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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 15520.00 | 15420.00 | 15600.00 | 15405.00 | 16080.00 | 15980.00 | 16135.00 | 15960.00 | -560.00 | -560.00 | -535.00 | -555.00 |
| 2019-05-07 | 15300.00 | 15575.00 | 15610.00 | 15270.00 | 15830.00 | 16120.00 | 16155.00 | 15810.00 | -530.00 | -545.00 | -545.00 | -540.00 |
| 2019-05-06 | 15480.00 | 15315.00 | 15480.00 | 15205.00 | 16055.00 | 15860.00 | 16055.00 | 15725.00 | -575.00 | -545.00 | -575.00 | -520.00 |
| 2019-04-30 | 15530.00 | 15600.00 | 15610.00 | 15460.00 | 16125.00 | 16195.00 | 16205.00 | 16030.00 | -595.00 | -595.00 | -595.00 | -570.00 |
| 2019-04-29 | 15605.00 | 15505.00 | 15630.00 | 15505.00 | 16200.00 | 16095.00 | 16215.00 | 16090.00 | -595.00 | -590.00 | -585.00 | -585.00 |
| 2019-04-26 | 15675.00 | 15625.00 | 15680.00 | 15555.00 | 16330.00 | 16200.00 | 16345.00 | 16155.00 | -655.00 | -575.00 | -665.00 | -600.00 |
| 2019-04-25 | 15710.00 | 15645.00 | 15770.00 | 15620.00 | 16400.00 | 16320.00 | 16435.00 | 16280.00 | -690.00 | -675.00 | -665.00 | -660.00 |
| 2019-04-24 | 15760.00 | 15740.00 | 15845.00 | 15655.00 | 16385.00 | 16405.00 | 16500.00 | 16310.00 | -625.00 | -665.00 | -655.00 | -655.00 |
| 2019-04-23 | 15915.00 | 15865.00 | 15930.00 | 15845.00 | 15425.00 | 15380.00 | 15440.00 | 15365.00 | 490.00 | 485.00 | 490.00 | 480.00 |
| 2019-04-22 | 15845.00 | 15880.00 | 15975.00 | 15820.00 | 15385.00 | 15395.00 | 15475.00 | 15340.00 | 460.00 | 485.00 | 500.00 | 480.00 |
| 2019-04-19 | 15750.00 | 15845.00 | 15865.00 | 15750.00 | 15300.00 | 15365.00 | 15375.00 | 15285.00 | 450.00 | 480.00 | 490.00 | 465.00 |
| 2019-04-18 | 15860.00 | 15800.00 | 15995.00 | 15760.00 | 15375.00 | 15315.00 | 15480.00 | 15280.00 | 485.00 | 485.00 | 515.00 | 480.00 |
| 2019-04-17 | 15890.00 | 15890.00 | 16005.00 | 15850.00 | 15400.00 | 15390.00 | 15500.00 | 15355.00 | 490.00 | 500.00 | 505.00 | 495.00 |
| 2019-04-16 | 16110.00 | 15910.00 | 16125.00 | 15870.00 | 15590.00 | 15410.00 | 15600.00 | 15365.00 | 520.00 | 500.00 | 525.00 | 505.00 |
| 2019-04-15 | 15850.00 | 16120.00 | 16225.00 | 15830.00 | 15355.00 | 15590.00 | 15690.00 | 15330.00 | 495.00 | 530.00 | 535.00 | 500.00 |
| 2019-04-12 | 15885.00 | 15905.00 | 15915.00 | 15735.00 | 15390.00 | 15395.00 | 15410.00 | 15245.00 | 495.00 | 510.00 | 505.00 | 490.00 |
| 2019-04-11 | 15860.00 | 15895.00 | 15980.00 | 15815.00 | 15360.00 | 15395.00 | 15460.00 | 15320.00 | 500.00 | 500.00 | 520.00 | 495.00 |
| 2019-04-10 | 15800.00 | 15860.00 | 16030.00 | 15725.00 | 15300.00 | 15355.00 | 15500.00 | 15230.00 | 500.00 | 505.00 | 530.00 | 495.00 |
| 2019-04-09 | 15735.00 | 15795.00 | 15805.00 | 15665.00 | 15250.00 | 15295.00 | 15300.00 | 15175.00 | 485.00 | 500.00 | 505.00 | 490.00 |
| 2019-04-08 | 15690.00 | 15745.00 | 15770.00 | 15680.00 | 15210.00 | 15255.00 | 15285.00 | 15205.00 | 480.00 | 490.00 | 485.00 | 475.00 |
| 2019-04-04 | 15660.00 | 15630.00 | 15685.00 | 15600.00 | 15200.00 | 15160.00 | 15210.00 | 15125.00 | 460.00 | 470.00 | 475.00 | 475.00 |
| 2019-04-03 | 15145.00 | 15175.00 | 15190.00 | 15105.00 | 15580.00 | 15650.00 | 15665.00 | 15575.00 | -435.00 | -475.00 | -475.00 | -470.00 |
| 2019-04-02 | 15125.00 | 15130.00 | 15175.00 | 15080.00 | 15560.00 | 15600.00 | 15645.00 | 15550.00 | -435.00 | -470.00 | -470.00 | -470.00 |
| 2019-04-01 | 15060.00 | 15095.00 | 15145.00 | 15035.00 | 15535.00 | 15560.00 | 15615.00 | 15495.00 | -475.00 | -465.00 | -470.00 | -460.00 |
| 2019-03-29 | 15045.00 | 15030.00 | 15095.00 | 14995.00 | 15500.00 | 15495.00 | 15555.00 | 15440.00 | -455.00 | -465.00 | -460.00 | -445.00 |
| 2019-03-28 | 15155.00 | 15045.00 | 15180.00 | 15005.00 | 15630.00 | 15490.00 | 15650.00 | 15470.00 | -475.00 | -445.00 | -470.00 | -465.00 |
| 2019-03-27 | 15245.00 | 15155.00 | 15265.00 | 15125.00 | 15715.00 | 15625.00 | 15735.00 | 15600.00 | -470.00 | -470.00 | -470.00 | -475.00 |
| 2019-03-26 | 15250.00 | 15225.00 | 15280.00 | 15195.00 | 15690.00 | 15695.00 | 15755.00 | 15670.00 | -440.00 | -470.00 | -475.00 | -475.00 |
| 2019-03-25 | 15345.00 | 15230.00 | 15375.00 | 15205.00 | 15830.00 | 15695.00 | 15850.00 | 15660.00 | -485.00 | -465.00 | -475.00 | -455.00 |
| 2019-03-22 | 15300.00 | 15345.00 | 15385.00 | 15255.00 | 15785.00 | 15820.00 | 15860.00 | 15725.00 | -485.00 | -475.00 | -475.00 | -470.00 |
| 2019-03-21 | 15340.00 | 15320.00 | 15395.00 | 15285.00 | 15820.00 | 15790.00 | 15880.00 | 15760.00 | -480.00 | -470.00 | -485.00 | -475.00 |
| 2019-03-20 | 15280.00 | 15345.00 | 15360.00 | 15250.00 | 15750.00 | 15820.00 | 15835.00 | 15720.00 | -470.00 | -475.00 | -475.00 | -470.00 |
| 2019-03-19 | 15255.00 | 15245.00 | 15315.00 | 15205.00 | 15690.00 | 15710.00 | 15775.00 | 15660.00 | -435.00 | -465.00 | -460.00 | -455.00 |
| 2019-03-18 | 15225.00 | 15265.00 | 15335.00 | 15185.00 | 15660.00 | 15715.00 | 15790.00 | 15640.00 | -435.00 | -450.00 | -455.00 | -455.00 |
| 2019-03-15 | 15215.00 | 15195.00 | 15245.00 | 15145.00 | 15685.00 | 15655.00 | 15695.00 | 15590.00 | -470.00 | -460.00 | -450.00 | -445.00 |
| 2019-03-14 | 15320.00 | 15240.00 | 15365.00 | 15210.00 | 15780.00 | 15695.00 | 15825.00 | 15655.00 | -460.00 | -455.00 | -460.00 | -445.00 |
| 2019-03-13 | 15195.00 | 15295.00 | 15345.00 | 15165.00 | 15640.00 | 15750.00 | 15800.00 | 15590.00 | -445.00 | -455.00 | -455.00 | -425.00 |
| 2019-03-12 | 15140.00 | 15180.00 | 15245.00 | 15140.00 | 15570.00 | 15615.00 | 15675.00 | 15570.00 | -430.00 | -435.00 | -430.00 | -430.00 |
| 2019-03-11 | 15245.00 | 15145.00 | 15280.00 | 15110.00 | 15705.00 | 15585.00 | 15735.00 | 15555.00 | -460.00 | -440.00 | -455.00 | -445.00 |
| 2019-03-08 | 15405.00 | 15230.00 | 15410.00 | 15195.00 | 15850.00 | 15685.00 | 15860.00 | 15640.00 | -445.00 | -455.00 | -450.00 | -445.00 |
| 2019-03-07 | 15305.00 | 15415.00 | 15450.00 | 15280.00 | 15725.00 | 15870.00 | 15890.00 | 15710.00 | -420.00 | -455.00 | -440.00 | -430.00 |
| 2019-03-06 | 15255.00 | 15285.00 | 15360.00 | 15220.00 | 15680.00 | 15710.00 | 15800.00 | 15665.00 | -425.00 | -425.00 | -440.00 | -445.00 |
| 2019-03-05 | 15350.00 | 15250.00 | 15400.00 | 15190.00 | 15780.00 | 15680.00 | 15845.00 | 15630.00 | -430.00 | -430.00 | -445.00 | -440.00 |
| 2019-03-04 | 15350.00 | 15340.00 | 15415.00 | 15280.00 | 15800.00 | 15775.00 | 15865.00 | 15745.00 | -450.00 | -435.00 | -450.00 | -465.00 |
| 2019-03-01 | 15205.00 | 15340.00 | 15345.00 | 15200.00 | 15655.00 | 15790.00 | 15795.00 | 15655.00 | -450.00 | -450.00 | -450.00 | -455.00 |
| 2019-02-28 | 15215.00 | 15205.00 | 15280.00 | 15185.00 | 15640.00 | 15645.00 | 15735.00 | 15630.00 | -425.00 | -440.00 | -455.00 | -445.00 |
| 2019-02-27 | 15230.00 | 15180.00 | 15290.00 | 15175.00 | 15690.00 | 15625.00 | 15765.00 | 15625.00 | -460.00 | -445.00 | -475.00 | -450.00 |
| 2019-02-26 | 15365.00 | 15220.00 | 15410.00 | 15215.00 | 15860.00 | 15685.00 | 15890.00 | 15680.00 | -495.00 | -465.00 | -480.00 | -465.00 |
| 2019-02-25 | 15595.00 | 15360.00 | 15665.00 | 15265.00 | 16090.00 | 15845.00 | 16155.00 | 15745.00 | -495.00 | -485.00 | -490.00 | -480.00 |
| 2019-02-22 | 15345.00 | 15610.00 | 15645.00 | 15315.00 | 15775.00 | 16095.00 | 16125.00 | 15755.00 | -430.00 | -485.00 | -480.00 | -440.00 |
| 2019-02-21 | 15390.00 | 15300.00 | 15450.00 | 15240.00 | 15780.00 | 15740.00 | 15890.00 | 15675.00 | -390.00 | -440.00 | -440.00 | -435.00 |
| 2019-02-20 | 15350.00 | 15390.00 | 15395.00 | 15265.00 | 15725.00 | 15795.00 | 15805.00 | 15655.00 | -375.00 | -405.00 | -410.00 | -390.00 |
| 2019-02-19 | 15090.00 | 15345.00 | 15350.00 | 15070.00 | 15460.00 | 15735.00 | 15735.00 | 15445.00 | -370.00 | -390.00 | -385.00 | -375.00 |
| 2019-02-18 | 15010.00 | 15060.00 | 15135.00 | 14995.00 | 15395.00 | 15445.00 | 15515.00 | 15375.00 | -385.00 | -385.00 | -380.00 | -380.00 |
| 2019-02-15 | 15040.00 | 15005.00 | 15080.00 | 14950.00 | 15420.00 | 15395.00 | 15470.00 | 15335.00 | -380.00 | -390.00 | -390.00 | -385.00 |
| 2019-02-14 | 15005.00 | 15035.00 | 15095.00 | 14955.00 | 15385.00 | 15415.00 | 15465.00 | 15315.00 | -380.00 | -380.00 | -370.00 | -360.00 |
| 2019-02-13 | 15175.00 | 14995.00 | 15245.00 | 14995.00 | 15580.00 | 15375.00 | 15600.00 | 15375.00 | -405.00 | -380.00 | -355.00 | -380.00 |
| 2019-02-12 | 15210.00 | 15195.00 | 15450.00 | 15100.00 | 15545.00 | 15565.00 | 15770.00 | 15470.00 | -335.00 | -370.00 | -320.00 | -370.00 |
| 2019-02-11 | 15200.00 | 15200.00 | 15230.00 | 15105.00 | 15560.00 | 15545.00 | 15580.00 | 15470.00 | -360.00 | -345.00 | -350.00 | -365.00 |
| 2019-02-01 | 15305.00 | 15250.00 | 15345.00 | 15160.00 | 15635.00 | 15595.00 | 15680.00 | 15515.00 | -330.00 | -345.00 | -335.00 | -355.00 |
| 2019-01-31 | 15330.00 | 15310.00 | 15340.00 | 15220.00 | 15670.00 | 15655.00 | 15685.00 | 15590.00 | -340.00 | -345.00 | -345.00 | -370.00 |
| 2019-01-30 | 15275.00 | 15315.00 | 15350.00 | 15250.00 | 15630.00 | 15665.00 | 15695.00 | 15605.00 | -355.00 | -350.00 | -345.00 | -355.00 |
| 2019-01-29 | 15255.00 | 15265.00 | 15280.00 | 15170.00 | 15610.00 | 15615.00 | 15640.00 | 15550.00 | -355.00 | -350.00 | -360.00 | -380.00 |
| 2019-01-28 | 15270.00 | 15255.00 | 15365.00 | 15210.00 | 15620.00 | 15620.00 | 15710.00 | 15575.00 | -350.00 | -365.00 | -345.00 | -365.00 |
| 2019-01-25 | 15180.00 | 15255.00 | 15260.00 | 15140.00 | 15525.00 | 15620.00 | 15620.00 | 15510.00 | -345.00 | -365.00 | -360.00 | -370.00 |
| 2019-01-24 | 15155.00 | 15185.00 | 15195.00 | 15105.00 | 15525.00 | 15555.00 | 15560.00 | 15490.00 | -370.00 | -370.00 | -365.00 | -385.00 |
| 2019-01-23 | 15165.00 | 15140.00 | 15215.00 | 15120.00 | 15530.00 | 15510.00 | 15595.00 | 15500.00 | -365.00 | -370.00 | -380.00 | -380.00 |
| 2019-01-22 | 15360.00 | 15150.00 | 15450.00 | 15105.00 | 15765.00 | 15550.00 | 15825.00 | 15500.00 | -405.00 | -400.00 | -375.00 | -395.00 |
| 2019-01-21 | 15280.00 | 15380.00 | 15480.00 | 15245.00 | 15620.00 | 15755.00 | 15860.00 | 15585.00 | -340.00 | -375.00 | -380.00 | -340.00 |
| 2019-01-18 | 15280.00 | 15280.00 | 15325.00 | 15235.00 | 15630.00 | 15625.00 | 15665.00 | 15555.00 | -350.00 | -345.00 | -340.00 | -320.00 |
| 2019-01-17 | 15065.00 | 15300.00 | 15310.00 | 15030.00 | 15390.00 | 15635.00 | 15640.00 | 15360.00 | -325.00 | -335.00 | -330.00 | -330.00 |
| 2019-01-16 | 15130.00 | 15055.00 | 15135.00 | 14980.00 | 15510.00 | 15380.00 | 15530.00 | 15310.00 | -380.00 | -325.00 | -395.00 | -330.00 |
| 2019-01-15 | 15160.00 | 15130.00 | 15215.00 | 15085.00 | 15565.00 | 15520.00 | 15600.00 | 15475.00 | -405.00 | -390.00 | -385.00 | -390.00 |
| 2019-01-14 | 15165.00 | 15145.00 | 15185.00 | 15105.00 | 15390.00 | 15555.00 | 15570.00 | 15390.00 | -225.00 | -410.00 | -385.00 | -285.00 |
| 2019-01-11 | 15135.00 | 15140.00 | 15215.00 | 15105.00 | 15515.00 | 15525.00 | 15595.00 | 15495.00 | -380.00 | -385.00 | -380.00 | -390.00 |
| 2019-01-10 | 15130.00 | 15160.00 | 15200.00 | 15105.00 | 15570.00 | 15545.00 | 15590.00 | 15505.00 | -440.00 | -385.00 | -390.00 | -400.00 |
| 2019-01-09 | 15080.00 | 15145.00 | 15150.00 | 14995.00 | 15515.00 | 15555.00 | 15560.00 | 15420.00 | -435.00 | -410.00 | -410.00 | -425.00 |
| 2019-01-08 | 15090.00 | 15055.00 | 15090.00 | 14960.00 | 15520.00 | 15480.00 | 15520.00 | 15385.00 | -430.00 | -425.00 | -430.00 | -425.00 |
| 2019-01-07 | 14995.00 | 15050.00 | 15090.00 | 14940.00 | 15425.00 | 15475.00 | 15515.00 | 15365.00 | -430.00 | -425.00 | -425.00 | -425.00 |
| 2019-01-04 | 14875.00 | 14955.00 | 14995.00 | 14855.00 | 15305.00 | 15375.00 | 15410.00 | 15275.00 | -430.00 | -420.00 | -415.00 | -420.00 |
| 2019-01-03 | 14860.00 | 14865.00 | 14890.00 | 14750.00 | 15310.00 | 15295.00 | 15350.00 | 15175.00 | -450.00 | -430.00 | -460.00 | -425.00 |
| 2019-01-02 | 14835.00 | 14890.00 | 14960.00 | 14835.00 | 15305.00 | 15330.00 | 15415.00 | 15295.00 | -470.00 | -440.00 | -455.00 | -460.00 |
| 2018-12-28 | 14835.00 | 14880.00 | 14885.00 | 14775.00 | 15290.00 | 15335.00 | 15340.00 | 15240.00 | -455.00 | -455.00 | -455.00 | -465.00 |
| 2018-12-27 | 14790.00 | 14845.00 | 14940.00 | 14750.00 | 15240.00 | 15300.00 | 15400.00 | 15210.00 | -450.00 | -455.00 | -460.00 | -460.00 |
| 2018-12-26 | 14670.00 | 14770.00 | 14825.00 | 14670.00 | 14020.00 | 14075.00 | 14120.00 | 14020.00 | 650.00 | 695.00 | 705.00 | 650.00 |
| 2018-12-25 | 15040.00 | 14700.00 | 15080.00 | 14650.00 | 14350.00 | 14020.00 | 14370.00 | 13995.00 | 690.00 | 680.00 | 710.00 | 655.00 |
| 2018-12-24 | 15135.00 | 15045.00 | 15190.00 | 14955.00 | 14450.00 | 14335.00 | 14480.00 | 14290.00 | 685.00 | 710.00 | 710.00 | 665.00 |
| 2018-12-21 | 15245.00 | 15185.00 | 15315.00 | 15160.00 | 14570.00 | 14465.00 | 14605.00 | 14455.00 | 675.00 | 720.00 | 710.00 | 705.00 |
| 2018-12-20 | 15170.00 | 15245.00 | 15380.00 | 15160.00 | 14500.00 | 14550.00 | 14635.00 | 14470.00 | 670.00 | 695.00 | 745.00 | 690.00 |
| 2018-12-19 | 15205.00 | 15160.00 | 15265.00 | 15140.00 | 14575.00 | 14500.00 | 14575.00 | 14475.00 | 630.00 | 660.00 | 690.00 | 665.00 |
| 2018-12-18 | 15365.00 | 15220.00 | 15400.00 | 15205.00 | 14650.00 | 14540.00 | 14650.00 | 14530.00 | 715.00 | 680.00 | 750.00 | 675.00 |
| 2018-12-17 | 15355.00 | 15365.00 | 15415.00 | 15300.00 | 14635.00 | 14620.00 | 14660.00 | 14565.00 | 720.00 | 745.00 | 755.00 | 735.00 |
| 2018-12-14 | 15305.00 | 15370.00 | 15380.00 | 15230.00 | 14650.00 | 14645.00 | 14650.00 | 14525.00 | 655.00 | 725.00 | 730.00 | 705.00 |
| 2018-12-13 | 15375.00 | 15310.00 | 15395.00 | 15260.00 | 14725.00 | 14610.00 | 14725.00 | 14575.00 | 650.00 | 700.00 | 670.00 | 685.00 |
| 2018-12-12 | 15390.00 | 15395.00 | 15440.00 | 15355.00 | 14700.00 | 14720.00 | 14745.00 | 14685.00 | 690.00 | 675.00 | 695.00 | 670.00 |
| 2018-12-11 | 15350.00 | 15390.00 | 15425.00 | 15260.00 | 14725.00 | 14695.00 | 14730.00 | 14625.00 | 625.00 | 695.00 | 695.00 | 635.00 |
| 2018-12-10 | 15170.00 | 15310.00 | 15405.00 | 15170.00 | 14580.00 | 14665.00 | 14710.00 | 14550.00 | 590.00 | 645.00 | 695.00 | 620.00 |
| 2018-12-07 | 15165.00 | 15165.00 | 15200.00 | 15120.00 | 14600.00 | 14545.00 | 14605.00 | 14510.00 | 565.00 | 620.00 | 595.00 | 610.00 |
| 2018-12-06 | 15235.00 | 15185.00 | 15280.00 | 15170.00 | 14620.00 | 14605.00 | 14635.00 | 14590.00 | 615.00 | 580.00 | 645.00 | 580.00 |
| 2018-12-05 | 15240.00 | 15230.00 | 15260.00 | 15120.00 | 14655.00 | 14635.00 | 14685.00 | 14575.00 | 585.00 | 595.00 | 575.00 | 545.00 |