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
2020-03-02 1927.00 1943.00 1945.00 1927.00 2307.00 2340.00 2340.00 2307.00 -380.00 -397.00 -395.00 -380.00
2020-02-28 1927.00 1922.00 1933.00 1920.00 2331.00 2319.00 2336.00 2318.00 -404.00 -397.00 -403.00 -398.00
2020-02-27 1914.00 1927.00 1928.00 1913.00 2320.00 2333.00 2334.00 2319.00 -406.00 -406.00 -406.00 -406.00
2020-02-26 1917.00 1913.00 1918.00 1911.00 2337.00 2320.00 2337.00 2320.00 -420.00 -407.00 -419.00 -409.00
2020-02-25 1913.00 1915.00 1920.00 1909.00 2311.00 2325.00 2332.00 2311.00 -398.00 -410.00 -412.00 -402.00
2020-02-24 1912.00 1913.00 1917.00 1910.00 2322.00 2325.00 2328.00 2321.00 -410.00 -412.00 -411.00 -411.00
2020-02-21 1904.00 1912.00 1913.00 1901.00 2322.00 2322.00 2324.00 2316.00 -418.00 -410.00 -411.00 -415.00
2020-02-20 1907.00 1905.00 1912.00 1903.00 2322.00 2316.00 2323.00 2316.00 -415.00 -411.00 -411.00 -413.00
2020-02-19 1905.00 1910.00 1913.00 1900.00 2319.00 2321.00 2325.00 2317.00 -414.00 -411.00 -412.00 -417.00
2020-02-18 1926.00 1907.00 1926.00 1906.00 2344.00 2319.00 2344.00 2319.00 -418.00 -412.00 -418.00 -413.00
2020-02-17 1919.00 1927.00 1928.00 1915.00 2307.00 2340.00 2340.00 2307.00 -388.00 -413.00 -412.00 -392.00
2020-02-14 1924.00 1919.00 1927.00 1916.00 2338.00 2328.00 2338.00 2322.00 -414.00 -409.00 -411.00 -406.00
2020-02-13 1924.00 1926.00 1928.00 1921.00 2343.00 2335.00 2343.00 2325.00 -419.00 -409.00 -415.00 -404.00
2020-02-12 1924.00 1923.00 1931.00 1921.00 2329.00 2330.00 2341.00 2329.00 -405.00 -407.00 -410.00 -408.00
2020-02-11 1924.00 1923.00 1929.00 1920.00 2330.00 2330.00 2334.00 2326.00 -406.00 -407.00 -405.00 -406.00
2020-02-10 1937.00 1926.00 1940.00 1922.00 2343.00 2331.00 2347.00 2327.00 -406.00 -405.00 -407.00 -405.00
2020-02-07 1934.00 1938.00 1945.00 1931.00 2339.00 2345.00 2350.00 2338.00 -405.00 -407.00 -405.00 -407.00
2020-02-06 1924.00 1934.00 1935.00 1918.00 2327.00 2337.00 2339.00 2327.00 -403.00 -403.00 -404.00 -409.00
2020-02-05 1928.00 1921.00 1931.00 1912.00 2331.00 2328.00 2335.00 2316.00 -403.00 -407.00 -404.00 -404.00
2020-02-04 1926.00 1944.00 1948.00 1926.00 2315.00 2339.00 2341.00 2315.00 -389.00 -395.00 -393.00 -389.00
2020-02-03 1920.00 1926.00 1938.00 1912.00 2303.00 2312.00 2340.00 2303.00 -383.00 -386.00 -402.00 -391.00
2020-01-23 1927.00 1912.00 1927.00 1910.00 2338.00 2328.00 2340.00 2325.00 -411.00 -416.00 -413.00 -415.00
2020-01-22 1928.00 1924.00 1933.00 1909.00 2346.00 2334.00 2346.00 2326.00 -418.00 -410.00 -413.00 -417.00
2020-01-21 1943.00 1928.00 1944.00 1927.00 2356.00 2344.00 2358.00 2344.00 -413.00 -416.00 -414.00 -417.00
2020-01-20 1949.00 1944.00 1950.00 1936.00 2363.00 2357.00 2367.00 2355.00 -414.00 -413.00 -417.00 -419.00
2020-01-17 1946.00 1947.00 1949.00 1940.00 2364.00 2367.00 2370.00 2357.00 -418.00 -420.00 -421.00 -417.00
2020-01-16 1925.00 1946.00 1946.00 1923.00 2348.00 2365.00 2365.00 2340.00 -423.00 -419.00 -419.00 -417.00
2020-01-15 1920.00 1924.00 1927.00 1918.00 2339.00 2345.00 2351.00 2339.00 -419.00 -421.00 -424.00 -421.00
2020-01-14 1918.00 1919.00 1928.00 1917.00 2348.00 2341.00 2352.00 2340.00 -430.00 -422.00 -424.00 -423.00
2020-01-13 1912.00 1918.00 1919.00 1908.00 2340.00 2342.00 2346.00 2333.00 -428.00 -424.00 -427.00 -425.00
2020-01-10 1916.00 1911.00 1920.00 1906.00 2353.00 2338.00 2355.00 2334.00 -437.00 -427.00 -435.00 -428.00
2020-01-09 1917.00 1921.00 1923.00 1913.00 2351.00 2354.00 2358.00 2346.00 -434.00 -433.00 -435.00 -433.00
2020-01-08 1925.00 1918.00 1930.00 1917.00 2364.00 2350.00 2364.00 2347.00 -439.00 -432.00 -434.00 -430.00
2020-01-07 1914.00 1926.00 1927.00 1914.00 2342.00 2359.00 2360.00 2342.00 -428.00 -433.00 -433.00 -428.00
2020-01-06 1918.00 1913.00 1918.00 1910.00 2355.00 2349.00 2355.00 2340.00 -437.00 -436.00 -437.00 -430.00
2020-01-03 1920.00 1918.00 1925.00 1916.00 2353.00 2354.00 2362.00 2350.00 -433.00 -436.00 -437.00 -434.00
2020-01-02 1911.00 1918.00 1920.00 1910.00 2111.00 2131.00 2136.00 2111.00 -200.00 -213.00 -216.00 -201.00
2019-12-31 1915.00 1910.00 1917.00 1907.00 2159.00 2134.00 2163.00 2126.00 -244.00 -224.00 -246.00 -219.00
2019-12-30 1911.00 1915.00 1919.00 1909.00 2165.00 2156.00 2171.00 2148.00 -254.00 -241.00 -252.00 -239.00
2019-12-27 1916.00 1913.00 1922.00 1911.00 2172.00 2166.00 2188.00 2164.00 -256.00 -253.00 -266.00 -253.00
2019-12-26 1907.00 1915.00 1915.00 1906.00 2178.00 2188.00 2188.00 2171.00 -271.00 -273.00 -273.00 -265.00
2019-12-25 1902.00 1907.00 1912.00 1896.00 2179.00 2176.00 2188.00 2176.00 -277.00 -269.00 -276.00 -280.00
2019-12-24 1895.00 1902.00 1904.00 1892.00 2190.00 2181.00 2199.00 2178.00 -295.00 -279.00 -295.00 -286.00
2019-12-23 1886.00 1895.00 1895.00 1882.00 2176.00 2193.00 2195.00 2169.00 -290.00 -298.00 -300.00 -287.00
2019-12-20 1881.00 1885.00 1887.00 1873.00 2238.00 2242.00 2250.00 2226.00 -357.00 -357.00 -363.00 -353.00
2019-12-19 1892.00 1882.00 1892.00 1879.00 2255.00 2236.00 2257.00 2235.00 -363.00 -354.00 -365.00 -356.00
2019-12-18 1886.00 1891.00 1894.00 1885.00 2260.00 2257.00 2260.00 2247.00 -374.00 -366.00 -366.00 -362.00
2019-12-17 1896.00 1886.00 1897.00 1886.00 2262.00 2261.00 2270.00 2259.00 -366.00 -375.00 -373.00 -373.00
2019-12-16 1892.00 1894.00 1899.00 1890.00 2269.00 2264.00 2278.00 2262.00 -377.00 -370.00 -379.00 -372.00
2019-12-13 1905.00 1893.00 1910.00 1888.00 2276.00 2271.00 2288.00 2264.00 -371.00 -378.00 -378.00 -376.00
2019-12-12 1903.00 1904.00 1905.00 1896.00 2268.00 2276.00 2277.00 2262.00 -365.00 -372.00 -372.00 -366.00
2019-12-11 1905.00 1903.00 1907.00 1900.00 2268.00 2264.00 2276.00 2264.00 -363.00 -361.00 -369.00 -364.00
2019-12-10 1895.00 1905.00 1907.00 1894.00 2272.00 2268.00 2272.00 2261.00 -377.00 -363.00 -365.00 -367.00
2019-12-09 1904.00 1895.00 1906.00 1893.00 2279.00 2270.00 2279.00 2265.00 -375.00 -375.00 -373.00 -372.00
2019-12-06 1893.00 1904.00 1910.00 1891.00 2262.00 2274.00 2278.00 2261.00 -369.00 -370.00 -368.00 -370.00
2019-12-05 1897.00 1894.00 1899.00 1882.00 2271.00 2264.00 2272.00 2256.00 -374.00 -370.00 -373.00 -374.00
2019-12-04 1898.00 1896.00 1900.00 1885.00 2270.00 2270.00 2271.00 2252.00 -372.00 -374.00 -371.00 -367.00
2019-12-03 1890.00 1898.00 1898.00 1887.00 2242.00 2267.00 2267.00 2242.00 -352.00 -369.00 -369.00 -355.00
2019-12-02 1829.00 1823.00 1833.00 1817.00 2265.00 2244.00 2265.00 2243.00 -436.00 -421.00 -432.00 -426.00
2019-11-29 1825.00 1830.00 1830.00 1814.00 2245.00 2263.00 2265.00 2242.00 -420.00 -433.00 -435.00 -428.00
2019-11-28 1838.00 1824.00 1839.00 1821.00 2261.00 2249.00 2266.00 2249.00 -423.00 -425.00 -427.00 -428.00
2019-11-27 1839.00 1836.00 1840.00 1833.00 2278.00 2264.00 2278.00 2262.00 -439.00 -428.00 -438.00 -429.00
2019-11-26 1841.00 1839.00 1844.00 1833.00 2273.00 2273.00 2279.00 2268.00 -432.00 -434.00 -435.00 -435.00
2019-11-25 1847.00 1841.00 1850.00 1838.00 2289.00 2275.00 2289.00 2274.00 -442.00 -434.00 -439.00 -436.00
2019-11-22 1853.00 1847.00 1857.00 1843.00 2286.00 2285.00 2289.00 2280.00 -433.00 -438.00 -432.00 -437.00
2019-11-21 1847.00 1852.00 1857.00 1845.00 2282.00 2286.00 2294.00 2280.00 -435.00 -434.00 -437.00 -435.00
2019-11-20 1857.00 1846.00 1857.00 1844.00 2292.00 2280.00 2292.00 2278.00 -435.00 -434.00 -435.00 -434.00
2019-11-19 1859.00 1854.00 1865.00 1852.00 2292.00 2289.00 2294.00 2282.00 -433.00 -435.00 -429.00 -430.00
2019-11-18 1843.00 1859.00 1864.00 1841.00 2261.00 2289.00 2289.00 2261.00 -418.00 -430.00 -425.00 -420.00
2019-11-15 1840.00 1841.00 1848.00 1833.00 2268.00 2269.00 2275.00 2261.00 -428.00 -428.00 -427.00 -428.00
2019-11-14 1843.00 1840.00 1852.00 1840.00 2278.00 2270.00 2281.00 2270.00 -435.00 -430.00 -429.00 -430.00
2019-11-13 1838.00 1841.00 1844.00 1837.00 2273.00 2274.00 2277.00 2270.00 -435.00 -433.00 -433.00 -433.00
2019-11-12 1855.00 1838.00 1858.00 1837.00 2291.00 2271.00 2294.00 2269.00 -436.00 -433.00 -436.00 -432.00
2019-11-11 1864.00 1855.00 1868.00 1846.00 2300.00 2289.00 2305.00 2282.00 -436.00 -434.00 -437.00 -436.00
2019-11-08 1845.00 1865.00 1866.00 1843.00 2292.00 2304.00 2305.00 2282.00 -447.00 -439.00 -439.00 -439.00
2019-11-07 1856.00 1845.00 1863.00 1842.00 2283.00 2283.00 2301.00 2281.00 -427.00 -438.00 -438.00 -439.00
2019-11-06 1873.00 1854.00 1874.00 1853.00 2337.00 2289.00 2337.00 2285.00 -464.00 -435.00 -463.00 -432.00
2019-11-05 1876.00 1874.00 1882.00 1865.00 2302.00 2302.00 2314.00 2295.00 -426.00 -428.00 -432.00 -430.00
2019-11-04 1883.00 1876.00 1895.00 1873.00 2308.00 2310.00 2322.00 2305.00 -425.00 -434.00 -427.00 -432.00
2019-11-01 1873.00 1887.00 1888.00 1869.00 2309.00 2311.00 2315.00 2299.00 -436.00 -424.00 -427.00 -430.00
2019-10-31 1870.00 1873.00 1894.00 1866.00 2301.00 2303.00 2316.00 2293.00 -431.00 -430.00 -422.00 -427.00
2019-10-30 1862.00 1868.00 1868.00 1855.00 2288.00 2300.00 2301.00 2286.00 -426.00 -432.00 -433.00 -431.00
2019-10-29 1846.00 1864.00 1864.00 1845.00 2276.00 2295.00 2295.00 2273.00 -430.00 -431.00 -431.00 -428.00
2019-10-28 1826.00 1846.00 1849.00 1823.00 2262.00 2276.00 2281.00 2255.00 -436.00 -430.00 -432.00 -432.00
2019-10-25 1828.00 1828.00 1834.00 1825.00 2262.00 2264.00 2267.00 2256.00 -434.00 -436.00 -433.00 -431.00
2019-10-24 1836.00 1828.00 1837.00 1825.00 2275.00 2260.00 2275.00 2260.00 -439.00 -432.00 -438.00 -435.00
2019-10-23 1855.00 1836.00 1856.00 1833.00 2288.00 2273.00 2288.00 2268.00 -433.00 -437.00 -432.00 -435.00
2019-10-22 1848.00 1855.00 1858.00 1847.00 2277.00 2288.00 2288.00 2276.00 -429.00 -433.00 -430.00 -429.00
2019-10-21 1859.00 1847.00 1865.00 1845.00 2282.00 2279.00 2288.00 2275.00 -423.00 -432.00 -423.00 -430.00
2019-10-18 1848.00 1859.00 1861.00 1847.00 2266.00 2280.00 2282.00 2266.00 -418.00 -421.00 -421.00 -419.00
2019-10-17 1849.00 1848.00 1854.00 1843.00 2267.00 2264.00 2268.00 2258.00 -418.00 -416.00 -414.00 -415.00
2019-10-16 1841.00 1846.00 1855.00 1839.00 2264.00 2266.00 2277.00 2263.00 -423.00 -420.00 -422.00 -424.00
2019-10-15 1839.00 1841.00 1847.00 1837.00 2269.00 2266.00 2273.00 2263.00 -430.00 -425.00 -426.00 -426.00
2019-10-14 1848.00 1837.00 1849.00 1832.00 2279.00 2271.00 2282.00 2263.00 -431.00 -434.00 -433.00 -431.00
2019-10-11 1838.00 1847.00 1848.00 1831.00 2276.00 2278.00 2282.00 2269.00 -438.00 -431.00 -434.00 -438.00
2019-10-10 1830.00 1838.00 1841.00 1827.00 2274.00 2277.00 2283.00 2274.00 -444.00 -439.00 -442.00 -447.00
2019-10-09 1823.00 1830.00 1832.00 1820.00 2256.00 2275.00 2279.00 2256.00 -433.00 -445.00 -447.00 -436.00
2019-10-08 1823.00 1824.00 1829.00 1810.00 2261.00 2262.00 2267.00 2252.00 -438.00 -438.00 -438.00 -442.00
2019-09-30 1830.00 1823.00 1834.00 1810.00 2270.00 2264.00 2276.00 2251.00 -440.00 -441.00 -442.00 -441.00
2019-09-27 1842.00 1830.00 1842.00 1827.00 2288.00 2273.00 2294.00 2273.00 -446.00 -443.00 -452.00 -446.00
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