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
2025-07-11 5040.00 4980.00 5059.00 4957.00 5140.00 5092.00 5166.00 5071.00 -100.00 -112.00 -107.00 -114.00
2025-07-10 4963.00 5040.00 5063.00 4955.00 5067.00 5143.00 5160.00 5056.00 -104.00 -103.00 -97.00 -101.00
2025-07-09 4891.00 4963.00 4984.00 4891.00 5000.00 5058.00 5075.00 5000.00 -109.00 -95.00 -91.00 -109.00
2025-07-08 4882.00 4894.00 4906.00 4863.00 4995.00 5001.00 5011.00 4970.00 -113.00 -107.00 -105.00 -107.00
2025-07-07 4905.00 4892.00 4912.00 4872.00 5000.00 4991.00 5010.00 4973.00 -95.00 -99.00 -98.00 -101.00
2025-07-04 4907.00 4906.00 4946.00 4895.00 5020.00 5003.00 5051.00 5001.00 -113.00 -97.00 -105.00 -106.00
2025-07-03 4934.00 4914.00 4940.00 4879.00 5040.00 5024.00 5043.00 4984.00 -106.00 -110.00 -103.00 -105.00
2025-07-02 4819.00 4930.00 4932.00 4819.00 4916.00 5029.00 5035.00 4915.00 -97.00 -99.00 -103.00 -96.00
2025-07-01 4885.00 4821.00 4888.00 4807.00 4977.00 4914.00 4977.00 4900.00 -92.00 -93.00 -89.00 -93.00
2025-06-30 4920.00 4889.00 4956.00 4885.00 5009.00 4978.00 5043.00 4976.00 -89.00 -89.00 -87.00 -91.00
2025-06-27 4868.00 4919.00 4943.00 4867.00 4942.00 5009.00 5026.00 4940.00 -74.00 -90.00 -83.00 -73.00
2025-06-26 4853.00 4872.00 4881.00 4843.00 4944.00 4946.00 4955.00 4918.00 -91.00 -74.00 -74.00 -75.00
2025-06-25 4836.00 4871.00 4872.00 4832.00 4914.00 4944.00 4945.00 4906.00 -78.00 -73.00 -73.00 -74.00
2025-06-24 4881.00 4844.00 4897.00 4802.00 4962.00 4917.00 4971.00 4880.00 -81.00 -73.00 -74.00 -78.00
2025-06-23 4891.00 4896.00 4945.00 4881.00 4981.00 4969.00 5023.00 4963.00 -90.00 -73.00 -78.00 -82.00
2025-06-20 4891.00 4903.00 4938.00 4886.00 4982.00 4985.00 5033.00 4971.00 -91.00 -82.00 -95.00 -85.00
2025-06-19 4888.00 4900.00 4927.00 4864.00 4985.00 4982.00 5014.00 4951.00 -97.00 -82.00 -87.00 -87.00
2025-06-18 4832.00 4899.00 4907.00 4824.00 4918.00 4985.00 4991.00 4900.00 -86.00 -86.00 -84.00 -76.00
2025-06-17 4827.00 4833.00 4855.00 4822.00 4920.00 4907.00 4932.00 4894.00 -93.00 -74.00 -77.00 -72.00
2025-06-16 4830.00 4860.00 4866.00 4792.00 4940.00 4934.00 4940.00 4870.00 -110.00 -74.00 -74.00 -78.00
2025-06-13 4814.00 4859.00 4890.00 4786.00 4891.00 4934.00 4959.00 4859.00 -77.00 -75.00 -69.00 -73.00
2025-06-12 4833.00 4826.00 4844.00 4816.00 4923.00 4897.00 4925.00 4890.00 -90.00 -71.00 -81.00 -74.00
2025-06-11 4795.00 4832.00 4855.00 4795.00 4880.00 4911.00 4928.00 4877.00 -85.00 -79.00 -73.00 -82.00
2025-06-10 4805.00 4810.00 4830.00 4769.00 4895.00 4887.00 4909.00 4844.00 -90.00 -77.00 -79.00 -75.00
2025-06-09 4797.00 4816.00 4827.00 4781.00 4858.00 4895.00 4903.00 4858.00 -61.00 -79.00 -76.00 -77.00
2025-06-06 4750.00 4790.00 4814.00 4750.00 4824.00 4865.00 4890.00 4822.00 -74.00 -75.00 -76.00 -72.00
2025-06-05 4801.00 4747.00 4817.00 4714.00 4863.00 4814.00 4863.00 4781.00 -62.00 -67.00 -46.00 -67.00
2025-06-04 4731.00 4834.00 4849.00 4731.00 4770.00 4871.00 4885.00 4756.00 -39.00 -37.00 -36.00 -25.00
2025-06-03 4772.00 4745.00 4780.00 4718.00 4766.00 4769.00 4814.00 4746.00 6.00 -24.00 -34.00 -28.00
2025-05-30 4735.00 4764.00 4806.00 4715.00 4780.00 4803.00 4856.00 4770.00 -45.00 -39.00 -50.00 -55.00
2025-05-29 4758.00 4744.00 4771.00 4700.00 4844.00 4794.00 4844.00 4770.00 -86.00 -50.00 -73.00 -70.00
2025-05-28 4791.00 4758.00 4798.00 4743.00 4881.00 4840.00 4884.00 4831.00 -90.00 -82.00 -86.00 -88.00
2025-05-27 4862.00 4793.00 4865.00 4775.00 4955.00 4881.00 4955.00 4858.00 -93.00 -88.00 -90.00 -83.00
2025-05-26 4851.00 4865.00 4893.00 4846.00 4930.00 4951.00 4977.00 4928.00 -79.00 -86.00 -84.00 -82.00
2025-05-23 4915.00 4854.00 4937.00 4851.00 5015.00 4938.00 5025.00 4938.00 -100.00 -84.00 -88.00 -87.00
2025-05-22 4969.00 4926.00 4980.00 4914.00 5072.00 5017.00 5073.00 5004.00 -103.00 -91.00 -93.00 -90.00
2025-05-21 4939.00 4969.00 4976.00 4921.00 5036.00 5063.00 5069.00 5013.00 -97.00 -94.00 -93.00 -92.00
2025-05-20 4953.00 4949.00 4975.00 4935.00 5060.00 5040.00 5067.00 5027.00 -107.00 -91.00 -92.00 -92.00
2025-05-19 4952.00 4959.00 5013.00 4943.00 5035.00 5052.00 5095.00 5035.00 -83.00 -93.00 -82.00 -92.00
2025-05-16 5033.00 4947.00 5039.00 4931.00 5147.00 5033.00 5147.00 5017.00 -114.00 -86.00 -108.00 -86.00
2025-05-15 4981.00 5041.00 5057.00 4977.00 5072.00 5144.00 5144.00 5072.00 -91.00 -103.00 -87.00 -95.00
2025-05-14 4844.00 4986.00 4995.00 4827.00 4929.00 5084.00 5092.00 4925.00 -85.00 -98.00 -97.00 -98.00
2025-05-13 4884.00 4837.00 4886.00 4815.00 4956.00 4936.00 4977.00 4909.00 -72.00 -99.00 -91.00 -94.00
2025-05-12 4810.00 4836.00 4845.00 4755.00 4917.00 4934.00 4943.00 4864.00 -107.00 -98.00 -98.00 -109.00
2025-05-09 4841.00 4805.00 4843.00 4800.00 4951.00 4914.00 4952.00 4911.00 -110.00 -109.00 -109.00 -111.00
2025-05-08 4871.00 4839.00 4872.00 4813.00 4980.00 4948.00 4981.00 4925.00 -109.00 -109.00 -109.00 -112.00
2025-05-07 4860.00 4876.00 4951.00 4858.00 4977.00 4985.00 5059.00 4966.00 -117.00 -109.00 -108.00 -108.00
2025-05-06 4930.00 4854.00 4960.00 4844.00 4700.00 4732.00 4833.00 4700.00 230.00 122.00 127.00 144.00
2025-04-30 4949.00 4942.00 4958.00 4905.00 4828.00 4814.00 4830.00 4778.00 121.00 128.00 128.00 127.00
2025-04-29 4984.00 4949.00 4987.00 4921.00 4865.00 4818.00 4865.00 4799.00 119.00 131.00 122.00 122.00
2025-04-28 4949.00 4989.00 5015.00 4949.00 4837.00 4859.00 4883.00 4832.00 112.00 130.00 132.00 117.00
2025-04-25 4978.00 4961.00 5003.00 4955.00 4832.00 4839.00 4872.00 4831.00 146.00 122.00 131.00 124.00
2025-04-24 4997.00 4968.00 5000.00 4953.00 4869.00 4839.00 4869.00 4825.00 128.00 129.00 131.00 128.00
2025-04-23 4935.00 5006.00 5015.00 4931.00 4805.00 4871.00 4881.00 4801.00 130.00 135.00 134.00 130.00
2025-04-22 5045.00 4935.00 5045.00 4927.00 4897.00 4803.00 4912.00 4795.00 148.00 132.00 133.00 132.00
2025-04-21 5050.00 5045.00 5053.00 5007.00 4900.00 4910.00 4913.00 4875.00 150.00 135.00 140.00 132.00
2025-04-18 5038.00 5032.00 5056.00 5022.00 4910.00 4898.00 4924.00 4890.00 128.00 134.00 132.00 132.00
2025-04-17 5058.00 5033.00 5069.00 5020.00 4933.00 4903.00 4935.00 4892.00 125.00 130.00 134.00 128.00
2025-04-16 4924.00 4921.00 4950.00 4901.00 5060.00 5054.00 5082.00 5036.00 -136.00 -133.00 -132.00 -135.00
2025-04-15 4958.00 4931.00 4960.00 4910.00 5078.00 5067.00 5088.00 5038.00 -120.00 -136.00 -128.00 -128.00
2025-04-14 4944.00 4951.00 4964.00 4912.00 5061.00 5079.00 5098.00 5050.00 -117.00 -128.00 -134.00 -138.00
2025-04-11 4922.00 4930.00 4950.00 4898.00 5050.00 5066.00 5083.00 5032.00 -128.00 -136.00 -133.00 -134.00
2025-04-10 4809.00 4933.00 4951.00 4803.00 4956.00 5060.00 5080.00 4940.00 -147.00 -127.00 -129.00 -137.00
2025-04-09 4900.00 4861.00 4916.00 4766.00 5056.00 4995.00 5056.00 4901.00 -156.00 -134.00 -140.00 -135.00
2025-04-08 4936.00 4907.00 5017.00 4876.00 5083.00 5045.00 5149.00 5015.00 -147.00 -138.00 -132.00 -139.00
2025-04-07 4900.00 4929.00 4964.00 4801.00 5005.00 5063.00 5100.00 4921.00 -105.00 -134.00 -136.00 -120.00
2025-04-03 5080.00 5069.00 5144.00 5058.00 5212.00 5210.00 5273.00 5199.00 -132.00 -141.00 -129.00 -141.00
2025-04-02 5098.00 5072.00 5098.00 5054.00 5233.00 5212.00 5235.00 5193.00 -135.00 -140.00 -137.00 -139.00
2025-04-01 5080.00 5099.00 5122.00 5073.00 5217.00 5236.00 5256.00 5212.00 -137.00 -137.00 -134.00 -139.00
2025-03-31 5123.00 5079.00 5123.00 5051.00 5250.00 5214.00 5258.00 5190.00 -127.00 -135.00 -135.00 -139.00
2025-03-28 5133.00 5118.00 5152.00 5104.00 5265.00 5253.00 5284.00 5245.00 -132.00 -135.00 -132.00 -141.00
2025-03-27 5118.00 5129.00 5145.00 5105.00 5251.00 5269.00 5282.00 5237.00 -133.00 -140.00 -137.00 -132.00
2025-03-26 5127.00 5118.00 5139.00 5097.00 5270.00 5247.00 5270.00 5232.00 -143.00 -129.00 -131.00 -135.00
2025-03-25 5160.00 5127.00 5171.00 5112.00 5293.00 5261.00 5304.00 5249.00 -133.00 -134.00 -133.00 -137.00
2025-03-24 5020.00 5159.00 5160.00 5011.00 5157.00 5293.00 5293.00 5151.00 -137.00 -134.00 -133.00 -140.00
2025-03-21 5025.00 5020.00 5045.00 5006.00 5182.00 5157.00 5188.00 5149.00 -157.00 -137.00 -143.00 -143.00
2025-03-20 5027.00 5030.00 5057.00 5011.00 5168.00 5178.00 5200.00 5158.00 -141.00 -148.00 -143.00 -147.00
2025-03-19 5008.00 5026.00 5032.00 4992.00 5160.00 5168.00 5175.00 5146.00 -152.00 -142.00 -143.00 -154.00
2025-03-18 5065.00 5007.00 5066.00 5006.00 5220.00 5160.00 5220.00 5159.00 -155.00 -153.00 -154.00 -153.00
2025-03-17 5071.00 5065.00 5073.00 5034.00 5223.00 5218.00 5228.00 5191.00 -152.00 -153.00 -155.00 -157.00
2025-03-14 5041.00 5068.00 5076.00 5013.00 5184.00 5223.00 5230.00 5169.00 -143.00 -155.00 -154.00 -156.00
2025-03-13 5025.00 5036.00 5048.00 5004.00 5177.00 5192.00 5203.00 5161.00 -152.00 -156.00 -155.00 -157.00
2025-03-12 5065.00 5018.00 5081.00 4995.00 5220.00 5171.00 5235.00 5151.00 -155.00 -153.00 -154.00 -156.00
2025-03-11 5082.00 5060.00 5093.00 5054.00 5244.00 5214.00 5246.00 5210.00 -162.00 -154.00 -153.00 -156.00
2025-03-10 5118.00 5082.00 5143.00 5067.00 5275.00 5236.00 5297.00 5225.00 -157.00 -154.00 -154.00 -158.00
2025-03-07 5140.00 5110.00 5140.00 5102.00 5287.00 5265.00 5292.00 5257.00 -147.00 -155.00 -152.00 -155.00
2025-03-06 5107.00 5135.00 5144.00 5086.00 5261.00 5290.00 5298.00 5244.00 -154.00 -155.00 -154.00 -158.00
2025-03-05 5177.00 5109.00 5179.00 5104.00 5333.00 5267.00 5333.00 5260.00 -156.00 -158.00 -154.00 -156.00
2025-03-04 5230.00 5185.00 5238.00 5178.00 5393.00 5341.00 5393.00 5332.00 -163.00 -156.00 -155.00 -154.00
2025-03-03 5177.00 5228.00 5245.00 5175.00 5335.00 5379.00 5397.00 5330.00 -158.00 -151.00 -152.00 -155.00
2025-02-28 5200.00 5180.00 5208.00 5165.00 5355.00 5338.00 5362.00 5322.00 -155.00 -158.00 -154.00 -157.00
2025-02-27 5170.00 5190.00 5200.00 5149.00 5317.00 5347.00 5355.00 5306.00 -147.00 -157.00 -155.00 -157.00
2025-02-26 5210.00 5167.00 5222.00 5160.00 5357.00 5322.00 5375.00 5315.00 -147.00 -155.00 -153.00 -155.00
2025-02-25 5255.00 5211.00 5266.00 5207.00 5411.00 5365.00 5417.00 5361.00 -156.00 -154.00 -151.00 -154.00
2025-02-24 5260.00 5255.00 5288.00 5235.00 5422.00 5405.00 5440.00 5389.00 -162.00 -150.00 -152.00 -154.00
2025-02-21 5296.00 5263.00 5333.00 5262.00 5444.00 5417.00 5483.00 5416.00 -148.00 -154.00 -150.00 -154.00
2025-02-20 5271.00 5290.00 5303.00 5245.00 5428.00 5443.00 5458.00 5402.00 -157.00 -153.00 -155.00 -157.00
2025-02-19 5279.00 5271.00 5293.00 5228.00 5428.00 5425.00 5448.00 5385.00 -149.00 -154.00 -155.00 -157.00
2025-02-18 5268.00 5279.00 5296.00 5258.00 5426.00 5435.00 5450.00 5412.00 -158.00 -156.00 -154.00 -154.00
2025-02-17 5241.00 5277.00 5280.00 5203.00 5391.00 5430.00 5432.00 5358.00 -150.00 -153.00 -152.00 -155.00
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