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
2025-02-14 13645.00 13740.00 13770.00 13645.00 13810.00 13910.00 13935.00 13810.00 -165.00 -170.00 -165.00 -165.00
2025-02-13 13785.00 13685.00 13790.00 13650.00 13955.00 13855.00 13965.00 13820.00 -170.00 -170.00 -175.00 -170.00
2025-02-12 13760.00 13770.00 13785.00 13740.00 13910.00 13945.00 13955.00 13900.00 -150.00 -175.00 -170.00 -160.00
2025-02-11 13660.00 13735.00 13800.00 13635.00 13830.00 13900.00 13970.00 13805.00 -170.00 -165.00 -170.00 -170.00
2025-02-10 13605.00 13635.00 13655.00 13600.00 13775.00 13800.00 13820.00 13760.00 -170.00 -165.00 -165.00 -160.00
2025-02-07 13505.00 13635.00 13645.00 13505.00 13695.00 13800.00 13810.00 13675.00 -190.00 -165.00 -165.00 -170.00
2025-02-06 13605.00 13535.00 13665.00 13455.00 13785.00 13700.00 13815.00 13625.00 -180.00 -165.00 -150.00 -170.00
2025-02-05 13600.00 13645.00 13665.00 13585.00 13605.00 13605.00 13625.00 13555.00 -5.00 40.00 40.00 30.00
2025-01-27 13595.00 13690.00 13700.00 13575.00 13595.00 13660.00 13660.00 13545.00 0.00 30.00 40.00 30.00
2025-01-24 13455.00 13590.00 13610.00 13415.00 13415.00 13565.00 13575.00 13375.00 40.00 25.00 35.00 40.00
2025-01-23 13615.00 13455.00 13620.00 13450.00 13550.00 13405.00 13580.00 13400.00 65.00 50.00 40.00 50.00
2025-01-22 13645.00 13610.00 13680.00 13565.00 13615.00 13560.00 13635.00 13525.00 30.00 50.00 45.00 40.00
2025-01-21 13665.00 13670.00 13680.00 13625.00 13645.00 13630.00 13645.00 13590.00 20.00 40.00 35.00 35.00
2025-01-20 13660.00 13680.00 13695.00 13615.00 13635.00 13645.00 13655.00 13570.00 25.00 35.00 40.00 45.00
2025-01-17 13575.00 13660.00 13675.00 13540.00 13520.00 13620.00 13640.00 13505.00 55.00 40.00 35.00 35.00
2025-01-16 13590.00 13600.00 13645.00 13565.00 13555.00 13555.00 13605.00 13525.00 35.00 45.00 40.00 40.00
2025-01-15 13580.00 13590.00 13600.00 13505.00 13530.00 13555.00 13560.00 13465.00 50.00 35.00 40.00 40.00
2025-01-14 13510.00 13600.00 13620.00 13465.00 13450.00 13560.00 13560.00 13410.00 60.00 40.00 60.00 55.00
2025-01-13 13520.00 13510.00 13550.00 13390.00 13485.00 13455.00 13500.00 13350.00 35.00 55.00 50.00 40.00
2025-01-10 13440.00 13540.00 13585.00 13440.00 13375.00 13485.00 13530.00 13360.00 65.00 55.00 55.00 80.00
2025-01-09 13420.00 13470.00 13475.00 13355.00 13385.00 13420.00 13420.00 13305.00 35.00 50.00 55.00 50.00
2025-01-08 13425.00 13445.00 13475.00 13390.00 13395.00 13400.00 13420.00 13335.00 30.00 45.00 55.00 55.00
2025-01-07 13415.00 13425.00 13500.00 13370.00 13325.00 13375.00 13440.00 13310.00 90.00 50.00 60.00 60.00
2025-01-06 13400.00 13345.00 13445.00 13330.00 13355.00 13290.00 13395.00 13270.00 45.00 55.00 50.00 60.00
2025-01-03 13560.00 13405.00 13600.00 13400.00 13490.00 13350.00 13555.00 13345.00 70.00 55.00 45.00 55.00
2025-01-02 13485.00 13535.00 13555.00 13455.00 13450.00 13490.00 13510.00 13415.00 35.00 45.00 45.00 40.00
2024-12-31 13470.00 13495.00 13560.00 13450.00 13415.00 13450.00 13515.00 13365.00 55.00 45.00 45.00 85.00
2024-12-30 13475.00 13430.00 13510.00 13365.00 13430.00 13400.00 13465.00 13330.00 45.00 30.00 45.00 35.00
2024-12-27 13450.00 13500.00 13540.00 13440.00 13440.00 13470.00 13500.00 13405.00 10.00 30.00 40.00 35.00
2024-12-26 13465.00 13445.00 13480.00 13415.00 13405.00 13410.00 13440.00 13375.00 60.00 35.00 40.00 40.00
2024-12-25 13425.00 13465.00 13500.00 13415.00 13410.00 13420.00 13460.00 13370.00 15.00 45.00 40.00 45.00
2024-12-24 13455.00 13450.00 13490.00 13435.00 13410.00 13405.00 13445.00 13385.00 45.00 45.00 45.00 50.00
2024-12-23 13395.00 13455.00 13470.00 13345.00 13325.00 13410.00 13425.00 13300.00 70.00 45.00 45.00 45.00
2024-12-20 13325.00 13395.00 13430.00 13320.00 13280.00 13345.00 13385.00 13280.00 45.00 50.00 45.00 40.00
2024-12-19 13370.00 13350.00 13395.00 13315.00 13355.00 13315.00 13365.00 13280.00 15.00 35.00 30.00 35.00
2024-12-18 13535.00 13390.00 13535.00 13340.00 13505.00 13355.00 13505.00 13305.00 30.00 35.00 30.00 35.00
2024-12-17 13570.00 13535.00 13605.00 13510.00 13545.00 13500.00 13575.00 13480.00 25.00 35.00 30.00 30.00
2024-12-16 13630.00 13570.00 13645.00 13530.00 13650.00 13540.00 13650.00 13505.00 -20.00 30.00 -5.00 25.00
2024-12-13 13760.00 13650.00 13765.00 13635.00 13745.00 13625.00 13745.00 13625.00 15.00 25.00 20.00 10.00
2024-12-12 13780.00 13760.00 13780.00 13705.00 13770.00 13725.00 13770.00 13685.00 10.00 35.00 10.00 20.00
2024-12-11 13735.00 13765.00 13810.00 13730.00 13710.00 13730.00 13780.00 13700.00 25.00 35.00 30.00 30.00
2024-12-10 13845.00 13780.00 13900.00 13765.00 13835.00 13740.00 13875.00 13735.00 10.00 40.00 25.00 30.00
2024-12-09 13890.00 13760.00 13915.00 13690.00 13860.00 13720.00 13885.00 13680.00 30.00 40.00 30.00 10.00
2024-12-06 13915.00 13865.00 13925.00 13850.00 13950.00 13895.00 13960.00 13885.00 -35.00 -30.00 -35.00 -35.00
2024-12-05 13895.00 13900.00 13945.00 13845.00 13905.00 13935.00 13975.00 13880.00 -10.00 -35.00 -30.00 -35.00
2024-12-04 13930.00 13870.00 13950.00 13860.00 13975.00 13915.00 13990.00 13905.00 -45.00 -45.00 -40.00 -45.00
2024-12-03 13985.00 13920.00 13985.00 13820.00 14030.00 13970.00 14030.00 13860.00 -45.00 -50.00 -45.00 -40.00
2024-12-02 14015.00 13985.00 14080.00 13975.00 14075.00 14030.00 14115.00 14020.00 -60.00 -45.00 -35.00 -45.00
2024-11-29 13965.00 14055.00 14085.00 13920.00 13990.00 14085.00 14120.00 13955.00 -25.00 -30.00 -35.00 -35.00
2024-11-28 13950.00 13965.00 14000.00 13935.00 13975.00 13990.00 14030.00 13965.00 -25.00 -25.00 -30.00 -30.00
2024-11-27 13915.00 13950.00 13970.00 13910.00 13940.00 13985.00 13995.00 13940.00 -25.00 -35.00 -25.00 -30.00
2024-11-26 13970.00 13915.00 13990.00 13890.00 14000.00 13950.00 14025.00 13930.00 -30.00 -35.00 -35.00 -40.00
2024-11-25 13865.00 13955.00 13975.00 13865.00 13910.00 13985.00 14015.00 13910.00 -45.00 -30.00 -40.00 -45.00
2024-11-22 13985.00 13865.00 13985.00 13850.00 14000.00 13915.00 14030.00 13900.00 -15.00 -50.00 -45.00 -50.00
2024-11-21 13945.00 13975.00 14005.00 13915.00 14000.00 14020.00 14050.00 13965.00 -55.00 -45.00 -45.00 -50.00
2024-11-20 13875.00 13930.00 13960.00 13855.00 13915.00 13980.00 14010.00 13900.00 -40.00 -50.00 -50.00 -45.00
2024-11-19 13950.00 13900.00 13955.00 13875.00 14020.00 13940.00 14020.00 13925.00 -70.00 -40.00 -65.00 -50.00
2024-11-18 13950.00 13955.00 13965.00 13835.00 13995.00 13995.00 14025.00 13900.00 -45.00 -40.00 -60.00 -65.00
2024-11-15 14055.00 13955.00 14100.00 13925.00 14100.00 14025.00 14150.00 13990.00 -45.00 -70.00 -50.00 -65.00
2024-11-14 14060.00 14030.00 14070.00 13975.00 14125.00 14095.00 14125.00 14035.00 -65.00 -65.00 -55.00 -60.00
2024-11-13 14060.00 14045.00 14110.00 14035.00 14115.00 14110.00 14180.00 14100.00 -55.00 -65.00 -70.00 -65.00
2024-11-12 14165.00 14045.00 14165.00 14010.00 14210.00 14115.00 14220.00 14075.00 -45.00 -70.00 -55.00 -65.00
2024-11-11 14145.00 14185.00 14230.00 14105.00 14190.00 14225.00 14260.00 14150.00 -45.00 -40.00 -30.00 -45.00
2024-11-08 14200.00 14180.00 14250.00 14140.00 14245.00 14220.00 14300.00 14185.00 -45.00 -40.00 -50.00 -45.00
2024-11-07 13860.00 14195.00 14200.00 13860.00 14010.00 14240.00 14255.00 13940.00 -150.00 -45.00 -55.00 -80.00
2024-11-06 14005.00 13880.00 14025.00 13865.00 14070.00 13960.00 14095.00 13940.00 -65.00 -80.00 -70.00 -75.00
2024-11-05 14080.00 14020.00 14100.00 13990.00 14145.00 14100.00 14160.00 14060.00 -65.00 -80.00 -60.00 -70.00
2024-11-04 14150.00 14080.00 14155.00 14025.00 14200.00 14140.00 14205.00 14100.00 -50.00 -60.00 -50.00 -75.00
2024-11-01 14015.00 14090.00 14160.00 13930.00 14075.00 14150.00 14220.00 13995.00 -60.00 -60.00 -60.00 -65.00
2024-10-31 14040.00 14015.00 14045.00 13960.00 14105.00 14090.00 14115.00 14035.00 -65.00 -75.00 -70.00 -75.00
2024-10-30 14070.00 14055.00 14080.00 14000.00 14120.00 14120.00 14145.00 14070.00 -50.00 -65.00 -65.00 -70.00
2024-10-29 14085.00 14000.00 14115.00 13990.00 14175.00 14075.00 14190.00 14055.00 -90.00 -75.00 -75.00 -65.00
2024-10-28 14110.00 14135.00 14185.00 14060.00 14195.00 14200.00 14250.00 14135.00 -85.00 -65.00 -65.00 -75.00
2024-10-25 14190.00 14105.00 14235.00 14045.00 14300.00 14200.00 14310.00 14125.00 -110.00 -95.00 -75.00 -80.00
2024-10-24 14095.00 14195.00 14245.00 14075.00 14180.00 14275.00 14315.00 14150.00 -85.00 -80.00 -70.00 -75.00
2024-10-23 14100.00 14125.00 14145.00 14025.00 14195.00 14210.00 14220.00 14105.00 -95.00 -85.00 -75.00 -80.00
2024-10-22 14065.00 14125.00 14200.00 14065.00 14140.00 14195.00 14255.00 14135.00 -75.00 -70.00 -55.00 -70.00
2024-10-21 14100.00 14020.00 14100.00 13960.00 14170.00 14095.00 14170.00 14040.00 -70.00 -75.00 -70.00 -80.00
2024-10-18 13930.00 14070.00 14140.00 13925.00 14010.00 14150.00 14220.00 14010.00 -80.00 -80.00 -80.00 -85.00
2024-10-17 14120.00 13940.00 14175.00 13920.00 14220.00 14020.00 14260.00 14010.00 -100.00 -80.00 -85.00 -90.00
2024-10-16 14060.00 14100.00 14190.00 14055.00 14155.00 14180.00 14275.00 14145.00 -95.00 -80.00 -85.00 -90.00
2024-10-15 14055.00 14060.00 14150.00 14015.00 14135.00 14145.00 14240.00 14100.00 -80.00 -85.00 -90.00 -85.00
2024-10-14 14200.00 14135.00 14275.00 14070.00 14290.00 14230.00 14355.00 14150.00 -90.00 -95.00 -80.00 -80.00
2024-10-11 14125.00 14160.00 14210.00 14045.00 14170.00 14235.00 14280.00 14105.00 -45.00 -75.00 -70.00 -60.00
2024-10-10 14225.00 14115.00 14270.00 14050.00 14310.00 14180.00 14345.00 14130.00 -85.00 -65.00 -75.00 -80.00
2024-10-09 14260.00 14225.00 14395.00 14150.00 14345.00 14295.00 14470.00 14230.00 -85.00 -70.00 -75.00 -80.00
2024-10-08 14700.00 14300.00 14755.00 14165.00 14515.00 14125.00 14555.00 13975.00 185.00 175.00 200.00 190.00
2024-09-30 14455.00 14565.00 14660.00 14365.00 14210.00 14400.00 14455.00 14130.00 245.00 165.00 205.00 235.00
2024-09-27 14305.00 14555.00 14595.00 14275.00 14070.00 14325.00 14385.00 14065.00 235.00 230.00 210.00 210.00
2024-09-26 14165.00 14305.00 14330.00 14100.00 13905.00 14065.00 14085.00 13845.00 260.00 240.00 245.00 255.00
2024-09-25 14210.00 14170.00 14370.00 14155.00 14010.00 13915.00 14130.00 13895.00 200.00 255.00 240.00 260.00
2024-09-24 14000.00 14195.00 14195.00 13970.00 13860.00 13990.00 14005.00 13805.00 140.00 205.00 190.00 165.00
2024-09-23 14065.00 14040.00 14150.00 13925.00 13945.00 13885.00 14015.00 13800.00 120.00 155.00 135.00 125.00
2024-09-20 13790.00 14075.00 14075.00 13745.00 13665.00 13945.00 13950.00 13615.00 125.00 130.00 125.00 130.00
2024-09-19 13685.00 13785.00 13800.00 13595.00 13590.00 13660.00 13680.00 13470.00 95.00 125.00 120.00 125.00
2024-09-18 13650.00 13720.00 13770.00 13635.00 13575.00 13610.00 13655.00 13535.00 75.00 110.00 115.00 100.00
2024-09-13 13525.00 13545.00 13580.00 13455.00 13440.00 13440.00 13480.00 13365.00 85.00 105.00 100.00 90.00
2024-09-12 13495.00 13535.00 13605.00 13435.00 13405.00 13450.00 13530.00 13355.00 90.00 85.00 75.00 80.00
2024-09-11 13370.00 13465.00 13475.00 13235.00 13275.00 13380.00 13385.00 13140.00 95.00 85.00 90.00 95.00
2024-09-10 13325.00 13335.00 13425.00 13305.00 13240.00 13260.00 13340.00 13205.00 85.00 75.00 85.00 100.00
导出Excel数据