棉花期货跨期套利数据回测

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:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

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。

风险提示

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。

数据分析

关于棉花期货跨期套利的详细数据分析,请查看文章:。

棉花期货跨期套利年度差价数据

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

棉花期货跨期套利月度差价数据

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

棉花期货跨期套利价差逐日数据

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
2025-07-11 13865.00 13885.00 13945.00 13860.00 13820.00 13820.00 13880.00 13810.00 45.00 65.00 65.00 50.00
2025-07-10 13845.00 13865.00 13920.00 13815.00 13785.00 13810.00 13860.00 13765.00 60.00 55.00 60.00 50.00
2025-07-09 13790.00 13830.00 13855.00 13685.00 13750.00 13785.00 13800.00 13660.00 40.00 45.00 55.00 25.00
2025-07-08 13740.00 13785.00 13830.00 13705.00 13740.00 13760.00 13795.00 13690.00 0.00 25.00 35.00 15.00
2025-07-07 13770.00 13760.00 13875.00 13730.00 13770.00 13760.00 13850.00 13725.00 0.00 0.00 25.00 5.00
2025-07-04 13785.00 13780.00 13830.00 13760.00 13795.00 13780.00 13815.00 13750.00 -10.00 0.00 15.00 10.00
2025-07-03 13805.00 13785.00 13825.00 13745.00 13805.00 13785.00 13835.00 13750.00 0.00 0.00 -10.00 -5.00
2025-07-02 13730.00 13805.00 13850.00 13720.00 13745.00 13820.00 13865.00 13730.00 -15.00 -15.00 -15.00 -10.00
2025-07-01 13760.00 13745.00 13780.00 13675.00 13725.00 13755.00 13785.00 13710.00 35.00 -10.00 -5.00 -35.00
2025-06-30 13755.00 13740.00 13920.00 13730.00 13765.00 13760.00 13920.00 13735.00 -10.00 -20.00 0.00 -5.00
2025-06-27 13725.00 13760.00 13775.00 13695.00 13675.00 13765.00 13780.00 13665.00 50.00 -5.00 -5.00 30.00
2025-06-26 13635.00 13720.00 13730.00 13630.00 13615.00 13665.00 13695.00 13615.00 20.00 55.00 35.00 15.00
2025-06-25 13610.00 13645.00 13665.00 13550.00 13590.00 13625.00 13650.00 13555.00 20.00 20.00 15.00 -5.00
2025-06-24 13460.00 13610.00 13640.00 13445.00 13475.00 13585.00 13620.00 13475.00 -15.00 25.00 20.00 -30.00
2025-06-23 13500.00 13465.00 13540.00 13425.00 13520.00 13500.00 13565.00 13465.00 -20.00 -35.00 -25.00 -40.00
2025-06-20 13515.00 13495.00 13545.00 13465.00 13515.00 13515.00 13550.00 13495.00 0.00 -20.00 -5.00 -30.00
2025-06-19 13500.00 13525.00 13535.00 13450.00 13505.00 13530.00 13540.00 13470.00 -5.00 -5.00 -5.00 -20.00
2025-06-18 13540.00 13540.00 13570.00 13510.00 13535.00 13545.00 13570.00 13520.00 5.00 -5.00 0.00 -10.00
2025-06-17 13500.00 13525.00 13545.00 13455.00 13500.00 13530.00 13545.00 13480.00 0.00 -5.00 0.00 -25.00
2025-06-16 13480.00 13530.00 13560.00 13460.00 13460.00 13530.00 13545.00 13440.00 20.00 0.00 15.00 20.00
2025-06-13 13500.00 13495.00 13520.00 13390.00 13485.00 13480.00 13505.00 13365.00 15.00 15.00 15.00 25.00
2025-06-12 13520.00 13520.00 13545.00 13465.00 13500.00 13495.00 13515.00 13450.00 20.00 25.00 30.00 15.00
2025-06-11 13515.00 13540.00 13600.00 13490.00 13500.00 13510.00 13570.00 13465.00 15.00 30.00 30.00 25.00
2025-06-10 13495.00 13520.00 13545.00 13450.00 13465.00 13490.00 13515.00 13435.00 30.00 30.00 30.00 15.00
2025-06-09 13355.00 13495.00 13550.00 13345.00 13325.00 13485.00 13525.00 13325.00 30.00 10.00 25.00 20.00
2025-06-06 13265.00 13360.00 13395.00 13255.00 13335.00 13345.00 13410.00 13315.00 -70.00 15.00 -15.00 -60.00
2025-06-05 13255.00 13245.00 13310.00 13220.00 13275.00 13300.00 13350.00 13270.00 -20.00 -55.00 -40.00 -50.00
2025-06-04 13270.00 13265.00 13290.00 13200.00 13320.00 13320.00 13335.00 13260.00 -50.00 -55.00 -45.00 -60.00
2025-06-03 13305.00 13260.00 13330.00 13210.00 13060.00 13040.00 13115.00 12990.00 245.00 220.00 215.00 220.00
2025-05-30 13280.00 13275.00 13310.00 13240.00 13085.00 13050.00 13095.00 13020.00 195.00 225.00 215.00 220.00
2025-05-29 13330.00 13320.00 13355.00 13235.00 13100.00 13095.00 13140.00 13020.00 230.00 225.00 215.00 215.00
2025-05-28 13335.00 13330.00 13375.00 13275.00 13150.00 13105.00 13160.00 13065.00 185.00 225.00 215.00 210.00
2025-05-27 13370.00 13330.00 13380.00 13260.00 13170.00 13115.00 13170.00 13040.00 200.00 215.00 210.00 220.00
2025-05-26 13385.00 13385.00 13435.00 13330.00 13175.00 13170.00 13220.00 13105.00 210.00 215.00 215.00 225.00
2025-05-23 13415.00 13410.00 13475.00 13380.00 13210.00 13185.00 13265.00 13170.00 205.00 225.00 210.00 210.00
2025-05-22 13415.00 13430.00 13485.00 13400.00 13235.00 13225.00 13290.00 13205.00 180.00 205.00 195.00 195.00
2025-05-21 13400.00 13440.00 13560.00 13370.00 13215.00 13255.00 13370.00 13190.00 185.00 185.00 190.00 180.00
2025-05-20 13410.00 13395.00 13435.00 13380.00 13200.00 13215.00 13250.00 13200.00 210.00 180.00 185.00 180.00
2025-05-19 13390.00 13390.00 13425.00 13325.00 13140.00 13200.00 13235.00 13140.00 250.00 190.00 190.00 185.00
2025-05-16 13440.00 13390.00 13455.00 13360.00 13230.00 13195.00 13265.00 13170.00 210.00 195.00 190.00 190.00
2025-05-15 13385.00 13415.00 13480.00 13385.00 13215.00 13215.00 13295.00 13200.00 170.00 200.00 185.00 185.00
2025-05-14 13330.00 13445.00 13470.00 13290.00 13145.00 13255.00 13280.00 13090.00 185.00 190.00 190.00 200.00
2025-05-13 13475.00 13330.00 13475.00 13245.00 13270.00 13145.00 13270.00 13045.00 205.00 185.00 205.00 200.00
2025-05-12 12945.00 13240.00 13255.00 12920.00 12710.00 13040.00 13040.00 12705.00 235.00 200.00 215.00 215.00
2025-05-09 12925.00 12950.00 12960.00 12875.00 12725.00 12735.00 12745.00 12655.00 200.00 215.00 215.00 220.00
2025-05-08 12870.00 12900.00 12935.00 12780.00 12665.00 12675.00 12715.00 12560.00 205.00 225.00 220.00 220.00
2025-05-07 12725.00 12900.00 13015.00 12715.00 12460.00 12680.00 12775.00 12460.00 265.00 220.00 240.00 255.00
2025-05-06 12870.00 12745.00 12895.00 12675.00 12655.00 12510.00 12665.00 12435.00 215.00 235.00 230.00 240.00
2025-04-30 12805.00 12750.00 12825.00 12720.00 12590.00 12515.00 12605.00 12490.00 215.00 235.00 220.00 230.00
2025-04-29 12910.00 12840.00 12935.00 12800.00 12655.00 12560.00 12665.00 12525.00 255.00 280.00 270.00 275.00
2025-04-28 12965.00 12950.00 13030.00 12920.00 12700.00 12675.00 12765.00 12660.00 265.00 275.00 265.00 260.00
2025-04-25 12975.00 12990.00 13080.00 12955.00 12745.00 12725.00 12815.00 12695.00 230.00 265.00 265.00 260.00
2025-04-24 13025.00 12990.00 13055.00 12955.00 12760.00 12735.00 12800.00 12700.00 265.00 255.00 255.00 255.00
2025-04-23 12800.00 12990.00 13025.00 12790.00 12530.00 12745.00 12770.00 12530.00 270.00 245.00 255.00 260.00
2025-04-22 12900.00 12795.00 12915.00 12760.00 12650.00 12565.00 12690.00 12530.00 250.00 230.00 225.00 230.00
2025-04-21 12895.00 12910.00 12955.00 12870.00 12700.00 12685.00 12745.00 12665.00 195.00 225.00 210.00 205.00
2025-04-18 12895.00 12885.00 12915.00 12835.00 12715.00 12680.00 12720.00 12645.00 180.00 205.00 195.00 190.00
2025-04-17 12810.00 12890.00 12935.00 12810.00 12675.00 12695.00 12750.00 12640.00 135.00 195.00 185.00 170.00
2025-04-16 12870.00 12830.00 12935.00 12780.00 12655.00 12655.00 12750.00 12600.00 215.00 175.00 185.00 180.00
2025-04-15 12950.00 12880.00 12985.00 12855.00 12780.00 12700.00 12815.00 12675.00 170.00 180.00 170.00 180.00
2025-04-14 12970.00 12990.00 13045.00 12915.00 12800.00 12810.00 12875.00 12745.00 170.00 180.00 170.00 170.00
2025-04-11 12815.00 12810.00 12855.00 12700.00 13000.00 12970.00 13015.00 12865.00 -185.00 -160.00 -160.00 -165.00
2025-04-10 12500.00 12820.00 13000.00 12440.00 12685.00 12985.00 13165.00 12610.00 -185.00 -165.00 -165.00 -170.00
2025-04-09 12810.00 12585.00 12850.00 12315.00 13000.00 12760.00 13005.00 12490.00 -190.00 -175.00 -155.00 -175.00
2025-04-08 13200.00 12835.00 13265.00 12680.00 13350.00 13000.00 13415.00 12835.00 -150.00 -165.00 -150.00 -155.00
2025-04-07 13255.00 13090.00 13260.00 13075.00 13300.00 13250.00 13400.00 13230.00 -45.00 -160.00 -140.00 -155.00
2025-04-03 13660.00 13510.00 13670.00 13465.00 13785.00 13660.00 13810.00 13615.00 -125.00 -150.00 -140.00 -150.00
2025-04-02 13615.00 13660.00 13690.00 13600.00 13735.00 13800.00 13820.00 13730.00 -120.00 -140.00 -130.00 -130.00
2025-04-01 13550.00 13590.00 13625.00 13525.00 13690.00 13725.00 13760.00 13660.00 -140.00 -135.00 -135.00 -135.00
2025-03-31 13595.00 13540.00 13595.00 13505.00 13725.00 13680.00 13735.00 13640.00 -130.00 -140.00 -140.00 -135.00
2025-03-28 13550.00 13580.00 13670.00 13550.00 13690.00 13725.00 13810.00 13690.00 -140.00 -145.00 -140.00 -140.00
2025-03-27 13650.00 13570.00 13655.00 13530.00 13775.00 13725.00 13785.00 13680.00 -125.00 -155.00 -130.00 -150.00
2025-03-26 13580.00 13635.00 13660.00 13525.00 13720.00 13765.00 13790.00 13675.00 -140.00 -130.00 -130.00 -150.00
2025-03-25 13605.00 13585.00 13635.00 13570.00 13740.00 13725.00 13770.00 13705.00 -135.00 -140.00 -135.00 -135.00
2025-03-24 13660.00 13605.00 13660.00 13560.00 13800.00 13745.00 13800.00 13700.00 -140.00 -140.00 -140.00 -140.00
2025-03-21 13650.00 13650.00 13700.00 13620.00 13795.00 13795.00 13840.00 13770.00 -145.00 -145.00 -140.00 -150.00
2025-03-20 13610.00 13690.00 13695.00 13585.00 13755.00 13830.00 13830.00 13735.00 -145.00 -140.00 -135.00 -150.00
2025-03-19 13575.00 13645.00 13650.00 13560.00 13735.00 13790.00 13805.00 13720.00 -160.00 -145.00 -155.00 -160.00
2025-03-18 13640.00 13575.00 13655.00 13540.00 13800.00 13740.00 13815.00 13705.00 -160.00 -165.00 -160.00 -165.00
2025-03-17 13680.00 13655.00 13710.00 13620.00 13850.00 13820.00 13865.00 13780.00 -170.00 -165.00 -155.00 -160.00
2025-03-14 13655.00 13680.00 13715.00 13650.00 13805.00 13835.00 13870.00 13800.00 -150.00 -155.00 -155.00 -150.00
2025-03-13 13630.00 13660.00 13735.00 13610.00 13790.00 13815.00 13890.00 13775.00 -160.00 -155.00 -155.00 -165.00
2025-03-12 13650.00 13610.00 13665.00 13600.00 13815.00 13775.00 13830.00 13765.00 -165.00 -165.00 -165.00 -165.00
2025-03-11 13650.00 13635.00 13675.00 13580.00 13805.00 13805.00 13840.00 13745.00 -155.00 -170.00 -165.00 -165.00
2025-03-10 13580.00 13650.00 13700.00 13560.00 13750.00 13815.00 13870.00 13730.00 -170.00 -165.00 -170.00 -170.00
2025-03-07 13535.00 13580.00 13625.00 13530.00 13705.00 13750.00 13800.00 13705.00 -170.00 -170.00 -175.00 -175.00
2025-03-06 13525.00 13545.00 13545.00 13450.00 13690.00 13710.00 13720.00 13625.00 -165.00 -165.00 -175.00 -175.00
2025-03-05 13605.00 13520.00 13620.00 13505.00 13760.00 13695.00 13780.00 13675.00 -155.00 -175.00 -160.00 -170.00
2025-03-04 13575.00 13605.00 13650.00 13500.00 13750.00 13770.00 13820.00 13675.00 -175.00 -165.00 -170.00 -175.00
2025-03-03 13560.00 13595.00 13640.00 13555.00 13735.00 13770.00 13810.00 13725.00 -175.00 -175.00 -170.00 -170.00
2025-02-28 13765.00 13570.00 13780.00 13550.00 13930.00 13745.00 13940.00 13720.00 -165.00 -175.00 -160.00 -170.00
2025-02-27 13795.00 13740.00 13810.00 13705.00 13950.00 13915.00 13970.00 13865.00 -155.00 -175.00 -160.00 -160.00
2025-02-26 13800.00 13805.00 13845.00 13765.00 13950.00 13950.00 14005.00 13920.00 -150.00 -145.00 -160.00 -155.00
2025-02-25 13855.00 13830.00 13865.00 13780.00 14015.00 13975.00 14025.00 13935.00 -160.00 -145.00 -160.00 -155.00
2025-02-24 13850.00 13865.00 13895.00 13810.00 14010.00 14015.00 14045.00 13975.00 -160.00 -150.00 -150.00 -165.00
2025-02-21 13855.00 13870.00 13930.00 13850.00 14005.00 14020.00 14080.00 14005.00 -150.00 -150.00 -150.00 -155.00
2025-02-20 13870.00 13890.00 13890.00 13815.00 14015.00 14040.00 14050.00 13975.00 -145.00 -150.00 -160.00 -160.00
2025-02-19 13890.00 13885.00 13920.00 13850.00 14055.00 14045.00 14090.00 14015.00 -165.00 -160.00 -170.00 -165.00
2025-02-18 13810.00 13885.00 13910.00 13805.00 13990.00 14050.00 14085.00 13980.00 -180.00 -165.00 -175.00 -175.00
2025-02-17 13725.00 13820.00 13845.00 13695.00 13895.00 13990.00 14020.00 13860.00 -170.00 -170.00 -175.00 -165.00
导出Excel数据