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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |