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：
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-25 | 15425.00 | 15270.00 | 15935.00 | 15080.00 | 16530.00 | 16430.00 | 16990.00 | 16255.00 | -1105.00 | -1160.00 | -1055.00 | -1175.00 |
| 2021-10-22 | 15300.00 | 15405.00 | 15690.00 | 14850.00 | 16500.00 | 16570.00 | 16780.00 | 15925.00 | -1200.00 | -1165.00 | -1090.00 | -1075.00 |
| 2021-10-21 | 15315.00 | 15410.00 | 15960.00 | 15035.00 | 16370.00 | 16585.00 | 17165.00 | 16190.00 | -1055.00 | -1175.00 | -1205.00 | -1155.00 |
| 2021-10-20 | 14860.00 | 15445.00 | 15785.00 | 14480.00 | 16000.00 | 16550.00 | 16890.00 | 15800.00 | -1140.00 | -1105.00 | -1105.00 | -1320.00 |
| 2021-10-19 | 15050.00 | 15550.00 | 16465.00 | 15020.00 | 15950.00 | 16860.00 | 17265.00 | 15935.00 | -900.00 | -1310.00 | -800.00 | -915.00 |
| 2021-10-18 | 13780.00 | 15210.00 | 15210.00 | 13725.00 | 14350.00 | 15935.00 | 15935.00 | 14350.00 | -570.00 | -725.00 | -725.00 | -625.00 |
| 2021-10-15 | 14000.00 | 13795.00 | 14040.00 | 13630.00 | 14690.00 | 14435.00 | 14720.00 | 14275.00 | -690.00 | -640.00 | -680.00 | -645.00 |
| 2021-10-14 | 14245.00 | 13945.00 | 14460.00 | 13790.00 | 15005.00 | 14645.00 | 15235.00 | 14500.00 | -760.00 | -700.00 | -775.00 | -710.00 |
| 2021-10-13 | 14600.00 | 14245.00 | 14770.00 | 13565.00 | 15305.00 | 14990.00 | 15560.00 | 14645.00 | -705.00 | -745.00 | -790.00 | -1080.00 |
| 2021-10-12 | 14900.00 | 14650.00 | 15315.00 | 14580.00 | 15450.00 | 15405.00 | 15890.00 | 15285.00 | -550.00 | -755.00 | -575.00 | -705.00 |
| 2021-10-11 | 14990.00 | 14990.00 | 15655.00 | 14660.00 | 15480.00 | 15565.00 | 16140.00 | 15130.00 | -490.00 | -575.00 | -485.00 | -470.00 |
| 2021-10-08 | 16000.00 | 15100.00 | 16000.00 | 14645.00 | 16280.00 | 15550.00 | 16405.00 | 15085.00 | -280.00 | -450.00 | -405.00 | -440.00 |
| 2021-09-30 | 15750.00 | 16065.00 | 16065.00 | 15545.00 | 16165.00 | 16490.00 | 16505.00 | 15980.00 | -415.00 | -425.00 | -440.00 | -435.00 |
| 2021-09-29 | 15150.00 | 15595.00 | 15765.00 | 15080.00 | 15665.00 | 16020.00 | 16190.00 | 15520.00 | -515.00 | -425.00 | -425.00 | -440.00 |
| 2021-09-28 | 14700.00 | 15170.00 | 15330.00 | 14580.00 | 15110.00 | 15585.00 | 15760.00 | 15030.00 | -410.00 | -415.00 | -430.00 | -450.00 |
| 2021-09-27 | 13805.00 | 14745.00 | 14745.00 | 13750.00 | 14285.00 | 15175.00 | 15225.00 | 14205.00 | -480.00 | -430.00 | -480.00 | -455.00 |
| 2021-09-24 | 13850.00 | 13735.00 | 13900.00 | 13710.00 | 14260.00 | 14195.00 | 14335.00 | 14160.00 | -410.00 | -460.00 | -435.00 | -450.00 |
| 2021-09-23 | 13770.00 | 13840.00 | 13990.00 | 13685.00 | 14240.00 | 14290.00 | 14420.00 | 14125.00 | -470.00 | -450.00 | -430.00 | -440.00 |
| 2021-09-22 | 13930.00 | 13800.00 | 13930.00 | 13610.00 | 14300.00 | 14240.00 | 14365.00 | 14050.00 | -370.00 | -440.00 | -435.00 | -440.00 |
| 2021-09-17 | 13870.00 | 13760.00 | 13930.00 | 13555.00 | 14290.00 | 14200.00 | 14360.00 | 14000.00 | -420.00 | -440.00 | -430.00 | -445.00 |
| 2021-09-16 | 14060.00 | 13875.00 | 14075.00 | 13790.00 | 14495.00 | 14305.00 | 14500.00 | 14210.00 | -435.00 | -430.00 | -425.00 | -420.00 |
| 2021-09-15 | 13860.00 | 14010.00 | 14050.00 | 13815.00 | 14250.00 | 14440.00 | 14465.00 | 14240.00 | -390.00 | -430.00 | -415.00 | -425.00 |
| 2021-09-14 | 13805.00 | 13855.00 | 13925.00 | 13705.00 | 14260.00 | 14300.00 | 14345.00 | 14145.00 | -455.00 | -445.00 | -420.00 | -440.00 |
| 2021-09-13 | 13590.00 | 13835.00 | 13860.00 | 13315.00 | 14050.00 | 14255.00 | 14285.00 | 13735.00 | -460.00 | -420.00 | -425.00 | -420.00 |
| 2021-09-10 | 13720.00 | 13625.00 | 13805.00 | 13365.00 | 14160.00 | 14060.00 | 14235.00 | 13825.00 | -440.00 | -435.00 | -430.00 | -460.00 |
| 2021-09-09 | 13840.00 | 13765.00 | 14050.00 | 13595.00 | 14280.00 | 14205.00 | 14475.00 | 14040.00 | -440.00 | -440.00 | -425.00 | -445.00 |
| 2021-09-08 | 13895.00 | 13865.00 | 14150.00 | 13720.00 | 14315.00 | 14300.00 | 14550.00 | 14135.00 | -420.00 | -435.00 | -400.00 | -415.00 |
| 2021-09-07 | 13655.00 | 13890.00 | 13905.00 | 13420.00 | 14010.00 | 14295.00 | 14310.00 | 13825.00 | -355.00 | -405.00 | -405.00 | -405.00 |
| 2021-09-06 | 13950.00 | 13595.00 | 14260.00 | 13505.00 | 14300.00 | 13950.00 | 14630.00 | 13910.00 | -350.00 | -355.00 | -370.00 | -405.00 |
| 2021-09-03 | 14285.00 | 14085.00 | 14340.00 | 13830.00 | 14670.00 | 14455.00 | 14730.00 | 14220.00 | -385.00 | -370.00 | -390.00 | -390.00 |
| 2021-09-02 | 14390.00 | 14300.00 | 14580.00 | 14150.00 | 14755.00 | 14700.00 | 14980.00 | 14580.00 | -365.00 | -400.00 | -400.00 | -430.00 |
| 2021-09-01 | 14300.00 | 14350.00 | 14465.00 | 14245.00 | 14715.00 | 14775.00 | 14860.00 | 14665.00 | -415.00 | -425.00 | -395.00 | -420.00 |
| 2021-08-31 | 14205.00 | 14340.00 | 14570.00 | 14150.00 | 14640.00 | 14735.00 | 14975.00 | 14560.00 | -435.00 | -395.00 | -405.00 | -410.00 |
| 2021-08-30 | 14170.00 | 14270.00 | 14340.00 | 13995.00 | 14520.00 | 14670.00 | 14735.00 | 14375.00 | -350.00 | -400.00 | -395.00 | -380.00 |
| 2021-08-27 | 14800.00 | 14135.00 | 14800.00 | 14065.00 | 15215.00 | 14530.00 | 15230.00 | 14470.00 | -415.00 | -395.00 | -430.00 | -405.00 |
| 2021-08-26 | 14815.00 | 14830.00 | 15005.00 | 14615.00 | 15170.00 | 15265.00 | 15440.00 | 15010.00 | -355.00 | -435.00 | -435.00 | -395.00 |
| 2021-08-25 | 13720.00 | 14750.00 | 14770.00 | 13710.00 | 14105.00 | 15160.00 | 15180.00 | 14060.00 | -385.00 | -410.00 | -410.00 | -350.00 |
| 2021-08-24 | 14090.00 | 13860.00 | 14130.00 | 13800.00 | 14435.00 | 14215.00 | 14435.00 | 14160.00 | -345.00 | -355.00 | -305.00 | -360.00 |
| 2021-08-23 | 13930.00 | 14120.00 | 14245.00 | 13745.00 | 10160.00 | 10170.00 | 10350.00 | 9905.00 | 3770.00 | 3950.00 | 3895.00 | 3840.00 |
| 2021-08-20 | 14085.00 | 13985.00 | 14180.00 | 13820.00 | 10145.00 | 10100.00 | 10450.00 | 10065.00 | 3940.00 | 3885.00 | 3730.00 | 3755.00 |
| 2021-08-19 | 14000.00 | 14140.00 | 14465.00 | 13800.00 | 10400.00 | 10275.00 | 10955.00 | 10185.00 | 3600.00 | 3865.00 | 3510.00 | 3615.00 |
| 2021-08-18 | 14260.00 | 14210.00 | 14315.00 | 14110.00 | 10550.00 | 10565.00 | 10685.00 | 10405.00 | 3710.00 | 3645.00 | 3630.00 | 3705.00 |
| 2021-08-17 | 14120.00 | 14340.00 | 14420.00 | 14005.00 | 10180.00 | 10595.00 | 10770.00 | 10100.00 | 3940.00 | 3745.00 | 3650.00 | 3905.00 |
| 2021-08-16 | 13970.00 | 14090.00 | 14185.00 | 13940.00 | 9800.00 | 10060.00 | 10060.00 | 9770.00 | 4170.00 | 4030.00 | 4125.00 | 4170.00 |
| 2021-08-13 | 13700.00 | 13970.00 | 13980.00 | 13610.00 | 9145.00 | 9735.00 | 9735.00 | 9125.00 | 4555.00 | 4235.00 | 4245.00 | 4485.00 |
| 2021-08-12 | 13295.00 | 13700.00 | 13820.00 | 13235.00 | 9000.00 | 9115.00 | 9245.00 | 9000.00 | 4295.00 | 4585.00 | 4575.00 | 4235.00 |
| 2021-08-11 | 13120.00 | 13285.00 | 13295.00 | 13055.00 | 9050.00 | 9025.00 | 9080.00 | 8980.00 | 4070.00 | 4260.00 | 4215.00 | 4075.00 |
| 2021-08-10 | 12720.00 | 13080.00 | 13190.00 | 12720.00 | 8905.00 | 9020.00 | 9110.00 | 8890.00 | 3815.00 | 4060.00 | 4080.00 | 3830.00 |
| 2021-08-09 | 12905.00 | 12900.00 | 12980.00 | 12620.00 | 9045.00 | 9020.00 | 9130.00 | 8955.00 | 3860.00 | 3880.00 | 3850.00 | 3665.00 |
| 2021-08-06 | 12920.00 | 13000.00 | 13075.00 | 12890.00 | 9090.00 | 9095.00 | 9140.00 | 9040.00 | 3830.00 | 3905.00 | 3935.00 | 3850.00 |
| 2021-08-05 | 13125.00 | 12905.00 | 13195.00 | 12735.00 | 9255.00 | 9040.00 | 9280.00 | 8965.00 | 3870.00 | 3865.00 | 3915.00 | 3770.00 |
| 2021-08-04 | 13070.00 | 13125.00 | 13180.00 | 12950.00 | 9325.00 | 9255.00 | 9360.00 | 9240.00 | 3745.00 | 3870.00 | 3820.00 | 3710.00 |
| 2021-08-03 | 13405.00 | 13025.00 | 13445.00 | 12960.00 | 9420.00 | 9280.00 | 9455.00 | 9255.00 | 3985.00 | 3745.00 | 3990.00 | 3705.00 |
| 2021-08-02 | 12950.00 | 13345.00 | 13370.00 | 12820.00 | 9310.00 | 9420.00 | 9455.00 | 9230.00 | 3640.00 | 3925.00 | 3915.00 | 3590.00 |
| 2021-07-30 | 13100.00 | 13035.00 | 13130.00 | 12825.00 | 9415.00 | 9385.00 | 9445.00 | 9190.00 | 3685.00 | 3650.00 | 3685.00 | 3635.00 |
| 2021-07-29 | 13345.00 | 13010.00 | 13405.00 | 12910.00 | 9525.00 | 9360.00 | 9590.00 | 9310.00 | 3820.00 | 3650.00 | 3815.00 | 3600.00 |
| 2021-07-28 | 13355.00 | 13300.00 | 13370.00 | 13100.00 | 9200.00 | 9460.00 | 9650.00 | 9185.00 | 4155.00 | 3840.00 | 3720.00 | 3915.00 |
| 2021-07-27 | 12975.00 | 13290.00 | 13340.00 | 12810.00 | 9330.00 | 9130.00 | 9330.00 | 9105.00 | 3645.00 | 4160.00 | 4010.00 | 3705.00 |
| 2021-07-26 | 12605.00 | 12945.00 | 12945.00 | 12570.00 | 8940.00 | 9250.00 | 9280.00 | 8940.00 | 3665.00 | 3695.00 | 3665.00 | 3630.00 |
| 2021-07-23 | 8800.00 | 8885.00 | 8980.00 | 8770.00 | 11700.00 | 12580.00 | 12635.00 | 11700.00 | -2900.00 | -3695.00 | -3655.00 | -2930.00 |
| 2021-07-22 | 8955.00 | 8780.00 | 9060.00 | 8720.00 | 12310.00 | 11820.00 | 12370.00 | 11820.00 | -3355.00 | -3040.00 | -3310.00 | -3100.00 |
| 2021-07-21 | 9080.00 | 8980.00 | 9175.00 | 8950.00 | 12500.00 | 12400.00 | 12810.00 | 12140.00 | -3420.00 | -3420.00 | -3635.00 | -3190.00 |
| 2021-07-20 | 9250.00 | 9000.00 | 9640.00 | 8980.00 | 12200.00 | 12305.00 | 12850.00 | 11900.00 | -2950.00 | -3305.00 | -3210.00 | -2920.00 |
| 2021-07-19 | 9230.00 | 9255.00 | 9255.00 | 9045.00 | 11575.00 | 11575.00 | 11575.00 | 11575.00 | -2345.00 | -2320.00 | -2320.00 | -2530.00 |
| 2021-07-16 | 8685.00 | 8875.00 | 8925.00 | 8680.00 | 10390.00 | 10900.00 | 10900.00 | 10380.00 | -1705.00 | -2025.00 | -1975.00 | -1700.00 |
| 2021-07-15 | 8730.00 | 8690.00 | 8845.00 | 8650.00 | 10425.00 | 10370.00 | 10455.00 | 10300.00 | -1695.00 | -1680.00 | -1610.00 | -1650.00 |
| 2021-07-14 | 8585.00 | 8740.00 | 8910.00 | 8560.00 | 10070.00 | 10410.00 | 10465.00 | 10035.00 | -1485.00 | -1670.00 | -1555.00 | -1475.00 |
| 2021-07-13 | 8570.00 | 8560.00 | 8595.00 | 8465.00 | 10000.00 | 10010.00 | 10025.00 | 9940.00 | -1430.00 | -1450.00 | -1430.00 | -1475.00 |
| 2021-07-12 | 8570.00 | 8560.00 | 8620.00 | 8510.00 | 10005.00 | 9995.00 | 10050.00 | 9970.00 | -1435.00 | -1435.00 | -1430.00 | -1460.00 |
| 2021-07-09 | 8480.00 | 8525.00 | 8570.00 | 8440.00 | 9970.00 | 9985.00 | 10020.00 | 9970.00 | -1490.00 | -1460.00 | -1450.00 | -1530.00 |
| 2021-07-08 | 8555.00 | 8450.00 | 8580.00 | 8425.00 | 9990.00 | 9965.00 | 10015.00 | 9965.00 | -1435.00 | -1515.00 | -1435.00 | -1540.00 |
| 2021-07-07 | 8520.00 | 8560.00 | 8595.00 | 8420.00 | 10015.00 | 10015.00 | 10035.00 | 9970.00 | -1495.00 | -1455.00 | -1440.00 | -1550.00 |
| 2021-07-06 | 8480.00 | 8540.00 | 8585.00 | 8470.00 | 10015.00 | 10040.00 | 10060.00 | 9955.00 | -1535.00 | -1500.00 | -1475.00 | -1485.00 |
| 2021-07-05 | 8405.00 | 8480.00 | 8540.00 | 8405.00 | 9965.00 | 10025.00 | 10050.00 | 9950.00 | -1560.00 | -1545.00 | -1510.00 | -1545.00 |
| 2021-07-02 | 8450.00 | 8415.00 | 8480.00 | 8380.00 | 10000.00 | 9980.00 | 10035.00 | 9960.00 | -1550.00 | -1565.00 | -1555.00 | -1580.00 |
| 2021-07-01 | 8505.00 | 8450.00 | 8565.00 | 8440.00 | 10005.00 | 10000.00 | 10050.00 | 9985.00 | -1500.00 | -1550.00 | -1485.00 | -1545.00 |
| 2021-06-30 | 8600.00 | 8505.00 | 8660.00 | 8505.00 | 10030.00 | 10005.00 | 10085.00 | 9995.00 | -1430.00 | -1500.00 | -1425.00 | -1490.00 |
| 2021-06-29 | 8540.00 | 8615.00 | 8695.00 | 8520.00 | 9980.00 | 10040.00 | 10085.00 | 9960.00 | -1440.00 | -1425.00 | -1390.00 | -1440.00 |
| 2021-06-28 | 8485.00 | 8515.00 | 8590.00 | 8380.00 | 10005.00 | 9960.00 | 10055.00 | 9940.00 | -1520.00 | -1445.00 | -1465.00 | -1560.00 |
| 2021-06-25 | 8505.00 | 8485.00 | 8560.00 | 8470.00 | 10030.00 | 10035.00 | 10080.00 | 10025.00 | -1525.00 | -1550.00 | -1520.00 | -1555.00 |
| 2021-06-24 | 8540.00 | 8500.00 | 8590.00 | 8455.00 | 10015.00 | 10030.00 | 10055.00 | 9980.00 | -1475.00 | -1530.00 | -1465.00 | -1525.00 |
| 2021-06-23 | 8530.00 | 8540.00 | 8590.00 | 8475.00 | 10025.00 | 10020.00 | 10070.00 | 9975.00 | -1495.00 | -1480.00 | -1480.00 | -1500.00 |
| 2021-06-22 | 8360.00 | 8515.00 | 8525.00 | 8355.00 | 9950.00 | 10050.00 | 10050.00 | 9885.00 | -1590.00 | -1535.00 | -1525.00 | -1530.00 |
| 2021-06-21 | 8610.00 | 8315.00 | 8655.00 | 8225.00 | 10020.00 | 9960.00 | 10095.00 | 9870.00 | -1410.00 | -1645.00 | -1440.00 | -1645.00 |
| 2021-06-18 | 8580.00 | 8610.00 | 8695.00 | 8545.00 | 9990.00 | 10045.00 | 10070.00 | 9940.00 | -1410.00 | -1435.00 | -1375.00 | -1395.00 |
| 2021-06-17 | 8670.00 | 8635.00 | 8715.00 | 8615.00 | 10070.00 | 10010.00 | 10140.00 | 10005.00 | -1400.00 | -1375.00 | -1425.00 | -1390.00 |
| 2021-06-16 | 8735.00 | 8670.00 | 8760.00 | 8555.00 | 10130.00 | 10060.00 | 10130.00 | 10010.00 | -1395.00 | -1390.00 | -1370.00 | -1455.00 |
| 2021-06-15 | 8680.00 | 8720.00 | 8790.00 | 8650.00 | 10035.00 | 10105.00 | 10130.00 | 10030.00 | -1355.00 | -1385.00 | -1340.00 | -1380.00 |
| 2021-06-11 | 8660.00 | 8660.00 | 8700.00 | 8595.00 | 10030.00 | 10045.00 | 10065.00 | 9935.00 | -1370.00 | -1385.00 | -1365.00 | -1340.00 |
| 2021-06-10 | 8835.00 | 8660.00 | 8910.00 | 8640.00 | 10075.00 | 10030.00 | 10180.00 | 10015.00 | -1240.00 | -1370.00 | -1270.00 | -1375.00 |
| 2021-06-09 | 8775.00 | 8835.00 | 8845.00 | 8750.00 | 10050.00 | 10095.00 | 10130.00 | 10020.00 | -1275.00 | -1260.00 | -1285.00 | -1270.00 |
| 2021-06-08 | 8780.00 | 8755.00 | 8880.00 | 8720.00 | 10095.00 | 10040.00 | 10180.00 | 10020.00 | -1315.00 | -1285.00 | -1300.00 | -1300.00 |
| 2021-06-07 | 8860.00 | 8780.00 | 8915.00 | 8665.00 | 10310.00 | 10075.00 | 10320.00 | 10040.00 | -1450.00 | -1295.00 | -1405.00 | -1375.00 |
| 2021-06-04 | 8820.00 | 8830.00 | 9070.00 | 8820.00 | 10305.00 | 10290.00 | 10435.00 | 10290.00 | -1485.00 | -1460.00 | -1365.00 | -1470.00 |
| 2021-06-03 | 8850.00 | 8825.00 | 8885.00 | 8740.00 | 10300.00 | 10330.00 | 10350.00 | 10275.00 | -1450.00 | -1505.00 | -1465.00 | -1535.00 |
| 2021-06-02 | 9150.00 | 8840.00 | 9175.00 | 8775.00 | 10380.00 | 10295.00 | 10390.00 | 10225.00 | -1230.00 | -1455.00 | -1215.00 | -1450.00 |
| 2021-06-01 | 9165.00 | 9140.00 | 9245.00 | 9105.00 | 10305.00 | 10350.00 | 10395.00 | 10265.00 | -1140.00 | -1210.00 | -1150.00 | -1160.00 |
| 2021-05-31 | 9195.00 | 9145.00 | 9225.00 | 9090.00 | 10330.00 | 10335.00 | 10395.00 | 10300.00 | -1135.00 | -1190.00 | -1170.00 | -1210.00 |
| 2021-05-28 | 9350.00 | 9205.00 | 9435.00 | 9185.00 | 10430.00 | 10330.00 | 10475.00 | 10300.00 | -1080.00 | -1125.00 | -1040.00 | -1115.00 |
| 2021-05-27 | 9080.00 | 9320.00 | 9350.00 | 9050.00 | 10300.00 | 10395.00 | 10435.00 | 10300.00 | -1220.00 | -1075.00 | -1085.00 | -1250.00 |