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
2019-05-08 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
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