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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 21440.00 | 21190.00 | 21440.00 | 21005.00 | 20680.00 | 20485.00 | 20680.00 | 20330.00 | 760.00 | 705.00 | 760.00 | 675.00 |
| 2021-10-25 | 21200.00 | 21495.00 | 21540.00 | 20915.00 | 20555.00 | 20725.00 | 20780.00 | 20300.00 | 645.00 | 770.00 | 760.00 | 615.00 |
| 2021-10-22 | 21200.00 | 21210.00 | 21390.00 | 20755.00 | 20580.00 | 20555.00 | 20660.00 | 20175.00 | 620.00 | 655.00 | 730.00 | 580.00 |
| 2021-10-21 | 21500.00 | 21115.00 | 21880.00 | 21055.00 | 20565.00 | 20470.00 | 21000.00 | 20435.00 | 935.00 | 645.00 | 880.00 | 620.00 |
| 2021-10-20 | 21540.00 | 21440.00 | 21635.00 | 21110.00 | 20580.00 | 20515.00 | 20820.00 | 20200.00 | 960.00 | 925.00 | 815.00 | 910.00 |
| 2021-10-19 | 21820.00 | 21700.00 | 21880.00 | 21465.00 | 20945.00 | 20740.00 | 21005.00 | 20585.00 | 875.00 | 960.00 | 875.00 | 880.00 |
| 2021-10-18 | 22810.00 | 21905.00 | 22960.00 | 21130.00 | 22165.00 | 21005.00 | 22180.00 | 20385.00 | 645.00 | 900.00 | 780.00 | 745.00 |
| 2021-10-15 | 21270.00 | 22855.00 | 22855.00 | 21260.00 | 20780.00 | 21875.00 | 21875.00 | 20750.00 | 490.00 | 980.00 | 980.00 | 510.00 |
| 2021-10-14 | 21000.00 | 21285.00 | 21500.00 | 20835.00 | 20500.00 | 20760.00 | 20875.00 | 20360.00 | 500.00 | 525.00 | 625.00 | 475.00 |
| 2021-10-13 | 21650.00 | 20945.00 | 21775.00 | 20325.00 | 20945.00 | 20420.00 | 21095.00 | 19915.00 | 705.00 | 525.00 | 680.00 | 410.00 |
| 2021-10-12 | 21210.00 | 21735.00 | 21820.00 | 20740.00 | 20695.00 | 21035.00 | 21125.00 | 20230.00 | 515.00 | 700.00 | 695.00 | 510.00 |
| 2021-10-11 | 22200.00 | 21545.00 | 22200.00 | 21015.00 | 21980.00 | 21020.00 | 21980.00 | 20580.00 | 220.00 | 525.00 | 220.00 | 435.00 |
| 2021-10-08 | 21255.00 | 21255.00 | 21255.00 | 21255.00 | 20905.00 | 20905.00 | 20905.00 | 20905.00 | 350.00 | 350.00 | 350.00 | 350.00 |
| 2021-09-30 | 19460.00 | 20005.00 | 20035.00 | 19200.00 | 19095.00 | 19710.00 | 19730.00 | 18775.00 | 365.00 | 295.00 | 305.00 | 425.00 |
| 2021-09-29 | 18815.00 | 19230.00 | 19500.00 | 18695.00 | 18450.00 | 18870.00 | 19155.00 | 18335.00 | 365.00 | 360.00 | 345.00 | 360.00 |
| 2021-09-28 | 18480.00 | 18745.00 | 18850.00 | 18325.00 | 18155.00 | 18385.00 | 18470.00 | 17995.00 | 325.00 | 360.00 | 380.00 | 330.00 |
| 2021-09-27 | 17525.00 | 18510.00 | 18675.00 | 17515.00 | 17355.00 | 18160.00 | 18225.00 | 17335.00 | 170.00 | 350.00 | 450.00 | 180.00 |
| 2021-09-24 | 17200.00 | 17515.00 | 17530.00 | 17185.00 | 17095.00 | 17325.00 | 17330.00 | 17055.00 | 105.00 | 190.00 | 200.00 | 130.00 |
| 2021-09-23 | 17230.00 | 17125.00 | 17285.00 | 17060.00 | 17145.00 | 17000.00 | 17175.00 | 16960.00 | 85.00 | 125.00 | 110.00 | 100.00 |
| 2021-09-22 | 17150.00 | 17155.00 | 17335.00 | 17030.00 | 17010.00 | 17055.00 | 17215.00 | 16935.00 | 140.00 | 100.00 | 120.00 | 95.00 |
| 2021-09-17 | 17560.00 | 17360.00 | 17625.00 | 17270.00 | 17690.00 | 17525.00 | 17765.00 | 17420.00 | -130.00 | -165.00 | -140.00 | -150.00 |
| 2021-09-16 | 17460.00 | 17620.00 | 17675.00 | 17375.00 | 17610.00 | 17755.00 | 17820.00 | 17520.00 | -150.00 | -135.00 | -145.00 | -145.00 |
| 2021-09-15 | 17405.00 | 17465.00 | 17535.00 | 17255.00 | 17520.00 | 17620.00 | 17700.00 | 17445.00 | -115.00 | -155.00 | -165.00 | -190.00 |
| 2021-09-14 | 17460.00 | 17405.00 | 17480.00 | 17320.00 | 17510.00 | 17545.00 | 17600.00 | 17420.00 | -50.00 | -140.00 | -120.00 | -100.00 |
| 2021-09-13 | 17640.00 | 17420.00 | 17690.00 | 17375.00 | 17790.00 | 17520.00 | 17855.00 | 17480.00 | -150.00 | -100.00 | -165.00 | -105.00 |
| 2021-09-10 | 17950.00 | 17540.00 | 18015.00 | 17465.00 | 18005.00 | 17695.00 | 18110.00 | 17565.00 | -55.00 | -155.00 | -95.00 | -100.00 |
| 2021-09-09 | 18100.00 | 17975.00 | 18185.00 | 17965.00 | 18245.00 | 18055.00 | 18290.00 | 18055.00 | -145.00 | -80.00 | -105.00 | -90.00 |
| 2021-09-08 | 17875.00 | 18085.00 | 18115.00 | 17785.00 | 18000.00 | 18205.00 | 18240.00 | 17870.00 | -125.00 | -120.00 | -125.00 | -85.00 |
| 2021-09-07 | 17845.00 | 17910.00 | 17915.00 | 17665.00 | 17945.00 | 18040.00 | 18050.00 | 17760.00 | -100.00 | -130.00 | -135.00 | -95.00 |
| 2021-09-06 | 17875.00 | 17810.00 | 17945.00 | 17740.00 | 17930.00 | 17910.00 | 18010.00 | 17780.00 | -55.00 | -100.00 | -65.00 | -40.00 |
| 2021-09-03 | 17480.00 | 17920.00 | 17930.00 | 17460.00 | 17590.00 | 17950.00 | 17965.00 | 17515.00 | -110.00 | -30.00 | -35.00 | -55.00 |
| 2021-09-02 | 17300.00 | 17455.00 | 17515.00 | 17155.00 | 17185.00 | 17315.00 | 17370.00 | 17050.00 | 115.00 | 140.00 | 145.00 | 105.00 |
| 2021-09-01 | 17285.00 | 17270.00 | 17350.00 | 17105.00 | 17220.00 | 17150.00 | 17260.00 | 17020.00 | 65.00 | 120.00 | 90.00 | 85.00 |
| 2021-08-31 | 17495.00 | 17270.00 | 17595.00 | 17200.00 | 17400.00 | 17220.00 | 17495.00 | 17150.00 | 95.00 | 50.00 | 100.00 | 50.00 |
| 2021-08-30 | 17610.00 | 17440.00 | 17735.00 | 17400.00 | 17685.00 | 17490.00 | 17750.00 | 17410.00 | -75.00 | -50.00 | -15.00 | -10.00 |
| 2021-08-27 | 17560.00 | 17570.00 | 17690.00 | 17430.00 | 17595.00 | 17655.00 | 17700.00 | 17470.00 | -35.00 | -85.00 | -10.00 | -40.00 |
| 2021-08-26 | 17600.00 | 17565.00 | 17750.00 | 17425.00 | 17595.00 | 17605.00 | 17745.00 | 17450.00 | 5.00 | -40.00 | 5.00 | -25.00 |
| 2021-08-25 | 17405.00 | 17555.00 | 17645.00 | 17405.00 | 17420.00 | 17565.00 | 17635.00 | 17415.00 | -15.00 | -10.00 | 10.00 | -10.00 |
| 2021-08-24 | 17900.00 | 17385.00 | 17905.00 | 17365.00 | 17860.00 | 17395.00 | 17870.00 | 17385.00 | 40.00 | -10.00 | 35.00 | -20.00 |
| 2021-08-23 | 17600.00 | 17860.00 | 17950.00 | 17590.00 | 17580.00 | 17740.00 | 17880.00 | 17520.00 | 20.00 | 120.00 | 70.00 | 70.00 |
| 2021-08-20 | 18050.00 | 17595.00 | 18100.00 | 17530.00 | 17915.00 | 17560.00 | 17955.00 | 17500.00 | 135.00 | 35.00 | 145.00 | 30.00 |
| 2021-08-19 | 18345.00 | 18265.00 | 18420.00 | 18015.00 | 18125.00 | 18100.00 | 18200.00 | 17860.00 | 220.00 | 165.00 | 220.00 | 155.00 |
| 2021-08-18 | 18345.00 | 18290.00 | 18505.00 | 18230.00 | 18120.00 | 18075.00 | 18265.00 | 18020.00 | 225.00 | 215.00 | 240.00 | 210.00 |
| 2021-08-17 | 18095.00 | 18300.00 | 18445.00 | 18045.00 | 17830.00 | 18055.00 | 18200.00 | 17765.00 | 265.00 | 245.00 | 245.00 | 280.00 |
| 2021-08-16 | 17895.00 | 18145.00 | 18185.00 | 17870.00 | 17630.00 | 17860.00 | 17900.00 | 17585.00 | 265.00 | 285.00 | 285.00 | 285.00 |
| 2021-08-13 | 17760.00 | 17875.00 | 17990.00 | 17675.00 | 17450.00 | 17580.00 | 17705.00 | 17405.00 | 310.00 | 295.00 | 285.00 | 270.00 |
| 2021-08-12 | 17860.00 | 17730.00 | 17905.00 | 17690.00 | 17585.00 | 17440.00 | 17615.00 | 17410.00 | 275.00 | 290.00 | 290.00 | 280.00 |
| 2021-08-11 | 17970.00 | 17840.00 | 17975.00 | 17730.00 | 17700.00 | 17545.00 | 17700.00 | 17465.00 | 270.00 | 295.00 | 275.00 | 265.00 |
| 2021-08-10 | 17680.00 | 17870.00 | 17940.00 | 17620.00 | 17375.00 | 17575.00 | 17655.00 | 17330.00 | 305.00 | 295.00 | 285.00 | 290.00 |
| 2021-08-09 | 17720.00 | 17725.00 | 17855.00 | 17655.00 | 17430.00 | 17425.00 | 17555.00 | 17360.00 | 290.00 | 300.00 | 300.00 | 295.00 |
| 2021-08-06 | 17130.00 | 17410.00 | 17460.00 | 17065.00 | 17410.00 | 17705.00 | 17755.00 | 17335.00 | -280.00 | -295.00 | -295.00 | -270.00 |
| 2021-08-05 | 17220.00 | 17115.00 | 17270.00 | 17100.00 | 17480.00 | 17395.00 | 17555.00 | 17355.00 | -260.00 | -280.00 | -285.00 | -255.00 |
| 2021-08-04 | 17040.00 | 17245.00 | 17310.00 | 17010.00 | 17270.00 | 17515.00 | 17580.00 | 17235.00 | -230.00 | -270.00 | -270.00 | -225.00 |
| 2021-08-03 | 17320.00 | 17055.00 | 17360.00 | 17050.00 | 17585.00 | 17285.00 | 17630.00 | 17275.00 | -265.00 | -230.00 | -270.00 | -225.00 |
| 2021-08-02 | 17320.00 | 17305.00 | 17395.00 | 17030.00 | 17565.00 | 17570.00 | 17660.00 | 17310.00 | -245.00 | -265.00 | -265.00 | -280.00 |
| 2021-07-30 | 17605.00 | 17335.00 | 17615.00 | 17215.00 | 17820.00 | 17605.00 | 17845.00 | 17500.00 | -215.00 | -270.00 | -230.00 | -285.00 |
| 2021-07-29 | 17590.00 | 17600.00 | 17665.00 | 17365.00 | 17795.00 | 17835.00 | 17875.00 | 17565.00 | -205.00 | -235.00 | -210.00 | -200.00 |
| 2021-07-28 | 17475.00 | 17590.00 | 17625.00 | 17475.00 | 17745.00 | 17795.00 | 17850.00 | 17675.00 | -270.00 | -205.00 | -225.00 | -200.00 |
| 2021-07-27 | 17000.00 | 17475.00 | 17835.00 | 16980.00 | 17270.00 | 17670.00 | 18035.00 | 17240.00 | -270.00 | -195.00 | -200.00 | -260.00 |
| 2021-07-26 | 17160.00 | 17005.00 | 17215.00 | 16915.00 | 17435.00 | 17270.00 | 17480.00 | 17180.00 | -275.00 | -265.00 | -265.00 | -265.00 |
| 2021-07-23 | 17075.00 | 17180.00 | 17270.00 | 16980.00 | 17350.00 | 17445.00 | 17540.00 | 17220.00 | -275.00 | -265.00 | -270.00 | -240.00 |
| 2021-07-22 | 16685.00 | 17025.00 | 17175.00 | 16665.00 | 16920.00 | 17260.00 | 17400.00 | 16910.00 | -235.00 | -235.00 | -225.00 | -245.00 |
| 2021-07-21 | 16695.00 | 16680.00 | 16815.00 | 16625.00 | 16985.00 | 16940.00 | 17075.00 | 16880.00 | -290.00 | -260.00 | -260.00 | -255.00 |
| 2021-07-20 | 16560.00 | 16685.00 | 16720.00 | 16380.00 | 16805.00 | 16970.00 | 16990.00 | 16650.00 | -245.00 | -285.00 | -270.00 | -270.00 |
| 2021-07-19 | 16880.00 | 16705.00 | 16940.00 | 16650.00 | 17125.00 | 16995.00 | 17200.00 | 16920.00 | -245.00 | -290.00 | -260.00 | -270.00 |
| 2021-07-16 | 16835.00 | 16840.00 | 16910.00 | 16625.00 | 17105.00 | 17095.00 | 17165.00 | 16870.00 | -270.00 | -255.00 | -255.00 | -245.00 |
| 2021-07-15 | 16810.00 | 16835.00 | 16975.00 | 16750.00 | 17070.00 | 17105.00 | 17245.00 | 17000.00 | -260.00 | -270.00 | -270.00 | -250.00 |
| 2021-07-14 | 16560.00 | 16745.00 | 16860.00 | 16525.00 | 16860.00 | 17000.00 | 17105.00 | 16815.00 | -300.00 | -255.00 | -245.00 | -290.00 |
| 2021-07-13 | 16395.00 | 16625.00 | 16640.00 | 16370.00 | 16700.00 | 16910.00 | 16925.00 | 16660.00 | -305.00 | -285.00 | -285.00 | -290.00 |
| 2021-07-12 | 16420.00 | 16410.00 | 16575.00 | 16370.00 | 16720.00 | 16700.00 | 16865.00 | 16660.00 | -300.00 | -290.00 | -290.00 | -290.00 |
| 2021-07-09 | 16310.00 | 16355.00 | 16380.00 | 16220.00 | 16620.00 | 16660.00 | 16670.00 | 16520.00 | -310.00 | -305.00 | -290.00 | -300.00 |
| 2021-07-08 | 16455.00 | 16395.00 | 16505.00 | 16265.00 | 16735.00 | 16695.00 | 16800.00 | 16545.00 | -280.00 | -300.00 | -295.00 | -280.00 |
| 2021-07-07 | 16650.00 | 16475.00 | 16670.00 | 16180.00 | 16950.00 | 16775.00 | 16960.00 | 16490.00 | -300.00 | -300.00 | -290.00 | -310.00 |
| 2021-07-06 | 16475.00 | 16610.00 | 16655.00 | 16425.00 | 16810.00 | 16895.00 | 16950.00 | 16730.00 | -335.00 | -285.00 | -295.00 | -305.00 |
| 2021-07-05 | 16260.00 | 16400.00 | 16495.00 | 16175.00 | 16580.00 | 16705.00 | 16810.00 | 16475.00 | -320.00 | -305.00 | -315.00 | -300.00 |
| 2021-07-02 | 15980.00 | 16285.00 | 16290.00 | 15975.00 | 16270.00 | 16585.00 | 16615.00 | 16270.00 | -290.00 | -300.00 | -325.00 | -295.00 |
| 2021-07-01 | 16010.00 | 15885.00 | 16025.00 | 15785.00 | 16275.00 | 16200.00 | 16295.00 | 16090.00 | -265.00 | -315.00 | -270.00 | -305.00 |
| 2021-06-30 | 16030.00 | 16060.00 | 16090.00 | 15935.00 | 16350.00 | 16335.00 | 16390.00 | 16230.00 | -320.00 | -275.00 | -300.00 | -295.00 |
| 2021-06-29 | 16050.00 | 16030.00 | 16100.00 | 15900.00 | 16335.00 | 16330.00 | 16405.00 | 16210.00 | -285.00 | -300.00 | -305.00 | -310.00 |
| 2021-06-28 | 16015.00 | 16025.00 | 16065.00 | 15890.00 | 16280.00 | 16305.00 | 16345.00 | 16170.00 | -265.00 | -280.00 | -280.00 | -280.00 |
| 2021-06-25 | 15900.00 | 16015.00 | 16055.00 | 15860.00 | 16160.00 | 16270.00 | 16315.00 | 16135.00 | -260.00 | -255.00 | -260.00 | -275.00 |
| 2021-06-24 | 15845.00 | 15920.00 | 15930.00 | 15815.00 | 16160.00 | 16200.00 | 16210.00 | 16110.00 | -315.00 | -280.00 | -280.00 | -295.00 |
| 2021-06-23 | 15580.00 | 15835.00 | 15840.00 | 15550.00 | 15900.00 | 16140.00 | 16145.00 | 15890.00 | -320.00 | -305.00 | -305.00 | -340.00 |
| 2021-06-22 | 15430.00 | 15570.00 | 15595.00 | 15400.00 | 15770.00 | 15910.00 | 15935.00 | 15740.00 | -340.00 | -340.00 | -340.00 | -340.00 |
| 2021-06-21 | 15500.00 | 15430.00 | 15595.00 | 15430.00 | 15850.00 | 15775.00 | 15935.00 | 15775.00 | -350.00 | -345.00 | -340.00 | -345.00 |
| 2021-06-18 | 15590.00 | 15485.00 | 15610.00 | 15455.00 | 15940.00 | 15840.00 | 15950.00 | 15795.00 | -350.00 | -355.00 | -340.00 | -340.00 |
| 2021-06-17 | 15675.00 | 15640.00 | 15755.00 | 15585.00 | 16020.00 | 15985.00 | 16090.00 | 15925.00 | -345.00 | -345.00 | -335.00 | -340.00 |
| 2021-06-16 | 15750.00 | 15660.00 | 15800.00 | 15650.00 | 16085.00 | 15995.00 | 16140.00 | 15990.00 | -335.00 | -335.00 | -340.00 | -340.00 |
| 2021-06-15 | 15885.00 | 15730.00 | 15900.00 | 15600.00 | 16210.00 | 16080.00 | 16235.00 | 15940.00 | -325.00 | -350.00 | -335.00 | -340.00 |
| 2021-06-11 | 15990.00 | 16035.00 | 16160.00 | 15935.00 | 16290.00 | 16380.00 | 16490.00 | 16260.00 | -300.00 | -345.00 | -330.00 | -325.00 |
| 2021-06-10 | 16030.00 | 15980.00 | 16065.00 | 15865.00 | 16360.00 | 16300.00 | 16380.00 | 16175.00 | -330.00 | -320.00 | -315.00 | -310.00 |
| 2021-06-09 | 15890.00 | 16025.00 | 16115.00 | 15865.00 | 16210.00 | 16355.00 | 16435.00 | 16180.00 | -320.00 | -330.00 | -320.00 | -315.00 |
| 2021-06-08 | 15840.00 | 15890.00 | 15895.00 | 15725.00 | 16170.00 | 16205.00 | 16215.00 | 16045.00 | -330.00 | -315.00 | -320.00 | -320.00 |
| 2021-06-07 | 15945.00 | 15820.00 | 15965.00 | 15770.00 | 16240.00 | 16150.00 | 16260.00 | 16100.00 | -295.00 | -330.00 | -295.00 | -330.00 |
| 2021-06-04 | 15840.00 | 15875.00 | 15900.00 | 15705.00 | 16160.00 | 16185.00 | 16220.00 | 16030.00 | -320.00 | -310.00 | -320.00 | -325.00 |
| 2021-06-03 | 15650.00 | 15885.00 | 15930.00 | 15595.00 | 15990.00 | 16220.00 | 16255.00 | 15920.00 | -340.00 | -335.00 | -325.00 | -325.00 |
| 2021-06-02 | 15685.00 | 15650.00 | 15750.00 | 15580.00 | 16005.00 | 15985.00 | 16090.00 | 15910.00 | -320.00 | -335.00 | -340.00 | -330.00 |
| 2021-06-01 | 15475.00 | 15570.00 | 15575.00 | 15380.00 | 15825.00 | 15890.00 | 15900.00 | 15710.00 | -350.00 | -320.00 | -325.00 | -330.00 |
| 2021-05-31 | 15420.00 | 15475.00 | 15500.00 | 15325.00 | 15760.00 | 15815.00 | 15840.00 | 15660.00 | -340.00 | -340.00 | -340.00 | -335.00 |
| 2021-05-28 | 15365.00 | 15420.00 | 15515.00 | 15340.00 | 15695.00 | 15750.00 | 15845.00 | 15675.00 | -330.00 | -330.00 | -330.00 | -335.00 |