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:
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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。
关于玉米期货跨期套利的详细数据分析,请查看文章:。
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-07 | 1920.00 | 1928.00 | 1930.00 | 1919.00 | 2399.00 | 2409.00 | 2410.00 | 2396.00 | -479.00 | -481.00 | -480.00 | -477.00 |
| 2019-05-06 | 1932.00 | 1923.00 | 1937.00 | 1920.00 | 2270.00 | 2270.00 | 2270.00 | 2270.00 | -338.00 | -347.00 | -333.00 | -350.00 |
| 2019-04-30 | 1920.00 | 1916.00 | 1920.00 | 1907.00 | 2263.00 | 2256.00 | 2267.00 | 2252.00 | -343.00 | -340.00 | -347.00 | -345.00 |
| 2019-04-29 | 1904.00 | 1917.00 | 1920.00 | 1902.00 | 2268.00 | 2265.00 | 2270.00 | 2253.00 | -364.00 | -348.00 | -350.00 | -351.00 |
| 2019-04-26 | 1916.00 | 1902.00 | 1917.00 | 1899.00 | 2267.00 | 2260.00 | 2269.00 | 2260.00 | -351.00 | -358.00 | -352.00 | -361.00 |
| 2019-04-25 | 1914.00 | 1914.00 | 1919.00 | 1909.00 | 2264.00 | 2269.00 | 2280.00 | 2263.00 | -350.00 | -355.00 | -361.00 | -354.00 |
| 2019-04-24 | 1920.00 | 1914.00 | 1922.00 | 1912.00 | 2296.00 | 2279.00 | 2308.00 | 2279.00 | -376.00 | -365.00 | -386.00 | -367.00 |
| 2019-04-23 | 1925.00 | 1919.00 | 1925.00 | 1911.00 | 2310.00 | 2304.00 | 2310.00 | 2299.00 | -385.00 | -385.00 | -385.00 | -388.00 |
| 2019-04-22 | 1910.00 | 1920.00 | 1924.00 | 1903.00 | 2294.00 | 2305.00 | 2309.00 | 2294.00 | -384.00 | -385.00 | -385.00 | -391.00 |
| 2019-04-19 | 1897.00 | 1908.00 | 1910.00 | 1895.00 | 2310.00 | 2300.00 | 2310.00 | 2290.00 | -413.00 | -392.00 | -400.00 | -395.00 |
| 2019-04-18 | 1904.00 | 1895.00 | 1906.00 | 1875.00 | 2307.00 | 2293.00 | 2307.00 | 2286.00 | -403.00 | -398.00 | -401.00 | -411.00 |
| 2019-04-17 | 1912.00 | 1904.00 | 1917.00 | 1903.00 | 2322.00 | 2303.00 | 2322.00 | 2297.00 | -410.00 | -399.00 | -405.00 | -394.00 |
| 2019-04-16 | 1905.00 | 1912.00 | 1914.00 | 1902.00 | 2300.00 | 2305.00 | 2310.00 | 2279.00 | -395.00 | -393.00 | -396.00 | -377.00 |
| 2019-04-15 | 1899.00 | 1909.00 | 1916.00 | 1891.00 | 2352.00 | 2365.00 | 2368.00 | 2342.00 | -453.00 | -456.00 | -452.00 | -451.00 |
| 2019-04-12 | 1882.00 | 1897.00 | 1898.00 | 1875.00 | 2337.00 | 2351.00 | 2351.00 | 2328.00 | -455.00 | -454.00 | -453.00 | -453.00 |
| 2019-04-11 | 1879.00 | 1881.00 | 1886.00 | 1873.00 | 2335.00 | 2338.00 | 2340.00 | 2325.00 | -456.00 | -457.00 | -454.00 | -452.00 |
| 2019-04-10 | 1867.00 | 1876.00 | 1882.00 | 1865.00 | 2330.00 | 2335.00 | 2344.00 | 2328.00 | -463.00 | -459.00 | -462.00 | -463.00 |
| 2019-04-09 | 1880.00 | 1867.00 | 1886.00 | 1860.00 | 2340.00 | 2330.00 | 2345.00 | 2321.00 | -460.00 | -463.00 | -459.00 | -461.00 |
| 2019-04-08 | 1886.00 | 1879.00 | 1888.00 | 1876.00 | 2345.00 | 2340.00 | 2348.00 | 2337.00 | -459.00 | -461.00 | -460.00 | -461.00 |
| 2019-04-04 | 1863.00 | 1886.00 | 1890.00 | 1861.00 | 2325.00 | 2345.00 | 2347.00 | 2325.00 | -462.00 | -459.00 | -457.00 | -464.00 |
| 2019-04-03 | 1855.00 | 1858.00 | 1861.00 | 1842.00 | 2312.00 | 2321.00 | 2322.00 | 2305.00 | -457.00 | -463.00 | -461.00 | -463.00 |
| 2019-04-02 | 1843.00 | 1852.00 | 1854.00 | 1841.00 | 2311.00 | 2315.00 | 2317.00 | 2304.00 | -468.00 | -463.00 | -463.00 | -463.00 |
| 2019-04-01 | 1845.00 | 1843.00 | 1847.00 | 1831.00 | 2292.00 | 2308.00 | 2309.00 | 2292.00 | -447.00 | -465.00 | -462.00 | -461.00 |
| 2019-03-29 | 1835.00 | 1844.00 | 1848.00 | 1832.00 | 2291.00 | 2302.00 | 2307.00 | 2291.00 | -456.00 | -458.00 | -459.00 | -459.00 |
| 2019-03-28 | 1837.00 | 1833.00 | 1842.00 | 1829.00 | 2301.00 | 2294.00 | 2307.00 | 2292.00 | -464.00 | -461.00 | -465.00 | -463.00 |
| 2019-03-27 | 1847.00 | 1842.00 | 1853.00 | 1839.00 | 2308.00 | 2305.00 | 2316.00 | 2301.00 | -461.00 | -463.00 | -463.00 | -462.00 |
| 2019-03-26 | 1813.00 | 1822.00 | 1823.00 | 1812.00 | 2297.00 | 2311.00 | 2317.00 | 2297.00 | -484.00 | -489.00 | -494.00 | -485.00 |
| 2019-03-25 | 1813.00 | 1816.00 | 1821.00 | 1806.00 | 2300.00 | 2301.00 | 2309.00 | 2293.00 | -487.00 | -485.00 | -488.00 | -487.00 |
| 2019-03-22 | 1820.00 | 1816.00 | 1821.00 | 1810.00 | 2314.00 | 2301.00 | 2314.00 | 2300.00 | -494.00 | -485.00 | -493.00 | -490.00 |
| 2019-03-21 | 1833.00 | 1824.00 | 1835.00 | 1821.00 | 2325.00 | 2314.00 | 2327.00 | 2313.00 | -492.00 | -490.00 | -492.00 | -492.00 |
| 2019-03-20 | 1850.00 | 1831.00 | 1850.00 | 1828.00 | 2346.00 | 2323.00 | 2346.00 | 2321.00 | -496.00 | -492.00 | -496.00 | -493.00 |
| 2019-03-19 | 1859.00 | 1850.00 | 1859.00 | 1847.00 | 2358.00 | 2345.00 | 2358.00 | 2340.00 | -499.00 | -495.00 | -499.00 | -493.00 |
| 2019-03-18 | 1850.00 | 1856.00 | 1858.00 | 1844.00 | 2345.00 | 2354.00 | 2356.00 | 2334.00 | -495.00 | -498.00 | -498.00 | -490.00 |
| 2019-03-15 | 1837.00 | 1847.00 | 1851.00 | 1837.00 | 2336.00 | 2341.00 | 2348.00 | 2336.00 | -499.00 | -494.00 | -497.00 | -499.00 |
| 2019-03-14 | 1831.00 | 1838.00 | 1842.00 | 1828.00 | 2332.00 | 2336.00 | 2339.00 | 2329.00 | -501.00 | -498.00 | -497.00 | -501.00 |
| 2019-03-13 | 1847.00 | 1829.00 | 1849.00 | 1827.00 | 2344.00 | 2330.00 | 2354.00 | 2320.00 | -497.00 | -501.00 | -505.00 | -493.00 |
| 2019-03-12 | 1835.00 | 1844.00 | 1846.00 | 1835.00 | 2342.00 | 2349.00 | 2350.00 | 2334.00 | -507.00 | -505.00 | -504.00 | -499.00 |
| 2019-03-11 | 1826.00 | 1835.00 | 1839.00 | 1821.00 | 2333.00 | 2343.00 | 2343.00 | 2320.00 | -507.00 | -508.00 | -504.00 | -499.00 |
| 2019-03-08 | 1828.00 | 1828.00 | 1836.00 | 1823.00 | 2316.00 | 2331.00 | 2331.00 | 2315.00 | -488.00 | -503.00 | -495.00 | -492.00 |
| 2019-03-07 | 1815.00 | 1831.00 | 1847.00 | 1812.00 | 2289.00 | 2319.00 | 2325.00 | 2287.00 | -474.00 | -488.00 | -478.00 | -475.00 |
| 2019-03-06 | 1818.00 | 1819.00 | 1820.00 | 1811.00 | 2298.00 | 2295.00 | 2298.00 | 2280.00 | -480.00 | -476.00 | -478.00 | -469.00 |
| 2019-03-05 | 1811.00 | 1824.00 | 1825.00 | 1810.00 | 2290.00 | 2300.00 | 2300.00 | 2289.00 | -479.00 | -476.00 | -475.00 | -479.00 |
| 2019-03-04 | 1825.00 | 1814.00 | 1833.00 | 1812.00 | 2290.00 | 2290.00 | 2307.00 | 2288.00 | -465.00 | -476.00 | -474.00 | -476.00 |
| 2019-03-01 | 1825.00 | 1820.00 | 1828.00 | 1816.00 | 2289.00 | 2284.00 | 2298.00 | 2282.00 | -464.00 | -464.00 | -470.00 | -466.00 |
| 2019-02-28 | 1796.00 | 1821.00 | 1822.00 | 1795.00 | 2271.00 | 2289.00 | 2292.00 | 2268.00 | -475.00 | -468.00 | -470.00 | -473.00 |
| 2019-02-27 | 1792.00 | 1795.00 | 1802.00 | 1791.00 | 2268.00 | 2267.00 | 2276.00 | 2266.00 | -476.00 | -472.00 | -474.00 | -475.00 |
| 2019-02-26 | 1783.00 | 1791.00 | 1804.00 | 1781.00 | 2263.00 | 2268.00 | 2283.00 | 2261.00 | -480.00 | -477.00 | -479.00 | -480.00 |
| 2019-02-25 | 1790.00 | 1784.00 | 1791.00 | 1780.00 | 2270.00 | 2265.00 | 2270.00 | 2252.00 | -480.00 | -481.00 | -479.00 | -472.00 |
| 2019-02-22 | 1807.00 | 1811.00 | 1815.00 | 1803.00 | 2296.00 | 2280.00 | 2296.00 | 2278.00 | -489.00 | -469.00 | -481.00 | -475.00 |
| 2019-02-21 | 1807.00 | 1809.00 | 1818.00 | 1806.00 | 2293.00 | 2292.00 | 2302.00 | 2290.00 | -486.00 | -483.00 | -484.00 | -484.00 |
| 2019-02-20 | 1820.00 | 1806.00 | 1820.00 | 1806.00 | 2305.00 | 2292.00 | 2305.00 | 2289.00 | -485.00 | -486.00 | -485.00 | -483.00 |
| 2019-02-19 | 1815.00 | 1823.00 | 1828.00 | 1812.00 | 2302.00 | 2306.00 | 2315.00 | 2292.00 | -487.00 | -483.00 | -487.00 | -480.00 |
| 2019-02-18 | 1828.00 | 1816.00 | 1828.00 | 1811.00 | 2323.00 | 2304.00 | 2323.00 | 2301.00 | -495.00 | -488.00 | -495.00 | -490.00 |
| 2019-02-15 | 1831.00 | 1836.00 | 1839.00 | 1827.00 | 2323.00 | 2323.00 | 2332.00 | 2319.00 | -492.00 | -487.00 | -493.00 | -492.00 |
| 2019-02-14 | 1848.00 | 1832.00 | 1849.00 | 1832.00 | 2348.00 | 2326.00 | 2348.00 | 2324.00 | -500.00 | -494.00 | -499.00 | -492.00 |
| 2019-02-13 | 1861.00 | 1849.00 | 1861.00 | 1849.00 | 2355.00 | 2345.00 | 2355.00 | 2342.00 | -494.00 | -496.00 | -494.00 | -493.00 |
| 2019-02-12 | 1867.00 | 1861.00 | 1871.00 | 1859.00 | 2368.00 | 2357.00 | 2368.00 | 2353.00 | -501.00 | -496.00 | -497.00 | -494.00 |
| 2019-02-11 | 1874.00 | 1865.00 | 1875.00 | 1859.00 | 2444.00 | 2363.00 | 2444.00 | 2351.00 | -570.00 | -498.00 | -569.00 | -492.00 |
| 2019-02-01 | 1866.00 | 1873.00 | 1875.00 | 1861.00 | 2345.00 | 2360.00 | 2365.00 | 2345.00 | -479.00 | -487.00 | -490.00 | -484.00 |
| 2019-01-31 | 1864.00 | 1863.00 | 1868.00 | 1852.00 | 2351.00 | 2355.00 | 2366.00 | 2345.00 | -487.00 | -492.00 | -498.00 | -493.00 |
| 2019-01-30 | 1859.00 | 1865.00 | 1867.00 | 1857.00 | 2353.00 | 2358.00 | 2364.00 | 2352.00 | -494.00 | -493.00 | -497.00 | -495.00 |
| 2019-01-29 | 1855.00 | 1857.00 | 1859.00 | 1853.00 | 2343.00 | 2354.00 | 2356.00 | 2343.00 | -488.00 | -497.00 | -497.00 | -490.00 |
| 2019-01-28 | 1859.00 | 1854.00 | 1860.00 | 1851.00 | 2345.00 | 2345.00 | 2346.00 | 2336.00 | -486.00 | -491.00 | -486.00 | -485.00 |
| 2019-01-25 | 1840.00 | 1863.00 | 1872.00 | 1840.00 | 2317.00 | 2347.00 | 2350.00 | 2317.00 | -477.00 | -484.00 | -478.00 | -477.00 |
| 2019-01-24 | 1839.00 | 1836.00 | 1839.00 | 1829.00 | 2316.00 | 2317.00 | 2318.00 | 2310.00 | -477.00 | -481.00 | -479.00 | -481.00 |
| 2019-01-23 | 1842.00 | 1839.00 | 1848.00 | 1835.00 | 2323.00 | 2318.00 | 2331.00 | 2315.00 | -481.00 | -479.00 | -483.00 | -480.00 |
| 2019-01-22 | 1835.00 | 1842.00 | 1845.00 | 1832.00 | 2316.00 | 2326.00 | 2327.00 | 2315.00 | -481.00 | -484.00 | -482.00 | -483.00 |
| 2019-01-21 | 1825.00 | 1833.00 | 1838.00 | 1825.00 | 2301.00 | 2316.00 | 2320.00 | 2301.00 | -476.00 | -483.00 | -482.00 | -476.00 |
| 2019-01-18 | 1819.00 | 1824.00 | 1827.00 | 1817.00 | 2300.00 | 2301.00 | 2305.00 | 2296.00 | -481.00 | -477.00 | -478.00 | -479.00 |
| 2019-01-17 | 1826.00 | 1820.00 | 1828.00 | 1814.00 | 2304.00 | 2297.00 | 2310.00 | 2295.00 | -478.00 | -477.00 | -482.00 | -481.00 |
| 2019-01-16 | 1806.00 | 1826.00 | 1830.00 | 1802.00 | 2298.00 | 2310.00 | 2320.00 | 2290.00 | -492.00 | -484.00 | -490.00 | -488.00 |
| 2019-01-15 | 1811.00 | 1810.00 | 1814.00 | 1806.00 | 2295.00 | 2300.00 | 2302.00 | 2293.00 | -484.00 | -490.00 | -488.00 | -487.00 |
| 2019-01-14 | 1818.00 | 1811.00 | 1818.00 | 1803.00 | 2309.00 | 2297.00 | 2309.00 | 2290.00 | -491.00 | -486.00 | -491.00 | -487.00 |
| 2019-01-11 | 1837.00 | 1826.00 | 1837.00 | 1823.00 | 2311.00 | 2309.00 | 2315.00 | 2304.00 | -474.00 | -483.00 | -478.00 | -481.00 |
| 2019-01-10 | 1841.00 | 1835.00 | 1843.00 | 1832.00 | 2321.00 | 2313.00 | 2323.00 | 2311.00 | -480.00 | -478.00 | -480.00 | -479.00 |
| 2019-01-09 | 1839.00 | 1843.00 | 1845.00 | 1836.00 | 2323.00 | 2323.00 | 2325.00 | 2316.00 | -484.00 | -480.00 | -480.00 | -480.00 |
| 2019-01-08 | 1852.00 | 1838.00 | 1852.00 | 1835.00 | 2339.00 | 2318.00 | 2339.00 | 2318.00 | -487.00 | -480.00 | -487.00 | -483.00 |
| 2019-01-07 | 1865.00 | 1853.00 | 1867.00 | 1848.00 | 2356.00 | 2340.00 | 2359.00 | 2337.00 | -491.00 | -487.00 | -492.00 | -489.00 |
| 2019-01-04 | 1870.00 | 1863.00 | 1871.00 | 1859.00 | 2360.00 | 2357.00 | 2360.00 | 2351.00 | -490.00 | -494.00 | -489.00 | -492.00 |
| 2019-01-03 | 1865.00 | 1870.00 | 1872.00 | 1860.00 | 2348.00 | 2359.00 | 2369.00 | 2345.00 | -483.00 | -489.00 | -497.00 | -485.00 |
| 2019-01-02 | 1865.00 | 1861.00 | 1865.00 | 1857.00 | 2351.00 | 2344.00 | 2351.00 | 2342.00 | -486.00 | -483.00 | -486.00 | -485.00 |
| 2018-12-28 | 1855.00 | 1869.00 | 1870.00 | 1854.00 | 2348.00 | 2350.00 | 2390.00 | 2345.00 | -493.00 | -481.00 | -520.00 | -491.00 |
| 2018-12-27 | 1858.00 | 1851.00 | 1861.00 | 1846.00 | 2357.00 | 2344.00 | 2357.00 | 2344.00 | -499.00 | -493.00 | -496.00 | -498.00 |
| 2018-12-26 | 1846.00 | 1855.00 | 1860.00 | 1845.00 | 2354.00 | 2357.00 | 2358.00 | 2346.00 | -508.00 | -502.00 | -498.00 | -501.00 |
| 2018-12-25 | 1833.00 | 1847.00 | 1853.00 | 1832.00 | 2340.00 | 2351.00 | 2355.00 | 2340.00 | -507.00 | -504.00 | -502.00 | -508.00 |
| 2018-12-24 | 1857.00 | 1831.00 | 1859.00 | 1831.00 | 2338.00 | 2340.00 | 2347.00 | 2333.00 | -481.00 | -509.00 | -488.00 | -502.00 |
| 2018-12-21 | 1870.00 | 1863.00 | 1870.00 | 1861.00 | 2345.00 | 2346.00 | 2356.00 | 2342.00 | -475.00 | -483.00 | -486.00 | -481.00 |
| 2018-12-20 | 1870.00 | 1870.00 | 1874.00 | 1866.00 | 2345.00 | 2349.00 | 2350.00 | 2343.00 | -475.00 | -479.00 | -476.00 | -477.00 |
| 2018-12-19 | 1850.00 | 1871.00 | 1876.00 | 1848.00 | 2341.00 | 2349.00 | 2351.00 | 2339.00 | -491.00 | -478.00 | -475.00 | -491.00 |
| 2018-12-18 | 1861.00 | 1850.00 | 1861.00 | 1848.00 | 2342.00 | 2344.00 | 2351.00 | 2332.00 | -481.00 | -494.00 | -490.00 | -484.00 |
| 2018-12-17 | 1865.00 | 1861.00 | 1868.00 | 1857.00 | 2353.00 | 2345.00 | 2354.00 | 2333.00 | -488.00 | -484.00 | -486.00 | -476.00 |
| 2018-12-14 | 1874.00 | 1872.00 | 1877.00 | 1856.00 | 2352.00 | 2354.00 | 2362.00 | 2349.00 | -478.00 | -482.00 | -485.00 | -493.00 |
| 2018-12-13 | 1869.00 | 1874.00 | 1875.00 | 1865.00 | 2354.00 | 2356.00 | 2357.00 | 2343.00 | -485.00 | -482.00 | -482.00 | -478.00 |
| 2018-12-12 | 1871.00 | 1870.00 | 1876.00 | 1866.00 | 2356.00 | 2356.00 | 2362.00 | 2349.00 | -485.00 | -486.00 | -486.00 | -483.00 |
| 2018-12-11 | 1864.00 | 1871.00 | 1877.00 | 1861.00 | 2345.00 | 2351.00 | 2352.00 | 2333.00 | -481.00 | -480.00 | -475.00 | -472.00 |
| 2018-12-10 | 1860.00 | 1865.00 | 1872.00 | 1860.00 | 2316.00 | 2342.00 | 2355.00 | 2316.00 | -456.00 | -477.00 | -483.00 | -456.00 |
| 2018-12-07 | 1883.00 | 1861.00 | 1886.00 | 1857.00 | 2358.00 | 2338.00 | 2365.00 | 2323.00 | -475.00 | -477.00 | -479.00 | -466.00 |
| 2018-12-06 | 1886.00 | 1888.00 | 1894.00 | 1879.00 | 2366.00 | 2359.00 | 2369.00 | 2358.00 | -480.00 | -471.00 | -475.00 | -479.00 |
| 2018-12-05 | 1880.00 | 1884.00 | 1895.00 | 1871.00 | 2356.00 | 2364.00 | 2373.00 | 2351.00 | -476.00 | -480.00 | -478.00 | -480.00 |
| 2018-12-04 | 1909.00 | 1879.00 | 1913.00 | 1875.00 | 2366.00 | 2356.00 | 2371.00 | 2346.00 | -457.00 | -477.00 | -458.00 | -471.00 |