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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 11965.00 | 12070.00 | 12090.00 | 11915.00 | 12530.00 | 12660.00 | 12675.00 | 12500.00 | -565.00 | -590.00 | -585.00 | -585.00 |
| 2020-07-28 | 11935.00 | 11965.00 | 12055.00 | 11930.00 | 12510.00 | 12550.00 | 12635.00 | 12505.00 | -575.00 | -585.00 | -580.00 | -575.00 |
| 2020-07-27 | 11955.00 | 11935.00 | 11995.00 | 11890.00 | 12550.00 | 12510.00 | 12575.00 | 12470.00 | -595.00 | -575.00 | -580.00 | -580.00 |
| 2020-07-24 | 12050.00 | 12010.00 | 12135.00 | 11950.00 | 12620.00 | 12575.00 | 12720.00 | 12520.00 | -570.00 | -565.00 | -585.00 | -570.00 |
| 2020-07-23 | 12110.00 | 12070.00 | 12215.00 | 12030.00 | 12680.00 | 12650.00 | 12790.00 | 12610.00 | -570.00 | -580.00 | -575.00 | -580.00 |
| 2020-07-22 | 12080.00 | 12165.00 | 12425.00 | 12060.00 | 12650.00 | 12745.00 | 12975.00 | 12640.00 | -570.00 | -580.00 | -550.00 | -580.00 |
| 2020-07-21 | 12010.00 | 12080.00 | 12140.00 | 11995.00 | 12600.00 | 12655.00 | 12725.00 | 12595.00 | -590.00 | -575.00 | -585.00 | -600.00 |
| 2020-07-20 | 11930.00 | 11980.00 | 11985.00 | 11875.00 | 12545.00 | 12570.00 | 12590.00 | 12470.00 | -615.00 | -590.00 | -605.00 | -595.00 |
| 2020-07-17 | 11925.00 | 11945.00 | 12060.00 | 11925.00 | 12535.00 | 12545.00 | 12655.00 | 12520.00 | -610.00 | -600.00 | -595.00 | -595.00 |
| 2020-07-16 | 12090.00 | 11950.00 | 12120.00 | 11915.00 | 12665.00 | 12545.00 | 12715.00 | 12510.00 | -575.00 | -595.00 | -595.00 | -595.00 |
| 2020-07-15 | 11980.00 | 12080.00 | 12105.00 | 11975.00 | 12565.00 | 12670.00 | 12705.00 | 12565.00 | -585.00 | -590.00 | -600.00 | -590.00 |
| 2020-07-14 | 12130.00 | 11995.00 | 12160.00 | 11945.00 | 12725.00 | 12595.00 | 12745.00 | 12540.00 | -595.00 | -600.00 | -585.00 | -595.00 |
| 2020-07-13 | 12040.00 | 12130.00 | 12200.00 | 12030.00 | 12610.00 | 12725.00 | 12790.00 | 12610.00 | -570.00 | -595.00 | -590.00 | -580.00 |
| 2020-07-10 | 12125.00 | 12055.00 | 12250.00 | 11970.00 | 12725.00 | 12640.00 | 12835.00 | 12565.00 | -600.00 | -585.00 | -585.00 | -595.00 |
| 2020-07-09 | 11925.00 | 12110.00 | 12135.00 | 11925.00 | 12550.00 | 12705.00 | 12715.00 | 12525.00 | -625.00 | -595.00 | -580.00 | -600.00 |
| 2020-07-08 | 11950.00 | 11925.00 | 12005.00 | 11880.00 | 12540.00 | 12525.00 | 12590.00 | 12470.00 | -590.00 | -600.00 | -585.00 | -590.00 |
| 2020-07-07 | 12040.00 | 11950.00 | 12065.00 | 11860.00 | 12625.00 | 12535.00 | 12640.00 | 12440.00 | -585.00 | -585.00 | -575.00 | -580.00 |
| 2020-07-06 | 11950.00 | 12025.00 | 12045.00 | 11895.00 | 12545.00 | 12600.00 | 12635.00 | 12480.00 | -595.00 | -575.00 | -590.00 | -585.00 |
| 2020-07-03 | 11915.00 | 11950.00 | 12015.00 | 11865.00 | 12500.00 | 12525.00 | 12600.00 | 12450.00 | -585.00 | -575.00 | -585.00 | -585.00 |
| 2020-07-02 | 11755.00 | 11890.00 | 11945.00 | 11750.00 | 12325.00 | 12470.00 | 12515.00 | 12325.00 | -570.00 | -580.00 | -570.00 | -575.00 |
| 2020-07-01 | 11690.00 | 11785.00 | 11820.00 | 11650.00 | 12265.00 | 12360.00 | 12380.00 | 12215.00 | -575.00 | -575.00 | -560.00 | -565.00 |
| 2020-06-30 | 11665.00 | 11675.00 | 11755.00 | 11655.00 | 12205.00 | 12240.00 | 12315.00 | 12205.00 | -540.00 | -565.00 | -560.00 | -550.00 |
| 2020-06-29 | 11650.00 | 11665.00 | 11755.00 | 11600.00 | 12200.00 | 12215.00 | 12310.00 | 12160.00 | -550.00 | -550.00 | -555.00 | -560.00 |
| 2020-06-24 | 11690.00 | 11650.00 | 11720.00 | 11625.00 | 12250.00 | 12215.00 | 12275.00 | 12190.00 | -560.00 | -565.00 | -555.00 | -565.00 |
| 2020-06-23 | 11710.00 | 11670.00 | 11780.00 | 11655.00 | 12280.00 | 12225.00 | 12330.00 | 12215.00 | -570.00 | -555.00 | -550.00 | -560.00 |
| 2020-06-22 | 11905.00 | 11730.00 | 11930.00 | 11720.00 | 12435.00 | 12285.00 | 12460.00 | 12270.00 | -530.00 | -555.00 | -530.00 | -550.00 |
| 2020-06-19 | 11890.00 | 11910.00 | 11950.00 | 11845.00 | 12400.00 | 12435.00 | 12465.00 | 12370.00 | -510.00 | -525.00 | -515.00 | -525.00 |
| 2020-06-18 | 11845.00 | 11890.00 | 11910.00 | 11820.00 | 12375.00 | 12405.00 | 12435.00 | 12340.00 | -530.00 | -515.00 | -525.00 | -520.00 |
| 2020-06-17 | 11880.00 | 11840.00 | 11925.00 | 11755.00 | 12405.00 | 12360.00 | 12455.00 | 12265.00 | -525.00 | -520.00 | -530.00 | -510.00 |
| 2020-06-16 | 11700.00 | 11835.00 | 11860.00 | 11685.00 | 12200.00 | 12370.00 | 12390.00 | 12190.00 | -500.00 | -535.00 | -530.00 | -505.00 |
| 2020-06-15 | 11880.00 | 11715.00 | 11955.00 | 11700.00 | 12400.00 | 12215.00 | 12480.00 | 12205.00 | -520.00 | -500.00 | -525.00 | -505.00 |
| 2020-06-12 | 11930.00 | 11855.00 | 11965.00 | 11790.00 | 12430.00 | 12395.00 | 12475.00 | 12310.00 | -500.00 | -540.00 | -510.00 | -520.00 |
| 2020-06-11 | 12025.00 | 11975.00 | 12060.00 | 11850.00 | 12540.00 | 12490.00 | 12580.00 | 12355.00 | -515.00 | -515.00 | -520.00 | -505.00 |
| 2020-06-10 | 12030.00 | 12020.00 | 12085.00 | 11990.00 | 12580.00 | 12540.00 | 12610.00 | 12515.00 | -550.00 | -520.00 | -525.00 | -525.00 |
| 2020-06-09 | 11985.00 | 12095.00 | 12150.00 | 11900.00 | 12525.00 | 12630.00 | 12680.00 | 12435.00 | -540.00 | -535.00 | -530.00 | -535.00 |
| 2020-06-08 | 12020.00 | 11985.00 | 12155.00 | 11935.00 | 12540.00 | 12520.00 | 12665.00 | 12450.00 | -520.00 | -535.00 | -510.00 | -515.00 |
| 2020-06-05 | 11750.00 | 11985.00 | 12045.00 | 11730.00 | 12280.00 | 12500.00 | 12560.00 | 12260.00 | -530.00 | -515.00 | -515.00 | -530.00 |
| 2020-06-04 | 11815.00 | 11780.00 | 11840.00 | 11670.00 | 12335.00 | 12310.00 | 12370.00 | 12200.00 | -520.00 | -530.00 | -530.00 | -530.00 |
| 2020-06-03 | 11765.00 | 11785.00 | 11800.00 | 11710.00 | 12305.00 | 12315.00 | 12330.00 | 12245.00 | -540.00 | -530.00 | -530.00 | -535.00 |
| 2020-06-02 | 11630.00 | 11740.00 | 11845.00 | 11625.00 | 12155.00 | 12270.00 | 12375.00 | 12155.00 | -525.00 | -530.00 | -530.00 | -530.00 |
| 2020-06-01 | 11460.00 | 11695.00 | 11720.00 | 11400.00 | 12000.00 | 12225.00 | 12260.00 | 11955.00 | -540.00 | -530.00 | -540.00 | -555.00 |
| 2020-05-29 | 11565.00 | 11480.00 | 11580.00 | 11470.00 | 12105.00 | 12025.00 | 12120.00 | 12020.00 | -540.00 | -545.00 | -540.00 | -550.00 |
| 2020-05-28 | 11595.00 | 11560.00 | 11630.00 | 11490.00 | 12130.00 | 12095.00 | 12170.00 | 12030.00 | -535.00 | -535.00 | -540.00 | -540.00 |
| 2020-05-27 | 11700.00 | 11605.00 | 11735.00 | 11585.00 | 12230.00 | 12140.00 | 12270.00 | 12120.00 | -530.00 | -535.00 | -535.00 | -535.00 |
| 2020-05-26 | 11620.00 | 11630.00 | 11685.00 | 11570.00 | 12175.00 | 12170.00 | 12225.00 | 12110.00 | -555.00 | -540.00 | -540.00 | -540.00 |
| 2020-05-25 | 11575.00 | 11620.00 | 11635.00 | 11455.00 | 12100.00 | 12155.00 | 12175.00 | 11995.00 | -525.00 | -535.00 | -540.00 | -540.00 |
| 2020-05-22 | 11830.00 | 11580.00 | 11860.00 | 11550.00 | 12355.00 | 12115.00 | 12385.00 | 12085.00 | -525.00 | -535.00 | -525.00 | -535.00 |
| 2020-05-21 | 11820.00 | 11790.00 | 11860.00 | 11725.00 | 12300.00 | 12320.00 | 12370.00 | 12250.00 | -480.00 | -530.00 | -510.00 | -525.00 |
| 2020-05-20 | 11740.00 | 11800.00 | 11955.00 | 11715.00 | 12250.00 | 12305.00 | 12465.00 | 12240.00 | -510.00 | -505.00 | -510.00 | -525.00 |
| 2020-05-19 | 11625.00 | 11730.00 | 11905.00 | 11585.00 | 12155.00 | 12250.00 | 12410.00 | 12100.00 | -530.00 | -520.00 | -505.00 | -515.00 |
| 2020-05-18 | 11665.00 | 11590.00 | 11800.00 | 11530.00 | 12190.00 | 12120.00 | 12310.00 | 12040.00 | -525.00 | -530.00 | -510.00 | -510.00 |
| 2020-05-15 | 11485.00 | 11645.00 | 11670.00 | 11435.00 | 11995.00 | 12150.00 | 12170.00 | 11945.00 | -510.00 | -505.00 | -500.00 | -510.00 |
| 2020-05-14 | 11570.00 | 11490.00 | 11615.00 | 11440.00 | 12060.00 | 12005.00 | 12110.00 | 11945.00 | -490.00 | -515.00 | -495.00 | -505.00 |
| 2020-05-13 | 11610.00 | 11550.00 | 11655.00 | 11425.00 | 12110.00 | 12040.00 | 12165.00 | 11920.00 | -500.00 | -490.00 | -510.00 | -495.00 |
| 2020-05-12 | 11600.00 | 11535.00 | 11730.00 | 11500.00 | 12115.00 | 12040.00 | 12205.00 | 11965.00 | -515.00 | -505.00 | -475.00 | -465.00 |
| 2020-05-11 | 11745.00 | 11620.00 | 11790.00 | 11565.00 | 12195.00 | 12095.00 | 12235.00 | 12030.00 | -450.00 | -475.00 | -445.00 | -465.00 |
| 2020-05-08 | 11600.00 | 11655.00 | 11830.00 | 11560.00 | 12070.00 | 12110.00 | 12260.00 | 12040.00 | -470.00 | -455.00 | -430.00 | -480.00 |
| 2020-05-07 | 11325.00 | 11540.00 | 11600.00 | 11285.00 | 11790.00 | 12010.00 | 12070.00 | 11770.00 | -465.00 | -470.00 | -470.00 | -485.00 |
| 2020-05-06 | 11400.00 | 11335.00 | 11400.00 | 11170.00 | 11830.00 | 11810.00 | 11915.00 | 11695.00 | -430.00 | -475.00 | -515.00 | -525.00 |
| 2020-04-30 | 11580.00 | 11650.00 | 11670.00 | 11520.00 | 12085.00 | 12175.00 | 12185.00 | 12040.00 | -505.00 | -525.00 | -515.00 | -520.00 |
| 2020-04-29 | 11505.00 | 11450.00 | 11540.00 | 11435.00 | 12025.00 | 11975.00 | 12060.00 | 11965.00 | -520.00 | -525.00 | -520.00 | -530.00 |
| 2020-04-28 | 11430.00 | 11400.00 | 11485.00 | 11290.00 | 11950.00 | 11925.00 | 12015.00 | 11825.00 | -520.00 | -525.00 | -530.00 | -535.00 |
| 2020-04-27 | 11410.00 | 11465.00 | 11630.00 | 11405.00 | 11975.00 | 12000.00 | 12150.00 | 11950.00 | -565.00 | -535.00 | -520.00 | -545.00 |
| 2020-04-24 | 11620.00 | 11460.00 | 11650.00 | 11440.00 | 12130.00 | 12005.00 | 12170.00 | 11980.00 | -510.00 | -545.00 | -520.00 | -540.00 |
| 2020-04-23 | 11600.00 | 11695.00 | 11745.00 | 11460.00 | 11210.00 | 11310.00 | 11350.00 | 11070.00 | 390.00 | 385.00 | 395.00 | 390.00 |
| 2020-04-22 | 11100.00 | 11295.00 | 11325.00 | 10855.00 | 10795.00 | 10920.00 | 10945.00 | 10520.00 | 305.00 | 375.00 | 380.00 | 335.00 |
| 2020-04-21 | 11525.00 | 11165.00 | 11630.00 | 11150.00 | 11090.00 | 10810.00 | 11245.00 | 10800.00 | 435.00 | 355.00 | 385.00 | 350.00 |
| 2020-04-20 | 11300.00 | 11520.00 | 11545.00 | 11300.00 | 10950.00 | 11140.00 | 11165.00 | 10940.00 | 350.00 | 380.00 | 380.00 | 360.00 |
| 2020-04-17 | 11405.00 | 11400.00 | 11545.00 | 11335.00 | 10995.00 | 11030.00 | 11165.00 | 10965.00 | 410.00 | 370.00 | 380.00 | 370.00 |
| 2020-04-16 | 11365.00 | 11310.00 | 11460.00 | 11300.00 | 10985.00 | 10940.00 | 11080.00 | 10930.00 | 380.00 | 370.00 | 380.00 | 370.00 |
| 2020-04-15 | 11425.00 | 11380.00 | 11520.00 | 11345.00 | 11005.00 | 11010.00 | 11125.00 | 10970.00 | 420.00 | 370.00 | 395.00 | 375.00 |
| 2020-04-14 | 11355.00 | 11415.00 | 11550.00 | 11310.00 | 11025.00 | 11025.00 | 11145.00 | 10920.00 | 330.00 | 390.00 | 405.00 | 390.00 |
| 2020-04-13 | 11630.00 | 11340.00 | 11700.00 | 11280.00 | 11280.00 | 10950.00 | 11295.00 | 10900.00 | 350.00 | 390.00 | 405.00 | 380.00 |
| 2020-04-10 | 11450.00 | 11535.00 | 11685.00 | 11365.00 | 11030.00 | 11130.00 | 11275.00 | 10960.00 | 420.00 | 405.00 | 410.00 | 405.00 |
| 2020-04-09 | 11530.00 | 11515.00 | 11630.00 | 11470.00 | 11180.00 | 11110.00 | 11210.00 | 11055.00 | 350.00 | 405.00 | 420.00 | 415.00 |
| 2020-04-08 | 11125.00 | 11505.00 | 11750.00 | 11040.00 | 10785.00 | 11080.00 | 11325.00 | 10650.00 | 340.00 | 425.00 | 425.00 | 390.00 |
| 2020-04-07 | 11280.00 | 11180.00 | 11300.00 | 11110.00 | 10900.00 | 10785.00 | 10900.00 | 10705.00 | 380.00 | 395.00 | 400.00 | 405.00 |
| 2020-04-03 | 11000.00 | 10875.00 | 11080.00 | 10780.00 | 10600.00 | 10475.00 | 10665.00 | 10380.00 | 400.00 | 400.00 | 415.00 | 400.00 |
| 2020-04-02 | 10500.00 | 10895.00 | 10970.00 | 10470.00 | 10160.00 | 10485.00 | 10550.00 | 10090.00 | 340.00 | 410.00 | 420.00 | 380.00 |
| 2020-04-01 | 10965.00 | 10740.00 | 11050.00 | 10715.00 | 10560.00 | 10355.00 | 10640.00 | 10330.00 | 405.00 | 385.00 | 410.00 | 385.00 |
| 2020-03-31 | 10560.00 | 10540.00 | 10650.00 | 10480.00 | 10960.00 | 10940.00 | 11060.00 | 10895.00 | -400.00 | -400.00 | -410.00 | -415.00 |
| 2020-03-30 | 10455.00 | 10410.00 | 10525.00 | 10145.00 | 10900.00 | 10840.00 | 10965.00 | 10580.00 | -445.00 | -430.00 | -440.00 | -435.00 |
| 2020-03-27 | 10610.00 | 10720.00 | 10850.00 | 10605.00 | 11065.00 | 11180.00 | 11305.00 | 11060.00 | -455.00 | -460.00 | -455.00 | -455.00 |
| 2020-03-26 | 10600.00 | 10645.00 | 10880.00 | 10495.00 | 11080.00 | 11105.00 | 11330.00 | 10955.00 | -480.00 | -460.00 | -450.00 | -460.00 |
| 2020-03-25 | 10560.00 | 10695.00 | 10695.00 | 10430.00 | 11000.00 | 11155.00 | 11155.00 | 10880.00 | -440.00 | -460.00 | -460.00 | -450.00 |
| 2020-03-24 | 10480.00 | 10360.00 | 10480.00 | 9935.00 | 10790.00 | 10810.00 | 10920.00 | 10385.00 | -310.00 | -450.00 | -440.00 | -450.00 |
| 2020-03-23 | 10600.00 | 10570.00 | 10650.00 | 10570.00 | 11030.00 | 11020.00 | 11100.00 | 11020.00 | -430.00 | -450.00 | -450.00 | -450.00 |
| 2020-03-20 | 11135.00 | 10990.00 | 11210.00 | 10885.00 | 11600.00 | 11430.00 | 11670.00 | 11345.00 | -465.00 | -440.00 | -460.00 | -460.00 |
| 2020-03-19 | 11460.00 | 11095.00 | 11560.00 | 11095.00 | 11920.00 | 11535.00 | 12020.00 | 11535.00 | -460.00 | -440.00 | -460.00 | -440.00 |
| 2020-03-18 | 11430.00 | 11530.00 | 11675.00 | 11350.00 | 11895.00 | 11990.00 | 12145.00 | 11820.00 | -465.00 | -460.00 | -470.00 | -470.00 |
| 2020-03-17 | 11400.00 | 11560.00 | 11615.00 | 11385.00 | 11850.00 | 12030.00 | 12080.00 | 11850.00 | -450.00 | -470.00 | -465.00 | -465.00 |
| 2020-03-16 | 11690.00 | 11435.00 | 11705.00 | 11435.00 | 12150.00 | 11900.00 | 12175.00 | 11900.00 | -460.00 | -465.00 | -470.00 | -465.00 |
| 2020-03-13 | 11970.00 | 11775.00 | 11980.00 | 11690.00 | 12405.00 | 12245.00 | 12435.00 | 12120.00 | -435.00 | -470.00 | -455.00 | -430.00 |
| 2020-03-12 | 12320.00 | 12150.00 | 12380.00 | 12045.00 | 12765.00 | 12615.00 | 12830.00 | 12500.00 | -445.00 | -465.00 | -450.00 | -455.00 |
| 2020-03-11 | 12425.00 | 12325.00 | 12510.00 | 12315.00 | 12900.00 | 12785.00 | 12970.00 | 12765.00 | -475.00 | -460.00 | -460.00 | -450.00 |
| 2020-03-10 | 12305.00 | 12450.00 | 12545.00 | 12265.00 | 12750.00 | 12915.00 | 13010.00 | 12715.00 | -445.00 | -465.00 | -465.00 | -450.00 |
| 2020-03-09 | 12190.00 | 12175.00 | 12325.00 | 12155.00 | 12620.00 | 12625.00 | 12785.00 | 12600.00 | -430.00 | -450.00 | -460.00 | -445.00 |
| 2020-03-06 | 12705.00 | 12600.00 | 12750.00 | 12585.00 | 13170.00 | 13070.00 | 13210.00 | 13055.00 | -465.00 | -470.00 | -460.00 | -470.00 |
| 2020-03-05 | 12480.00 | 12770.00 | 12865.00 | 12480.00 | 12950.00 | 13235.00 | 13320.00 | 12950.00 | -470.00 | -465.00 | -455.00 | -470.00 |
| 2020-03-04 | 12410.00 | 12490.00 | 12515.00 | 12400.00 | 12855.00 | 12960.00 | 12980.00 | 12855.00 | -445.00 | -470.00 | -465.00 | -455.00 |