玉米期货跨期套利数据回测

本页面展示玉米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

关于玉米期货跨期套利的详细数据分析,请查看文章:。

玉米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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玉米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

玉米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
2021-10-26 2622.00 2628.00 2644.00 2608.00 3180.00 3140.00 3194.00 3121.00 -558.00 -512.00 -550.00 -513.00
2021-10-25 2568.00 2618.00 2621.00 2540.00 3071.00 3184.00 3188.00 3051.00 -503.00 -566.00 -567.00 -511.00
2021-10-22 2571.00 2568.00 2583.00 2560.00 3074.00 3073.00 3093.00 3054.00 -503.00 -505.00 -510.00 -494.00
2021-10-21 2568.00 2569.00 2591.00 2567.00 3107.00 3077.00 3130.00 3077.00 -539.00 -508.00 -539.00 -510.00
2021-10-20 2564.00 2568.00 2576.00 2551.00 3130.00 3069.00 3148.00 3056.00 -566.00 -501.00 -572.00 -505.00
2021-10-19 2538.00 2569.00 2575.00 2534.00 3043.00 3129.00 3131.00 3019.00 -505.00 -560.00 -556.00 -485.00
2021-10-18 2562.00 2542.00 2565.00 2535.00 3075.00 3037.00 3077.00 3034.00 -513.00 -495.00 -512.00 -499.00
2021-10-15 2530.00 2572.00 2573.00 2529.00 2973.00 3055.00 3074.00 2970.00 -443.00 -483.00 -501.00 -441.00
2021-10-14 2550.00 2527.00 2558.00 2523.00 3009.00 2973.00 3009.00 2958.00 -459.00 -446.00 -451.00 -435.00
2021-10-13 2537.00 2558.00 2584.00 2519.00 2982.00 3009.00 3048.00 2956.00 -445.00 -451.00 -464.00 -437.00
2021-10-12 2544.00 2537.00 2554.00 2529.00 3003.00 2974.00 3005.00 2961.00 -459.00 -437.00 -451.00 -432.00
2021-10-11 2490.00 2544.00 2548.00 2489.00 2950.00 3009.00 3010.00 2938.00 -460.00 -465.00 -462.00 -449.00
2021-10-08 2510.00 2490.00 2510.00 2480.00 2973.00 2938.00 2975.00 2934.00 -463.00 -448.00 -465.00 -454.00
2021-09-30 2481.00 2520.00 2520.00 2471.00 2946.00 2987.00 2988.00 2945.00 -465.00 -467.00 -468.00 -474.00
2021-09-29 2473.00 2481.00 2483.00 2468.00 2922.00 2964.00 2965.00 2919.00 -449.00 -483.00 -482.00 -451.00
2021-09-28 2481.00 2473.00 2495.00 2469.00 2920.00 2925.00 2932.00 2911.00 -439.00 -452.00 -437.00 -442.00
2021-09-27 2485.00 2481.00 2491.00 2465.00 2880.00 2918.00 2918.00 2858.00 -395.00 -437.00 -427.00 -393.00
2021-09-24 2478.00 2485.00 2490.00 2476.00 2874.00 2878.00 2887.00 2865.00 -396.00 -393.00 -397.00 -389.00
2021-09-23 2457.00 2484.00 2485.00 2457.00 2858.00 2869.00 2880.00 2849.00 -401.00 -385.00 -395.00 -392.00
2021-09-22 2430.00 2463.00 2466.00 2429.00 2817.00 2862.00 2869.00 2817.00 -387.00 -399.00 -403.00 -388.00
2021-09-17 2442.00 2437.00 2448.00 2434.00 2804.00 2817.00 2831.00 2803.00 -362.00 -380.00 -383.00 -369.00
2021-09-16 2457.00 2437.00 2462.00 2436.00 2825.00 2809.00 2835.00 2802.00 -368.00 -372.00 -373.00 -366.00
2021-09-15 2460.00 2459.00 2475.00 2455.00 2812.00 2819.00 2843.00 2812.00 -352.00 -360.00 -368.00 -357.00
2021-09-14 2475.00 2457.00 2477.00 2455.00 2833.00 2819.00 2839.00 2812.00 -358.00 -362.00 -362.00 -357.00
2021-09-13 2459.00 2477.00 2484.00 2455.00 2813.00 2841.00 2843.00 2813.00 -354.00 -364.00 -359.00 -358.00
2021-09-10 2463.00 2453.00 2470.00 2451.00 2820.00 2812.00 2827.00 2811.00 -357.00 -359.00 -357.00 -360.00
2021-09-09 2465.00 2463.00 2469.00 2450.00 2820.00 2823.00 2827.00 2813.00 -355.00 -360.00 -358.00 -363.00
2021-09-08 2458.00 2461.00 2486.00 2452.00 2830.00 2819.00 2846.00 2818.00 -372.00 -358.00 -360.00 -366.00
2021-09-07 2465.00 2462.00 2468.00 2455.00 2838.00 2839.00 2849.00 2831.00 -373.00 -377.00 -381.00 -376.00
2021-09-06 2491.00 2461.00 2497.00 2458.00 2866.00 2838.00 2878.00 2837.00 -375.00 -377.00 -381.00 -379.00
2021-09-03 2497.00 2491.00 2499.00 2487.00 2889.00 2875.00 2889.00 2870.00 -392.00 -384.00 -390.00 -383.00
2021-09-02 2463.00 2495.00 2510.00 2457.00 2836.00 2883.00 2889.00 2832.00 -373.00 -388.00 -379.00 -375.00
2021-09-01 2486.00 2463.00 2486.00 2462.00 2845.00 2836.00 2850.00 2830.00 -359.00 -373.00 -364.00 -368.00
2021-08-31 2485.00 2487.00 2490.00 2476.00 2831.00 2850.00 2851.00 2827.00 -346.00 -363.00 -361.00 -351.00
2021-08-30 2478.00 2482.00 2494.00 2472.00 2840.00 2833.00 2853.00 2829.00 -362.00 -351.00 -359.00 -357.00
2021-08-27 2494.00 2478.00 2504.00 2474.00 2853.00 2836.00 2865.00 2834.00 -359.00 -358.00 -361.00 -360.00
2021-08-26 2507.00 2494.00 2510.00 2492.00 2920.00 2882.00 2940.00 2882.00 -413.00 -388.00 -430.00 -390.00
2021-08-25 2505.00 2502.00 2523.00 2501.00 2907.00 2913.00 2935.00 2904.00 -402.00 -411.00 -412.00 -403.00
2021-08-24 2497.00 2510.00 2516.00 2495.00 2894.00 2916.00 2940.00 2889.00 -397.00 -406.00 -424.00 -394.00
2021-08-23 2501.00 2497.00 2519.00 2487.00 2868.00 2903.00 2920.00 2861.00 -367.00 -406.00 -401.00 -374.00
2021-08-20 2550.00 2501.00 2557.00 2500.00 2941.00 2859.00 2942.00 2855.00 -391.00 -358.00 -385.00 -355.00
2021-08-19 2558.00 2552.00 2568.00 2551.00 2944.00 2941.00 2953.00 2934.00 -386.00 -389.00 -385.00 -383.00
2021-08-18 2595.00 2556.00 2606.00 2553.00 2976.00 2953.00 2995.00 2946.00 -381.00 -397.00 -389.00 -393.00
2021-08-17 2597.00 2593.00 2598.00 2581.00 2979.00 2980.00 2985.00 2968.00 -382.00 -387.00 -387.00 -387.00
2021-08-16 2603.00 2597.00 2617.00 2585.00 2991.00 2979.00 2999.00 2960.00 -388.00 -382.00 -382.00 -375.00
2021-08-13 2594.00 2631.00 2632.00 2594.00 2970.00 2991.00 2992.00 2946.00 -376.00 -360.00 -360.00 -352.00
2021-08-12 2577.00 2614.00 2615.00 2575.00 2918.00 2957.00 2958.00 2910.00 -341.00 -343.00 -343.00 -335.00
2021-08-11 2578.00 2580.00 2591.00 2568.00 2920.00 2913.00 2922.00 2897.00 -342.00 -333.00 -331.00 -329.00
2021-08-10 2603.00 2577.00 2608.00 2571.00 2935.00 2914.00 2939.00 2907.00 -332.00 -337.00 -331.00 -336.00
2021-08-09 2603.00 2604.00 2614.00 2594.00 2937.00 2935.00 2939.00 2916.00 -334.00 -331.00 -325.00 -322.00
2021-08-06 2616.00 2601.00 2629.00 2600.00 2926.00 2933.00 2950.00 2920.00 -310.00 -332.00 -321.00 -320.00
2021-08-05 2617.00 2616.00 2627.00 2606.00 2939.00 2926.00 2948.00 2924.00 -322.00 -310.00 -321.00 -318.00
2021-08-04 2608.00 2608.00 2611.00 2586.00 2938.00 2937.00 2943.00 2920.00 -330.00 -329.00 -332.00 -334.00
2021-08-03 2591.00 2607.00 2610.00 2582.00 2918.00 2937.00 2942.00 2917.00 -327.00 -330.00 -332.00 -335.00
2021-08-02 2572.00 2591.00 2595.00 2543.00 2917.00 2920.00 2937.00 2879.00 -345.00 -329.00 -342.00 -336.00
2021-07-30 2562.00 2573.00 2575.00 2561.00 2920.00 2917.00 2926.00 2911.00 -358.00 -344.00 -351.00 -350.00
2021-07-29 2569.00 2562.00 2577.00 2555.00 2924.00 2919.00 2933.00 2911.00 -355.00 -357.00 -356.00 -356.00
2021-07-28 2570.00 2564.00 2578.00 2553.00 2935.00 2920.00 2935.00 2912.00 -365.00 -356.00 -357.00 -359.00
2021-07-27 2548.00 2577.00 2582.00 2533.00 2900.00 2929.00 2932.00 2898.00 -352.00 -352.00 -350.00 -365.00
2021-07-26 2531.00 2544.00 2555.00 2525.00 2870.00 2903.00 2909.00 2870.00 -339.00 -359.00 -354.00 -345.00
2021-07-23 2511.00 2524.00 2534.00 2502.00 2859.00 2877.00 2891.00 2859.00 -348.00 -353.00 -357.00 -357.00
2021-07-22 2519.00 2512.00 2532.00 2506.00 2880.00 2871.00 2890.00 2871.00 -361.00 -359.00 -358.00 -365.00
2021-07-21 2525.00 2519.00 2541.00 2511.00 2860.00 2885.00 2897.00 2860.00 -335.00 -366.00 -356.00 -349.00
2021-07-20 2530.00 2517.00 2537.00 2509.00 2860.00 2870.00 2885.00 2860.00 -330.00 -353.00 -348.00 -351.00
2021-07-19 2576.00 2528.00 2588.00 2527.00 2942.00 2872.00 2952.00 2872.00 -366.00 -344.00 -364.00 -345.00
2021-07-16 2618.00 2574.00 2618.00 2572.00 2974.00 2936.00 2978.00 2936.00 -356.00 -362.00 -360.00 -364.00
2021-07-15 2623.00 2609.00 2629.00 2604.00 3000.00 2974.00 3006.00 2971.00 -377.00 -365.00 -377.00 -367.00
2021-07-14 2591.00 2624.00 2627.00 2581.00 2970.00 3000.00 3005.00 2960.00 -379.00 -376.00 -378.00 -379.00
2021-07-13 2565.00 2595.00 2601.00 2557.00 2947.00 2965.00 2971.00 2932.00 -382.00 -370.00 -370.00 -375.00
2021-07-12 2565.00 2556.00 2587.00 2543.00 2972.00 2943.00 2986.00 2936.00 -407.00 -387.00 -399.00 -393.00
2021-07-09 2569.00 2567.00 2574.00 2558.00 2976.00 2972.00 2981.00 2959.00 -407.00 -405.00 -407.00 -401.00
2021-07-08 2562.00 2569.00 2585.00 2557.00 2948.00 2976.00 2977.00 2936.00 -386.00 -407.00 -392.00 -379.00
2021-07-07 2588.00 2574.00 2603.00 2567.00 2941.00 2949.00 2961.00 2934.00 -353.00 -375.00 -358.00 -367.00
2021-07-06 2607.00 2588.00 2609.00 2582.00 2980.00 2941.00 2980.00 2938.00 -373.00 -353.00 -371.00 -356.00
2021-07-05 2631.00 2607.00 2631.00 2575.00 3020.00 2979.00 3020.00 2967.00 -389.00 -372.00 -389.00 -392.00
2021-07-02 2623.00 2631.00 2641.00 2621.00 3016.00 3020.00 3029.00 3010.00 -393.00 -389.00 -388.00 -389.00
2021-07-01 2613.00 2621.00 2657.00 2600.00 2986.00 3015.00 3023.00 2973.00 -373.00 -394.00 -366.00 -373.00
2021-06-30 2622.00 2613.00 2625.00 2606.00 2997.00 2986.00 3000.00 2976.00 -375.00 -373.00 -375.00 -370.00
2021-06-29 2614.00 2627.00 2636.00 2599.00 2967.00 2997.00 3001.00 2960.00 -353.00 -370.00 -365.00 -361.00
2021-06-28 2588.00 2614.00 2616.00 2556.00 2938.00 2967.00 2970.00 2892.00 -350.00 -353.00 -354.00 -336.00
2021-06-25 2582.00 2588.00 2607.00 2575.00 3055.00 3057.00 3078.00 3045.00 -473.00 -469.00 -471.00 -470.00
2021-06-24 2590.00 2588.00 2609.00 2583.00 3085.00 3055.00 3086.00 3052.00 -495.00 -467.00 -477.00 -469.00
2021-06-23 2580.00 2597.00 2603.00 2569.00 3048.00 3086.00 3086.00 3027.00 -468.00 -489.00 -483.00 -458.00
2021-06-22 2589.00 2583.00 2605.00 2580.00 2980.00 2981.00 3001.00 2975.00 -391.00 -398.00 -396.00 -395.00
2021-06-21 2624.00 2595.00 2632.00 2568.00 3035.00 2986.00 3043.00 2965.00 -411.00 -391.00 -411.00 -397.00
2021-06-18 2661.00 2619.00 2663.00 2601.00 3110.00 3025.00 3110.00 3023.00 -449.00 -406.00 -447.00 -422.00
2021-06-17 2668.00 2670.00 2689.00 2666.00 3104.00 3109.00 3124.00 3098.00 -436.00 -439.00 -435.00 -432.00
2021-06-16 2682.00 2668.00 2696.00 2666.00 3090.00 3098.00 3119.00 3090.00 -408.00 -430.00 -423.00 -424.00
2021-06-15 2738.00 2682.00 2740.00 2674.00 3157.00 3090.00 3159.00 3077.00 -419.00 -408.00 -419.00 -403.00
2021-06-11 2735.00 2765.00 2768.00 2721.00 3159.00 3175.00 3178.00 3147.00 -424.00 -410.00 -410.00 -426.00
2021-06-10 2705.00 2730.00 2735.00 2693.00 3142.00 3159.00 3163.00 3124.00 -437.00 -429.00 -428.00 -431.00
2021-06-09 2689.00 2707.00 2712.00 2679.00 3135.00 3142.00 3149.00 3120.00 -446.00 -435.00 -437.00 -441.00
2021-06-08 2705.00 2689.00 2708.00 2670.00 3145.00 3135.00 3149.00 3110.00 -440.00 -446.00 -441.00 -440.00
2021-06-07 2725.00 2705.00 2735.00 2699.00 3161.00 3145.00 3170.00 3131.00 -436.00 -440.00 -435.00 -432.00
2021-06-04 2731.00 2713.00 2734.00 2697.00 3195.00 3156.00 3202.00 3154.00 -464.00 -443.00 -468.00 -457.00
2021-06-03 2715.00 2733.00 2740.00 2707.00 3178.00 3202.00 3206.00 3160.00 -463.00 -469.00 -466.00 -453.00
2021-06-02 2702.00 2715.00 2724.00 2690.00 3158.00 3171.00 3184.00 3158.00 -456.00 -456.00 -460.00 -468.00
2021-06-01 2663.00 2693.00 2696.00 2657.00 3130.00 3158.00 3169.00 3127.00 -467.00 -465.00 -473.00 -470.00
2021-05-31 2682.00 2666.00 2710.00 2659.00 3135.00 3127.00 3168.00 3126.00 -453.00 -461.00 -458.00 -467.00
2021-05-28 2669.00 2682.00 2722.00 2662.00 3142.00 3142.00 3189.00 3125.00 -473.00 -460.00 -467.00 -463.00
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