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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 12550.00 | 12520.00 | 12715.00 | 12465.00 | 13005.00 | 12990.00 | 13180.00 | 12935.00 | -455.00 | -470.00 | -465.00 | -470.00 |
| 2020-03-02 | 12105.00 | 12390.00 | 12550.00 | 12105.00 | 12600.00 | 12850.00 | 13010.00 | 12580.00 | -495.00 | -460.00 | -460.00 | -475.00 |
| 2020-02-28 | 12345.00 | 12180.00 | 12410.00 | 12180.00 | 12800.00 | 12625.00 | 12865.00 | 12625.00 | -455.00 | -445.00 | -455.00 | -445.00 |
| 2020-02-27 | 12750.00 | 12625.00 | 12790.00 | 12620.00 | 13210.00 | 13090.00 | 13255.00 | 13080.00 | -460.00 | -465.00 | -465.00 | -460.00 |
| 2020-02-26 | 12890.00 | 12805.00 | 12940.00 | 12790.00 | 13355.00 | 13270.00 | 13405.00 | 13260.00 | -465.00 | -465.00 | -465.00 | -470.00 |
| 2020-02-25 | 12845.00 | 13015.00 | 13045.00 | 12775.00 | 13330.00 | 13480.00 | 13510.00 | 13240.00 | -485.00 | -465.00 | -465.00 | -465.00 |
| 2020-02-24 | 13195.00 | 12935.00 | 13230.00 | 12785.00 | 13645.00 | 13395.00 | 13685.00 | 13250.00 | -450.00 | -460.00 | -455.00 | -465.00 |
| 2020-02-21 | 13300.00 | 13265.00 | 13375.00 | 13225.00 | 13765.00 | 13725.00 | 13840.00 | 13680.00 | -465.00 | -460.00 | -465.00 | -455.00 |
| 2020-02-20 | 13345.00 | 13325.00 | 13375.00 | 13240.00 | 13805.00 | 13795.00 | 13840.00 | 13710.00 | -460.00 | -470.00 | -465.00 | -470.00 |
| 2020-02-19 | 13210.00 | 13260.00 | 13315.00 | 13200.00 | 13670.00 | 13735.00 | 13780.00 | 13670.00 | -460.00 | -475.00 | -465.00 | -470.00 |
| 2020-02-18 | 13395.00 | 13180.00 | 13415.00 | 13115.00 | 13855.00 | 13650.00 | 13880.00 | 13590.00 | -460.00 | -470.00 | -465.00 | -475.00 |
| 2020-02-17 | 13080.00 | 13510.00 | 13510.00 | 13055.00 | 13540.00 | 13985.00 | 13985.00 | 13515.00 | -460.00 | -475.00 | -475.00 | -460.00 |
| 2020-02-14 | 13010.00 | 13030.00 | 13055.00 | 12920.00 | 13465.00 | 13490.00 | 13510.00 | 13375.00 | -455.00 | -460.00 | -455.00 | -455.00 |
| 2020-02-13 | 13100.00 | 13045.00 | 13150.00 | 12995.00 | 13550.00 | 13495.00 | 13600.00 | 13450.00 | -450.00 | -450.00 | -450.00 | -455.00 |
| 2020-02-12 | 13125.00 | 13070.00 | 13175.00 | 12885.00 | 13600.00 | 13530.00 | 13630.00 | 13350.00 | -475.00 | -460.00 | -455.00 | -465.00 |
| 2020-02-11 | 13105.00 | 13125.00 | 13190.00 | 13070.00 | 13555.00 | 13595.00 | 13640.00 | 13525.00 | -450.00 | -470.00 | -450.00 | -455.00 |
| 2020-02-10 | 13035.00 | 13075.00 | 13110.00 | 13015.00 | 13510.00 | 13530.00 | 13570.00 | 13455.00 | -475.00 | -455.00 | -460.00 | -440.00 |
| 2020-02-07 | 13065.00 | 13135.00 | 13145.00 | 13060.00 | 13510.00 | 13590.00 | 13595.00 | 13510.00 | -445.00 | -455.00 | -450.00 | -450.00 |
| 2020-02-06 | 12920.00 | 13120.00 | 13200.00 | 12830.00 | 13375.00 | 13570.00 | 13645.00 | 13280.00 | -455.00 | -450.00 | -445.00 | -450.00 |
| 2020-02-05 | 12710.00 | 12950.00 | 13030.00 | 12685.00 | 13115.00 | 13395.00 | 13465.00 | 13110.00 | -405.00 | -445.00 | -435.00 | -425.00 |
| 2020-02-04 | 12130.00 | 12620.00 | 12810.00 | 12130.00 | 12780.00 | 13040.00 | 13240.00 | 12650.00 | -650.00 | -420.00 | -430.00 | -520.00 |
| 2020-02-03 | 12570.00 | 12565.00 | 12890.00 | 12565.00 | 12950.00 | 12950.00 | 13315.00 | 12950.00 | -380.00 | -385.00 | -425.00 | -385.00 |
| 2020-01-23 | 13730.00 | 13440.00 | 13730.00 | 13300.00 | 14135.00 | 13845.00 | 14140.00 | 13695.00 | -405.00 | -405.00 | -410.00 | -395.00 |
| 2020-01-22 | 13845.00 | 13705.00 | 13855.00 | 13340.00 | 14265.00 | 14125.00 | 14265.00 | 13740.00 | -420.00 | -420.00 | -410.00 | -400.00 |
| 2020-01-21 | 13970.00 | 13795.00 | 14075.00 | 13750.00 | 14390.00 | 14200.00 | 14485.00 | 14160.00 | -420.00 | -405.00 | -410.00 | -410.00 |
| 2020-01-20 | 14105.00 | 13995.00 | 14175.00 | 13965.00 | 14495.00 | 14395.00 | 14585.00 | 14365.00 | -390.00 | -400.00 | -410.00 | -400.00 |
| 2020-01-17 | 14000.00 | 14030.00 | 14080.00 | 13925.00 | 14390.00 | 14430.00 | 14485.00 | 14330.00 | -390.00 | -400.00 | -405.00 | -405.00 |
| 2020-01-16 | 13915.00 | 14020.00 | 14110.00 | 13890.00 | 14305.00 | 14415.00 | 14505.00 | 14290.00 | -390.00 | -395.00 | -395.00 | -400.00 |
| 2020-01-15 | 14195.00 | 13930.00 | 14240.00 | 13920.00 | 14590.00 | 14325.00 | 14640.00 | 14315.00 | -395.00 | -395.00 | -400.00 | -395.00 |
| 2020-01-14 | 14420.00 | 14160.00 | 14450.00 | 14070.00 | 14840.00 | 14565.00 | 14855.00 | 14480.00 | -420.00 | -405.00 | -405.00 | -410.00 |
| 2020-01-13 | 14300.00 | 14430.00 | 14445.00 | 14265.00 | 14710.00 | 14840.00 | 14840.00 | 14675.00 | -410.00 | -410.00 | -395.00 | -410.00 |
| 2020-01-10 | 14285.00 | 14285.00 | 14365.00 | 14215.00 | 14710.00 | 14695.00 | 14765.00 | 14620.00 | -425.00 | -410.00 | -400.00 | -405.00 |
| 2020-01-09 | 14165.00 | 14260.00 | 14380.00 | 14160.00 | 14590.00 | 14660.00 | 14770.00 | 14575.00 | -425.00 | -400.00 | -390.00 | -415.00 |
| 2020-01-08 | 14200.00 | 14165.00 | 14225.00 | 14025.00 | 14630.00 | 14580.00 | 14640.00 | 14435.00 | -430.00 | -415.00 | -415.00 | -410.00 |
| 2020-01-07 | 14060.00 | 14215.00 | 14260.00 | 14050.00 | 14440.00 | 14630.00 | 14670.00 | 14440.00 | -380.00 | -415.00 | -410.00 | -390.00 |
| 2020-01-06 | 13950.00 | 14070.00 | 14130.00 | 13840.00 | 14375.00 | 14485.00 | 14545.00 | 14240.00 | -425.00 | -415.00 | -415.00 | -400.00 |
| 2020-01-03 | 14000.00 | 14015.00 | 14130.00 | 13965.00 | 14415.00 | 14425.00 | 14535.00 | 14370.00 | -415.00 | -410.00 | -405.00 | -405.00 |
| 2020-01-02 | 13940.00 | 13975.00 | 14270.00 | 13865.00 | 14360.00 | 14380.00 | 14665.00 | 14275.00 | -420.00 | -405.00 | -395.00 | -410.00 |
| 2019-12-31 | 14035.00 | 13980.00 | 14070.00 | 13910.00 | 14410.00 | 14380.00 | 14445.00 | 14300.00 | -375.00 | -400.00 | -375.00 | -390.00 |
| 2019-12-30 | 13630.00 | 14005.00 | 14085.00 | 13600.00 | 14070.00 | 14390.00 | 14505.00 | 14040.00 | -440.00 | -385.00 | -420.00 | -440.00 |
| 2019-12-27 | 13410.00 | 13645.00 | 13710.00 | 13400.00 | 12910.00 | 13150.00 | 13190.00 | 12910.00 | 500.00 | 495.00 | 520.00 | 490.00 |
| 2019-12-26 | 13325.00 | 13415.00 | 13425.00 | 13280.00 | 12670.00 | 13220.00 | 13225.00 | 12645.00 | 655.00 | 195.00 | 200.00 | 635.00 |
| 2019-12-25 | 13375.00 | 13315.00 | 13405.00 | 13280.00 | 13200.00 | 13130.00 | 13210.00 | 13100.00 | 175.00 | 185.00 | 195.00 | 180.00 |
| 2019-12-24 | 13355.00 | 13380.00 | 13445.00 | 13355.00 | 12845.00 | 12865.00 | 12930.00 | 12845.00 | 510.00 | 515.00 | 515.00 | 510.00 |
| 2019-12-23 | 13400.00 | 13340.00 | 13475.00 | 13320.00 | 12895.00 | 12825.00 | 12940.00 | 12810.00 | 505.00 | 515.00 | 535.00 | 510.00 |
| 2019-12-20 | 13405.00 | 13400.00 | 13450.00 | 13350.00 | 12875.00 | 12875.00 | 12920.00 | 12820.00 | 530.00 | 525.00 | 530.00 | 530.00 |
| 2019-12-19 | 13310.00 | 13390.00 | 13430.00 | 13270.00 | 12790.00 | 12865.00 | 12900.00 | 12755.00 | 520.00 | 525.00 | 530.00 | 515.00 |
| 2019-12-18 | 13365.00 | 13310.00 | 13450.00 | 13275.00 | 12850.00 | 12790.00 | 12920.00 | 12765.00 | 515.00 | 520.00 | 530.00 | 510.00 |
| 2019-12-17 | 13355.00 | 13380.00 | 13395.00 | 13290.00 | 12845.00 | 12855.00 | 12870.00 | 12760.00 | 510.00 | 525.00 | 525.00 | 530.00 |
| 2019-12-16 | 13380.00 | 13340.00 | 13425.00 | 13170.00 | 12860.00 | 12815.00 | 12900.00 | 12655.00 | 520.00 | 525.00 | 525.00 | 515.00 |
| 2019-12-13 | 13325.00 | 13370.00 | 13480.00 | 13225.00 | 12810.00 | 12855.00 | 12960.00 | 12710.00 | 515.00 | 515.00 | 520.00 | 515.00 |
| 2019-12-12 | 13180.00 | 13330.00 | 13345.00 | 13175.00 | 12710.00 | 12810.00 | 12825.00 | 12675.00 | 470.00 | 520.00 | 520.00 | 500.00 |
| 2019-12-11 | 13195.00 | 13215.00 | 13335.00 | 13160.00 | 12705.00 | 12710.00 | 12830.00 | 12660.00 | 490.00 | 505.00 | 505.00 | 500.00 |
| 2019-12-10 | 13205.00 | 13195.00 | 13255.00 | 13140.00 | 12755.00 | 12700.00 | 12760.00 | 12650.00 | 450.00 | 495.00 | 495.00 | 490.00 |
| 2019-12-09 | 13225.00 | 13220.00 | 13325.00 | 13190.00 | 12800.00 | 12735.00 | 12835.00 | 12705.00 | 425.00 | 485.00 | 490.00 | 485.00 |
| 2019-12-06 | 13050.00 | 13270.00 | 13280.00 | 13020.00 | 12575.00 | 12785.00 | 12790.00 | 12550.00 | 475.00 | 485.00 | 490.00 | 470.00 |
| 2019-12-05 | 13015.00 | 13030.00 | 13050.00 | 12955.00 | 12590.00 | 12570.00 | 12600.00 | 12505.00 | 425.00 | 460.00 | 450.00 | 450.00 |
| 2019-12-04 | 12945.00 | 12930.00 | 12990.00 | 12840.00 | 12475.00 | 12485.00 | 12530.00 | 12380.00 | 470.00 | 445.00 | 460.00 | 460.00 |
| 2019-12-03 | 13090.00 | 12995.00 | 13165.00 | 12925.00 | 12630.00 | 12530.00 | 12690.00 | 12455.00 | 460.00 | 465.00 | 475.00 | 470.00 |
| 2019-12-02 | 12760.00 | 12615.00 | 12775.00 | 12610.00 | 13270.00 | 13085.00 | 13270.00 | 13080.00 | -510.00 | -470.00 | -495.00 | -470.00 |
| 2019-11-29 | 12735.00 | 12760.00 | 12825.00 | 12720.00 | 13205.00 | 13245.00 | 13310.00 | 13200.00 | -470.00 | -485.00 | -485.00 | -480.00 |
| 2019-11-28 | 12860.00 | 12735.00 | 12910.00 | 12700.00 | 13340.00 | 13215.00 | 13395.00 | 13180.00 | -480.00 | -480.00 | -485.00 | -480.00 |
| 2019-11-27 | 12865.00 | 12830.00 | 12895.00 | 12785.00 | 13355.00 | 13315.00 | 13390.00 | 13275.00 | -490.00 | -485.00 | -495.00 | -490.00 |
| 2019-11-26 | 12775.00 | 12855.00 | 12920.00 | 12725.00 | 13265.00 | 13350.00 | 13415.00 | 13220.00 | -490.00 | -495.00 | -495.00 | -495.00 |
| 2019-11-25 | 12730.00 | 12760.00 | 12830.00 | 12665.00 | 13240.00 | 13265.00 | 13350.00 | 13180.00 | -510.00 | -505.00 | -520.00 | -515.00 |
| 2019-11-22 | 12650.00 | 12735.00 | 12795.00 | 12650.00 | 13170.00 | 13255.00 | 13320.00 | 13170.00 | -520.00 | -520.00 | -525.00 | -520.00 |
| 2019-11-21 | 12905.00 | 12655.00 | 12935.00 | 12580.00 | 13395.00 | 13180.00 | 13420.00 | 13095.00 | -490.00 | -525.00 | -485.00 | -515.00 |
| 2019-11-20 | 12845.00 | 12915.00 | 12950.00 | 12820.00 | 13340.00 | 13400.00 | 13445.00 | 13320.00 | -495.00 | -485.00 | -495.00 | -500.00 |
| 2019-11-19 | 12980.00 | 12835.00 | 13005.00 | 12800.00 | 13480.00 | 13335.00 | 13490.00 | 13300.00 | -500.00 | -500.00 | -485.00 | -500.00 |
| 2019-11-18 | 13025.00 | 13015.00 | 13125.00 | 13000.00 | 13510.00 | 13505.00 | 13610.00 | 13480.00 | -485.00 | -490.00 | -485.00 | -480.00 |
| 2019-11-15 | 13025.00 | 13020.00 | 13115.00 | 12940.00 | 13515.00 | 13495.00 | 13610.00 | 13415.00 | -490.00 | -475.00 | -495.00 | -475.00 |
| 2019-11-14 | 13015.00 | 12985.00 | 13060.00 | 12955.00 | 13520.00 | 13460.00 | 13565.00 | 13435.00 | -505.00 | -475.00 | -505.00 | -480.00 |
| 2019-11-13 | 12805.00 | 13025.00 | 13085.00 | 12765.00 | 13275.00 | 13520.00 | 13590.00 | 13250.00 | -470.00 | -495.00 | -505.00 | -485.00 |
| 2019-11-12 | 12800.00 | 12810.00 | 12825.00 | 12730.00 | 13275.00 | 13300.00 | 13310.00 | 13205.00 | -475.00 | -490.00 | -485.00 | -475.00 |
| 2019-11-11 | 12940.00 | 12815.00 | 12950.00 | 12805.00 | 13385.00 | 13290.00 | 13405.00 | 13275.00 | -445.00 | -475.00 | -455.00 | -470.00 |
| 2019-11-08 | 13055.00 | 12970.00 | 13095.00 | 12925.00 | 13520.00 | 13420.00 | 13565.00 | 13385.00 | -465.00 | -450.00 | -470.00 | -460.00 |
| 2019-11-07 | 13085.00 | 12920.00 | 13110.00 | 12855.00 | 13595.00 | 13395.00 | 13600.00 | 13335.00 | -510.00 | -475.00 | -490.00 | -480.00 |
| 2019-11-06 | 13115.00 | 13060.00 | 13160.00 | 13030.00 | 13620.00 | 13555.00 | 13650.00 | 13520.00 | -505.00 | -495.00 | -490.00 | -490.00 |
| 2019-11-05 | 12980.00 | 13115.00 | 13150.00 | 12940.00 | 13475.00 | 13610.00 | 13640.00 | 13430.00 | -495.00 | -495.00 | -490.00 | -490.00 |
| 2019-11-04 | 13090.00 | 12980.00 | 13130.00 | 12980.00 | 13570.00 | 13465.00 | 13615.00 | 13460.00 | -480.00 | -485.00 | -485.00 | -480.00 |
| 2019-11-01 | 13125.00 | 13085.00 | 13160.00 | 12930.00 | 13600.00 | 13570.00 | 13640.00 | 13420.00 | -475.00 | -485.00 | -480.00 | -490.00 |
| 2019-10-31 | 13035.00 | 13170.00 | 13215.00 | 13015.00 | 13530.00 | 13655.00 | 13685.00 | 13500.00 | -495.00 | -485.00 | -470.00 | -485.00 |
| 2019-10-30 | 13025.00 | 13050.00 | 13060.00 | 12955.00 | 13510.00 | 13535.00 | 13545.00 | 13425.00 | -485.00 | -485.00 | -485.00 | -470.00 |
| 2019-10-29 | 12745.00 | 13025.00 | 13045.00 | 12710.00 | 13215.00 | 13500.00 | 13515.00 | 13190.00 | -470.00 | -475.00 | -470.00 | -480.00 |
| 2019-10-28 | 12790.00 | 12715.00 | 12980.00 | 12690.00 | 13285.00 | 13190.00 | 13470.00 | 13170.00 | -495.00 | -475.00 | -490.00 | -480.00 |
| 2019-10-25 | 12750.00 | 12775.00 | 12815.00 | 12640.00 | 13225.00 | 13270.00 | 13300.00 | 13115.00 | -475.00 | -495.00 | -485.00 | -475.00 |
| 2019-10-24 | 12725.00 | 12730.00 | 12830.00 | 12690.00 | 13200.00 | 13210.00 | 13295.00 | 13170.00 | -475.00 | -480.00 | -465.00 | -480.00 |
| 2019-10-23 | 12785.00 | 12745.00 | 12850.00 | 12670.00 | 13240.00 | 13225.00 | 13315.00 | 13145.00 | -455.00 | -480.00 | -465.00 | -475.00 |
| 2019-10-22 | 12685.00 | 12735.00 | 12760.00 | 12560.00 | 13130.00 | 13200.00 | 13230.00 | 13025.00 | -445.00 | -465.00 | -470.00 | -465.00 |
| 2019-10-21 | 12680.00 | 12660.00 | 12840.00 | 12615.00 | 13145.00 | 13110.00 | 13285.00 | 13060.00 | -465.00 | -450.00 | -445.00 | -445.00 |
| 2019-10-18 | 12685.00 | 12685.00 | 12760.00 | 12580.00 | 13125.00 | 13135.00 | 13200.00 | 13015.00 | -440.00 | -450.00 | -440.00 | -435.00 |
| 2019-10-17 | 12605.00 | 12665.00 | 12720.00 | 12420.00 | 13050.00 | 13100.00 | 13160.00 | 12860.00 | -445.00 | -435.00 | -440.00 | -440.00 |
| 2019-10-16 | 12590.00 | 12585.00 | 12740.00 | 12535.00 | 13020.00 | 13020.00 | 13180.00 | 12980.00 | -430.00 | -435.00 | -440.00 | -445.00 |
| 2019-10-15 | 12665.00 | 12565.00 | 12720.00 | 12525.00 | 13085.00 | 13005.00 | 13165.00 | 12965.00 | -420.00 | -440.00 | -445.00 | -440.00 |
| 2019-10-14 | 12400.00 | 12745.00 | 12830.00 | 12380.00 | 12825.00 | 13190.00 | 13275.00 | 12805.00 | -425.00 | -445.00 | -445.00 | -425.00 |
| 2019-10-11 | 12370.00 | 12380.00 | 12400.00 | 12310.00 | 12790.00 | 12800.00 | 12825.00 | 12735.00 | -420.00 | -420.00 | -425.00 | -425.00 |
| 2019-10-10 | 12355.00 | 12375.00 | 12445.00 | 12305.00 | 12800.00 | 12810.00 | 12870.00 | 12735.00 | -445.00 | -435.00 | -425.00 | -430.00 |
| 2019-10-09 | 12170.00 | 12320.00 | 12365.00 | 12150.00 | 12605.00 | 12765.00 | 12800.00 | 12600.00 | -435.00 | -445.00 | -435.00 | -450.00 |
| 2019-10-08 | 12045.00 | 12175.00 | 12195.00 | 12045.00 | 12495.00 | 12615.00 | 12640.00 | 12490.00 | -450.00 | -440.00 | -445.00 | -445.00 |
| 2019-09-30 | 12165.00 | 12015.00 | 12190.00 | 11970.00 | 12580.00 | 12450.00 | 12625.00 | 12420.00 | -415.00 | -435.00 | -435.00 | -450.00 |