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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 13480.00 | 13325.00 | 13505.00 | 13220.00 | 13335.00 | 13230.00 | 13370.00 | 13110.00 | 145.00 | 95.00 | 135.00 | 110.00 |
| 2024-09-06 | 13675.00 | 13460.00 | 13725.00 | 13415.00 | 13565.00 | 13325.00 | 13590.00 | 13280.00 | 110.00 | 135.00 | 135.00 | 135.00 |
| 2024-09-05 | 13580.00 | 13675.00 | 13800.00 | 13570.00 | 13460.00 | 13545.00 | 13680.00 | 13445.00 | 120.00 | 130.00 | 120.00 | 125.00 |
| 2024-09-04 | 13785.00 | 13565.00 | 13940.00 | 13510.00 | 13665.00 | 13445.00 | 13810.00 | 13385.00 | 120.00 | 120.00 | 130.00 | 125.00 |
| 2024-09-03 | 13615.00 | 13770.00 | 13795.00 | 13585.00 | 13545.00 | 13650.00 | 13670.00 | 13475.00 | 70.00 | 120.00 | 125.00 | 110.00 |
| 2024-09-02 | 13775.00 | 13550.00 | 13785.00 | 13535.00 | 13800.00 | 13600.00 | 13825.00 | 13580.00 | -25.00 | -50.00 | -40.00 | -45.00 |
| 2024-08-30 | 13810.00 | 13750.00 | 13875.00 | 13730.00 | 13730.00 | 13650.00 | 13785.00 | 13635.00 | 80.00 | 100.00 | 90.00 | 95.00 |
| 2024-08-29 | 13795.00 | 13800.00 | 13815.00 | 13680.00 | 13775.00 | 13710.00 | 13775.00 | 13600.00 | 20.00 | 90.00 | 40.00 | 80.00 |
| 2024-08-28 | 13765.00 | 13810.00 | 13850.00 | 13740.00 | 13740.00 | 13760.00 | 13810.00 | 13700.00 | 25.00 | 50.00 | 40.00 | 40.00 |
| 2024-08-27 | 13765.00 | 13795.00 | 13830.00 | 13720.00 | 13625.00 | 13595.00 | 13650.00 | 13550.00 | 140.00 | 200.00 | 180.00 | 170.00 |
| 2024-08-26 | 13600.00 | 13800.00 | 13815.00 | 13555.00 | 13440.00 | 13630.00 | 13650.00 | 13415.00 | 160.00 | 170.00 | 165.00 | 140.00 |
| 2024-08-23 | 13550.00 | 13580.00 | 13660.00 | 13525.00 | 13430.00 | 13435.00 | 13520.00 | 13400.00 | 120.00 | 145.00 | 140.00 | 125.00 |
| 2024-08-22 | 13590.00 | 13580.00 | 13680.00 | 13560.00 | 13430.00 | 13455.00 | 13550.00 | 13430.00 | 160.00 | 125.00 | 130.00 | 130.00 |
| 2024-08-21 | 13515.00 | 13575.00 | 13585.00 | 13465.00 | 13430.00 | 13450.00 | 13455.00 | 13335.00 | 85.00 | 125.00 | 130.00 | 130.00 |
| 2024-08-20 | 13440.00 | 13490.00 | 13625.00 | 13440.00 | 13340.00 | 13360.00 | 13500.00 | 13315.00 | 100.00 | 130.00 | 125.00 | 125.00 |
| 2024-08-19 | 13300.00 | 13400.00 | 13495.00 | 13200.00 | 13200.00 | 13275.00 | 13375.00 | 13115.00 | 100.00 | 125.00 | 120.00 | 85.00 |
| 2024-08-16 | 13420.00 | 13380.00 | 13485.00 | 13360.00 | 13325.00 | 13270.00 | 13390.00 | 13260.00 | 95.00 | 110.00 | 95.00 | 100.00 |
| 2024-08-15 | 13395.00 | 13390.00 | 13490.00 | 13290.00 | 13375.00 | 13300.00 | 13415.00 | 13240.00 | 20.00 | 90.00 | 75.00 | 50.00 |
| 2024-08-14 | 13525.00 | 13395.00 | 13570.00 | 13260.00 | 13520.00 | 13320.00 | 13555.00 | 13230.00 | 5.00 | 75.00 | 15.00 | 30.00 |
| 2024-08-13 | 13620.00 | 13545.00 | 13655.00 | 13505.00 | 13650.00 | 13570.00 | 13690.00 | 13520.00 | -30.00 | -25.00 | -35.00 | -15.00 |
| 2024-08-12 | 13650.00 | 13625.00 | 13710.00 | 13530.00 | 13700.00 | 13650.00 | 13740.00 | 13605.00 | -50.00 | -25.00 | -30.00 | -75.00 |
| 2024-08-09 | 13250.00 | 13630.00 | 13640.00 | 13250.00 | 13400.00 | 13670.00 | 13700.00 | 13395.00 | -150.00 | -40.00 | -60.00 | -145.00 |
| 2024-08-08 | 13535.00 | 13290.00 | 13570.00 | 13280.00 | 13650.00 | 13435.00 | 13665.00 | 13425.00 | -115.00 | -145.00 | -95.00 | -145.00 |
| 2024-08-07 | 13625.00 | 13525.00 | 13680.00 | 13490.00 | 13680.00 | 13620.00 | 13750.00 | 13580.00 | -55.00 | -95.00 | -70.00 | -90.00 |
| 2024-08-06 | 13845.00 | 13655.00 | 13885.00 | 13640.00 | 13830.00 | 13705.00 | 13905.00 | 13680.00 | 15.00 | -50.00 | -20.00 | -40.00 |
| 2024-08-05 | 14165.00 | 13955.00 | 14185.00 | 13955.00 | 14130.00 | 13950.00 | 14155.00 | 13945.00 | 35.00 | 5.00 | 30.00 | 10.00 |
| 2024-08-02 | 14230.00 | 14160.00 | 14240.00 | 14050.00 | 14200.00 | 14125.00 | 14200.00 | 14030.00 | 30.00 | 35.00 | 40.00 | 20.00 |
| 2024-08-01 | 14160.00 | 14200.00 | 14245.00 | 14110.00 | 14160.00 | 14160.00 | 14215.00 | 14110.00 | 0.00 | 40.00 | 30.00 | 0.00 |
| 2024-07-31 | 14145.00 | 14150.00 | 14175.00 | 14030.00 | 14150.00 | 14155.00 | 14175.00 | 14045.00 | -5.00 | -5.00 | 0.00 | -15.00 |
| 2024-07-30 | 14180.00 | 14120.00 | 14190.00 | 14055.00 | 14200.00 | 14130.00 | 14215.00 | 14060.00 | -20.00 | -10.00 | -25.00 | -5.00 |
| 2024-07-29 | 14140.00 | 14140.00 | 14165.00 | 14050.00 | 14180.00 | 14175.00 | 14200.00 | 14105.00 | -40.00 | -35.00 | -35.00 | -55.00 |
| 2024-07-26 | 14100.00 | 14155.00 | 14210.00 | 14060.00 | 14155.00 | 14190.00 | 14245.00 | 14105.00 | -55.00 | -35.00 | -35.00 | -45.00 |
| 2024-07-25 | 14075.00 | 14060.00 | 14170.00 | 13990.00 | 14105.00 | 14100.00 | 14210.00 | 14050.00 | -30.00 | -40.00 | -40.00 | -60.00 |
| 2024-07-24 | 14500.00 | 14245.00 | 14525.00 | 14205.00 | 14510.00 | 14260.00 | 14535.00 | 14215.00 | -10.00 | -15.00 | -10.00 | -10.00 |
| 2024-07-23 | 14590.00 | 14530.00 | 14645.00 | 14505.00 | 14605.00 | 14545.00 | 14640.00 | 14515.00 | -15.00 | -15.00 | 5.00 | -10.00 |
| 2024-07-22 | 14645.00 | 14615.00 | 14680.00 | 14565.00 | 14645.00 | 14620.00 | 14695.00 | 14595.00 | 0.00 | -5.00 | -15.00 | -30.00 |
| 2024-07-19 | 14695.00 | 14715.00 | 14770.00 | 14600.00 | 14710.00 | 14715.00 | 14775.00 | 14620.00 | -15.00 | 0.00 | -5.00 | -20.00 |
| 2024-07-18 | 14705.00 | 14715.00 | 14755.00 | 14635.00 | 14715.00 | 14725.00 | 14770.00 | 14650.00 | -10.00 | -10.00 | -15.00 | -15.00 |
| 2024-07-17 | 14675.00 | 14690.00 | 14720.00 | 14485.00 | 14700.00 | 14705.00 | 14740.00 | 14540.00 | -25.00 | -15.00 | -20.00 | -55.00 |
| 2024-07-16 | 14715.00 | 14705.00 | 14785.00 | 14660.00 | 14720.00 | 14730.00 | 14800.00 | 14690.00 | -5.00 | -25.00 | -15.00 | -30.00 |
| 2024-07-15 | 14540.00 | 14660.00 | 14700.00 | 14455.00 | 14605.00 | 14670.00 | 14715.00 | 14505.00 | -65.00 | -10.00 | -15.00 | -50.00 |
| 2024-07-12 | 14640.00 | 14470.00 | 14680.00 | 14465.00 | 14675.00 | 14510.00 | 14700.00 | 14510.00 | -35.00 | -40.00 | -20.00 | -45.00 |
| 2024-07-11 | 14425.00 | 14665.00 | 14725.00 | 14425.00 | 14500.00 | 14680.00 | 14740.00 | 14490.00 | -75.00 | -15.00 | -15.00 | -65.00 |
| 2024-07-10 | 14580.00 | 14405.00 | 14580.00 | 14380.00 | 14600.00 | 14475.00 | 14625.00 | 14435.00 | -20.00 | -70.00 | -45.00 | -55.00 |
| 2024-07-09 | 14595.00 | 14615.00 | 14670.00 | 14530.00 | 14650.00 | 14635.00 | 14690.00 | 14570.00 | -55.00 | -20.00 | -20.00 | -40.00 |
| 2024-07-08 | 14705.00 | 14595.00 | 14705.00 | 14525.00 | 14750.00 | 14635.00 | 14750.00 | 14580.00 | -45.00 | -40.00 | -45.00 | -55.00 |
| 2024-07-05 | 14650.00 | 14770.00 | 14810.00 | 14635.00 | 14705.00 | 14800.00 | 14840.00 | 14680.00 | -55.00 | -30.00 | -30.00 | -45.00 |
| 2024-07-04 | 14825.00 | 14650.00 | 14860.00 | 14620.00 | 14840.00 | 14705.00 | 14885.00 | 14665.00 | -15.00 | -55.00 | -25.00 | -45.00 |
| 2024-07-03 | 14800.00 | 14825.00 | 14835.00 | 14725.00 | 14850.00 | 14855.00 | 14865.00 | 14775.00 | -50.00 | -30.00 | -30.00 | -50.00 |
| 2024-07-02 | 14800.00 | 14845.00 | 14880.00 | 14765.00 | 14830.00 | 14890.00 | 14910.00 | 14800.00 | -30.00 | -45.00 | -30.00 | -35.00 |
| 2024-07-01 | 14715.00 | 14830.00 | 14870.00 | 14510.00 | 14780.00 | 14860.00 | 14890.00 | 14615.00 | -65.00 | -30.00 | -20.00 | -105.00 |
| 2024-06-28 | 14675.00 | 14705.00 | 14760.00 | 14600.00 | 14750.00 | 14775.00 | 14825.00 | 14675.00 | -75.00 | -70.00 | -65.00 | -75.00 |
| 2024-06-27 | 14710.00 | 14675.00 | 14750.00 | 14620.00 | 14770.00 | 14735.00 | 14830.00 | 14700.00 | -60.00 | -60.00 | -80.00 | -80.00 |
| 2024-06-26 | 14620.00 | 14735.00 | 14780.00 | 14615.00 | 14680.00 | 14790.00 | 14835.00 | 14680.00 | -60.00 | -55.00 | -55.00 | -65.00 |
| 2024-06-25 | 14610.00 | 14595.00 | 14640.00 | 14505.00 | 14685.00 | 14665.00 | 14715.00 | 14595.00 | -75.00 | -70.00 | -75.00 | -90.00 |
| 2024-06-24 | 14585.00 | 14560.00 | 14610.00 | 14465.00 | 14685.00 | 14630.00 | 14685.00 | 14565.00 | -100.00 | -70.00 | -75.00 | -100.00 |
| 2024-06-21 | 14600.00 | 14560.00 | 14610.00 | 14435.00 | 14700.00 | 14660.00 | 14725.00 | 14570.00 | -100.00 | -100.00 | -115.00 | -135.00 |
| 2024-06-20 | 14550.00 | 14570.00 | 14660.00 | 14505.00 | 14635.00 | 14695.00 | 14750.00 | 14590.00 | -85.00 | -125.00 | -90.00 | -85.00 |
| 2024-06-19 | 14490.00 | 14560.00 | 14600.00 | 14480.00 | 14545.00 | 14630.00 | 14685.00 | 14545.00 | -55.00 | -70.00 | -85.00 | -65.00 |
| 2024-06-18 | 14395.00 | 14490.00 | 14575.00 | 14340.00 | 14450.00 | 14575.00 | 14640.00 | 14420.00 | -55.00 | -85.00 | -65.00 | -80.00 |
| 2024-06-17 | 14815.00 | 14435.00 | 14835.00 | 14420.00 | 14840.00 | 14505.00 | 14855.00 | 14490.00 | -25.00 | -70.00 | -20.00 | -70.00 |
| 2024-06-14 | 14740.00 | 14795.00 | 14840.00 | 14740.00 | 14770.00 | 14820.00 | 14860.00 | 14760.00 | -30.00 | -25.00 | -20.00 | -20.00 |
| 2024-06-13 | 14990.00 | 14760.00 | 15015.00 | 14720.00 | 15000.00 | 14780.00 | 15020.00 | 14735.00 | -10.00 | -20.00 | -5.00 | -15.00 |
| 2024-06-12 | 14980.00 | 14995.00 | 15100.00 | 14980.00 | 14975.00 | 15005.00 | 15085.00 | 14975.00 | 5.00 | -10.00 | 15.00 | 5.00 |
| 2024-06-11 | 14960.00 | 14995.00 | 15055.00 | 14870.00 | 15010.00 | 14980.00 | 15065.00 | 14885.00 | -50.00 | 15.00 | -10.00 | -15.00 |
| 2024-06-07 | 15130.00 | 15135.00 | 15225.00 | 15090.00 | 15130.00 | 15140.00 | 15215.00 | 15100.00 | 0.00 | -5.00 | 10.00 | -10.00 |
| 2024-06-06 | 15120.00 | 15145.00 | 15180.00 | 15065.00 | 15145.00 | 15140.00 | 15160.00 | 15045.00 | -25.00 | 5.00 | 20.00 | 20.00 |
| 2024-06-05 | 14920.00 | 15150.00 | 15195.00 | 14905.00 | 14960.00 | 15155.00 | 15205.00 | 14940.00 | -40.00 | -5.00 | -10.00 | -35.00 |
| 2024-06-04 | 15000.00 | 14940.00 | 15020.00 | 14875.00 | 15050.00 | 14985.00 | 15060.00 | 14905.00 | -50.00 | -45.00 | -40.00 | -30.00 |
| 2024-06-03 | 15120.00 | 15010.00 | 15180.00 | 14960.00 | 15180.00 | 15060.00 | 15245.00 | 15030.00 | -60.00 | -50.00 | -65.00 | -70.00 |
| 2024-05-31 | 15480.00 | 15120.00 | 15500.00 | 15120.00 | 15485.00 | 15190.00 | 15495.00 | 15190.00 | -5.00 | -70.00 | 5.00 | -70.00 |
| 2024-05-30 | 15520.00 | 15470.00 | 15530.00 | 15420.00 | 15495.00 | 15480.00 | 15530.00 | 15425.00 | 25.00 | -10.00 | 0.00 | -5.00 |
| 2024-05-29 | 15545.00 | 15570.00 | 15630.00 | 15525.00 | 15490.00 | 15540.00 | 15595.00 | 15490.00 | 55.00 | 30.00 | 35.00 | 35.00 |
| 2024-05-28 | 15475.00 | 15490.00 | 15555.00 | 15460.00 | 15440.00 | 15460.00 | 15515.00 | 15425.00 | 35.00 | 30.00 | 40.00 | 35.00 |
| 2024-05-27 | 15565.00 | 15465.00 | 15570.00 | 15365.00 | 15495.00 | 15430.00 | 15500.00 | 15330.00 | 70.00 | 35.00 | 70.00 | 35.00 |
| 2024-05-24 | 15565.00 | 15540.00 | 15595.00 | 15485.00 | 15495.00 | 15475.00 | 15510.00 | 15400.00 | 70.00 | 65.00 | 85.00 | 85.00 |
| 2024-05-23 | 15390.00 | 15530.00 | 15570.00 | 15370.00 | 15330.00 | 15450.00 | 15495.00 | 15310.00 | 60.00 | 80.00 | 75.00 | 60.00 |
| 2024-05-22 | 15305.00 | 15375.00 | 15430.00 | 15305.00 | 15230.00 | 15305.00 | 15325.00 | 15230.00 | 75.00 | 70.00 | 105.00 | 75.00 |
| 2024-05-21 | 15325.00 | 15340.00 | 15360.00 | 15260.00 | 15235.00 | 15260.00 | 15270.00 | 15195.00 | 90.00 | 80.00 | 90.00 | 65.00 |
| 2024-05-20 | 15245.00 | 15320.00 | 15365.00 | 15220.00 | 15190.00 | 15230.00 | 15280.00 | 15160.00 | 55.00 | 90.00 | 85.00 | 60.00 |
| 2024-05-17 | 15160.00 | 15245.00 | 15295.00 | 15155.00 | 15105.00 | 15180.00 | 15215.00 | 15105.00 | 55.00 | 65.00 | 80.00 | 50.00 |
| 2024-05-16 | 14940.00 | 15200.00 | 15245.00 | 14895.00 | 14895.00 | 15140.00 | 15180.00 | 14865.00 | 45.00 | 60.00 | 65.00 | 30.00 |
| 2024-05-15 | 15105.00 | 14920.00 | 15140.00 | 14840.00 | 15025.00 | 14870.00 | 15060.00 | 14805.00 | 80.00 | 50.00 | 80.00 | 35.00 |
| 2024-05-14 | 15145.00 | 15165.00 | 15290.00 | 15120.00 | 15030.00 | 15080.00 | 15190.00 | 15030.00 | 115.00 | 85.00 | 100.00 | 90.00 |
| 2024-05-13 | 15200.00 | 15145.00 | 15250.00 | 15045.00 | 15125.00 | 15045.00 | 15190.00 | 14970.00 | 75.00 | 100.00 | 60.00 | 75.00 |
| 2024-05-10 | 15335.00 | 15200.00 | 15345.00 | 15065.00 | 15240.00 | 15135.00 | 15250.00 | 14985.00 | 95.00 | 65.00 | 95.00 | 80.00 |
| 2024-05-09 | 15660.00 | 15310.00 | 15695.00 | 15290.00 | 15510.00 | 15225.00 | 15555.00 | 15210.00 | 150.00 | 85.00 | 140.00 | 80.00 |
| 2024-05-08 | 15600.00 | 15635.00 | 15705.00 | 15600.00 | 15435.00 | 15490.00 | 15555.00 | 15435.00 | 165.00 | 145.00 | 150.00 | 165.00 |
| 2024-05-07 | 15510.00 | 15595.00 | 15630.00 | 15475.00 | 15410.00 | 15430.00 | 15470.00 | 15365.00 | 100.00 | 165.00 | 160.00 | 110.00 |
| 2024-05-06 | 15600.00 | 15555.00 | 15665.00 | 15505.00 | 15445.00 | 15400.00 | 15525.00 | 15355.00 | 155.00 | 155.00 | 140.00 | 150.00 |
| 2024-04-30 | 15775.00 | 15655.00 | 15775.00 | 15640.00 | 15630.00 | 15500.00 | 15640.00 | 15490.00 | 145.00 | 155.00 | 135.00 | 150.00 |
| 2024-04-29 | 15705.00 | 15765.00 | 15815.00 | 15675.00 | 15550.00 | 15600.00 | 15645.00 | 15515.00 | 155.00 | 165.00 | 170.00 | 160.00 |
| 2024-04-26 | 15720.00 | 15730.00 | 15765.00 | 15635.00 | 15465.00 | 15525.00 | 15550.00 | 15440.00 | 255.00 | 205.00 | 215.00 | 195.00 |
| 2024-04-25 | 15845.00 | 15700.00 | 15845.00 | 15650.00 | 15650.00 | 15490.00 | 15650.00 | 15465.00 | 195.00 | 210.00 | 195.00 | 185.00 |
| 2024-04-24 | 15800.00 | 15805.00 | 15845.00 | 15755.00 | 15665.00 | 15610.00 | 15680.00 | 15575.00 | 135.00 | 195.00 | 165.00 | 180.00 |
| 2024-04-23 | 15860.00 | 15840.00 | 15930.00 | 15830.00 | 15750.00 | 15680.00 | 15775.00 | 15665.00 | 110.00 | 160.00 | 155.00 | 165.00 |
| 2024-04-22 | 15845.00 | 15870.00 | 15960.00 | 15740.00 | 15700.00 | 15715.00 | 15810.00 | 15600.00 | 145.00 | 155.00 | 150.00 | 140.00 |
| 2024-04-19 | 15945.00 | 15825.00 | 15960.00 | 15815.00 | 15805.00 | 15670.00 | 15810.00 | 15665.00 | 140.00 | 155.00 | 150.00 | 150.00 |
| 2024-04-18 | 16080.00 | 15935.00 | 16160.00 | 15925.00 | 15930.00 | 15795.00 | 16010.00 | 15785.00 | 150.00 | 140.00 | 150.00 | 140.00 |
| 2024-04-17 | 16295.00 | 16100.00 | 16340.00 | 16040.00 | 16110.00 | 15935.00 | 16150.00 | 15890.00 | 185.00 | 165.00 | 190.00 | 150.00 |