红枣期货跨期套利数据回测

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:

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

关于红枣期货跨期套利的详细数据分析,请查看文章:。

红枣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

红枣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

红枣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
2025-12-05 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
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