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
暂无数据

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
2025-02-14 5190.00 5229.00 5250.00 5181.00 5333.00 5380.00 5398.00 5333.00 -143.00 -151.00 -148.00 -152.00
2025-02-13 5267.00 5190.00 5285.00 5183.00 5416.00 5341.00 5434.00 5335.00 -149.00 -151.00 -149.00 -152.00
2025-02-12 5225.00 5273.00 5274.00 5206.00 5383.00 5420.00 5421.00 5358.00 -158.00 -147.00 -147.00 -152.00
2025-02-11 5218.00 5226.00 5275.00 5197.00 5363.00 5376.00 5424.00 5347.00 -145.00 -150.00 -149.00 -150.00
2025-02-10 5240.00 5212.00 5241.00 5167.00 5386.00 5361.00 5392.00 5319.00 -146.00 -149.00 -151.00 -152.00
2025-02-07 5152.00 5230.00 5258.00 5143.00 5318.00 5380.00 5411.00 5300.00 -166.00 -150.00 -153.00 -157.00
2025-02-06 5156.00 5166.00 5182.00 5125.00 5315.00 5321.00 5338.00 5282.00 -159.00 -155.00 -156.00 -157.00
2025-02-05 5230.00 5163.00 5235.00 5150.00 5415.00 5318.00 5415.00 5307.00 -185.00 -155.00 -180.00 -157.00
2025-01-27 5184.00 5268.00 5281.00 5164.00 5343.00 5420.00 5436.00 5320.00 -159.00 -152.00 -155.00 -156.00
2025-01-24 5158.00 5175.00 5197.00 5141.00 5322.00 5329.00 5353.00 5298.00 -164.00 -154.00 -156.00 -157.00
2025-01-23 5285.00 5158.00 5289.00 5150.00 5455.00 5317.00 5455.00 5308.00 -170.00 -159.00 -166.00 -158.00
2025-01-22 5299.00 5289.00 5304.00 5265.00 5441.00 5444.00 5453.00 5416.00 -142.00 -155.00 -149.00 -151.00
2025-01-21 5279.00 5304.00 5334.00 5272.00 5423.00 5451.00 5482.00 5423.00 -144.00 -147.00 -148.00 -151.00
2025-01-20 5326.00 5279.00 5330.00 5232.00 4977.00 4959.00 4997.00 4916.00 349.00 320.00 333.00 316.00
2025-01-17 5340.00 5326.00 5360.00 5292.00 4995.00 4988.00 5025.00 4966.00 345.00 338.00 335.00 326.00
2025-01-16 5275.00 5346.00 5349.00 5243.00 4939.00 5000.00 5003.00 4910.00 336.00 346.00 346.00 333.00
2025-01-15 5235.00 5276.00 5281.00 5204.00 5392.00 5437.00 5439.00 5362.00 -157.00 -161.00 -158.00 -158.00
2025-01-14 5214.00 5237.00 5262.00 5196.00 5358.00 5396.00 5419.00 5352.00 -144.00 -159.00 -157.00 -156.00
2025-01-13 5141.00 5208.00 5222.00 5137.00 5302.00 5365.00 5377.00 5292.00 -161.00 -157.00 -155.00 -155.00
2025-01-10 5156.00 5130.00 5156.00 5105.00 5301.00 5285.00 5306.00 5259.00 -145.00 -155.00 -150.00 -154.00
2025-01-09 5070.00 5145.00 5157.00 5056.00 5211.00 5299.00 5315.00 5197.00 -141.00 -154.00 -158.00 -141.00
2025-01-08 5089.00 5067.00 5113.00 5043.00 5233.00 5208.00 5254.00 5184.00 -144.00 -141.00 -141.00 -141.00
2025-01-07 5159.00 5087.00 5178.00 5084.00 5317.00 5232.00 5332.00 5230.00 -158.00 -145.00 -154.00 -146.00
2025-01-06 5150.00 5150.00 5178.00 5142.00 4859.00 4862.00 4889.00 4859.00 291.00 288.00 289.00 283.00
2025-01-03 5237.00 5145.00 5245.00 5133.00 4960.00 4868.00 4960.00 4853.00 277.00 277.00 285.00 280.00
2025-01-02 5288.00 5237.00 5301.00 5231.00 4902.00 4860.00 4912.00 4855.00 386.00 377.00 389.00 376.00
2024-12-31 5334.00 5290.00 5337.00 5255.00 4962.00 4900.00 4986.00 4877.00 372.00 390.00 351.00 378.00
2024-12-30 5271.00 5326.00 5336.00 5271.00 4970.00 4980.00 4996.00 4951.00 301.00 346.00 340.00 320.00
2024-12-27 5302.00 5271.00 5327.00 5262.00 4957.00 4954.00 5007.00 4944.00 345.00 317.00 320.00 318.00
2024-12-26 5316.00 5301.00 5349.00 5301.00 4956.00 4971.00 5017.00 4956.00 360.00 330.00 332.00 345.00
2024-12-25 5353.00 5317.00 5359.00 5294.00 5011.00 4976.00 5038.00 4946.00 342.00 341.00 321.00 348.00
2024-12-24 5348.00 5347.00 5363.00 5308.00 5034.00 5028.00 5058.00 5002.00 314.00 319.00 305.00 306.00
2024-12-23 5318.00 5359.00 5361.00 5287.00 4970.00 5046.00 5047.00 4970.00 348.00 313.00 314.00 317.00
2024-12-20 4965.00 4999.00 5003.00 4941.00 5292.00 5318.00 5323.00 5262.00 -327.00 -319.00 -320.00 -321.00
2024-12-19 5028.00 4980.00 5038.00 4963.00 5340.00 5292.00 5348.00 5281.00 -312.00 -312.00 -310.00 -318.00
2024-12-18 5018.00 5028.00 5062.00 5013.00 5324.00 5335.00 5368.00 5324.00 -306.00 -307.00 -306.00 -311.00
2024-12-17 5063.00 5031.00 5074.00 5023.00 5387.00 5347.00 5393.00 5336.00 -324.00 -316.00 -319.00 -313.00
2024-12-16 5018.00 5050.00 5055.00 4967.00 5371.00 5382.00 5385.00 5323.00 -353.00 -332.00 -330.00 -356.00
2024-12-13 5069.00 5023.00 5069.00 5002.00 5400.00 5374.00 5410.00 5354.00 -331.00 -351.00 -341.00 -352.00
2024-12-12 5057.00 5076.00 5090.00 5032.00 5388.00 5423.00 5438.00 5370.00 -331.00 -347.00 -348.00 -338.00
2024-12-11 5000.00 5055.00 5059.00 4993.00 5324.00 5389.00 5390.00 5324.00 -324.00 -334.00 -331.00 -331.00
2024-12-10 5000.00 5013.00 5098.00 4994.00 5345.00 5343.00 5425.00 5324.00 -345.00 -330.00 -327.00 -330.00
2024-12-09 4966.00 4969.00 4987.00 4916.00 5270.00 5281.00 5293.00 5222.00 -304.00 -312.00 -306.00 -306.00
2024-12-06 5047.00 4973.00 5053.00 4968.00 5347.00 5279.00 5356.00 5275.00 -300.00 -306.00 -303.00 -307.00
2024-12-05 5038.00 5047.00 5064.00 5019.00 5350.00 5350.00 5370.00 5332.00 -312.00 -303.00 -306.00 -313.00
2024-12-04 5096.00 5035.00 5111.00 4985.00 5410.00 5347.00 5416.00 5295.00 -314.00 -312.00 -305.00 -310.00
2024-12-03 5160.00 5099.00 5161.00 5094.00 5472.00 5408.00 5480.00 5405.00 -312.00 -309.00 -319.00 -311.00
2024-12-02 5200.00 5160.00 5206.00 5143.00 5511.00 5474.00 5514.00 5464.00 -311.00 -314.00 -308.00 -321.00
2024-11-29 5210.00 5208.00 5230.00 5173.00 5505.00 5515.00 5538.00 5490.00 -295.00 -307.00 -308.00 -317.00
2024-11-28 5232.00 5207.00 5252.00 5202.00 5532.00 5515.00 5555.00 5508.00 -300.00 -308.00 -303.00 -306.00
2024-11-27 5246.00 5237.00 5248.00 5204.00 5537.00 5536.00 5548.00 5514.00 -291.00 -299.00 -300.00 -310.00
2024-11-26 5265.00 5246.00 5270.00 5220.00 5550.00 5545.00 5572.00 5534.00 -285.00 -299.00 -302.00 -314.00
2024-11-25 5236.00 5269.00 5286.00 5230.00 5524.00 5569.00 5593.00 5524.00 -288.00 -300.00 -307.00 -294.00
2024-11-22 5315.00 5236.00 5330.00 5225.00 5613.00 5554.00 5640.00 5546.00 -298.00 -318.00 -310.00 -321.00
2024-11-21 5289.00 5308.00 5316.00 5264.00 5595.00 5624.00 5626.00 5586.00 -306.00 -316.00 -310.00 -322.00
2024-11-20 5300.00 5282.00 5300.00 5247.00 5612.00 5597.00 5617.00 5574.00 -312.00 -315.00 -317.00 -327.00
2024-11-19 5280.00 5292.00 5304.00 5252.00 5606.00 5616.00 5631.00 5585.00 -326.00 -324.00 -327.00 -333.00
2024-11-18 5292.00 5284.00 5309.00 5251.00 5630.00 5615.00 5648.00 5592.00 -338.00 -331.00 -339.00 -341.00
2024-11-15 5310.00 5282.00 5354.00 5280.00 5653.00 5625.00 5689.00 5622.00 -343.00 -343.00 -335.00 -342.00
2024-11-14 5355.00 5310.00 5364.00 5303.00 5680.00 5653.00 5691.00 5646.00 -325.00 -343.00 -327.00 -343.00
2024-11-13 5350.00 5347.00 5380.00 5335.00 5683.00 5677.00 5708.00 5662.00 -333.00 -330.00 -328.00 -327.00
2024-11-12 5320.00 5350.00 5358.00 5311.00 5662.00 5681.00 5697.00 5653.00 -342.00 -331.00 -339.00 -342.00
2024-11-11 5370.00 5335.00 5412.00 5290.00 5711.00 5676.00 5740.00 5628.00 -341.00 -341.00 -328.00 -338.00
2024-11-08 5459.00 5393.00 5505.00 5385.00 5781.00 5724.00 5824.00 5719.00 -322.00 -331.00 -319.00 -334.00
2024-11-07 5380.00 5461.00 5506.00 5361.00 5706.00 5785.00 5827.00 5683.00 -326.00 -324.00 -321.00 -322.00
2024-11-06 5449.00 5391.00 5468.00 5372.00 5774.00 5716.00 5798.00 5700.00 -325.00 -325.00 -330.00 -328.00
2024-11-05 5464.00 5442.00 5479.00 5414.00 5799.00 5770.00 5805.00 5740.00 -335.00 -328.00 -326.00 -326.00
2024-11-04 5430.00 5478.00 5482.00 5404.00 5738.00 5795.00 5799.00 5722.00 -308.00 -317.00 -317.00 -318.00
2024-11-01 5476.00 5418.00 5487.00 5413.00 5796.00 5738.00 5803.00 5733.00 -320.00 -320.00 -316.00 -320.00
2024-10-31 5475.00 5480.00 5504.00 5450.00 5791.00 5793.00 5820.00 5765.00 -316.00 -313.00 -316.00 -315.00
2024-10-30 5473.00 5471.00 5517.00 5425.00 5781.00 5780.00 5822.00 5740.00 -308.00 -309.00 -305.00 -315.00
2024-10-29 5558.00 5450.00 5571.00 5438.00 5852.00 5765.00 5866.00 5751.00 -294.00 -315.00 -295.00 -313.00
2024-10-28 5500.00 5568.00 5597.00 5497.00 5815.00 5865.00 5890.00 5804.00 -315.00 -297.00 -293.00 -307.00
2024-10-25 5419.00 5495.00 5528.00 5417.00 5740.00 5805.00 5847.00 5739.00 -321.00 -310.00 -319.00 -322.00
2024-10-24 5382.00 5422.00 5432.00 5370.00 5704.00 5742.00 5754.00 5692.00 -322.00 -320.00 -322.00 -322.00
2024-10-23 5416.00 5390.00 5419.00 5368.00 5720.00 5710.00 5738.00 5684.00 -304.00 -320.00 -319.00 -316.00
2024-10-22 5375.00 5403.00 5412.00 5342.00 5675.00 5713.00 5727.00 5657.00 -300.00 -310.00 -315.00 -315.00
2024-10-21 5450.00 5367.00 5468.00 5334.00 5741.00 5673.00 5775.00 5647.00 -291.00 -306.00 -307.00 -313.00
2024-10-18 5441.00 5452.00 5484.00 5408.00 5730.00 5750.00 5782.00 5704.00 -289.00 -298.00 -298.00 -296.00
2024-10-17 5620.00 5441.00 5645.00 5415.00 5874.00 5723.00 5914.00 5699.00 -254.00 -282.00 -269.00 -284.00
2024-10-16 5633.00 5609.00 5726.00 5607.00 5916.00 5878.00 5994.00 5878.00 -283.00 -269.00 -268.00 -271.00
2024-10-15 5605.00 5633.00 5677.00 5572.00 5879.00 5911.00 5947.00 5854.00 -274.00 -278.00 -270.00 -282.00
2024-10-14 5594.00 5611.00 5690.00 5561.00 5870.00 5889.00 5965.00 5842.00 -276.00 -278.00 -275.00 -281.00
2024-10-11 5570.00 5594.00 5607.00 5541.00 5854.00 5869.00 5880.00 5821.00 -284.00 -275.00 -273.00 -280.00
2024-10-10 5570.00 5566.00 5638.00 5507.00 5836.00 5843.00 5913.00 5783.00 -266.00 -277.00 -275.00 -276.00
2024-10-09 5680.00 5580.00 5694.00 5536.00 5925.00 5846.00 5969.00 5816.00 -245.00 -266.00 -275.00 -280.00
2024-10-08 5970.00 5676.00 5982.00 5634.00 6165.00 5949.00 6235.00 5907.00 -195.00 -273.00 -253.00 -273.00
2024-09-30 5550.00 5799.00 5823.00 5529.00 5815.00 6061.00 6086.00 5803.00 -265.00 -262.00 -263.00 -274.00
2024-09-27 5515.00 5557.00 5574.00 5496.00 5776.00 5827.00 5850.00 5776.00 -261.00 -270.00 -276.00 -280.00
2024-09-26 5402.00 5490.00 5516.00 5401.00 5679.00 5770.00 5791.00 5664.00 -277.00 -280.00 -275.00 -263.00
2024-09-25 5395.00 5415.00 5525.00 5383.00 5651.00 5680.00 5792.00 5635.00 -256.00 -265.00 -267.00 -252.00
2024-09-24 5190.00 5388.00 5395.00 5170.00 5439.00 5645.00 5647.00 5419.00 -249.00 -257.00 -252.00 -249.00
2024-09-23 5222.00 5189.00 5252.00 5180.00 5447.00 5436.00 5488.00 5408.00 -225.00 -247.00 -236.00 -228.00
2024-09-20 5290.00 5229.00 5292.00 5215.00 5536.00 5452.00 5537.00 5439.00 -246.00 -223.00 -245.00 -224.00
2024-09-19 5213.00 5289.00 5295.00 5164.00 5462.00 5531.00 5535.00 5405.00 -249.00 -242.00 -240.00 -241.00
2024-09-18 5330.00 5202.00 5362.00 5159.00 5600.00 5460.00 5621.00 5412.00 -270.00 -258.00 -259.00 -253.00
2024-09-13 5385.00 5326.00 5423.00 5323.00 5641.00 5582.00 5670.00 5576.00 -256.00 -256.00 -247.00 -253.00
2024-09-12 5394.00 5397.00 5409.00 5327.00 5645.00 5642.00 5653.00 5576.00 -251.00 -245.00 -244.00 -249.00
2024-09-11 5332.00 5390.00 5395.00 5245.00 5559.00 5638.00 5640.00 5481.00 -227.00 -248.00 -245.00 -236.00
2024-09-10 5390.00 5339.00 5395.00 5324.00 5601.00 5564.00 5608.00 5547.00 -211.00 -225.00 -213.00 -223.00
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