本页面展示红枣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:
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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。
关于红枣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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-12-05 | 9080.00 | 9175.00 | 9265.00 | 9050.00 | 9205.00 | 9320.00 | 9380.00 | 9150.00 | -125.00 | -145.00 | -115.00 | -100.00 |
| 2025-12-04 | 9060.00 | 9030.00 | 9115.00 | 8925.00 | 9200.00 | 9160.00 | 9245.00 | 9080.00 | -140.00 | -130.00 | -130.00 | -155.00 |
| 2025-12-03 | 9080.00 | 9055.00 | 9140.00 | 9035.00 | 9230.00 | 9210.00 | 9265.00 | 9180.00 | -150.00 | -155.00 | -125.00 | -145.00 |
| 2025-12-02 | 9030.00 | 9110.00 | 9155.00 | 9000.00 | 9200.00 | 9250.00 | 9280.00 | 9170.00 | -170.00 | -140.00 | -125.00 | -170.00 |
| 2025-12-01 | 9070.00 | 9055.00 | 9215.00 | 9040.00 | 9200.00 | 9220.00 | 9310.00 | 9185.00 | -130.00 | -165.00 | -95.00 | -145.00 |
| 2025-11-28 | 9145.00 | 9025.00 | 9145.00 | 9020.00 | 9305.00 | 9175.00 | 9305.00 | 9175.00 | -160.00 | -150.00 | -160.00 | -155.00 |
| 2025-11-27 | 9195.00 | 9150.00 | 9200.00 | 9090.00 | 9325.00 | 9295.00 | 9330.00 | 9220.00 | -130.00 | -145.00 | -130.00 | -130.00 |
| 2025-11-26 | 9170.00 | 9160.00 | 9225.00 | 9125.00 | 9300.00 | 9290.00 | 9385.00 | 9270.00 | -130.00 | -130.00 | -160.00 | -145.00 |
| 2025-11-25 | 9230.00 | 9175.00 | 9255.00 | 9160.00 | 9390.00 | 9305.00 | 9390.00 | 9295.00 | -160.00 | -130.00 | -135.00 | -135.00 |
| 2025-11-24 | 9000.00 | 9225.00 | 9280.00 | 8985.00 | 9190.00 | 9375.00 | 9425.00 | 9170.00 | -190.00 | -150.00 | -145.00 | -185.00 |
| 2025-11-21 | 9280.00 | 8995.00 | 9320.00 | 8980.00 | 9400.00 | 9175.00 | 9450.00 | 9165.00 | -120.00 | -180.00 | -130.00 | -185.00 |
| 2025-11-20 | 9265.00 | 9300.00 | 9390.00 | 9255.00 | 9405.00 | 9440.00 | 9495.00 | 9395.00 | -140.00 | -140.00 | -105.00 | -140.00 |
| 2025-11-19 | 9300.00 | 9290.00 | 9395.00 | 9250.00 | 9470.00 | 9425.00 | 9530.00 | 9395.00 | -170.00 | -135.00 | -135.00 | -145.00 |
| 2025-11-18 | 9255.00 | 9325.00 | 9430.00 | 9185.00 | 9440.00 | 9490.00 | 9585.00 | 9370.00 | -185.00 | -165.00 | -155.00 | -185.00 |
| 2025-11-17 | 9165.00 | 9270.00 | 9300.00 | 9075.00 | 9380.00 | 9430.00 | 9490.00 | 9290.00 | -215.00 | -160.00 | -190.00 | -215.00 |
| 2025-11-14 | 9185.00 | 9190.00 | 9310.00 | 9145.00 | 9350.00 | 9395.00 | 9485.00 | 9340.00 | -165.00 | -205.00 | -175.00 | -195.00 |
| 2025-11-13 | 9320.00 | 9195.00 | 9355.00 | 9155.00 | 9450.00 | 9350.00 | 9505.00 | 9315.00 | -130.00 | -155.00 | -150.00 | -160.00 |
| 2025-11-12 | 9500.00 | 9365.00 | 9530.00 | 9350.00 | 9680.00 | 9535.00 | 9690.00 | 9525.00 | -180.00 | -170.00 | -160.00 | -175.00 |
| 2025-11-11 | 9560.00 | 9495.00 | 9645.00 | 9485.00 | 9735.00 | 9655.00 | 9815.00 | 9655.00 | -175.00 | -160.00 | -170.00 | -170.00 |
| 2025-11-10 | 9530.00 | 9585.00 | 9625.00 | 9405.00 | 9635.00 | 9745.00 | 9785.00 | 9555.00 | -105.00 | -160.00 | -160.00 | -150.00 |
| 2025-11-07 | 9695.00 | 9590.00 | 9720.00 | 9540.00 | 9780.00 | 9700.00 | 9880.00 | 9640.00 | -85.00 | -110.00 | -160.00 | -100.00 |
| 2025-11-06 | 9755.00 | 9705.00 | 9760.00 | 9640.00 | 9800.00 | 9780.00 | 9825.00 | 9710.00 | -45.00 | -75.00 | -65.00 | -70.00 |
| 2025-11-05 | 9675.00 | 9740.00 | 9760.00 | 9560.00 | 9800.00 | 9810.00 | 9885.00 | 9660.00 | -125.00 | -70.00 | -125.00 | -100.00 |
| 2025-11-04 | 10300.00 | 9695.00 | 10300.00 | 9660.00 | 10280.00 | 9805.00 | 10280.00 | 9760.00 | 20.00 | -110.00 | 20.00 | -100.00 |
| 2025-11-03 | 10235.00 | 10280.00 | 10340.00 | 10185.00 | 10240.00 | 10255.00 | 10305.00 | 10135.00 | -5.00 | 25.00 | 35.00 | 50.00 |
| 2025-10-31 | 10285.00 | 10145.00 | 10375.00 | 10120.00 | 10190.00 | 10115.00 | 10335.00 | 10085.00 | 95.00 | 30.00 | 40.00 | 35.00 |
| 2025-10-30 | 10500.00 | 10225.00 | 10525.00 | 10175.00 | 10340.00 | 10090.00 | 10365.00 | 10000.00 | 160.00 | 135.00 | 160.00 | 175.00 |
| 2025-10-29 | 10460.00 | 10495.00 | 10565.00 | 10375.00 | 10385.00 | 10335.00 | 10460.00 | 10285.00 | 75.00 | 160.00 | 105.00 | 90.00 |
| 2025-10-28 | 10420.00 | 10445.00 | 10530.00 | 10310.00 | 10345.00 | 10370.00 | 10460.00 | 10235.00 | 75.00 | 75.00 | 70.00 | 75.00 |
| 2025-10-27 | 10780.00 | 10390.00 | 10875.00 | 10375.00 | 10700.00 | 10315.00 | 10820.00 | 10280.00 | 80.00 | 75.00 | 55.00 | 95.00 |
| 2025-10-24 | 11200.00 | 10750.00 | 11215.00 | 10735.00 | 11035.00 | 10655.00 | 11075.00 | 10620.00 | 165.00 | 95.00 | 140.00 | 115.00 |
| 2025-10-23 | 11250.00 | 11165.00 | 11325.00 | 11125.00 | 11180.00 | 11005.00 | 11235.00 | 10965.00 | 70.00 | 160.00 | 90.00 | 160.00 |
| 2025-10-22 | 11350.00 | 11265.00 | 11375.00 | 11020.00 | 11315.00 | 11180.00 | 11355.00 | 10940.00 | 35.00 | 85.00 | 20.00 | 80.00 |
| 2025-10-21 | 11410.00 | 11380.00 | 11460.00 | 11340.00 | 11395.00 | 11325.00 | 11430.00 | 11310.00 | 15.00 | 55.00 | 30.00 | 30.00 |
| 2025-10-20 | 11450.00 | 11385.00 | 11470.00 | 11305.00 | 11450.00 | 11385.00 | 11465.00 | 11315.00 | 0.00 | 0.00 | 5.00 | -10.00 |
| 2025-10-17 | 11355.00 | 11420.00 | 11480.00 | 11295.00 | 11400.00 | 11430.00 | 11520.00 | 11315.00 | -45.00 | -10.00 | -40.00 | -20.00 |
| 2025-10-16 | 11100.00 | 11360.00 | 11375.00 | 11080.00 | 11185.00 | 11405.00 | 11420.00 | 11170.00 | -85.00 | -45.00 | -45.00 | -90.00 |
| 2025-10-15 | 11085.00 | 11105.00 | 11160.00 | 11040.00 | 11100.00 | 11200.00 | 11235.00 | 11100.00 | -15.00 | -95.00 | -75.00 | -60.00 |
| 2025-10-14 | 11150.00 | 11110.00 | 11185.00 | 11005.00 | 11230.00 | 11190.00 | 11270.00 | 11100.00 | -80.00 | -80.00 | -85.00 | -95.00 |
| 2025-10-13 | 11165.00 | 11130.00 | 11245.00 | 11040.00 | 11245.00 | 11230.00 | 11300.00 | 11115.00 | -80.00 | -100.00 | -55.00 | -75.00 |
| 2025-10-10 | 11000.00 | 11145.00 | 11230.00 | 10975.00 | 11045.00 | 11215.00 | 11285.00 | 11015.00 | -45.00 | -70.00 | -55.00 | -40.00 |
| 2025-10-09 | 10880.00 | 10960.00 | 11030.00 | 10765.00 | 10965.00 | 11000.00 | 11090.00 | 10820.00 | -85.00 | -40.00 | -60.00 | -55.00 |
| 2025-09-30 | 10920.00 | 10820.00 | 10950.00 | 10660.00 | 10980.00 | 10865.00 | 11000.00 | 10715.00 | -60.00 | -45.00 | -50.00 | -55.00 |
| 2025-09-29 | 11270.00 | 10915.00 | 11270.00 | 10765.00 | 11330.00 | 10960.00 | 11330.00 | 10795.00 | -60.00 | -45.00 | -60.00 | -30.00 |
| 2025-09-26 | 10965.00 | 11285.00 | 11295.00 | 10960.00 | 10980.00 | 11330.00 | 11345.00 | 10970.00 | -15.00 | -45.00 | -50.00 | -10.00 |
| 2025-09-25 | 10825.00 | 10970.00 | 11130.00 | 10785.00 | 10875.00 | 10980.00 | 11160.00 | 10830.00 | -50.00 | -10.00 | -30.00 | -45.00 |
| 2025-09-24 | 10840.00 | 10785.00 | 10885.00 | 10730.00 | 10870.00 | 10820.00 | 10920.00 | 10770.00 | -30.00 | -35.00 | -35.00 | -40.00 |
| 2025-09-23 | 10700.00 | 10780.00 | 10820.00 | 10670.00 | 10700.00 | 10790.00 | 10820.00 | 10670.00 | 0.00 | -10.00 | 0.00 | 0.00 |
| 2025-09-22 | 10680.00 | 10735.00 | 10835.00 | 10600.00 | 10710.00 | 10730.00 | 10825.00 | 10565.00 | -30.00 | 5.00 | 10.00 | 35.00 |
| 2025-09-19 | 10620.00 | 10670.00 | 10750.00 | 10580.00 | 10715.00 | 10675.00 | 10810.00 | 10640.00 | -95.00 | -5.00 | -60.00 | -60.00 |
| 2025-09-18 | 10795.00 | 10620.00 | 10845.00 | 10600.00 | 10895.00 | 10695.00 | 10955.00 | 10675.00 | -100.00 | -75.00 | -110.00 | -75.00 |
| 2025-09-17 | 10830.00 | 10815.00 | 10865.00 | 10725.00 | 10950.00 | 10940.00 | 10980.00 | 10835.00 | -120.00 | -125.00 | -115.00 | -110.00 |
| 2025-09-16 | 10900.00 | 10805.00 | 10950.00 | 10725.00 | 11030.00 | 10925.00 | 11080.00 | 10860.00 | -130.00 | -120.00 | -130.00 | -135.00 |
| 2025-09-15 | 11130.00 | 10865.00 | 11130.00 | 10770.00 | 11280.00 | 11000.00 | 11280.00 | 10910.00 | -150.00 | -135.00 | -150.00 | -140.00 |
| 2025-09-12 | 11195.00 | 11155.00 | 11270.00 | 11110.00 | 11310.00 | 11290.00 | 11400.00 | 11255.00 | -115.00 | -135.00 | -130.00 | -145.00 |
| 2025-09-11 | 11045.00 | 11225.00 | 11285.00 | 10965.00 | 11150.00 | 11340.00 | 11420.00 | 11110.00 | -105.00 | -115.00 | -135.00 | -145.00 |
| 2025-09-10 | 10975.00 | 11035.00 | 11050.00 | 10920.00 | 11130.00 | 11165.00 | 11180.00 | 11050.00 | -155.00 | -130.00 | -130.00 | -130.00 |
| 2025-09-09 | 11125.00 | 10985.00 | 11165.00 | 10955.00 | 11240.00 | 11115.00 | 11295.00 | 11085.00 | -115.00 | -130.00 | -130.00 | -130.00 |
| 2025-09-08 | 10960.00 | 11130.00 | 11175.00 | 10850.00 | 11090.00 | 11265.00 | 11305.00 | 11000.00 | -130.00 | -135.00 | -130.00 | -150.00 |
| 2025-09-05 | 10970.00 | 11000.00 | 11035.00 | 10945.00 | 11105.00 | 11140.00 | 11175.00 | 11080.00 | -135.00 | -140.00 | -140.00 | -135.00 |
| 2025-09-04 | 11310.00 | 10910.00 | 11310.00 | 10850.00 | 11470.00 | 11070.00 | 11470.00 | 11000.00 | -160.00 | -160.00 | -160.00 | -150.00 |
| 2025-09-03 | 11395.00 | 11325.00 | 11435.00 | 11225.00 | 11545.00 | 11445.00 | 11575.00 | 11370.00 | -150.00 | -120.00 | -140.00 | -145.00 |
| 2025-09-02 | 11300.00 | 11380.00 | 11465.00 | 11285.00 | 11450.00 | 11530.00 | 11610.00 | 11440.00 | -150.00 | -150.00 | -145.00 | -155.00 |
| 2025-09-01 | 11500.00 | 11340.00 | 11570.00 | 11315.00 | 11685.00 | 11505.00 | 11720.00 | 11470.00 | -185.00 | -165.00 | -150.00 | -155.00 |
| 2025-08-29 | 11520.00 | 11510.00 | 11545.00 | 11380.00 | 11655.00 | 11660.00 | 11690.00 | 11540.00 | -135.00 | -150.00 | -145.00 | -160.00 |
| 2025-08-28 | 11345.00 | 11470.00 | 11545.00 | 11240.00 | 11500.00 | 11620.00 | 11695.00 | 11410.00 | -155.00 | -150.00 | -150.00 | -170.00 |
| 2025-08-27 | 11380.00 | 11360.00 | 11435.00 | 11345.00 | 11530.00 | 11510.00 | 11590.00 | 11505.00 | -150.00 | -150.00 | -155.00 | -160.00 |
| 2025-08-26 | 11385.00 | 11410.00 | 11450.00 | 11320.00 | 11530.00 | 11565.00 | 11580.00 | 11475.00 | -145.00 | -155.00 | -130.00 | -155.00 |
| 2025-08-25 | 11275.00 | 11410.00 | 11495.00 | 11250.00 | 11470.00 | 11555.00 | 11625.00 | 11425.00 | -195.00 | -145.00 | -130.00 | -175.00 |
| 2025-08-22 | 11445.00 | 11235.00 | 11550.00 | 11200.00 | 11590.00 | 11425.00 | 11700.00 | 11370.00 | -145.00 | -190.00 | -150.00 | -170.00 |
| 2025-08-21 | 11560.00 | 11470.00 | 11595.00 | 11435.00 | 11735.00 | 11625.00 | 11755.00 | 11585.00 | -175.00 | -155.00 | -160.00 | -150.00 |
| 2025-08-20 | 11460.00 | 11530.00 | 11560.00 | 11260.00 | 11640.00 | 11675.00 | 11705.00 | 11430.00 | -180.00 | -145.00 | -145.00 | -170.00 |
| 2025-08-19 | 11505.00 | 11550.00 | 11825.00 | 11425.00 | 11645.00 | 11685.00 | 11955.00 | 11610.00 | -140.00 | -135.00 | -130.00 | -185.00 |
| 2025-08-18 | 11575.00 | 11520.00 | 11650.00 | 11445.00 | 11675.00 | 11680.00 | 11820.00 | 11610.00 | -100.00 | -160.00 | -170.00 | -165.00 |
| 2025-08-15 | 11440.00 | 11545.00 | 11585.00 | 11340.00 | 11575.00 | 11685.00 | 11695.00 | 11475.00 | -135.00 | -140.00 | -110.00 | -135.00 |
| 2025-08-14 | 11400.00 | 11460.00 | 11530.00 | 11375.00 | 11565.00 | 11575.00 | 11660.00 | 11520.00 | -165.00 | -115.00 | -130.00 | -145.00 |
| 2025-08-13 | 11570.00 | 11410.00 | 11745.00 | 11375.00 | 11750.00 | 11570.00 | 11910.00 | 11535.00 | -180.00 | -160.00 | -165.00 | -160.00 |
| 2025-08-12 | 11640.00 | 11550.00 | 11645.00 | 11445.00 | 11835.00 | 11730.00 | 11845.00 | 11645.00 | -195.00 | -180.00 | -200.00 | -200.00 |
| 2025-08-11 | 11540.00 | 11685.00 | 11825.00 | 11430.00 | 11735.00 | 11875.00 | 12025.00 | 11615.00 | -195.00 | -190.00 | -200.00 | -185.00 |
| 2025-08-08 | 11080.00 | 11540.00 | 11545.00 | 11080.00 | 11260.00 | 11715.00 | 11730.00 | 11255.00 | -180.00 | -175.00 | -185.00 | -175.00 |
| 2025-08-07 | 10985.00 | 11115.00 | 11345.00 | 10940.00 | 11200.00 | 11300.00 | 11500.00 | 11140.00 | -215.00 | -185.00 | -155.00 | -200.00 |
| 2025-08-06 | 10865.00 | 10980.00 | 10985.00 | 10805.00 | 11090.00 | 11180.00 | 11190.00 | 11020.00 | -225.00 | -200.00 | -205.00 | -215.00 |
| 2025-08-05 | 10855.00 | 10870.00 | 10870.00 | 10725.00 | 11090.00 | 11085.00 | 11090.00 | 10955.00 | -235.00 | -215.00 | -220.00 | -230.00 |
| 2025-08-04 | 11030.00 | 10860.00 | 11135.00 | 10815.00 | 11220.00 | 11060.00 | 11330.00 | 11030.00 | -190.00 | -200.00 | -195.00 | -215.00 |
| 2025-08-01 | 10695.00 | 10920.00 | 11025.00 | 10680.00 | 9580.00 | 9755.00 | 9860.00 | 9555.00 | 1115.00 | 1165.00 | 1165.00 | 1125.00 |
| 2025-07-31 | 10850.00 | 10695.00 | 10965.00 | 10560.00 | 9660.00 | 9580.00 | 9775.00 | 9500.00 | 1190.00 | 1115.00 | 1190.00 | 1060.00 |
| 2025-07-30 | 10820.00 | 10805.00 | 10880.00 | 10710.00 | 9685.00 | 9640.00 | 9740.00 | 9600.00 | 1135.00 | 1165.00 | 1140.00 | 1110.00 |
| 2025-07-29 | 10750.00 | 10790.00 | 10825.00 | 10625.00 | 9635.00 | 9680.00 | 9740.00 | 9590.00 | 1115.00 | 1110.00 | 1085.00 | 1035.00 |
| 2025-07-28 | 10550.00 | 10695.00 | 11275.00 | 10545.00 | 9550.00 | 9630.00 | 10150.00 | 9510.00 | 1000.00 | 1065.00 | 1125.00 | 1035.00 |
| 2025-07-25 | 10510.00 | 10445.00 | 10540.00 | 10410.00 | 9580.00 | 9435.00 | 9580.00 | 9420.00 | 930.00 | 1010.00 | 960.00 | 990.00 |
| 2025-07-24 | 10580.00 | 10515.00 | 10600.00 | 10360.00 | 9610.00 | 9535.00 | 9610.00 | 9405.00 | 970.00 | 980.00 | 990.00 | 955.00 |
| 2025-07-23 | 10525.00 | 10595.00 | 10680.00 | 10450.00 | 9520.00 | 9575.00 | 9640.00 | 9450.00 | 1005.00 | 1020.00 | 1040.00 | 1000.00 |
| 2025-07-22 | 10370.00 | 10490.00 | 10565.00 | 10340.00 | 9425.00 | 9485.00 | 9530.00 | 9375.00 | 945.00 | 1005.00 | 1035.00 | 965.00 |
| 2025-07-21 | 10370.00 | 10330.00 | 10530.00 | 10280.00 | 9370.00 | 9370.00 | 9495.00 | 9315.00 | 1000.00 | 960.00 | 1035.00 | 965.00 |
| 2025-07-18 | 10405.00 | 10350.00 | 10490.00 | 10335.00 | 9400.00 | 9330.00 | 9450.00 | 9320.00 | 1005.00 | 1020.00 | 1040.00 | 1015.00 |
| 2025-07-17 | 10350.00 | 10380.00 | 10440.00 | 10275.00 | 9340.00 | 9390.00 | 9425.00 | 9285.00 | 1010.00 | 990.00 | 1015.00 | 990.00 |
| 2025-07-16 | 10275.00 | 10365.00 | 10430.00 | 10265.00 | 9300.00 | 9355.00 | 9415.00 | 9290.00 | 975.00 | 1010.00 | 1015.00 | 975.00 |
| 2025-07-15 | 10450.00 | 10280.00 | 10450.00 | 10175.00 | 9435.00 | 9295.00 | 9445.00 | 9220.00 | 1015.00 | 985.00 | 1005.00 | 955.00 |
| 2025-07-14 | 10555.00 | 10390.00 | 10605.00 | 10320.00 | 9560.00 | 9415.00 | 9605.00 | 9360.00 | 995.00 | 975.00 | 1000.00 | 960.00 |
| 2025-07-11 | 10560.00 | 10600.00 | 10715.00 | 10465.00 | 9525.00 | 9595.00 | 9740.00 | 9475.00 | 1035.00 | 1005.00 | 975.00 | 990.00 |