棉花期货跨期套利数据回测

本页面展示棉花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

关于棉花期货跨期套利的详细数据分析,请查看文章:。

棉花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

棉花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

棉花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
2025-12-08 13735.00 13720.00 13760.00 13700.00 13695.00 13690.00 13725.00 13680.00 40.00 30.00 35.00 20.00
2025-12-05 13795.00 13750.00 13795.00 13715.00 13750.00 13720.00 13755.00 13680.00 45.00 30.00 40.00 35.00
2025-12-04 13785.00 13790.00 13820.00 13740.00 13750.00 13755.00 13790.00 13710.00 35.00 35.00 30.00 30.00
2025-12-03 13780.00 13780.00 13795.00 13660.00 13745.00 13750.00 13765.00 13645.00 35.00 30.00 30.00 15.00
2025-12-02 13775.00 13800.00 13815.00 13750.00 13730.00 13755.00 13790.00 13720.00 45.00 45.00 25.00 30.00
2025-12-01 13725.00 13765.00 13790.00 13705.00 13690.00 13725.00 13760.00 13670.00 35.00 40.00 30.00 35.00
2025-11-28 13645.00 13725.00 13745.00 13635.00 13580.00 13685.00 13700.00 13580.00 65.00 40.00 45.00 55.00
2025-11-27 13635.00 13640.00 13655.00 13610.00 13585.00 13605.00 13620.00 13575.00 50.00 35.00 35.00 35.00
2025-11-26 13645.00 13625.00 13660.00 13600.00 13590.00 13585.00 13615.00 13555.00 55.00 40.00 45.00 45.00
2025-11-25 13590.00 13645.00 13650.00 13575.00 13545.00 13580.00 13590.00 13525.00 45.00 65.00 60.00 50.00
2025-11-24 13480.00 13585.00 13600.00 13465.00 13460.00 13530.00 13550.00 13445.00 20.00 55.00 50.00 20.00
2025-11-21 13460.00 13460.00 13505.00 13445.00 13465.00 13430.00 13485.00 13405.00 -5.00 30.00 20.00 40.00
2025-11-20 13475.00 13465.00 13525.00 13455.00 13475.00 13475.00 13525.00 13460.00 0.00 -10.00 0.00 -5.00
2025-11-19 13405.00 13485.00 13500.00 13385.00 13430.00 13490.00 13505.00 13400.00 -25.00 -5.00 -5.00 -15.00
2025-11-18 13435.00 13395.00 13460.00 13380.00 13450.00 13405.00 13465.00 13385.00 -15.00 -10.00 -5.00 -5.00
2025-11-17 13450.00 13445.00 13470.00 13390.00 13465.00 13455.00 13485.00 13405.00 -15.00 -10.00 -15.00 -15.00
2025-11-14 13490.00 13450.00 13520.00 13445.00 13500.00 13470.00 13525.00 13460.00 -10.00 -20.00 -5.00 -15.00
2025-11-13 13475.00 13490.00 13530.00 13460.00 13470.00 13495.00 13535.00 13465.00 5.00 -5.00 -5.00 -5.00
2025-11-12 13550.00 13515.00 13570.00 13435.00 13560.00 13525.00 13580.00 13445.00 -10.00 -10.00 -10.00 -10.00
2025-11-11 13590.00 13560.00 13620.00 13545.00 13580.00 13560.00 13625.00 13550.00 10.00 0.00 -5.00 -5.00
2025-11-10 13570.00 13580.00 13595.00 13500.00 13585.00 13580.00 13605.00 13510.00 -15.00 0.00 -10.00 -10.00
2025-11-07 13580.00 13580.00 13625.00 13535.00 13600.00 13590.00 13640.00 13555.00 -20.00 -10.00 -15.00 -20.00
2025-11-06 13600.00 13605.00 13630.00 13555.00 13630.00 13615.00 13645.00 13575.00 -30.00 -10.00 -15.00 -20.00
2025-11-05 13530.00 13615.00 13640.00 13455.00 13540.00 13620.00 13645.00 13475.00 -10.00 -5.00 -5.00 -20.00
2025-11-04 13580.00 13535.00 13600.00 13495.00 13580.00 13555.00 13615.00 13515.00 0.00 -20.00 -15.00 -20.00
2025-11-03 13590.00 13600.00 13635.00 13530.00 13590.00 13615.00 13650.00 13550.00 0.00 -15.00 -15.00 -20.00
2025-10-31 13605.00 13595.00 13670.00 13585.00 13600.00 13605.00 13680.00 13600.00 5.00 -10.00 -10.00 -15.00
2025-10-30 13640.00 13600.00 13675.00 13570.00 13650.00 13610.00 13680.00 13590.00 -10.00 -10.00 -5.00 -20.00
2025-10-29 13555.00 13620.00 13625.00 13520.00 13580.00 13625.00 13630.00 13535.00 -25.00 -5.00 -5.00 -15.00
2025-10-28 13565.00 13565.00 13590.00 13540.00 13590.00 13570.00 13600.00 13560.00 -25.00 -5.00 -10.00 -20.00
2025-10-27 13550.00 13565.00 13635.00 13530.00 13540.00 13575.00 13640.00 13525.00 10.00 -10.00 -5.00 5.00
2025-10-24 13570.00 13540.00 13595.00 13480.00 13595.00 13540.00 13610.00 13465.00 -25.00 0.00 -15.00 15.00
2025-10-23 13520.00 13575.00 13610.00 13510.00 13555.00 13600.00 13625.00 13540.00 -35.00 -25.00 -15.00 -30.00
2025-10-22 13525.00 13535.00 13570.00 13505.00 13610.00 13575.00 13620.00 13550.00 -85.00 -40.00 -50.00 -45.00
2025-10-21 13450.00 13540.00 13555.00 13425.00 13530.00 13600.00 13620.00 13490.00 -80.00 -60.00 -65.00 -65.00
2025-10-20 13360.00 13465.00 13495.00 13350.00 13420.00 13530.00 13555.00 13415.00 -60.00 -65.00 -60.00 -65.00
2025-10-17 13320.00 13335.00 13380.00 13290.00 13370.00 13390.00 13435.00 13350.00 -50.00 -55.00 -55.00 -60.00
2025-10-16 13260.00 13320.00 13335.00 13230.00 13325.00 13375.00 13390.00 13295.00 -65.00 -55.00 -55.00 -65.00
2025-10-15 13250.00 13270.00 13300.00 13210.00 13320.00 13330.00 13355.00 13270.00 -70.00 -60.00 -55.00 -60.00
2025-10-14 13315.00 13265.00 13315.00 13225.00 13360.00 13320.00 13370.00 13285.00 -45.00 -55.00 -55.00 -60.00
2025-10-13 13265.00 13300.00 13365.00 13215.00 13300.00 13360.00 13410.00 13265.00 -35.00 -60.00 -45.00 -50.00
2025-10-10 13295.00 13325.00 13420.00 13280.00 13340.00 13375.00 13465.00 13330.00 -45.00 -50.00 -45.00 -50.00
2025-10-09 13180.00 13295.00 13345.00 13180.00 13240.00 13345.00 13390.00 13230.00 -60.00 -50.00 -45.00 -50.00
2025-09-30 13325.00 13215.00 13340.00 13155.00 13330.00 13205.00 13330.00 13130.00 -5.00 10.00 10.00 25.00
2025-09-29 13390.00 13350.00 13425.00 13320.00 13405.00 13330.00 13430.00 13285.00 -15.00 20.00 -5.00 35.00
2025-09-26 13520.00 13405.00 13530.00 13390.00 13550.00 13405.00 13560.00 13390.00 -30.00 0.00 -30.00 0.00
2025-09-25 13555.00 13530.00 13575.00 13455.00 13710.00 13540.00 13725.00 13445.00 -155.00 -10.00 -150.00 10.00
2025-09-24 13560.00 13555.00 13605.00 13530.00 13570.00 13685.00 13690.00 13550.00 -10.00 -130.00 -85.00 -20.00
2025-09-23 13600.00 13540.00 13605.00 13510.00 13505.00 13535.00 13540.00 13435.00 95.00 5.00 65.00 75.00
2025-09-22 13740.00 13610.00 13755.00 13555.00 13615.00 13510.00 13640.00 13445.00 125.00 100.00 115.00 110.00
2025-09-19 13775.00 13720.00 13785.00 13710.00 13650.00 13585.00 13665.00 13580.00 125.00 135.00 120.00 130.00
2025-09-18 13900.00 13765.00 13925.00 13760.00 13775.00 13620.00 13790.00 13620.00 125.00 145.00 135.00 140.00
2025-09-17 13925.00 13890.00 13970.00 13870.00 13775.00 13745.00 13835.00 13735.00 150.00 145.00 135.00 135.00
2025-09-16 13875.00 13895.00 13950.00 13850.00 13735.00 13750.00 13805.00 13695.00 140.00 145.00 145.00 155.00
2025-09-15 13865.00 13885.00 13930.00 13825.00 13725.00 13735.00 13790.00 13680.00 140.00 150.00 140.00 145.00
2025-09-12 13800.00 13860.00 13880.00 13800.00 13655.00 13715.00 13730.00 13640.00 145.00 145.00 150.00 160.00
2025-09-11 13865.00 13835.00 13890.00 13785.00 13670.00 13685.00 13735.00 13630.00 195.00 150.00 155.00 155.00
2025-09-10 13835.00 13855.00 13880.00 13790.00 13630.00 13665.00 13700.00 13595.00 205.00 190.00 180.00 195.00
2025-09-09 13900.00 13835.00 13945.00 13825.00 13700.00 13620.00 13740.00 13615.00 200.00 215.00 205.00 210.00
2025-09-08 14000.00 13885.00 14025.00 13865.00 13900.00 13685.00 13900.00 13680.00 100.00 200.00 125.00 185.00
2025-09-05 14010.00 14000.00 14030.00 13955.00 13885.00 13865.00 13905.00 13835.00 125.00 135.00 125.00 120.00
2025-09-04 13995.00 14010.00 14100.00 13940.00 13860.00 13890.00 13960.00 13795.00 135.00 120.00 140.00 145.00
2025-09-03 14010.00 13990.00 14060.00 13985.00 13855.00 13840.00 13900.00 13825.00 155.00 150.00 160.00 160.00
2025-09-02 14035.00 14045.00 14170.00 14020.00 13890.00 13875.00 14000.00 13855.00 145.00 170.00 170.00 165.00
2025-09-01 14240.00 14025.00 14240.00 13885.00 14040.00 13845.00 14045.00 13710.00 200.00 180.00 195.00 175.00
2025-08-29 14095.00 14240.00 14340.00 14090.00 14020.00 14055.00 14205.00 14000.00 75.00 185.00 135.00 90.00
2025-08-28 14080.00 14070.00 14125.00 13995.00 13985.00 13985.00 14040.00 13910.00 95.00 85.00 85.00 85.00
2025-08-27 14080.00 14075.00 14150.00 14030.00 14015.00 13985.00 14070.00 13955.00 65.00 90.00 80.00 75.00
2025-08-26 14135.00 14100.00 14155.00 14090.00 13845.00 13780.00 13845.00 13780.00 290.00 320.00 310.00 310.00
2025-08-25 14050.00 14120.00 14180.00 14040.00 13800.00 13800.00 13865.00 13770.00 250.00 320.00 315.00 270.00
2025-08-22 14025.00 14030.00 14060.00 13975.00 13730.00 13760.00 13795.00 13720.00 295.00 270.00 265.00 255.00
2025-08-21 14055.00 14030.00 14090.00 13985.00 13780.00 13770.00 13820.00 13735.00 275.00 260.00 270.00 250.00
2025-08-20 14100.00 14055.00 14100.00 13940.00 13830.00 13800.00 13830.00 13725.00 270.00 255.00 270.00 215.00
2025-08-19 14135.00 14100.00 14170.00 14080.00 13830.00 13820.00 13875.00 13800.00 305.00 280.00 295.00 280.00
2025-08-18 14120.00 14125.00 14160.00 14055.00 13840.00 13830.00 13865.00 13805.00 280.00 295.00 295.00 250.00
2025-08-15 14140.00 14120.00 14160.00 14080.00 13885.00 13835.00 13890.00 13805.00 255.00 285.00 270.00 275.00
2025-08-14 14110.00 14155.00 14165.00 14035.00 13830.00 13875.00 13885.00 13765.00 280.00 280.00 280.00 270.00
2025-08-13 14000.00 14130.00 14235.00 13985.00 13755.00 13830.00 13930.00 13730.00 245.00 300.00 305.00 255.00
2025-08-12 13880.00 13980.00 13990.00 13865.00 13695.00 13735.00 13740.00 13680.00 185.00 245.00 250.00 185.00
2025-08-11 13645.00 13680.00 13750.00 13615.00 13790.00 13880.00 13945.00 13770.00 -145.00 -200.00 -195.00 -155.00
2025-08-08 13675.00 13640.00 13700.00 13615.00 13860.00 13800.00 13865.00 13785.00 -185.00 -160.00 -165.00 -170.00
2025-08-07 13690.00 13670.00 13710.00 13640.00 13840.00 13835.00 13860.00 13805.00 -150.00 -165.00 -150.00 -165.00
2025-08-06 13675.00 13690.00 13730.00 13645.00 13825.00 13850.00 13885.00 13805.00 -150.00 -160.00 -155.00 -160.00
2025-08-05 13690.00 13655.00 13730.00 13635.00 13810.00 13820.00 13860.00 13785.00 -120.00 -165.00 -130.00 -150.00
2025-08-04 13585.00 13675.00 13725.00 13535.00 13780.00 13805.00 13850.00 13695.00 -195.00 -130.00 -125.00 -160.00
2025-08-01 13690.00 13585.00 13695.00 13535.00 13875.00 13785.00 13880.00 13740.00 -185.00 -200.00 -185.00 -205.00
2025-07-31 13750.00 13650.00 13785.00 13640.00 13875.00 13840.00 13915.00 13810.00 -125.00 -190.00 -130.00 -170.00
2025-07-30 13900.00 13755.00 13920.00 13750.00 14000.00 13905.00 14010.00 13865.00 -100.00 -150.00 -90.00 -115.00
2025-07-29 14085.00 13925.00 14160.00 13875.00 14065.00 14025.00 14145.00 13960.00 20.00 -100.00 15.00 -85.00
2025-07-28 14175.00 14075.00 14375.00 14040.00 14095.00 14065.00 14255.00 14030.00 80.00 10.00 120.00 10.00
2025-07-25 14190.00 14170.00 14330.00 14135.00 14095.00 14115.00 14225.00 14090.00 95.00 55.00 105.00 45.00
2025-07-24 14180.00 14160.00 14220.00 14105.00 14065.00 14065.00 14115.00 14000.00 115.00 95.00 105.00 105.00
2025-07-23 14250.00 14180.00 14295.00 14165.00 14040.00 14065.00 14150.00 14015.00 210.00 115.00 145.00 150.00
2025-07-22 14155.00 14225.00 14245.00 14095.00 13960.00 14030.00 14065.00 13960.00 195.00 195.00 180.00 135.00
2025-07-21 14295.00 14185.00 14295.00 14160.00 13990.00 13990.00 14040.00 13925.00 305.00 195.00 255.00 235.00
2025-07-18 14250.00 14270.00 14375.00 14225.00 13960.00 13965.00 14035.00 13925.00 290.00 305.00 340.00 300.00
2025-07-17 13980.00 14250.00 14285.00 13975.00 13840.00 13960.00 14085.00 13840.00 140.00 290.00 200.00 135.00
2025-07-16 13850.00 13990.00 14000.00 13850.00 13820.00 13865.00 13905.00 13810.00 30.00 125.00 95.00 40.00
2025-07-15 13880.00 13850.00 13895.00 13765.00 13815.00 13820.00 13840.00 13730.00 65.00 30.00 55.00 35.00
2025-07-14 13880.00 13875.00 13945.00 13870.00 13805.00 13815.00 13865.00 13795.00 75.00 60.00 80.00 75.00
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