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：
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。
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。
关于棉花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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-03-23 | 21600.00 | 21560.00 | 21600.00 | 21315.00 | 20660.00 | 20615.00 | 20660.00 | 20305.00 | 940.00 | 945.00 | 940.00 | 1010.00 |
| 2022-03-22 | 21695.00 | 21610.00 | 21695.00 | 21575.00 | 20700.00 | 20660.00 | 20735.00 | 20595.00 | 995.00 | 950.00 | 960.00 | 980.00 |
| 2022-03-21 | 21610.00 | 21550.00 | 21700.00 | 21420.00 | 20450.00 | 20525.00 | 20685.00 | 20290.00 | 1160.00 | 1025.00 | 1015.00 | 1130.00 |
| 2022-03-18 | 21400.00 | 21490.00 | 21540.00 | 21350.00 | 20205.00 | 20320.00 | 20345.00 | 20155.00 | 1195.00 | 1170.00 | 1195.00 | 1195.00 |
| 2022-03-17 | 21415.00 | 21315.00 | 21455.00 | 21235.00 | 20200.00 | 20145.00 | 20300.00 | 20050.00 | 1215.00 | 1170.00 | 1155.00 | 1185.00 |
| 2022-03-16 | 21015.00 | 21345.00 | 21360.00 | 20970.00 | 19900.00 | 20155.00 | 20185.00 | 19835.00 | 1115.00 | 1190.00 | 1175.00 | 1135.00 |
| 2022-03-15 | 21200.00 | 21060.00 | 21300.00 | 21020.00 | 20095.00 | 19930.00 | 20130.00 | 19910.00 | 1105.00 | 1130.00 | 1170.00 | 1110.00 |
| 2022-03-14 | 21420.00 | 21245.00 | 21550.00 | 21205.00 | 20745.00 | 20660.00 | 20880.00 | 20630.00 | 675.00 | 585.00 | 670.00 | 575.00 |
| 2022-03-11 | 21400.00 | 21470.00 | 21505.00 | 21285.00 | 20795.00 | 20810.00 | 20855.00 | 20710.00 | 605.00 | 660.00 | 650.00 | 575.00 |
| 2022-03-10 | 21435.00 | 21370.00 | 21605.00 | 21175.00 | 20825.00 | 20825.00 | 20935.00 | 20630.00 | 610.00 | 545.00 | 670.00 | 545.00 |
| 2022-03-09 | 21300.00 | 21595.00 | 21665.00 | 21125.00 | 20795.00 | 20965.00 | 21030.00 | 20595.00 | 505.00 | 630.00 | 635.00 | 530.00 |
| 2022-03-08 | 21100.00 | 21440.00 | 21445.00 | 20950.00 | 20620.00 | 20900.00 | 20910.00 | 20500.00 | 480.00 | 540.00 | 535.00 | 450.00 |
| 2022-03-07 | 21095.00 | 21225.00 | 21295.00 | 20985.00 | 20670.00 | 20755.00 | 20845.00 | 20550.00 | 425.00 | 470.00 | 450.00 | 435.00 |
| 2022-03-04 | 21340.00 | 21080.00 | 21340.00 | 21035.00 | 20805.00 | 20640.00 | 20850.00 | 20585.00 | 535.00 | 440.00 | 490.00 | 450.00 |
| 2022-03-03 | 21345.00 | 21200.00 | 21375.00 | 20935.00 | 20920.00 | 20725.00 | 20930.00 | 20510.00 | 425.00 | 475.00 | 445.00 | 425.00 |
| 2022-03-02 | 20915.00 | 21340.00 | 21430.00 | 20915.00 | 20490.00 | 20915.00 | 20960.00 | 20490.00 | 425.00 | 425.00 | 470.00 | 425.00 |
| 2022-03-01 | 20705.00 | 20905.00 | 20965.00 | 20670.00 | 20350.00 | 20490.00 | 20555.00 | 20280.00 | 355.00 | 415.00 | 410.00 | 390.00 |
| 2022-02-28 | 20800.00 | 20720.00 | 21115.00 | 20640.00 | 20450.00 | 20320.00 | 20710.00 | 20245.00 | 350.00 | 400.00 | 405.00 | 395.00 |
| 2022-02-25 | 21465.00 | 20890.00 | 21555.00 | 20840.00 | 21050.00 | 20535.00 | 21160.00 | 20475.00 | 415.00 | 355.00 | 395.00 | 365.00 |
| 2022-02-24 | 21320.00 | 21450.00 | 21460.00 | 21110.00 | 20935.00 | 21025.00 | 21035.00 | 20695.00 | 385.00 | 425.00 | 425.00 | 415.00 |
| 2022-02-23 | 21250.00 | 21315.00 | 21385.00 | 21220.00 | 20905.00 | 20915.00 | 21010.00 | 20850.00 | 345.00 | 400.00 | 375.00 | 370.00 |
| 2022-02-22 | 21330.00 | 21300.00 | 21365.00 | 21200.00 | 20945.00 | 20935.00 | 21000.00 | 20835.00 | 385.00 | 365.00 | 365.00 | 365.00 |
| 2022-02-21 | 21285.00 | 21270.00 | 21440.00 | 21245.00 | 20900.00 | 20900.00 | 21055.00 | 20870.00 | 385.00 | 370.00 | 385.00 | 375.00 |
| 2022-02-18 | 21305.00 | 21285.00 | 21360.00 | 21125.00 | 20905.00 | 20915.00 | 20985.00 | 20745.00 | 400.00 | 370.00 | 375.00 | 380.00 |
| 2022-02-17 | 21205.00 | 21320.00 | 21380.00 | 21025.00 | 20830.00 | 20930.00 | 21000.00 | 20670.00 | 375.00 | 390.00 | 380.00 | 355.00 |
| 2022-02-16 | 21415.00 | 21190.00 | 21465.00 | 21175.00 | 21005.00 | 20855.00 | 21100.00 | 20845.00 | 410.00 | 335.00 | 365.00 | 330.00 |
| 2022-02-15 | 21760.00 | 21415.00 | 21780.00 | 21280.00 | 21330.00 | 21050.00 | 21340.00 | 20935.00 | 430.00 | 365.00 | 440.00 | 345.00 |
| 2022-02-14 | 21820.00 | 21760.00 | 21890.00 | 21725.00 | 21395.00 | 21325.00 | 21470.00 | 21275.00 | 425.00 | 435.00 | 420.00 | 450.00 |
| 2022-02-11 | 21715.00 | 21755.00 | 21835.00 | 21655.00 | 21320.00 | 21325.00 | 21430.00 | 21260.00 | 395.00 | 430.00 | 405.00 | 395.00 |
| 2022-02-10 | 21800.00 | 21685.00 | 21830.00 | 21620.00 | 21375.00 | 21300.00 | 21410.00 | 21230.00 | 425.00 | 385.00 | 420.00 | 390.00 |
| 2022-02-09 | 21795.00 | 21735.00 | 21855.00 | 21700.00 | 22150.00 | 22065.00 | 22215.00 | 22050.00 | -355.00 | -330.00 | -360.00 | -350.00 |
| 2022-02-08 | 22005.00 | 21795.00 | 22060.00 | 21780.00 | 22305.00 | 22180.00 | 22355.00 | 22140.00 | -300.00 | -385.00 | -295.00 | -360.00 |
| 2022-02-07 | 21830.00 | 22005.00 | 22210.00 | 21820.00 | 22240.00 | 22305.00 | 22510.00 | 22235.00 | -410.00 | -300.00 | -300.00 | -415.00 |
| 2022-01-28 | 21760.00 | 21495.00 | 21790.00 | 21460.00 | 22165.00 | 21990.00 | 22170.00 | 21935.00 | -405.00 | -495.00 | -380.00 | -475.00 |
| 2022-01-27 | 21720.00 | 21760.00 | 21875.00 | 21605.00 | 22200.00 | 22145.00 | 22245.00 | 22065.00 | -480.00 | -385.00 | -370.00 | -460.00 |
| 2022-01-26 | 21680.00 | 21680.00 | 21795.00 | 21580.00 | 22070.00 | 22180.00 | 22275.00 | 22070.00 | -390.00 | -500.00 | -480.00 | -490.00 |
| 2022-01-25 | 21620.00 | 21670.00 | 21800.00 | 21560.00 | 22085.00 | 22120.00 | 22240.00 | 22015.00 | -465.00 | -450.00 | -440.00 | -455.00 |
| 2022-01-24 | 21700.00 | 21610.00 | 21730.00 | 21515.00 | 22150.00 | 22050.00 | 22180.00 | 21965.00 | -450.00 | -440.00 | -450.00 | -450.00 |
| 2022-01-21 | 21735.00 | 21660.00 | 21810.00 | 21570.00 | 22180.00 | 22145.00 | 22290.00 | 22055.00 | -445.00 | -485.00 | -480.00 | -485.00 |
| 2022-01-20 | 21800.00 | 21785.00 | 21840.00 | 21715.00 | 22290.00 | 22280.00 | 22355.00 | 22220.00 | -490.00 | -495.00 | -515.00 | -505.00 |
| 2022-01-19 | 21490.00 | 21760.00 | 21770.00 | 21475.00 | 22005.00 | 22270.00 | 22285.00 | 22005.00 | -515.00 | -510.00 | -515.00 | -530.00 |
| 2022-01-18 | 21550.00 | 21475.00 | 21550.00 | 21240.00 | 22085.00 | 22015.00 | 22085.00 | 21775.00 | -535.00 | -540.00 | -535.00 | -535.00 |
| 2022-01-17 | 21380.00 | 21570.00 | 21615.00 | 21330.00 | 21975.00 | 22115.00 | 22225.00 | 21900.00 | -595.00 | -545.00 | -610.00 | -570.00 |
| 2022-01-14 | 21375.00 | 21335.00 | 21400.00 | 21115.00 | 21975.00 | 21920.00 | 21975.00 | 21740.00 | -600.00 | -585.00 | -575.00 | -625.00 |
| 2022-01-13 | 21140.00 | 21355.00 | 21380.00 | 21130.00 | 21790.00 | 21930.00 | 21960.00 | 21775.00 | -650.00 | -575.00 | -580.00 | -645.00 |
| 2022-01-12 | 21180.00 | 21120.00 | 21295.00 | 21090.00 | 21880.00 | 21770.00 | 21965.00 | 21740.00 | -700.00 | -650.00 | -670.00 | -650.00 |
| 2022-01-11 | 21165.00 | 21115.00 | 21195.00 | 20925.00 | 21875.00 | 21815.00 | 21900.00 | 21600.00 | -710.00 | -700.00 | -705.00 | -675.00 |
| 2022-01-10 | 21000.00 | 21165.00 | 21195.00 | 20965.00 | 21625.00 | 21900.00 | 21920.00 | 21605.00 | -625.00 | -735.00 | -725.00 | -640.00 |
| 2022-01-07 | 20950.00 | 21010.00 | 21135.00 | 20905.00 | 21595.00 | 21645.00 | 21755.00 | 21520.00 | -645.00 | -635.00 | -620.00 | -615.00 |
| 2022-01-06 | 21060.00 | 20900.00 | 21105.00 | 20855.00 | 21600.00 | 21530.00 | 21730.00 | 21465.00 | -540.00 | -630.00 | -625.00 | -610.00 |
| 2022-01-05 | 20740.00 | 21065.00 | 21145.00 | 20700.00 | 21395.00 | 21650.00 | 21750.00 | 21335.00 | -655.00 | -585.00 | -605.00 | -635.00 |
| 2022-01-04 | 20690.00 | 20670.00 | 20780.00 | 20590.00 | 21215.00 | 21300.00 | 21385.00 | 21215.00 | -525.00 | -630.00 | -605.00 | -625.00 |
| 2021-12-31 | 20455.00 | 20715.00 | 20735.00 | 20390.00 | 21055.00 | 21270.00 | 21310.00 | 20995.00 | -600.00 | -555.00 | -575.00 | -605.00 |
| 2021-12-30 | 20180.00 | 20455.00 | 20465.00 | 20170.00 | 20845.00 | 21060.00 | 21075.00 | 20835.00 | -665.00 | -605.00 | -610.00 | -665.00 |
| 2021-12-29 | 20270.00 | 20215.00 | 20295.00 | 20100.00 | 20885.00 | 20865.00 | 20915.00 | 20745.00 | -615.00 | -650.00 | -620.00 | -645.00 |
| 2021-12-28 | 19990.00 | 20250.00 | 20405.00 | 19905.00 | 20780.00 | 20880.00 | 21050.00 | 20610.00 | -790.00 | -630.00 | -645.00 | -705.00 |
| 2021-12-27 | 19995.00 | 19990.00 | 20070.00 | 19935.00 | 20865.00 | 20755.00 | 20865.00 | 20670.00 | -870.00 | -765.00 | -795.00 | -735.00 |
| 2021-12-24 | 20100.00 | 19985.00 | 20100.00 | 19955.00 | 20900.00 | 20800.00 | 20910.00 | 20770.00 | -800.00 | -815.00 | -810.00 | -815.00 |
| 2021-12-23 | 19855.00 | 20045.00 | 20075.00 | 19845.00 | 20675.00 | 20860.00 | 20895.00 | 20670.00 | -820.00 | -815.00 | -820.00 | -825.00 |
| 2021-12-22 | 19795.00 | 19870.00 | 19925.00 | 19720.00 | 20570.00 | 20705.00 | 20765.00 | 20535.00 | -775.00 | -835.00 | -840.00 | -815.00 |
| 2021-12-21 | 19720.00 | 19765.00 | 19870.00 | 19580.00 | 21395.00 | 21385.00 | 21430.00 | 21305.00 | -1675.00 | -1620.00 | -1560.00 | -1725.00 |
| 2021-12-20 | 19855.00 | 19725.00 | 19925.00 | 19715.00 | 21390.00 | 21400.00 | 21460.00 | 21295.00 | -1535.00 | -1675.00 | -1535.00 | -1580.00 |
| 2021-12-17 | 19690.00 | 19880.00 | 20250.00 | 19650.00 | 21165.00 | 21445.00 | 21455.00 | 21160.00 | -1475.00 | -1565.00 | -1205.00 | -1510.00 |
| 2021-12-16 | 19560.00 | 19690.00 | 19760.00 | 19360.00 | 21175.00 | 21165.00 | 21235.00 | 21020.00 | -1615.00 | -1475.00 | -1475.00 | -1660.00 |
| 2021-12-15 | 19520.00 | 19545.00 | 19675.00 | 19350.00 | 20890.00 | 21170.00 | 21255.00 | 20875.00 | -1370.00 | -1625.00 | -1580.00 | -1525.00 |
| 2021-12-14 | 19585.00 | 19485.00 | 19620.00 | 19325.00 | 20770.00 | 20895.00 | 20955.00 | 20700.00 | -1185.00 | -1410.00 | -1335.00 | -1375.00 |
| 2021-12-13 | 19570.00 | 19615.00 | 19775.00 | 19375.00 | 20735.00 | 20745.00 | 20880.00 | 20580.00 | -1165.00 | -1130.00 | -1105.00 | -1205.00 |
| 2021-12-10 | 19360.00 | 19540.00 | 19630.00 | 19215.00 | 20320.00 | 20685.00 | 20735.00 | 20305.00 | -960.00 | -1145.00 | -1105.00 | -1090.00 |
| 2021-12-09 | 19565.00 | 19485.00 | 19685.00 | 19440.00 | 20550.00 | 20415.00 | 20660.00 | 20405.00 | -985.00 | -930.00 | -975.00 | -965.00 |
| 2021-12-08 | 19760.00 | 19635.00 | 19785.00 | 19415.00 | 20780.00 | 20570.00 | 20860.00 | 20510.00 | -1020.00 | -935.00 | -1075.00 | -1095.00 |
| 2021-12-07 | 19625.00 | 19760.00 | 19930.00 | 19560.00 | 20740.00 | 20780.00 | 20995.00 | 20700.00 | -1115.00 | -1020.00 | -1065.00 | -1140.00 |
| 2021-12-06 | 19475.00 | 19615.00 | 19680.00 | 19410.00 | 20805.00 | 20695.00 | 20900.00 | 20495.00 | -1330.00 | -1080.00 | -1220.00 | -1085.00 |
| 2021-12-03 | 20705.00 | 20795.00 | 20850.00 | 20655.00 | 19235.00 | 19425.00 | 19540.00 | 18935.00 | 1470.00 | 1370.00 | 1310.00 | 1720.00 |
| 2021-12-02 | 20610.00 | 20705.00 | 20745.00 | 20300.00 | 19580.00 | 19290.00 | 19660.00 | 19115.00 | 1030.00 | 1415.00 | 1085.00 | 1185.00 |
| 2021-12-01 | 20060.00 | 20695.00 | 20870.00 | 19685.00 | 19080.00 | 19600.00 | 19835.00 | 18735.00 | 980.00 | 1095.00 | 1035.00 | 950.00 |
| 2021-11-30 | 21210.00 | 20055.00 | 21220.00 | 20035.00 | 20255.00 | 19095.00 | 20290.00 | 18965.00 | 955.00 | 960.00 | 930.00 | 1070.00 |
| 2021-11-29 | 21300.00 | 21110.00 | 21380.00 | 20920.00 | 20505.00 | 20190.00 | 20635.00 | 20025.00 | 795.00 | 920.00 | 745.00 | 895.00 |
| 2021-11-26 | 21505.00 | 21400.00 | 21565.00 | 21400.00 | 20825.00 | 20650.00 | 20855.00 | 20640.00 | 680.00 | 750.00 | 710.00 | 760.00 |
| 2021-11-25 | 21770.00 | 21530.00 | 21770.00 | 21450.00 | 21020.00 | 20825.00 | 21030.00 | 20765.00 | 750.00 | 705.00 | 740.00 | 685.00 |
| 2021-11-24 | 21485.00 | 21770.00 | 21780.00 | 21455.00 | 20800.00 | 21045.00 | 21050.00 | 20800.00 | 685.00 | 725.00 | 730.00 | 655.00 |
| 2021-11-23 | 21670.00 | 21485.00 | 21730.00 | 21435.00 | 21055.00 | 20825.00 | 21095.00 | 20800.00 | 615.00 | 660.00 | 635.00 | 635.00 |
| 2021-11-22 | 21645.00 | 21685.00 | 21845.00 | 21620.00 | 21005.00 | 21045.00 | 21175.00 | 21005.00 | 640.00 | 640.00 | 670.00 | 615.00 |
| 2021-11-19 | 21800.00 | 21745.00 | 21800.00 | 21580.00 | 21200.00 | 21115.00 | 21200.00 | 20975.00 | 600.00 | 630.00 | 600.00 | 605.00 |
| 2021-11-18 | 21850.00 | 21840.00 | 21980.00 | 21800.00 | 21170.00 | 21200.00 | 21260.00 | 21090.00 | 680.00 | 640.00 | 720.00 | 710.00 |
| 2021-11-17 | 21780.00 | 21830.00 | 21945.00 | 21715.00 | 21120.00 | 21125.00 | 21240.00 | 21080.00 | 660.00 | 705.00 | 705.00 | 635.00 |
| 2021-11-16 | 21580.00 | 21780.00 | 21850.00 | 21540.00 | 21000.00 | 21165.00 | 21235.00 | 20970.00 | 580.00 | 615.00 | 615.00 | 570.00 |
| 2021-11-15 | 21320.00 | 21615.00 | 21660.00 | 21290.00 | 20855.00 | 21035.00 | 21105.00 | 20840.00 | 465.00 | 580.00 | 555.00 | 450.00 |
| 2021-11-12 | 21500.00 | 21370.00 | 21535.00 | 21270.00 | 20995.00 | 20930.00 | 21015.00 | 20790.00 | 505.00 | 440.00 | 520.00 | 480.00 |
| 2021-11-11 | 21615.00 | 21510.00 | 21830.00 | 21460.00 | 20930.00 | 21005.00 | 21150.00 | 20925.00 | 685.00 | 505.00 | 680.00 | 535.00 |
| 2021-11-10 | 21515.00 | 21600.00 | 21685.00 | 21390.00 | 20820.00 | 20920.00 | 20940.00 | 20730.00 | 695.00 | 680.00 | 745.00 | 660.00 |
| 2021-11-09 | 21710.00 | 21480.00 | 21710.00 | 21380.00 | 20950.00 | 20790.00 | 20950.00 | 20690.00 | 760.00 | 690.00 | 760.00 | 690.00 |
| 2021-11-08 | 21400.00 | 21680.00 | 21720.00 | 20965.00 | 20625.00 | 20925.00 | 20950.00 | 20290.00 | 775.00 | 755.00 | 770.00 | 675.00 |
| 2021-11-05 | 21435.00 | 21445.00 | 21580.00 | 21250.00 | 20710.00 | 20725.00 | 20790.00 | 20550.00 | 725.00 | 720.00 | 790.00 | 700.00 |
| 2021-11-04 | 21580.00 | 21355.00 | 21620.00 | 21325.00 | 20715.00 | 20635.00 | 20830.00 | 20615.00 | 865.00 | 720.00 | 790.00 | 710.00 |
| 2021-11-03 | 21670.00 | 21565.00 | 21740.00 | 21230.00 | 20805.00 | 20730.00 | 20885.00 | 20560.00 | 865.00 | 835.00 | 855.00 | 670.00 |
| 2021-11-02 | 21730.00 | 21640.00 | 21990.00 | 21470.00 | 20960.00 | 20800.00 | 21125.00 | 20650.00 | 770.00 | 840.00 | 865.00 | 820.00 |
| 2021-11-01 | 21525.00 | 21620.00 | 21770.00 | 21395.00 | 20665.00 | 20805.00 | 20890.00 | 20575.00 | 860.00 | 815.00 | 880.00 | 820.00 |
| 2021-10-29 | 21670.00 | 21345.00 | 21890.00 | 21310.00 | 20800.00 | 20520.00 | 21000.00 | 20495.00 | 870.00 | 825.00 | 890.00 | 815.00 |
| 2021-10-28 | 21125.00 | 21435.00 | 21680.00 | 20835.00 | 20420.00 | 20635.00 | 20775.00 | 20145.00 | 705.00 | 800.00 | 905.00 | 690.00 |
| 2021-10-27 | 21230.00 | 21125.00 | 21455.00 | 20965.00 | 20505.00 | 20410.00 | 20655.00 | 20320.00 | 725.00 | 715.00 | 800.00 | 645.00 |