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
2023-06-16 2643.00 2670.00 2672.00 2638.00 2962.00 2960.00 2977.00 2954.00 -319.00 -290.00 -305.00 -316.00
2023-06-15 2605.00 2648.00 2649.00 2605.00 2940.00 2980.00 2984.00 2933.00 -335.00 -332.00 -335.00 -328.00
2023-06-14 2611.00 2607.00 2617.00 2601.00 2945.00 2932.00 2951.00 2929.00 -334.00 -325.00 -334.00 -328.00
2023-06-13 2590.00 2607.00 2610.00 2572.00 2922.00 2942.00 2943.00 2913.00 -332.00 -335.00 -333.00 -341.00
2023-06-12 2621.00 2583.00 2629.00 2576.00 2946.00 2918.00 2964.00 2912.00 -325.00 -335.00 -335.00 -336.00
2023-06-09 2652.00 2657.00 2667.00 2646.00 2931.00 2951.00 2953.00 2924.00 -279.00 -294.00 -286.00 -278.00
2023-06-08 2642.00 2650.00 2657.00 2641.00 2909.00 2930.00 2935.00 2909.00 -267.00 -280.00 -278.00 -268.00
2023-06-07 2645.00 2642.00 2650.00 2631.00 2909.00 2909.00 2918.00 2897.00 -264.00 -267.00 -268.00 -266.00
2023-06-06 2656.00 2642.00 2658.00 2635.00 2921.00 2909.00 2923.00 2896.00 -265.00 -267.00 -265.00 -261.00
2023-06-05 2651.00 2656.00 2675.00 2651.00 2920.00 2921.00 2949.00 2919.00 -269.00 -265.00 -274.00 -268.00
2023-06-02 2653.00 2651.00 2664.00 2638.00 2925.00 2920.00 2930.00 2889.00 -272.00 -269.00 -266.00 -251.00
2023-06-01 2625.00 2651.00 2652.00 2624.00 2902.00 2920.00 2921.00 2888.00 -277.00 -269.00 -269.00 -264.00
2023-05-31 2638.00 2633.00 2644.00 2619.00 2910.00 2903.00 2916.00 2881.00 -272.00 -270.00 -272.00 -262.00
2023-05-30 2623.00 2631.00 2633.00 2605.00 2901.00 2907.00 2913.00 2880.00 -278.00 -276.00 -280.00 -275.00
2023-05-29 2616.00 2623.00 2640.00 2611.00 2908.00 2907.00 2929.00 2903.00 -292.00 -284.00 -289.00 -292.00
2023-05-26 2578.00 2615.00 2621.00 2572.00 2869.00 2904.00 2906.00 2862.00 -291.00 -289.00 -285.00 -290.00
2023-05-25 2565.00 2578.00 2578.00 2550.00 2860.00 2864.00 2881.00 2853.00 -295.00 -286.00 -303.00 -303.00
2023-05-24 2588.00 2557.00 2592.00 2550.00 2884.00 2862.00 2890.00 2850.00 -296.00 -305.00 -298.00 -300.00
2023-05-23 2555.00 2580.00 2585.00 2553.00 2859.00 2881.00 2884.00 2846.00 -304.00 -301.00 -299.00 -293.00
2023-05-22 2553.00 2554.00 2583.00 2550.00 2834.00 2845.00 2884.00 2834.00 -281.00 -291.00 -301.00 -284.00
2023-05-19 2536.00 2547.00 2551.00 2534.00 2816.00 2834.00 2843.00 2802.00 -280.00 -287.00 -292.00 -268.00
2023-05-18 2543.00 2544.00 2557.00 2522.00 2843.00 2829.00 2852.00 2811.00 -300.00 -285.00 -295.00 -289.00
2023-05-17 2541.00 2547.00 2549.00 2511.00 2840.00 2847.00 2855.00 2817.00 -299.00 -300.00 -306.00 -306.00
2023-05-16 2533.00 2544.00 2563.00 2533.00 2831.00 2845.00 2875.00 2831.00 -298.00 -301.00 -312.00 -298.00
2023-05-15 2544.00 2533.00 2544.00 2502.00 2850.00 2836.00 2860.00 2799.00 -306.00 -303.00 -316.00 -297.00
2023-05-12 2521.00 2539.00 2556.00 2495.00 2828.00 2857.00 2874.00 2808.00 -307.00 -318.00 -318.00 -313.00
2023-05-11 2568.00 2526.00 2572.00 2524.00 2883.00 2834.00 2894.00 2826.00 -315.00 -308.00 -322.00 -302.00
2023-05-10 2600.00 2566.00 2601.00 2546.00 2940.00 2883.00 2942.00 2853.00 -340.00 -317.00 -341.00 -307.00
2023-05-09 2625.00 2602.00 2633.00 2601.00 2960.00 2939.00 2961.00 2936.00 -335.00 -337.00 -328.00 -335.00
2023-05-08 2600.00 2629.00 2635.00 2600.00 2935.00 2955.00 2966.00 2929.00 -335.00 -326.00 -331.00 -329.00
2023-05-05 2603.00 2602.00 2614.00 2593.00 2841.00 2841.00 2855.00 2822.00 -238.00 -239.00 -241.00 -229.00
2023-05-04 2641.00 2601.00 2656.00 2589.00 2889.00 2847.00 2899.00 2832.00 -248.00 -246.00 -243.00 -243.00
2023-04-28 2660.00 2644.00 2663.00 2632.00 2877.00 2874.00 2879.00 2846.00 -217.00 -230.00 -216.00 -214.00
2023-04-27 2680.00 2661.00 2687.00 2657.00 2905.00 2875.00 2917.00 2875.00 -225.00 -214.00 -230.00 -218.00
2023-04-26 2671.00 2685.00 2690.00 2671.00 2890.00 2906.00 2906.00 2877.00 -219.00 -221.00 -216.00 -206.00
2023-04-25 2665.00 2671.00 2676.00 2655.00 2896.00 2891.00 2898.00 2877.00 -231.00 -220.00 -222.00 -222.00
2023-04-24 2680.00 2672.00 2685.00 2659.00 2900.00 2893.00 2912.00 2878.00 -220.00 -221.00 -227.00 -219.00
2023-04-21 2707.00 2672.00 2710.00 2667.00 2927.00 2904.00 2927.00 2894.00 -220.00 -232.00 -217.00 -227.00
2023-04-20 2729.00 2710.00 2736.00 2690.00 2951.00 2922.00 2959.00 2909.00 -222.00 -212.00 -223.00 -219.00
2023-04-19 2739.00 2734.00 2749.00 2730.00 2956.00 2958.00 3001.00 2951.00 -217.00 -224.00 -252.00 -221.00
2023-04-18 2736.00 2742.00 2754.00 2733.00 2965.00 2962.00 2978.00 2953.00 -229.00 -220.00 -224.00 -220.00
2023-04-17 2750.00 2732.00 2757.00 2728.00 2989.00 2957.00 2989.00 2947.00 -239.00 -225.00 -232.00 -219.00
2023-04-14 2746.00 2756.00 2759.00 2737.00 2971.00 2979.00 2985.00 2957.00 -225.00 -223.00 -226.00 -220.00
2023-04-13 2761.00 2742.00 2766.00 2740.00 3045.00 3024.00 3056.00 3019.00 -284.00 -282.00 -290.00 -279.00
2023-04-12 2768.00 2757.00 2771.00 2750.00 3039.00 3045.00 3052.00 3030.00 -271.00 -288.00 -281.00 -280.00
2023-04-11 2762.00 2768.00 2776.00 2752.00 3026.00 3044.00 3054.00 3017.00 -264.00 -276.00 -278.00 -265.00
2023-04-10 2730.00 2763.00 2766.00 2727.00 2982.00 3033.00 3043.00 2982.00 -252.00 -270.00 -277.00 -255.00
2023-04-07 2711.00 2728.00 2734.00 2689.00 2969.00 2987.00 2994.00 2944.00 -258.00 -259.00 -260.00 -255.00
2023-04-06 2717.00 2711.00 2722.00 2703.00 2986.00 2963.00 2987.00 2963.00 -269.00 -252.00 -265.00 -260.00
2023-04-04 2719.00 2722.00 2735.00 2705.00 2935.00 2962.00 2966.00 2935.00 -216.00 -240.00 -231.00 -230.00
2023-04-03 2718.00 2721.00 2742.00 2718.00 2946.00 2945.00 2980.00 2937.00 -228.00 -224.00 -238.00 -219.00
2023-03-31 2742.00 2724.00 2745.00 2713.00 2966.00 2934.00 2966.00 2911.00 -224.00 -210.00 -221.00 -198.00
2023-03-30 2745.00 2742.00 2749.00 2731.00 2984.00 2962.00 2987.00 2960.00 -239.00 -220.00 -238.00 -229.00
2023-03-29 2741.00 2739.00 2750.00 2733.00 2975.00 2979.00 3005.00 2973.00 -234.00 -240.00 -255.00 -240.00
2023-03-28 2704.00 2738.00 2739.00 2698.00 2950.00 2982.00 2987.00 2950.00 -246.00 -244.00 -248.00 -252.00
2023-03-27 2749.00 2700.00 2754.00 2693.00 3001.00 2947.00 3013.00 2934.00 -252.00 -247.00 -259.00 -241.00
2023-03-24 2764.00 2745.00 2772.00 2725.00 3013.00 3009.00 3030.00 2985.00 -249.00 -264.00 -258.00 -260.00
2023-03-23 2771.00 2776.00 2782.00 2758.00 3005.00 3022.00 3026.00 2990.00 -234.00 -246.00 -244.00 -232.00
2023-03-22 2785.00 2768.00 2794.00 2754.00 3043.00 3011.00 3057.00 3000.00 -258.00 -243.00 -263.00 -246.00
2023-03-21 2843.00 2779.00 2844.00 2776.00 3108.00 3047.00 3108.00 3032.00 -265.00 -268.00 -264.00 -256.00
2023-03-20 2837.00 2843.00 2854.00 2833.00 3117.00 3106.00 3131.00 3101.00 -280.00 -263.00 -277.00 -268.00
2023-03-17 2827.00 2836.00 2845.00 2820.00 3099.00 3119.00 3128.00 3086.00 -272.00 -283.00 -283.00 -266.00
2023-03-16 2826.00 2824.00 2836.00 2821.00 3093.00 3099.00 3114.00 3083.00 -267.00 -275.00 -278.00 -262.00
2023-03-15 2829.00 2832.00 2840.00 2828.00 3100.00 3103.00 3119.00 3088.00 -271.00 -271.00 -279.00 -260.00
2023-03-14 2830.00 2833.00 2841.00 2816.00 3092.00 3095.00 3105.00 3076.00 -262.00 -262.00 -264.00 -260.00
2023-03-13 2846.00 2835.00 2850.00 2824.00 3114.00 3103.00 3114.00 3082.00 -268.00 -268.00 -264.00 -258.00
2023-03-10 2845.00 2850.00 2855.00 2840.00 3111.00 3107.00 3129.00 3098.00 -266.00 -257.00 -274.00 -258.00
2023-03-09 2850.00 2840.00 2853.00 2835.00 3114.00 3102.00 3114.00 3090.00 -264.00 -262.00 -261.00 -255.00
2023-03-08 2847.00 2855.00 2859.00 2843.00 3095.00 3114.00 3116.00 3083.00 -248.00 -259.00 -257.00 -240.00
2023-03-07 2824.00 2847.00 2856.00 2824.00 3069.00 3095.00 3104.00 3053.00 -245.00 -248.00 -248.00 -229.00
2023-03-06 2838.00 2824.00 2860.00 2823.00 3060.00 3060.00 3103.00 3045.00 -222.00 -236.00 -243.00 -222.00
2023-03-03 2846.00 2838.00 2851.00 2837.00 3084.00 3066.00 3086.00 3062.00 -238.00 -228.00 -235.00 -225.00
2023-03-02 2852.00 2848.00 2852.00 2840.00 3078.00 3084.00 3088.00 3060.00 -226.00 -236.00 -236.00 -220.00
2023-03-01 2837.00 2854.00 2859.00 2830.00 3036.00 3074.00 3078.00 3029.00 -199.00 -220.00 -219.00 -199.00
2023-02-28 2848.00 2837.00 2850.00 2835.00 3032.00 3032.00 3046.00 3029.00 -184.00 -195.00 -196.00 -194.00
2023-02-27 2864.00 2844.00 2868.00 2835.00 3054.00 3032.00 3065.00 3020.00 -190.00 -188.00 -197.00 -185.00
2023-02-24 2862.00 2867.00 2874.00 2860.00 3044.00 3055.00 3067.00 3044.00 -182.00 -188.00 -193.00 -184.00
2023-02-23 2876.00 2863.00 2881.00 2862.00 3067.00 3046.00 3084.00 3040.00 -191.00 -183.00 -203.00 -178.00
2023-02-22 2878.00 2877.00 2879.00 2866.00 3073.00 3068.00 3076.00 3051.00 -195.00 -191.00 -197.00 -185.00
2023-02-21 2875.00 2875.00 2882.00 2867.00 3081.00 3072.00 3085.00 3061.00 -206.00 -197.00 -203.00 -194.00
2023-02-20 2868.00 2877.00 2879.00 2861.00 3076.00 3079.00 3095.00 3070.00 -208.00 -202.00 -216.00 -209.00
2023-02-17 2853.00 2868.00 2869.00 2844.00 2913.00 2912.00 2920.00 2893.00 -60.00 -44.00 -51.00 -49.00
2023-02-16 2846.00 2856.00 2859.00 2842.00 2909.00 2911.00 2913.00 2902.00 -63.00 -55.00 -54.00 -60.00
2023-02-15 2858.00 2846.00 2858.00 2843.00 2914.00 2908.00 2915.00 2899.00 -56.00 -62.00 -57.00 -56.00
2023-02-14 2838.00 2853.00 2855.00 2822.00 2882.00 2904.00 2913.00 2878.00 -44.00 -51.00 -58.00 -56.00
2023-02-13 2763.00 2793.00 2801.00 2763.00 2988.00 3033.00 3046.00 2987.00 -225.00 -240.00 -245.00 -224.00
2023-02-10 2765.00 2769.00 2780.00 2758.00 2982.00 2992.00 2996.00 2974.00 -217.00 -223.00 -216.00 -216.00
2023-02-09 2791.00 2771.00 2791.00 2764.00 3019.00 2988.00 3029.00 2981.00 -228.00 -217.00 -238.00 -217.00
2023-02-08 2794.00 2786.00 2794.00 2780.00 3025.00 3019.00 3032.00 3014.00 -231.00 -233.00 -238.00 -234.00
2023-02-07 2793.00 2794.00 2799.00 2782.00 3010.00 3029.00 3037.00 3009.00 -217.00 -235.00 -238.00 -227.00
2023-02-06 2833.00 2788.00 2837.00 2786.00 3034.00 3013.00 3044.00 3009.00 -201.00 -225.00 -207.00 -223.00
2023-02-03 2829.00 2837.00 2847.00 2823.00 3048.00 3039.00 3068.00 3032.00 -219.00 -202.00 -221.00 -209.00
2023-02-02 2830.00 2834.00 2848.00 2820.00 3057.00 3051.00 3071.00 3036.00 -227.00 -217.00 -223.00 -216.00
2023-02-01 2842.00 2830.00 2847.00 2812.00 3070.00 3057.00 3085.00 3050.00 -228.00 -227.00 -238.00 -238.00
2023-01-31 2888.00 2842.00 2891.00 2837.00 3126.00 3074.00 3128.00 3072.00 -238.00 -232.00 -237.00 -235.00
2023-01-30 2864.00 2892.00 2902.00 2863.00 3122.00 3124.00 3150.00 3120.00 -258.00 -232.00 -248.00 -257.00
2023-01-20 2874.00 2859.00 2876.00 2848.00 3147.00 3118.00 3147.00 3099.00 -273.00 -259.00 -271.00 -251.00
2023-01-19 2895.00 2874.00 2900.00 2861.00 3174.00 3141.00 3190.00 3129.00 -279.00 -267.00 -290.00 -268.00
2023-01-18 2879.00 2898.00 2900.00 2875.00 3169.00 3173.00 3179.00 3153.00 -290.00 -275.00 -279.00 -278.00
2023-01-17 2884.00 2884.00 2894.00 2870.00 3176.00 3167.00 3184.00 3146.00 -292.00 -283.00 -290.00 -276.00
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