6655.00 | 6680.00 | 6700.00 | 6610.00 | 45.00 | 40.00 | 45.00 | 35.00 |
| 2019-04-03 | 6480.00 | 6670.00 | 6685.00 | 6480.00 | 6540.00 | 6700.00 | 6730.00 | 6520.00 | -60.00 | -30.00 | -45.00 | -40.00 |
| 2019-04-02 | 6510.00 | 6495.00 | 6540.00 | 6475.00 | 6545.00 | 6530.00 | 6555.00 | 6500.00 | -35.00 | -35.00 | -15.00 | -25.00 |
| 2019-04-01 | 6535.00 | 6515.00 | 6540.00 | 6455.00 | 6550.00 | 6545.00 | 6570.00 | 6475.00 | -15.00 | -30.00 | -30.00 | -20.00 |
| 2019-03-29 | 6500.00 | 6520.00 | 6545.00 | 6450.00 | 6515.00 | 6545.00 | 6545.00 | 6480.00 | -15.00 | -25.00 | 0.00 | -30.00 |
| 2019-03-28 | 6530.00 | 6490.00 | 6585.00 | 6455.00 | 6490.00 | 6510.00 | 6545.00 | 6460.00 | 40.00 | -20.00 | 40.00 | -5.00 |
| 2019-03-27 | 6445.00 | 6500.00 | 6515.00 | 6430.00 | 6450.00 | 6490.00 | 6495.00 | 6435.00 | -5.00 | 10.00 | 20.00 | -5.00 |
| 2019-03-26 | 6435.00 | 6435.00 | 6450.00 | 6405.00 | 6450.00 | 6435.00 | 6455.00 | 6410.00 | -15.00 | 0.00 | -5.00 | -5.00 |
| 2019-03-25 | 6405.00 | 6430.00 | 6470.00 | 6380.00 | 6385.00 | 6435.00 | 6465.00 | 6370.00 | 20.00 | -5.00 | 5.00 | 10.00 |
| 2019-03-22 | 6320.00 | 6410.00 | 6445.00 | 6310.00 | 6315.00 | 6405.00 | 6430.00 | 6315.00 | 5.00 | 5.00 | 15.00 | -5.00 |
| 2019-03-21 | 6280.00 | 6305.00 | 6330.00 | 6280.00 | 6300.00 | 6315.00 | 6345.00 | 6300.00 | -20.00 | -10.00 | -15.00 | -20.00 |
| 2019-03-20 | 6265.00 | 6270.00 | 6315.00 | 6260.00 | 6280.00 | 6280.00 | 6335.00 | 6270.00 | -15.00 | -10.00 | -20.00 | -10.00 |
| 2019-03-19 | 6235.00 | 6270.00 | 6285.00 | 6235.00 | 6300.00 | 6295.00 | 6340.00 | 6285.00 | -65.00 | -25.00 | -55.00 | -50.00 |
| 2019-03-18 | 6400.00 | 6235.00 | 6405.00 | 6225.00 | 6430.00 | 6305.00 | 6435.00 | 6285.00 | -30.00 | -70.00 | -30.00 | -60.00 |
| 2019-03-15 | 6455.00 | 6405.00 | 6460.00 | 6390.00 | 6465.00 | 6440.00 | 6485.00 | 6435.00 | -10.00 | -35.00 | -25.00 | -45.00 |
| 2019-03-14 | 6530.00 | 6480.00 | 6530.00 | 6470.00 | 6520.00 | 6495.00 | 6525.00 | 6495.00 | 10.00 | -15.00 | 5.00 | -25.00 |
| 2019-03-13 | 6505.00 | 6515.00 | 6545.00 | 6505.00 | 6515.00 | 6510.00 | 6530.00 | 6500.00 | -10.00 | 5.00 | 15.00 | 5.00 |
| 2019-03-12 | 6515.00 | 6510.00 | 6540.00 | 6490.00 | 6510.00 | 6510.00 | 6540.00 | 6490.00 | 5.00 | 0.00 | 0.00 | 0.00 |
| 2019-03-11 | 6550.00 | 6500.00 | 6570.00 | 6460.00 | 6535.00 | 6500.00 | 6535.00 | 6455.00 | 15.00 | 0.00 | 35.00 | 5.00 |
| 2019-03-08 | 6560.00 | 6570.00 | 6610.00 | 6535.00 | 6515.00 | 6535.00 | 6565.00 | 6500.00 | 45.00 | 35.00 | 45.00 | 35.00 |
| 2019-03-07 | 6585.00 | 6585.00 | 6625.00 | 6555.00 | 6525.00 | 6545.00 | 6585.00 | 6520.00 | 60.00 | 40.00 | 40.00 | 35.00 |
| 2019-03-06 | 6515.00 | 6585.00 | 6585.00 | 6495.00 | 6485.00 | 6535.00 | 6550.00 | 6475.00 | 30.00 | 50.00 | 35.00 | 20.00 |
| 2019-03-05 | 6500.00 | 6515.00 | 6535.00 | 6485.00 | 6480.00 | 6490.00 | 6505.00 | 6460.00 | 20.00 | 25.00 | 30.00 | 25.00 |
| 2019-03-04 | 6490.00 | 6505.00 | 6545.00 | 6480.00 | 6460.00 | 6490.00 | 6530.00 | 6455.00 | 30.00 | 15.00 | 15.00 | 25.00 |
| 2019-03-01 | 6430.00 | 6500.00 | 6500.00 | 6430.00 | 6415.00 | 6470.00 | 6480.00 | 6400.00 | 15.00 | 30.00 | 20.00 | 30.00 |
| 2019-02-28 | 6455.00 | 6425.00 | 6455.00 | 6380.00 | 6440.00 | 6405.00 | 6445.00 | 6370.00 | 15.00 | 20.00 | 10.00 | 10.00 |
| 2019-02-27 | 6490.00 | 6440.00 | 6495.00 | 6440.00 | 6455.00 | 6435.00 | 6460.00 | 6425.00 | 35.00 | 5.00 | 35.00 | 15.00 |
| 2019-02-26 | 6430.00 | 6490.00 | 6510.00 | 6415.00 | 6415.00 | 6465.00 | 6470.00 | 6390.00 | 15.00 | 25.00 | 40.00 | 25.00 |
| 2019-02-25 | 6465.00 | 6460.00 | 6515.00 | 6455.00 | 6435.00 | 6425.00 | 6475.00 | 6425.00 | 30.00 | 35.00 | 40.00 | 30.00 |
| 2019-02-22 | 6440.00 | 6455.00 | 6490.00 | 6435.00 | 6415.00 | 6430.00 | 6445.00 | 6400.00 | 25.00 | 25.00 | 45.00 | 35.00 |
| 2019-02-21 | 6465.00 | 6440.00 | 6515.00 | 6430.00 | 6420.00 | 6410.00 | 6455.00 | 6400.00 | 45.00 | 30.00 | 60.00 | 30.00 |
| 2019-02-20 | 6440.00 | 6440.00 | 6445.00 | 6410.00 | 6380.00 | 6395.00 | 6400.00 | 6365.00 | 60.00 | 45.00 | 45.00 | 45.00 |
| 2019-02-19 | 6400.00 | 6440.00 | 6445.00 | 6370.00 | 6355.00 | 6385.00 | 6400.00 | 6325.00 | 45.00 | 55.00 | 45.00 | 45.00 |
| 2019-02-18 | 6435.00 | 6400.00 | 6445.00 | 6395.00 | 6390.00 | 6360.00 | 6395.00 | 6350.00 | 45.00 | 40.00 | 50.00 | 45.00 |
| 2019-02-15 | 6465.00 | 6415.00 | 6465.00 | 6385.00 | 6420.00 | 6370.00 | 6420.00 | 6340.00 | 45.00 | 45.00 | 45.00 | 45.00 |
| 2019-02-14 | 6410.00 | 6460.00 | 6475.00 | 6405.00 | 6390.00 | 6420.00 | 6435.00 | 6375.00 | 20.00 | 40.00 | 40.00 | 30.00 |
| 2019-02-13 | 6485.00 | 6410.00 | 6495.00 | 6400.00 | 6435.00 | 6375.00 | 6445.00 | 6360.00 | 50.00 | 35.00 | 50.00 | 40.00 |
| 2019-02-12 | 6515.00 | 6495.00 | 6530.00 | 6470.00 | 6475.00 | 6460.00 | 6475.00 | 6420.00 | 40.00 | 35.00 | 55.00 | 50.00 |
| 2019-02-11 | 6545.00 | 6515.00 | 6655.00 | 6480.00 | 6510.00 | 6470.00 | 6595.00 | 6445.00 | 35.00 | 45.00 | 60.00 | 35.00 |
| 2019-02-01 | 6530.00 | 6540.00 | 6545.00 | 6505.00 | 6505.00 | 6490.00 | 6505.00 | 6460.00 | 25.00 | 50.00 | 40.00 | 45.00 |
| 2019-01-31 | 6540.00 | 6540.00 | 6550.00 | 6500.00 | 6490.00 | 6480.00 | 6500.00 | 6455.00 | 50.00 | 60.00 | 50.00 | 45.00 |
| 2019-01-30 | 6470.00 | 6535.00 | 6545.00 | 6450.00 | 6430.00 | 6475.00 | 6495.00 | 6410.00 | 40.00 | 60.00 | 50.00 | 40.00 |
| 2019-01-29 | 6460.00 | 6450.00 | 6480.00 | 6435.00 | 6410.00 | 6415.00 | 6435.00 | 6400.00 | 50.00 | 35.00 | 45.00 | 35.00 |
| 2019-01-28 | 6515.00 | 6465.00 | 6525.00 | 6455.00 | 6450.00 | 6425.00 | 6490.00 | 6420.00 | 65.00 | 40.00 | 35.00 | 35.00 |
| 2019-01-25 | 6510.00 | 6505.00 | 6630.00 | 6490.00 | 6475.00 | 6465.00 | 6565.00 | 6455.00 | 35.00 | 40.00 | 65.00 | 35.00 |
| 2019-01-24 | 6540.00 | 6505.00 | 6565.00 | 6470.00 | 6485.00 | 6465.00 | 6500.00 | 6420.00 | 55.00 | 40.00 | 65.00 | 50.00 |
| 2019-01-23 | 6530.00 | 6545.00 | 6550.00 | 6495.00 | 6470.00 | 6485.00 | 6495.00 | 6435.00 | 60.00 | 60.00 | 55.00 | 60.00 |
| 2019-01-22 | 6505.00 | 6545.00 | 6585.00 | 6480.00 | 6450.00 | 6485.00 | 6515.00 | 6425.00 | 55.00 | 60.00 | 70.00 | 55.00 |
| 2019-01-21 | 6530.00 | 6500.00 | 6565.00 | 6470.00 | 6450.00 | 6440.00 | 6490.00 | 6415.00 | 80.00 | 60.00 | 75.00 | 55.00 |
| 2019-01-18 | 6490.00 | 6505.00 | 6520.00 | 6455.00 | 6410.00 | 6430.00 | 6435.00 | 6380.00 | 80.00 | 75.00 | 85.00 | 75.00 |
| 2019-01-17 | 6430.00 | 6470.00 | 6480.00 | 6425.00 | 6355.00 | 6390.00 | 6400.00 | 6355.00 | 75.00 | 80.00 | 80.00 | 70.00 |
| 2019-01-16 | 6360.00 | 6435.00 | 6440.00 | 6340.00 | 6320.00 | 6355.00 | 6375.00 | 6310.00 | 40.00 | 80.00 | 65.00 | 30.00 |
| 2019-01-15 | 6360.00 | 6350.00 | 6380.00 | 6340.00 | 6320.00 | 6315.00 | 6330.00 | 6305.00 | 40.00 | 35.00 | 50.00 | 35.00 |
| 2019-01-14 | 6370.00 | 6360.00 | 6420.00 | 6360.00 | 6330.00 | 6330.00 | 6360.00 | 6320.00 | 40.00 | 30.00 | 60.00 | 40.00 |
| 2019-01-11 | 6355.00 | 6380.00 | 6385.00 | 6340.00 | 6320.00 | 6330.00 | 6335.00 | 6300.00 | 35.00 | 50.00 | 50.00 | 40.00 |
| 2019-01-10 | 6410.00 | 6355.00 | 6415.00 | 6350.00 | 6345.00 | 6315.00 | 6355.00 | 6305.00 | 65.00 | 40.00 | 60.00 | 45.00 |
| 2019-01-09 | 6430.00 | 6390.00 | 6470.00 | 6390.00 | 6375.00 | 6335.00 | 6390.00 | 6330.00 | 55.00 | 55.00 | 80.00 | 60.00 |
| 2019-01-08 | 6430.00 | 6415.00 | 6455.00 | 6390.00 | 6370.00 | 6350.00 | 6380.00 | 6325.00 | 60.00 | 65.00 | 75.00 | 65.00 |
| 2019-01-07 | 6400.00 | 6440.00 | 6455.00 | 6380.00 | 6345.00 | 6360.00 | 6385.00 | 6320.00 | 55.00 | 80.00 | 70.00 | 60.00 |
| 2019-01-04 | 6335.00 | 6405.00 | 6440.00 | 6300.00 | 6275.00 | 6340.00 | 6360.00 | 6250.00 | 60.00 | 65.00 | 80.00 | 50.00 |
| 2019-01-03 | 6360.00 | 6320.00 | 6380.00 | 6320.00 | 6320.00 | 6270.00 | 6330.00 | 6265.00 | 40.00 | 50.00 | 50.00 | 55.00 |
| 2019-01-02 | 6450.00 | 6345.00 | 6470.00 | 6325.00 | 6375.00 | 6290.00 | 6380.00 | 6270.00 | 75.00 | 55.00 | 90.00 | 55.00 |
| 2018-12-28 | 6475.00 | 6455.00 | 6485.00 | 6420.00 | 6370.00 | 6360.00 | 6385.00 | 6340.00 | 105.00 | 95.00 | 100.00 | 80.00 |
| 2018-12-27 | 6550.00 | 6475.00 | 6570.00 | 6450.00 | 6400.00 | 6370.00 | 6445.00 | 6355.00 | 150.00 | 105.00 | 125.00 | 95.00 |
| 2018-12-26 | 6410.00 | 6475.00 | 6555.00 | 6405.00 | 6340.00 | 6370.00 | 6425.00 | 6315.00 | 70.00 | 105.00 | 130.00 | 90.00 |
| 2018-12-25 | 6430.00 | 6410.00 | 6450.00 | 6360.00 | 6350.00 | 6310.00 | 6370.00 | 6295.00 | 80.00 | 100.00 | 80.00 | 65.00 |
| 2018-12-24 | 6455.00 | 6480.00 | 6500.00 | 6420.00 | 6380.00 | 6390.00 | 6405.00 | 6360.00 | 75.00 | 90.00 | 95.00 | 60.00 |
| 2018-12-21 | 6470.00 | 6465.00 | 6530.00 | 6430.00 | 6375.00 | 6380.00 | 6430.00 | 6355.00 | 95.00 | 85.00 | 100.00 | 75.00 |
| 2018-12-20 | 6510.00 | 6465.00 | 6530.00 | 6445.00 | 6485.00 | 6370.00 | 6485.00 | 6360.00 | 25.00 | 95.00 | 45.00 | 85.00 |
| 2018-12-19 | 6415.00 | 6515.00 | 6520.00 | 6415.00 | 6340.00 | 6425.00 | 6425.00 | 6335.00 | 75.00 | 90.00 | 95.00 | 80.00 |
| 2018-12-18 | 6320.00 | 6445.00 | 6460.00 | 6315.00 | 6270.00 | 6370.00 | 6380.00 | 6260.00 | 50.00 | 75.00 | 80.00 | 55.00 |
| 2018-12-17 | 6295.00 | 6355.00 | 6380.00 | 6290.00 | 6205.00 | 6285.00 | 6300.00 | 6205.00 | 90.00 | 70.00 | 80.00 | 85.00 |
| 2018-12-14 | 6340.00 | 6305.00 | 6355.00 | 6280.00 | 6270.00 | 6230.00 | 6280.00 | 6215.00 | 70.00 | 75.00 | 75.00 | 65.00 |
| 2018-12-13 | 6235.00 | 6315.00 | 6325.00 | 6235.00 | 6460.00 | 6510.00 | 6520.00 | 6455.00 | -225.00 | -195.00 | -195.00 | -220.00 |
| 2018-12-12 | 6240.00 | 6255.00 | 6275.00 | 6230.00 | 6495.00 | 6475.00 | 6520.00 | 6455.00 | -255.00 | -220.00 | -245.00 | -225.00 |
| 2018-12-11 | 6265.00 | 6210.00 | 6265.00 | 6205.00 | 6530.00 | 6485.00 | 6540.00 | 6460.00 | -265.00 | -275.00 | -275.00 | -255.00 |
| 2018-12-10 | 6380.00 | 6265.00 | 6380.00 | 6240.00 | 6550.00 | 6535.00 | 6590.00 | 6430.00 | -170.00 | -270.00 | -210.00 | -190.00 |
| 2018-12-07 | 6350.00 | 6390.00 | 6400.00 | 6340.00 | 6630.00 | 6565.00 | 6635.00 | 6550.00 | -280.00 | -175.00 | -235.00 | -210.00 |
| 2018-12-06 | 6450.00 | 6350.00 | 6460.00 | 6350.00 | 6640.00 | 6620.00 | 6655.00 | 6595.00 | -190.00 | -270.00 | -195.00 | -245.00 |
| 2018-12-05 | 6405.00 | 6435.00 | 6440.00 | 6375.00 | 6600.00 | 6640.00 | 6640.00 | 6575.00 | -195.00 | -205.00 | -200.00 | -200.00 |