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
2023-01-16 2879.00 2880.00 2888.00 2874.00 3172.00 3172.00 3176.00 3155.00 -293.00 -292.00 -288.00 -281.00
2023-01-13 2884.00 2877.00 2910.00 2864.00 3143.00 3166.00 3176.00 3135.00 -259.00 -289.00 -266.00 -271.00
2023-01-12 2879.00 2880.00 2886.00 2865.00 3143.00 3137.00 3153.00 3120.00 -264.00 -257.00 -267.00 -255.00
2023-01-11 2874.00 2873.00 2876.00 2854.00 3166.00 3148.00 3166.00 3131.00 -292.00 -275.00 -290.00 -277.00
2023-01-10 2890.00 2874.00 2892.00 2858.00 3163.00 3161.00 3176.00 3128.00 -273.00 -287.00 -284.00 -270.00
2023-01-09 2882.00 2890.00 2895.00 2879.00 3158.00 3160.00 3181.00 3150.00 -276.00 -270.00 -286.00 -271.00
2023-01-06 2873.00 2886.00 2892.00 2867.00 3144.00 3152.00 3159.00 3114.00 -271.00 -266.00 -267.00 -247.00
2023-01-05 2875.00 2878.00 2882.00 2859.00 3125.00 3136.00 3142.00 3103.00 -250.00 -258.00 -260.00 -244.00
2023-01-04 2840.00 2875.00 2877.00 2838.00 3095.00 3130.00 3132.00 3076.00 -255.00 -255.00 -255.00 -238.00
2023-01-03 2829.00 2840.00 2842.00 2817.00 3073.00 3089.00 3091.00 3054.00 -244.00 -249.00 -249.00 -237.00
2022-12-30 2817.00 2824.00 2837.00 2808.00 3120.00 3075.00 3120.00 3061.00 -303.00 -251.00 -283.00 -253.00
2022-12-29 2827.00 2816.00 2834.00 2807.00 3092.00 3074.00 3104.00 3060.00 -265.00 -258.00 -270.00 -253.00
2022-12-28 2795.00 2822.00 2823.00 2791.00 2945.00 2960.00 2965.00 2922.00 -150.00 -138.00 -142.00 -131.00
2022-12-27 2776.00 2788.00 2792.00 2768.00 2886.00 2934.00 2934.00 2866.00 -110.00 -146.00 -142.00 -98.00
2022-12-26 2751.00 2776.00 2785.00 2744.00 2852.00 2864.00 2877.00 2827.00 -101.00 -88.00 -92.00 -83.00
2022-12-23 2755.00 2752.00 2760.00 2741.00 2844.00 2857.00 2867.00 2842.00 -89.00 -105.00 -107.00 -101.00
2022-12-22 2750.00 2754.00 2761.00 2736.00 2865.00 2849.00 2870.00 2838.00 -115.00 -95.00 -109.00 -102.00
2022-12-21 2761.00 2745.00 2761.00 2726.00 2885.00 2861.00 2887.00 2824.00 -124.00 -116.00 -126.00 -98.00
2022-12-20 2793.00 2761.00 2795.00 2759.00 2881.00 2887.00 2907.00 2878.00 -88.00 -126.00 -112.00 -119.00
2022-12-19 2818.00 2787.00 2818.00 2785.00 2917.00 2891.00 2935.00 2878.00 -99.00 -104.00 -117.00 -93.00
2022-12-16 2791.00 2817.00 2825.00 2791.00 2920.00 2924.00 2944.00 2915.00 -129.00 -107.00 -119.00 -124.00
2022-12-15 2782.00 2791.00 2805.00 2781.00 2920.00 2930.00 2954.00 2914.00 -138.00 -139.00 -149.00 -133.00
2022-12-14 2815.00 2787.00 2824.00 2786.00 2941.00 2924.00 2946.00 2917.00 -126.00 -137.00 -122.00 -131.00
2022-12-13 2806.00 2816.00 2831.00 2803.00 2928.00 2934.00 2947.00 2920.00 -122.00 -118.00 -116.00 -117.00
2022-12-12 2818.00 2811.00 2843.00 2806.00 2950.00 2937.00 2969.00 2931.00 -132.00 -126.00 -126.00 -125.00
2022-12-09 2828.00 2817.00 2828.00 2808.00 2982.00 2960.00 2985.00 2951.00 -154.00 -143.00 -157.00 -143.00
2022-12-08 2808.00 2829.00 2836.00 2803.00 2980.00 2988.00 2998.00 2970.00 -172.00 -159.00 -162.00 -167.00
2022-12-07 2828.00 2808.00 2828.00 2798.00 3020.00 2987.00 3022.00 2962.00 -192.00 -179.00 -194.00 -164.00
2022-12-06 2834.00 2828.00 2843.00 2825.00 3050.00 3020.00 3062.00 3015.00 -216.00 -192.00 -219.00 -190.00
2022-12-05 2862.00 2834.00 2876.00 2831.00 3095.00 3052.00 3108.00 3047.00 -233.00 -218.00 -232.00 -216.00
2022-12-02 2881.00 2886.00 2895.00 2875.00 3108.00 3087.00 3108.00 3070.00 -227.00 -201.00 -213.00 -195.00
2022-12-01 2911.00 2887.00 2918.00 2879.00 3130.00 3098.00 3135.00 3094.00 -219.00 -211.00 -217.00 -215.00
2022-11-30 2903.00 2908.00 2912.00 2884.00 3120.00 3122.00 3135.00 3101.00 -217.00 -214.00 -223.00 -217.00
2022-11-29 2936.00 2912.00 2944.00 2902.00 3157.00 3122.00 3157.00 3119.00 -221.00 -210.00 -213.00 -217.00
2022-11-28 2934.00 2936.00 2942.00 2920.00 3138.00 3148.00 3148.00 3112.00 -204.00 -212.00 -206.00 -192.00
2022-11-25 2891.00 2934.00 2934.00 2891.00 3087.00 3119.00 3120.00 3083.00 -196.00 -185.00 -186.00 -192.00
2022-11-24 2877.00 2889.00 2890.00 2871.00 3072.00 3080.00 3085.00 3059.00 -195.00 -191.00 -195.00 -188.00
2022-11-23 2861.00 2879.00 2882.00 2854.00 3010.00 3063.00 3071.00 3010.00 -149.00 -184.00 -189.00 -156.00
2022-11-22 2854.00 2856.00 2865.00 2845.00 3013.00 3016.00 3029.00 3004.00 -159.00 -160.00 -164.00 -159.00
2022-11-21 2819.00 2853.00 2859.00 2816.00 2976.00 3022.00 3032.00 2976.00 -157.00 -169.00 -173.00 -160.00
2022-11-18 2805.00 2816.00 2827.00 2800.00 2973.00 2983.00 3008.00 2973.00 -168.00 -167.00 -181.00 -173.00
2022-11-17 2828.00 2814.00 2834.00 2810.00 3067.00 2995.00 3067.00 2993.00 -239.00 -181.00 -233.00 -183.00
2022-11-16 2836.00 2828.00 2855.00 2822.00 3059.00 3058.00 3066.00 3046.00 -223.00 -230.00 -211.00 -224.00
2022-11-15 2853.00 2840.00 2864.00 2833.00 3080.00 3058.00 3082.00 3042.00 -227.00 -218.00 -218.00 -209.00
2022-11-14 2885.00 2851.00 2891.00 2848.00 3071.00 3071.00 3091.00 3047.00 -186.00 -220.00 -200.00 -199.00
2022-11-11 2870.00 2881.00 2889.00 2862.00 3047.00 3067.00 3071.00 3030.00 -177.00 -186.00 -182.00 -168.00
2022-11-10 2871.00 2875.00 2884.00 2860.00 3031.00 3037.00 3050.00 3012.00 -160.00 -162.00 -166.00 -152.00
2022-11-09 2892.00 2871.00 2896.00 2868.00 3053.00 3046.00 3079.00 3042.00 -161.00 -175.00 -183.00 -174.00
2022-11-08 2889.00 2892.00 2896.00 2884.00 3067.00 3060.00 3067.00 3039.00 -178.00 -168.00 -171.00 -155.00
2022-11-07 2870.00 2887.00 2888.00 2862.00 3005.00 3052.00 3056.00 3005.00 -135.00 -165.00 -168.00 -143.00
2022-11-04 2838.00 2867.00 2876.00 2834.00 2949.00 3001.00 3008.00 2943.00 -111.00 -134.00 -132.00 -109.00
2022-11-03 2845.00 2840.00 2855.00 2831.00 2976.00 2951.00 2976.00 2945.00 -131.00 -111.00 -121.00 -114.00
2022-11-02 2885.00 2857.00 2900.00 2855.00 2979.00 2983.00 3001.00 2955.00 -94.00 -126.00 -101.00 -100.00
2022-11-01 2885.00 2882.00 2894.00 2862.00 2999.00 2978.00 2999.00 2937.00 -114.00 -96.00 -105.00 -75.00
2022-10-31 2859.00 2885.00 2892.00 2840.00 2993.00 2991.00 3021.00 2962.00 -134.00 -106.00 -129.00 -122.00
2022-10-28 2881.00 2857.00 2881.00 2850.00 3022.00 2987.00 3028.00 2981.00 -141.00 -130.00 -147.00 -131.00
2022-10-27 2871.00 2873.00 2884.00 2860.00 2886.00 2867.00 2895.00 2857.00 -15.00 6.00 -11.00 3.00
2022-10-26 2855.00 2871.00 2879.00 2853.00 2899.00 2875.00 2915.00 2872.00 -44.00 -4.00 -36.00 -19.00
2022-10-25 2880.00 2856.00 2882.00 2846.00 2930.00 2896.00 2938.00 2865.00 -50.00 -40.00 -56.00 -19.00
2022-10-24 2871.00 2880.00 2895.00 2869.00 3056.00 3065.00 3096.00 3040.00 -185.00 -185.00 -201.00 -171.00
2022-10-21 2856.00 2878.00 2884.00 2852.00 3080.00 3065.00 3086.00 3029.00 -224.00 -187.00 -202.00 -177.00
2022-10-20 2848.00 2855.00 2860.00 2838.00 3083.00 3054.00 3086.00 3051.00 -235.00 -199.00 -226.00 -213.00
2022-10-19 2855.00 2853.00 2864.00 2843.00 3042.00 3088.00 3095.00 3038.00 -187.00 -235.00 -231.00 -195.00
2022-10-18 2860.00 2855.00 2870.00 2830.00 3017.00 3046.00 3052.00 3017.00 -157.00 -191.00 -182.00 -187.00
2022-10-17 2865.00 2855.00 2873.00 2843.00 3040.00 3031.00 3042.00 3018.00 -175.00 -176.00 -169.00 -175.00
2022-10-14 2838.00 2870.00 2871.00 2826.00 3038.00 3044.00 3045.00 3003.00 -200.00 -174.00 -174.00 -177.00
2022-10-13 2840.00 2842.00 2848.00 2827.00 3071.00 3035.00 3073.00 3032.00 -231.00 -193.00 -225.00 -205.00
2022-10-12 2823.00 2840.00 2840.00 2816.00 3058.00 3076.00 3089.00 3057.00 -235.00 -236.00 -249.00 -241.00
2022-10-11 2807.00 2827.00 2835.00 2804.00 3048.00 3066.00 3075.00 3046.00 -241.00 -239.00 -240.00 -242.00
2022-10-10 2777.00 2804.00 2805.00 2764.00 3045.00 3053.00 3056.00 3014.00 -268.00 -249.00 -251.00 -250.00
2022-09-30 2770.00 2773.00 2780.00 2760.00 3006.00 3035.00 3040.00 3006.00 -236.00 -262.00 -260.00 -246.00
2022-09-29 2760.00 2766.00 2778.00 2754.00 3005.00 3014.00 3035.00 2999.00 -245.00 -248.00 -257.00 -245.00
2022-09-28 2777.00 2755.00 2787.00 2742.00 3026.00 3005.00 3040.00 2996.00 -249.00 -250.00 -253.00 -254.00
2022-09-27 2788.00 2777.00 2794.00 2765.00 3020.00 3024.00 3048.00 3018.00 -232.00 -247.00 -254.00 -253.00
2022-09-26 2823.00 2782.00 2825.00 2780.00 3060.00 3023.00 3072.00 3022.00 -237.00 -241.00 -247.00 -242.00
2022-09-23 2851.00 2828.00 2853.00 2823.00 3090.00 3072.00 3114.00 3066.00 -239.00 -244.00 -261.00 -243.00
2022-09-22 2840.00 2846.00 2856.00 2838.00 3159.00 3098.00 3165.00 3097.00 -319.00 -252.00 -309.00 -259.00
2022-09-21 2838.00 2849.00 2865.00 2835.00 3182.00 3159.00 3200.00 3149.00 -344.00 -310.00 -335.00 -314.00
2022-09-20 2841.00 2834.00 2848.00 2816.00 3215.00 3177.00 3217.00 3162.00 -374.00 -343.00 -369.00 -346.00
2022-09-19 2833.00 2848.00 2857.00 2830.00 3218.00 3216.00 3234.00 3201.00 -385.00 -368.00 -377.00 -371.00
2022-09-16 2835.00 2835.00 2849.00 2829.00 3214.00 3213.00 3221.00 3202.00 -379.00 -378.00 -372.00 -373.00
2022-09-15 2835.00 2831.00 2841.00 2825.00 3220.00 3205.00 3223.00 3196.00 -385.00 -374.00 -382.00 -371.00
2022-09-14 2839.00 2839.00 2842.00 2829.00 3220.00 3214.00 3224.00 3200.00 -381.00 -375.00 -382.00 -371.00
2022-09-13 2837.00 2839.00 2859.00 2828.00 3208.00 3225.00 3236.00 3189.00 -371.00 -386.00 -377.00 -361.00
2022-09-09 2800.00 2817.00 2822.00 2787.00 3161.00 3179.00 3195.00 3149.00 -361.00 -362.00 -373.00 -362.00
2022-09-08 2810.00 2805.00 2824.00 2785.00 3180.00 3161.00 3193.00 3143.00 -370.00 -356.00 -369.00 -358.00
2022-09-07 2827.00 2797.00 2827.00 2790.00 3198.00 3177.00 3198.00 3167.00 -371.00 -380.00 -371.00 -377.00
2022-09-06 2801.00 2827.00 2831.00 2800.00 3160.00 3195.00 3197.00 3151.00 -359.00 -368.00 -366.00 -351.00
2022-09-05 2800.00 2801.00 2822.00 2792.00 3145.00 3153.00 3166.00 3133.00 -345.00 -352.00 -344.00 -341.00
2022-09-02 2799.00 2790.00 2802.00 2778.00 3160.00 3136.00 3163.00 3121.00 -361.00 -346.00 -361.00 -343.00
2022-09-01 2785.00 2799.00 2802.00 2777.00 3150.00 3154.00 3158.00 3138.00 -365.00 -355.00 -356.00 -361.00
2022-08-31 2788.00 2797.00 2807.00 2772.00 3146.00 3159.00 3170.00 3133.00 -358.00 -362.00 -363.00 -361.00
2022-08-30 2804.00 2792.00 2805.00 2788.00 3156.00 3146.00 3168.00 3143.00 -352.00 -354.00 -363.00 -355.00
2022-08-29 2758.00 2806.00 2808.00 2743.00 3099.00 3165.00 3170.00 3080.00 -341.00 -359.00 -362.00 -337.00
2022-08-26 2726.00 2759.00 2768.00 2725.00 2954.00 2986.00 2998.00 2950.00 -228.00 -227.00 -230.00 -225.00
2022-08-25 2755.00 2726.00 2759.00 2718.00 3005.00 2956.00 3005.00 2950.00 -250.00 -230.00 -246.00 -232.00
2022-08-24 2738.00 2755.00 2763.00 2728.00 2964.00 2990.00 3005.00 2964.00 -226.00 -235.00 -242.00 -236.00
2022-08-23 2689.00 2737.00 2743.00 2678.00 2948.00 2991.00 2999.00 2940.00 -259.00 -254.00 -256.00 -262.00
2022-08-22 2686.00 2688.00 2704.00 2677.00 2976.00 2956.00 2999.00 2946.00 -290.00 -268.00 -295.00 -269.00
2022-08-19 2690.00 2686.00 2700.00 2668.00 2991.00 2988.00 2996.00 2968.00 -301.00 -302.00 -296.00 -300.00
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