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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 15590.00 | 15310.00 | 15590.00 | 15300.00 | 15890.00 | 15630.00 | 15905.00 | 15615.00 | -300.00 | -320.00 | -315.00 | -315.00 |
| 2021-05-26 | 15700.00 | 15545.00 | 15735.00 | 15450.00 | 16030.00 | 15870.00 | 16070.00 | 15770.00 | -330.00 | -325.00 | -335.00 | -320.00 |
| 2021-05-25 | 15700.00 | 15740.00 | 15785.00 | 15645.00 | 15965.00 | 16055.00 | 16100.00 | 15925.00 | -265.00 | -315.00 | -315.00 | -280.00 |
| 2021-05-24 | 16060.00 | 15705.00 | 16115.00 | 15685.00 | 16295.00 | 15990.00 | 16360.00 | 15950.00 | -235.00 | -285.00 | -245.00 | -265.00 |
| 2021-05-21 | 15745.00 | 16065.00 | 16120.00 | 15620.00 | 16055.00 | 16300.00 | 16390.00 | 15865.00 | -310.00 | -235.00 | -270.00 | -245.00 |
| 2021-05-20 | 15560.00 | 15805.00 | 15810.00 | 15410.00 | 15755.00 | 16095.00 | 16100.00 | 15640.00 | -195.00 | -290.00 | -290.00 | -230.00 |
| 2021-05-19 | 15780.00 | 15640.00 | 15840.00 | 15630.00 | 16035.00 | 15880.00 | 16090.00 | 15870.00 | -255.00 | -240.00 | -250.00 | -240.00 |
| 2021-05-18 | 15670.00 | 15800.00 | 15815.00 | 15600.00 | 15880.00 | 16040.00 | 16065.00 | 15830.00 | -210.00 | -240.00 | -250.00 | -230.00 |
| 2021-05-17 | 15650.00 | 15670.00 | 15820.00 | 15560.00 | 15940.00 | 15905.00 | 16135.00 | 15820.00 | -290.00 | -235.00 | -315.00 | -260.00 |
| 2021-05-14 | 15820.00 | 15610.00 | 15895.00 | 15510.00 | 16160.00 | 15925.00 | 16215.00 | 15820.00 | -340.00 | -315.00 | -320.00 | -310.00 |
| 2021-05-13 | 16190.00 | 15840.00 | 16230.00 | 15760.00 | 16555.00 | 16165.00 | 16570.00 | 16085.00 | -365.00 | -325.00 | -340.00 | -325.00 |
| 2021-05-12 | 15945.00 | 16310.00 | 16355.00 | 15905.00 | 16250.00 | 16655.00 | 16695.00 | 16240.00 | -305.00 | -345.00 | -340.00 | -335.00 |
| 2021-05-11 | 16085.00 | 15895.00 | 16090.00 | 15800.00 | 16390.00 | 16230.00 | 16420.00 | 16120.00 | -305.00 | -335.00 | -330.00 | -320.00 |
| 2021-05-10 | 15980.00 | 16100.00 | 16115.00 | 15905.00 | 16305.00 | 16430.00 | 16460.00 | 16225.00 | -325.00 | -330.00 | -345.00 | -320.00 |
| 2021-05-07 | 15855.00 | 16020.00 | 16170.00 | 15840.00 | 15700.00 | 15850.00 | 15995.00 | 15685.00 | 155.00 | 170.00 | 175.00 | 155.00 |
| 2021-05-06 | 15700.00 | 15855.00 | 15930.00 | 15670.00 | 15535.00 | 15700.00 | 15775.00 | 15520.00 | 165.00 | 155.00 | 155.00 | 150.00 |
| 2021-04-30 | 15815.00 | 15600.00 | 15845.00 | 15530.00 | 15630.00 | 15455.00 | 15685.00 | 15380.00 | 185.00 | 145.00 | 160.00 | 150.00 |
| 2021-04-29 | 15805.00 | 15850.00 | 15955.00 | 15785.00 | 15665.00 | 15685.00 | 15780.00 | 15625.00 | 140.00 | 165.00 | 175.00 | 160.00 |
| 2021-04-28 | 15855.00 | 15915.00 | 16050.00 | 15785.00 | 15660.00 | 15745.00 | 15885.00 | 15620.00 | 195.00 | 170.00 | 165.00 | 165.00 |
| 2021-04-27 | 15710.00 | 15885.00 | 15895.00 | 15670.00 | 15545.00 | 15715.00 | 15725.00 | 15500.00 | 165.00 | 170.00 | 170.00 | 170.00 |
| 2021-04-26 | 15865.00 | 15665.00 | 15990.00 | 15655.00 | 16180.00 | 16000.00 | 16310.00 | 15995.00 | -315.00 | -335.00 | -320.00 | -340.00 |
| 2021-04-23 | 15550.00 | 15865.00 | 15975.00 | 15510.00 | 15355.00 | 15670.00 | 15790.00 | 15330.00 | 195.00 | 195.00 | 185.00 | 180.00 |
| 2021-04-22 | 15360.00 | 15585.00 | 15620.00 | 15320.00 | 15155.00 | 15400.00 | 15430.00 | 15130.00 | 205.00 | 185.00 | 190.00 | 190.00 |
| 2021-04-21 | 15430.00 | 15395.00 | 15470.00 | 15250.00 | 15200.00 | 15170.00 | 15230.00 | 15030.00 | 230.00 | 225.00 | 240.00 | 220.00 |
| 2021-04-20 | 15480.00 | 15465.00 | 15510.00 | 15295.00 | 15225.00 | 15225.00 | 15275.00 | 15055.00 | 255.00 | 240.00 | 235.00 | 240.00 |
| 2021-04-19 | 15395.00 | 15375.00 | 15420.00 | 15245.00 | 15150.00 | 15145.00 | 15180.00 | 15020.00 | 245.00 | 230.00 | 240.00 | 225.00 |
| 2021-04-16 | 15245.00 | 15435.00 | 15485.00 | 15235.00 | 15020.00 | 15195.00 | 15240.00 | 15005.00 | 225.00 | 240.00 | 245.00 | 230.00 |
| 2021-04-15 | 15065.00 | 15285.00 | 15295.00 | 15045.00 | 14865.00 | 15050.00 | 15070.00 | 14840.00 | 200.00 | 235.00 | 225.00 | 205.00 |
| 2021-04-14 | 14900.00 | 15030.00 | 15070.00 | 14875.00 | 14695.00 | 14810.00 | 14860.00 | 14680.00 | 205.00 | 220.00 | 210.00 | 195.00 |
| 2021-04-13 | 15095.00 | 14860.00 | 15120.00 | 14860.00 | 14900.00 | 14685.00 | 14910.00 | 14680.00 | 195.00 | 175.00 | 210.00 | 180.00 |
| 2021-04-12 | 15245.00 | 15110.00 | 15285.00 | 14845.00 | 15010.00 | 14890.00 | 15050.00 | 14635.00 | 235.00 | 220.00 | 235.00 | 210.00 |
| 2021-04-09 | 14900.00 | 15005.00 | 15080.00 | 14800.00 | 15140.00 | 15245.00 | 15310.00 | 15020.00 | -240.00 | -240.00 | -230.00 | -220.00 |
| 2021-04-08 | 14995.00 | 14880.00 | 14995.00 | 14830.00 | 15220.00 | 15120.00 | 15240.00 | 15070.00 | -225.00 | -240.00 | -245.00 | -240.00 |
| 2021-04-07 | 15075.00 | 14985.00 | 15160.00 | 14905.00 | 15330.00 | 15240.00 | 15390.00 | 15155.00 | -255.00 | -255.00 | -230.00 | -250.00 |
| 2021-04-06 | 14795.00 | 15075.00 | 15080.00 | 14730.00 | 15055.00 | 15325.00 | 15335.00 | 14990.00 | -260.00 | -250.00 | -255.00 | -260.00 |
| 2021-04-02 | 14765.00 | 14875.00 | 14900.00 | 14555.00 | 14990.00 | 15130.00 | 15150.00 | 14795.00 | -225.00 | -255.00 | -250.00 | -240.00 |
| 2021-04-01 | 14710.00 | 14765.00 | 14865.00 | 14520.00 | 14965.00 | 15000.00 | 15120.00 | 14765.00 | -255.00 | -235.00 | -255.00 | -245.00 |
| 2021-03-31 | 14910.00 | 14715.00 | 14935.00 | 14665.00 | 15180.00 | 14965.00 | 15185.00 | 14925.00 | -270.00 | -250.00 | -250.00 | -260.00 |
| 2021-03-30 | 14780.00 | 14870.00 | 14950.00 | 14740.00 | 15050.00 | 15125.00 | 15215.00 | 14995.00 | -270.00 | -255.00 | -265.00 | -255.00 |
| 2021-03-29 | 14760.00 | 14735.00 | 14980.00 | 14675.00 | 15000.00 | 14995.00 | 15215.00 | 14925.00 | -240.00 | -260.00 | -235.00 | -250.00 |
| 2021-03-26 | 14755.00 | 14620.00 | 14810.00 | 14285.00 | 14990.00 | 14875.00 | 15065.00 | 14485.00 | -235.00 | -255.00 | -255.00 | -200.00 |
| 2021-03-25 | 14955.00 | 14890.00 | 15045.00 | 14665.00 | 15200.00 | 15145.00 | 15295.00 | 14910.00 | -245.00 | -255.00 | -250.00 | -245.00 |
| 2021-03-24 | 15260.00 | 14920.00 | 15260.00 | 14835.00 | 15500.00 | 15175.00 | 15510.00 | 15090.00 | -240.00 | -255.00 | -250.00 | -255.00 |
| 2021-03-23 | 15330.00 | 15315.00 | 15390.00 | 15175.00 | 15590.00 | 15575.00 | 15655.00 | 15435.00 | -260.00 | -260.00 | -265.00 | -260.00 |
| 2021-03-22 | 15255.00 | 15315.00 | 15395.00 | 15200.00 | 15525.00 | 15585.00 | 15675.00 | 15475.00 | -270.00 | -270.00 | -280.00 | -275.00 |
| 2021-03-19 | 15615.00 | 15260.00 | 15675.00 | 15205.00 | 15880.00 | 15525.00 | 15950.00 | 15480.00 | -265.00 | -265.00 | -275.00 | -275.00 |
| 2021-03-18 | 15660.00 | 15650.00 | 15835.00 | 15560.00 | 15920.00 | 15915.00 | 16100.00 | 15815.00 | -260.00 | -265.00 | -265.00 | -255.00 |
| 2021-03-17 | 15550.00 | 15725.00 | 15760.00 | 15530.00 | 15805.00 | 15980.00 | 16020.00 | 15785.00 | -255.00 | -255.00 | -260.00 | -255.00 |
| 2021-03-16 | 15655.00 | 15515.00 | 15720.00 | 15515.00 | 15980.00 | 15775.00 | 15985.00 | 15765.00 | -325.00 | -260.00 | -265.00 | -250.00 |
| 2021-03-15 | 15800.00 | 15695.00 | 15875.00 | 15655.00 | 16010.00 | 15965.00 | 16125.00 | 15920.00 | -210.00 | -270.00 | -250.00 | -265.00 |
| 2021-03-12 | 15790.00 | 15870.00 | 16015.00 | 15755.00 | 16030.00 | 16115.00 | 16260.00 | 15990.00 | -240.00 | -245.00 | -245.00 | -235.00 |
| 2021-03-11 | 15525.00 | 15790.00 | 15830.00 | 15450.00 | 15720.00 | 16045.00 | 16065.00 | 15665.00 | -195.00 | -255.00 | -235.00 | -215.00 |
| 2021-03-10 | 15840.00 | 15550.00 | 15885.00 | 15330.00 | 16025.00 | 15770.00 | 16085.00 | 15550.00 | -185.00 | -220.00 | -200.00 | -220.00 |
| 2021-03-09 | 16065.00 | 15815.00 | 16080.00 | 15800.00 | 16235.00 | 16010.00 | 16280.00 | 16000.00 | -170.00 | -195.00 | -200.00 | -200.00 |
| 2021-03-08 | 15970.00 | 16075.00 | 16270.00 | 15860.00 | 16165.00 | 16275.00 | 16480.00 | 16040.00 | -195.00 | -200.00 | -210.00 | -180.00 |
| 2021-03-05 | 16110.00 | 15990.00 | 16200.00 | 15800.00 | 16225.00 | 16160.00 | 16345.00 | 15960.00 | -115.00 | -170.00 | -145.00 | -160.00 |
| 2021-03-04 | 16380.00 | 16080.00 | 16410.00 | 16020.00 | 16510.00 | 16205.00 | 16555.00 | 16160.00 | -130.00 | -125.00 | -145.00 | -140.00 |
| 2021-03-03 | 16520.00 | 16385.00 | 16580.00 | 16240.00 | 16700.00 | 16530.00 | 16740.00 | 16395.00 | -180.00 | -145.00 | -160.00 | -155.00 |
| 2021-03-02 | 16750.00 | 16430.00 | 16850.00 | 16260.00 | 16930.00 | 16595.00 | 17020.00 | 16430.00 | -180.00 | -165.00 | -170.00 | -170.00 |
| 2021-03-01 | 16155.00 | 16685.00 | 16715.00 | 16040.00 | 16445.00 | 16855.00 | 16880.00 | 16185.00 | -290.00 | -170.00 | -165.00 | -145.00 |
| 2021-02-26 | 16575.00 | 16240.00 | 16855.00 | 16000.00 | 16765.00 | 16390.00 | 17020.00 | 16150.00 | -190.00 | -150.00 | -165.00 | -150.00 |
| 2021-02-25 | 16350.00 | 16745.00 | 17080.00 | 16320.00 | 16490.00 | 16905.00 | 17215.00 | 16465.00 | -140.00 | -160.00 | -135.00 | -145.00 |
| 2021-02-24 | 16310.00 | 16285.00 | 16400.00 | 16205.00 | 16450.00 | 16415.00 | 16565.00 | 16360.00 | -140.00 | -130.00 | -165.00 | -155.00 |
| 2021-02-23 | 16325.00 | 16355.00 | 16635.00 | 16220.00 | 16450.00 | 16490.00 | 16770.00 | 16385.00 | -125.00 | -135.00 | -135.00 | -165.00 |
| 2021-02-22 | 16100.00 | 16300.00 | 16500.00 | 16020.00 | 16270.00 | 16460.00 | 16650.00 | 16195.00 | -170.00 | -160.00 | -150.00 | -175.00 |
| 2021-02-19 | 16040.00 | 16095.00 | 16195.00 | 15880.00 | 16200.00 | 16275.00 | 16360.00 | 16040.00 | -160.00 | -180.00 | -165.00 | -160.00 |
| 2021-02-18 | 15940.00 | 16005.00 | 16115.00 | 15910.00 | 16145.00 | 16185.00 | 16270.00 | 16080.00 | -205.00 | -180.00 | -155.00 | -170.00 |
| 2021-02-10 | 15650.00 | 15715.00 | 15780.00 | 15515.00 | 15800.00 | 15875.00 | 15935.00 | 15690.00 | -150.00 | -160.00 | -155.00 | -175.00 |
| 2021-02-09 | 15585.00 | 15605.00 | 15685.00 | 15510.00 | 15715.00 | 15760.00 | 15825.00 | 15655.00 | -130.00 | -155.00 | -140.00 | -145.00 |
| 2021-02-08 | 15590.00 | 15575.00 | 15650.00 | 15330.00 | 15745.00 | 15705.00 | 15780.00 | 15455.00 | -155.00 | -130.00 | -130.00 | -125.00 |
| 2021-02-05 | 15275.00 | 15595.00 | 15595.00 | 15245.00 | 15450.00 | 15730.00 | 15745.00 | 15400.00 | -175.00 | -135.00 | -150.00 | -155.00 |
| 2021-02-04 | 14915.00 | 15310.00 | 15430.00 | 14870.00 | 15095.00 | 15450.00 | 15560.00 | 15060.00 | -180.00 | -140.00 | -130.00 | -190.00 |
| 2021-02-03 | 14935.00 | 14880.00 | 14970.00 | 14850.00 | 15095.00 | 15060.00 | 15145.00 | 15035.00 | -160.00 | -180.00 | -175.00 | -185.00 |
| 2021-02-02 | 15060.00 | 14925.00 | 15110.00 | 14915.00 | 15275.00 | 15095.00 | 15290.00 | 15085.00 | -215.00 | -170.00 | -180.00 | -170.00 |
| 2021-02-01 | 14850.00 | 15070.00 | 15100.00 | 14820.00 | 15020.00 | 15260.00 | 15285.00 | 14990.00 | -170.00 | -190.00 | -185.00 | -170.00 |
| 2021-01-29 | 14860.00 | 14785.00 | 14990.00 | 14735.00 | 15040.00 | 14950.00 | 15175.00 | 14905.00 | -180.00 | -165.00 | -185.00 | -170.00 |
| 2021-01-28 | 15060.00 | 14855.00 | 15070.00 | 14810.00 | 15255.00 | 15040.00 | 15260.00 | 15005.00 | -195.00 | -185.00 | -190.00 | -195.00 |
| 2021-01-27 | 14920.00 | 15105.00 | 15125.00 | 14860.00 | 15100.00 | 15295.00 | 15305.00 | 15045.00 | -180.00 | -190.00 | -180.00 | -185.00 |
| 2021-01-26 | 15180.00 | 14855.00 | 15185.00 | 14820.00 | 15340.00 | 15035.00 | 15355.00 | 15005.00 | -160.00 | -180.00 | -170.00 | -185.00 |
| 2021-01-25 | 15110.00 | 15130.00 | 15175.00 | 14985.00 | 15255.00 | 15315.00 | 15340.00 | 15150.00 | -145.00 | -185.00 | -165.00 | -165.00 |
| 2021-01-22 | 15335.00 | 15205.00 | 15395.00 | 15075.00 | 15520.00 | 15360.00 | 15570.00 | 15245.00 | -185.00 | -155.00 | -175.00 | -170.00 |
| 2021-01-21 | 15090.00 | 15270.00 | 15300.00 | 15060.00 | 15290.00 | 15455.00 | 15485.00 | 15260.00 | -200.00 | -185.00 | -185.00 | -200.00 |
| 2021-01-20 | 15290.00 | 15090.00 | 15330.00 | 15060.00 | 15480.00 | 15285.00 | 15520.00 | 15265.00 | -190.00 | -195.00 | -190.00 | -205.00 |
| 2021-01-19 | 15200.00 | 15250.00 | 15365.00 | 15185.00 | 15420.00 | 15440.00 | 15550.00 | 15375.00 | -220.00 | -190.00 | -185.00 | -190.00 |
| 2021-01-18 | 15010.00 | 15210.00 | 15260.00 | 14955.00 | 15215.00 | 15415.00 | 15465.00 | 15155.00 | -205.00 | -205.00 | -205.00 | -200.00 |
| 2021-01-15 | 15010.00 | 14975.00 | 15110.00 | 14925.00 | 14945.00 | 14925.00 | 15055.00 | 14865.00 | 65.00 | 50.00 | 55.00 | 60.00 |
| 2021-01-14 | 15325.00 | 14960.00 | 15360.00 | 14950.00 | 15250.00 | 14905.00 | 15305.00 | 14900.00 | 75.00 | 55.00 | 55.00 | 50.00 |
| 2021-01-13 | 15200.00 | 15345.00 | 15460.00 | 15185.00 | 15160.00 | 15290.00 | 15410.00 | 15155.00 | 40.00 | 55.00 | 50.00 | 30.00 |
| 2021-01-12 | 15150.00 | 15200.00 | 15235.00 | 14900.00 | 15105.00 | 15160.00 | 15195.00 | 14885.00 | 45.00 | 40.00 | 40.00 | 15.00 |
| 2021-01-11 | 15465.00 | 15100.00 | 15500.00 | 15100.00 | 15405.00 | 15085.00 | 15440.00 | 15075.00 | 60.00 | 15.00 | 60.00 | 25.00 |
| 2021-01-08 | 15505.00 | 15415.00 | 15610.00 | 15310.00 | 15480.00 | 15370.00 | 15570.00 | 15265.00 | 25.00 | 45.00 | 40.00 | 45.00 |
| 2021-01-07 | 15440.00 | 15535.00 | 15580.00 | 15345.00 | 15425.00 | 15510.00 | 15545.00 | 15325.00 | 15.00 | 25.00 | 35.00 | 20.00 |
| 2021-01-06 | 15325.00 | 15430.00 | 15465.00 | 15250.00 | 15270.00 | 15380.00 | 15405.00 | 15200.00 | 55.00 | 50.00 | 60.00 | 50.00 |
| 2021-01-05 | 15350.00 | 15300.00 | 15485.00 | 15215.00 | 15325.00 | 15230.00 | 15435.00 | 15160.00 | 25.00 | 70.00 | 50.00 | 55.00 |
| 2021-01-04 | 15080.00 | 15375.00 | 15380.00 | 15075.00 | 15030.00 | 15325.00 | 15330.00 | 15030.00 | 50.00 | 50.00 | 50.00 | 45.00 |
| 2020-12-31 | 15030.00 | 15060.00 | 15185.00 | 14980.00 | 15000.00 | 15010.00 | 15135.00 | 14940.00 | 30.00 | 50.00 | 50.00 | 40.00 |
| 2020-12-30 | 14870.00 | 15040.00 | 15075.00 | 14850.00 | 14825.00 | 14995.00 | 15015.00 | 14795.00 | 45.00 | 45.00 | 60.00 | 55.00 |
| 2020-12-29 | 14890.00 | 14855.00 | 14970.00 | 14800.00 | 14815.00 | 14800.00 | 14900.00 | 14745.00 | 75.00 | 55.00 | 70.00 | 55.00 |
| 2020-12-28 | 14890.00 | 14865.00 | 14925.00 | 14805.00 | 14855.00 | 14885.00 | 14945.00 | 14810.00 | 35.00 | -20.00 | -20.00 | -5.00 |
| 2020-12-25 | 14785.00 | 14930.00 | 14945.00 | 14765.00 | 14775.00 | 14905.00 | 14955.00 | 14775.00 | 10.00 | 25.00 | -10.00 | -10.00 |