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
暂无数据

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
2024-04-16 2392.00 2382.00 2396.00 2376.00 2819.00 2815.00 2824.00 2812.00 -427.00 -433.00 -428.00 -436.00
2024-04-15 2397.00 2392.00 2410.00 2384.00 2810.00 2819.00 2826.00 2800.00 -413.00 -427.00 -416.00 -416.00
2024-04-12 2397.00 2393.00 2401.00 2391.00 2798.00 2805.00 2808.00 2798.00 -401.00 -412.00 -407.00 -407.00
2024-04-11 2417.00 2394.00 2421.00 2394.00 2800.00 2801.00 2803.00 2795.00 -383.00 -407.00 -382.00 -401.00
2024-04-10 2415.00 2417.00 2423.00 2412.00 2803.00 2801.00 2810.00 2799.00 -388.00 -384.00 -387.00 -387.00
2024-04-09 2421.00 2415.00 2421.00 2410.00 2801.00 2803.00 2808.00 2797.00 -380.00 -388.00 -387.00 -387.00
2024-04-08 2423.00 2419.00 2425.00 2404.00 2820.00 2801.00 2824.00 2793.00 -397.00 -382.00 -399.00 -389.00
2024-04-03 2435.00 2428.00 2443.00 2425.00 2828.00 2827.00 2836.00 2823.00 -393.00 -399.00 -393.00 -398.00
2024-04-02 2426.00 2433.00 2440.00 2418.00 2820.00 2828.00 2832.00 2813.00 -394.00 -395.00 -392.00 -395.00
2024-04-01 2410.00 2426.00 2427.00 2407.00 2814.00 2824.00 2825.00 2805.00 -404.00 -398.00 -398.00 -398.00
2024-03-29 2408.00 2415.00 2426.00 2405.00 2820.00 2818.00 2839.00 2815.00 -412.00 -403.00 -413.00 -410.00
2024-03-28 2390.00 2408.00 2415.00 2385.00 2802.00 2821.00 2833.00 2802.00 -412.00 -413.00 -418.00 -417.00
2024-03-27 2383.00 2384.00 2398.00 2381.00 2814.00 2803.00 2826.00 2803.00 -431.00 -419.00 -428.00 -422.00
2024-03-26 2397.00 2385.00 2401.00 2381.00 2833.00 2818.00 2834.00 2813.00 -436.00 -433.00 -433.00 -432.00
2024-03-25 2401.00 2397.00 2412.00 2393.00 2824.00 2834.00 2843.00 2823.00 -423.00 -437.00 -431.00 -430.00
2024-03-22 2421.00 2401.00 2426.00 2395.00 2837.00 2825.00 2841.00 2818.00 -416.00 -424.00 -415.00 -423.00
2024-03-21 2422.00 2421.00 2432.00 2415.00 2838.00 2835.00 2845.00 2828.00 -416.00 -414.00 -413.00 -413.00
2024-03-20 2420.00 2424.00 2430.00 2420.00 2838.00 2838.00 2846.00 2833.00 -418.00 -414.00 -416.00 -413.00
2024-03-19 2438.00 2420.00 2439.00 2414.00 2882.00 2858.00 2882.00 2857.00 -444.00 -438.00 -443.00 -443.00
2024-03-18 2455.00 2440.00 2462.00 2437.00 2873.00 2861.00 2879.00 2855.00 -418.00 -421.00 -417.00 -418.00
2024-03-15 2426.00 2451.00 2457.00 2422.00 2848.00 2872.00 2884.00 2848.00 -422.00 -421.00 -427.00 -426.00
2024-03-14 2438.00 2425.00 2445.00 2423.00 2864.00 2853.00 2868.00 2849.00 -426.00 -428.00 -423.00 -426.00
2024-03-13 2439.00 2438.00 2446.00 2433.00 2865.00 2864.00 2869.00 2857.00 -426.00 -426.00 -423.00 -424.00
2024-03-12 2433.00 2441.00 2454.00 2430.00 2857.00 2865.00 2882.00 2856.00 -424.00 -424.00 -428.00 -426.00
2024-03-11 2444.00 2428.00 2445.00 2423.00 2876.00 2857.00 2876.00 2852.00 -432.00 -429.00 -431.00 -429.00
2024-03-08 2456.00 2445.00 2461.00 2442.00 2882.00 2871.00 2885.00 2866.00 -426.00 -426.00 -424.00 -424.00
2024-03-07 2455.00 2452.00 2463.00 2448.00 2876.00 2882.00 2893.00 2876.00 -421.00 -430.00 -430.00 -428.00
2024-03-06 2444.00 2453.00 2457.00 2438.00 2873.00 2876.00 2884.00 2870.00 -429.00 -423.00 -427.00 -432.00
2024-03-05 2440.00 2444.00 2451.00 2432.00 2870.00 2876.00 2887.00 2869.00 -430.00 -432.00 -436.00 -437.00
2024-03-04 2462.00 2440.00 2464.00 2429.00 2920.00 2905.00 2925.00 2898.00 -458.00 -465.00 -461.00 -469.00
2024-03-01 2462.00 2462.00 2473.00 2454.00 2913.00 2903.00 2918.00 2900.00 -451.00 -441.00 -445.00 -446.00
2024-02-29 2452.00 2462.00 2465.00 2448.00 2898.00 2910.00 2911.00 2898.00 -446.00 -448.00 -446.00 -450.00
2024-02-28 2452.00 2452.00 2465.00 2451.00 2902.00 2904.00 2919.00 2902.00 -450.00 -452.00 -454.00 -451.00
2024-02-27 2455.00 2453.00 2460.00 2445.00 2920.00 2922.00 2927.00 2913.00 -465.00 -469.00 -467.00 -468.00
2024-02-26 2459.00 2460.00 2479.00 2452.00 2900.00 2905.00 2915.00 2898.00 -441.00 -445.00 -436.00 -446.00
2024-02-23 2461.00 2463.00 2469.00 2448.00 2892.00 2899.00 2907.00 2890.00 -431.00 -436.00 -438.00 -442.00
2024-02-22 2426.00 2464.00 2466.00 2421.00 2871.00 2898.00 2901.00 2871.00 -445.00 -434.00 -435.00 -450.00
2024-02-21 2410.00 2426.00 2432.00 2410.00 2827.00 2841.00 2845.00 2827.00 -417.00 -415.00 -413.00 -417.00
2024-02-20 2388.00 2404.00 2412.00 2388.00 2809.00 2829.00 2845.00 2809.00 -421.00 -425.00 -433.00 -421.00
2024-02-19 2395.00 2391.00 2401.00 2377.00 2815.00 2813.00 2820.00 2800.00 -420.00 -422.00 -419.00 -423.00
2024-02-08 2407.00 2413.00 2418.00 2394.00 2825.00 2824.00 2832.00 2816.00 -418.00 -411.00 -414.00 -422.00
2024-02-07 2414.00 2407.00 2415.00 2403.00 2920.00 2925.00 2928.00 2914.00 -506.00 -518.00 -513.00 -511.00
2024-02-06 2395.00 2415.00 2416.00 2393.00 2902.00 2926.00 2928.00 2901.00 -507.00 -511.00 -512.00 -508.00
2024-02-05 2405.00 2395.00 2405.00 2379.00 2919.00 2898.00 2919.00 2887.00 -514.00 -503.00 -514.00 -508.00
2024-02-02 2403.00 2405.00 2410.00 2394.00 2896.00 2913.00 2919.00 2892.00 -493.00 -508.00 -509.00 -498.00
2024-02-01 2389.00 2401.00 2404.00 2382.00 2909.00 2901.00 2912.00 2895.00 -520.00 -500.00 -508.00 -513.00
2024-01-31 2373.00 2390.00 2397.00 2363.00 2902.00 2914.00 2920.00 2884.00 -529.00 -524.00 -523.00 -521.00
2024-01-30 2376.00 2373.00 2379.00 2365.00 2905.00 2902.00 2907.00 2884.00 -529.00 -529.00 -528.00 -519.00
2024-01-29 2360.00 2376.00 2388.00 2352.00 2858.00 2905.00 2909.00 2857.00 -498.00 -529.00 -521.00 -505.00
2024-01-26 2341.00 2358.00 2363.00 2335.00 2843.00 2862.00 2877.00 2833.00 -502.00 -504.00 -514.00 -498.00
2024-01-25 2345.00 2347.00 2355.00 2341.00 2841.00 2843.00 2855.00 2837.00 -496.00 -496.00 -500.00 -496.00
2024-01-24 2345.00 2345.00 2353.00 2334.00 2817.00 2843.00 2843.00 2814.00 -472.00 -498.00 -490.00 -480.00
2024-01-23 2322.00 2340.00 2344.00 2318.00 2806.00 2821.00 2828.00 2802.00 -484.00 -481.00 -484.00 -484.00
2024-01-22 2340.00 2323.00 2345.00 2317.00 2859.00 2807.00 2859.00 2800.00 -519.00 -484.00 -514.00 -483.00
2024-01-19 2352.00 2343.00 2366.00 2339.00 2848.00 2859.00 2873.00 2845.00 -496.00 -516.00 -507.00 -506.00
2024-01-18 2351.00 2358.00 2365.00 2331.00 2856.00 2847.00 2856.00 2810.00 -505.00 -489.00 -491.00 -479.00
2024-01-17 2380.00 2357.00 2385.00 2354.00 2874.00 2857.00 2884.00 2854.00 -494.00 -500.00 -499.00 -500.00
2024-01-16 2385.00 2386.00 2390.00 2372.00 2863.00 2874.00 2877.00 2854.00 -478.00 -488.00 -487.00 -482.00
2024-01-15 2379.00 2384.00 2393.00 2367.00 2852.00 2868.00 2872.00 2843.00 -473.00 -484.00 -479.00 -476.00
2024-01-12 2401.00 2375.00 2407.00 2374.00 2861.00 2847.00 2861.00 2838.00 -460.00 -472.00 -454.00 -464.00
2024-01-11 2350.00 2406.00 2431.00 2340.00 2804.00 2861.00 2879.00 2795.00 -454.00 -455.00 -448.00 -455.00
2024-01-10 2383.00 2355.00 2391.00 2354.00 2822.00 2804.00 2830.00 2802.00 -439.00 -449.00 -439.00 -448.00
2024-01-09 2387.00 2387.00 2392.00 2371.00 2820.00 2822.00 2826.00 2812.00 -433.00 -435.00 -434.00 -441.00
2024-01-08 2397.00 2390.00 2410.00 2382.00 2834.00 2824.00 2850.00 2816.00 -437.00 -434.00 -440.00 -434.00
2024-01-05 2421.00 2395.00 2424.00 2391.00 2856.00 2834.00 2861.00 2830.00 -435.00 -439.00 -437.00 -439.00
2024-01-04 2435.00 2423.00 2440.00 2422.00 2877.00 2861.00 2878.00 2859.00 -442.00 -438.00 -438.00 -437.00
2024-01-03 2426.00 2435.00 2449.00 2422.00 2870.00 2873.00 2881.00 2856.00 -444.00 -438.00 -432.00 -434.00
2024-01-02 2420.00 2424.00 2432.00 2407.00 2854.00 2866.00 2875.00 2845.00 -434.00 -442.00 -443.00 -438.00
2023-12-29 2437.00 2413.00 2438.00 2412.00 2862.00 2863.00 2868.00 2850.00 -425.00 -450.00 -430.00 -438.00
2023-12-28 2409.00 2437.00 2437.00 2407.00 2857.00 2869.00 2874.00 2849.00 -448.00 -432.00 -437.00 -442.00
2023-12-27 2416.00 2410.00 2424.00 2404.00 2842.00 2856.00 2857.00 2831.00 -426.00 -446.00 -433.00 -427.00
2023-12-26 2439.00 2417.00 2440.00 2414.00 2847.00 2845.00 2857.00 2844.00 -408.00 -428.00 -417.00 -430.00
2023-12-25 2417.00 2436.00 2458.00 2417.00 2840.00 2847.00 2866.00 2840.00 -423.00 -411.00 -408.00 -423.00
2023-12-22 2396.00 2416.00 2424.00 2392.00 2845.00 2840.00 2858.00 2827.00 -449.00 -424.00 -434.00 -435.00
2023-12-21 2392.00 2396.00 2403.00 2386.00 2856.00 2868.00 2873.00 2836.00 -464.00 -472.00 -470.00 -450.00
2023-12-20 2379.00 2391.00 2395.00 2364.00 2840.00 2864.00 2868.00 2824.00 -461.00 -473.00 -473.00 -460.00
2023-12-19 2407.00 2379.00 2407.00 2371.00 2772.00 2774.00 2795.00 2769.00 -365.00 -395.00 -388.00 -398.00
2023-12-18 2445.00 2404.00 2446.00 2388.00 2783.00 2769.00 2783.00 2737.00 -338.00 -365.00 -337.00 -349.00
2023-12-15 2450.00 2444.00 2461.00 2443.00 2778.00 2783.00 2798.00 2765.00 -328.00 -339.00 -337.00 -322.00
2023-12-14 2451.00 2452.00 2464.00 2441.00 2771.00 2778.00 2793.00 2770.00 -320.00 -326.00 -329.00 -329.00
2023-12-13 2466.00 2456.00 2470.00 2452.00 2785.00 2771.00 2787.00 2768.00 -319.00 -315.00 -317.00 -316.00
2023-12-12 2481.00 2470.00 2488.00 2447.00 2806.00 2786.00 2812.00 2769.00 -325.00 -316.00 -324.00 -322.00
2023-12-11 2491.00 2487.00 2498.00 2480.00 2805.00 2808.00 2825.00 2795.00 -314.00 -321.00 -327.00 -315.00
2023-12-08 2497.00 2498.00 2500.00 2480.00 2784.00 2811.00 2817.00 2781.00 -287.00 -313.00 -317.00 -301.00
2023-12-07 2499.00 2492.00 2503.00 2483.00 2793.00 2785.00 2806.00 2776.00 -294.00 -293.00 -303.00 -293.00
2023-12-06 2485.00 2499.00 2501.00 2476.00 2784.00 2793.00 2809.00 2781.00 -299.00 -294.00 -308.00 -305.00
2023-12-05 2488.00 2485.00 2496.00 2478.00 2811.00 2787.00 2827.00 2780.00 -323.00 -302.00 -331.00 -302.00
2023-12-04 2487.00 2488.00 2500.00 2482.00 2836.00 2815.00 2851.00 2804.00 -349.00 -327.00 -351.00 -322.00
2023-12-01 2501.00 2487.00 2504.00 2483.00 2877.00 2843.00 2883.00 2833.00 -376.00 -356.00 -379.00 -350.00
2023-11-30 2494.00 2501.00 2505.00 2491.00 2865.00 2879.00 2880.00 2864.00 -371.00 -378.00 -375.00 -373.00
2023-11-29 2491.00 2492.00 2500.00 2487.00 2868.00 2868.00 2881.00 2863.00 -377.00 -376.00 -381.00 -376.00
2023-11-28 2510.00 2492.00 2514.00 2490.00 2889.00 2870.00 2889.00 2869.00 -379.00 -378.00 -375.00 -379.00
2023-11-27 2530.00 2510.00 2540.00 2505.00 2925.00 2882.00 2925.00 2882.00 -395.00 -372.00 -385.00 -377.00
2023-11-24 2539.00 2529.00 2547.00 2529.00 2913.00 2918.00 2927.00 2911.00 -374.00 -389.00 -380.00 -382.00
2023-11-23 2546.00 2536.00 2552.00 2528.00 2918.00 2911.00 2923.00 2903.00 -372.00 -375.00 -371.00 -375.00
2023-11-22 2570.00 2544.00 2570.00 2535.00 2933.00 2916.00 2936.00 2908.00 -363.00 -372.00 -366.00 -373.00
2023-11-21 2568.00 2570.00 2580.00 2565.00 2936.00 2936.00 2953.00 2928.00 -368.00 -366.00 -373.00 -363.00
2023-11-20 2546.00 2572.00 2578.00 2543.00 2909.00 2933.00 2938.00 2906.00 -363.00 -361.00 -360.00 -363.00
2023-11-17 2553.00 2543.00 2557.00 2536.00 2925.00 2912.00 2932.00 2905.00 -372.00 -369.00 -375.00 -369.00
2023-11-16 2544.00 2553.00 2558.00 2540.00 2909.00 2929.00 2939.00 2909.00 -365.00 -376.00 -381.00 -369.00
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