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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-26 | 9255.00 | 9045.00 | 9295.00 | 8910.00 | 10420.00 | 10260.00 | 10480.00 | 10220.00 | -1165.00 | -1215.00 | -1185.00 | -1310.00 |
| 2021-05-25 | 9275.00 | 9250.00 | 9390.00 | 9120.00 | 10400.00 | 10410.00 | 10470.00 | 10380.00 | -1125.00 | -1160.00 | -1080.00 | -1260.00 |
| 2021-05-24 | 9150.00 | 9275.00 | 9470.00 | 9030.00 | 10400.00 | 10395.00 | 10500.00 | 10300.00 | -1250.00 | -1120.00 | -1030.00 | -1270.00 |
| 2021-05-21 | 8860.00 | 9130.00 | 9130.00 | 8855.00 | 10240.00 | 10410.00 | 10490.00 | 10230.00 | -1380.00 | -1280.00 | -1360.00 | -1375.00 |
| 2021-05-20 | 8585.00 | 8850.00 | 8855.00 | 8485.00 | 10160.00 | 10280.00 | 10295.00 | 10020.00 | -1575.00 | -1430.00 | -1440.00 | -1535.00 |
| 2021-05-19 | 8800.00 | 8660.00 | 8900.00 | 8650.00 | 10200.00 | 10190.00 | 10310.00 | 10150.00 | -1400.00 | -1530.00 | -1410.00 | -1500.00 |
| 2021-05-18 | 8915.00 | 8790.00 | 8920.00 | 8715.00 | 10250.00 | 10220.00 | 10270.00 | 10180.00 | -1335.00 | -1430.00 | -1350.00 | -1465.00 |
| 2021-05-17 | 8760.00 | 8890.00 | 8960.00 | 8750.00 | 10220.00 | 10245.00 | 10310.00 | 10215.00 | -1460.00 | -1355.00 | -1350.00 | -1465.00 |
| 2021-05-14 | 8710.00 | 8735.00 | 8875.00 | 8710.00 | 10250.00 | 10225.00 | 10315.00 | 10165.00 | -1540.00 | -1490.00 | -1440.00 | -1455.00 |
| 2021-05-13 | 8675.00 | 8710.00 | 8840.00 | 8620.00 | 10200.00 | 10250.00 | 10320.00 | 10175.00 | -1525.00 | -1540.00 | -1480.00 | -1555.00 |
| 2021-05-12 | 8845.00 | 8655.00 | 8885.00 | 8600.00 | 10470.00 | 10200.00 | 10500.00 | 10090.00 | -1625.00 | -1545.00 | -1615.00 | -1490.00 |
| 2021-05-11 | 9325.00 | 8930.00 | 9330.00 | 8930.00 | 10570.00 | 10460.00 | 10570.00 | 10385.00 | -1245.00 | -1530.00 | -1240.00 | -1455.00 |
| 2021-05-10 | 9380.00 | 9365.00 | 9455.00 | 9335.00 | 10585.00 | 10600.00 | 10670.00 | 10550.00 | -1205.00 | -1235.00 | -1215.00 | -1215.00 |
| 2021-05-07 | 9330.00 | 9360.00 | 9485.00 | 9280.00 | 10480.00 | 10595.00 | 10650.00 | 10430.00 | -1150.00 | -1235.00 | -1165.00 | -1150.00 |
| 2021-05-06 | 9495.00 | 9340.00 | 9520.00 | 9305.00 | 10480.00 | 10465.00 | 10545.00 | 10380.00 | -985.00 | -1125.00 | -1025.00 | -1075.00 |
| 2021-04-30 | 9550.00 | 9475.00 | 9610.00 | 9420.00 | 10440.00 | 10490.00 | 10540.00 | 10405.00 | -890.00 | -1015.00 | -930.00 | -985.00 |
| 2021-04-29 | 9655.00 | 9545.00 | 9675.00 | 9540.00 | 10550.00 | 10445.00 | 10550.00 | 10440.00 | -895.00 | -900.00 | -875.00 | -900.00 |
| 2021-04-28 | 9670.00 | 9675.00 | 9710.00 | 9560.00 | 10530.00 | 10540.00 | 10560.00 | 10470.00 | -860.00 | -865.00 | -850.00 | -910.00 |
| 2021-04-27 | 10030.00 | 9675.00 | 10055.00 | 9670.00 | 9620.00 | 9305.00 | 9700.00 | 9270.00 | 410.00 | 370.00 | 355.00 | 400.00 |
| 2021-04-26 | 10110.00 | 10015.00 | 10150.00 | 9960.00 | 10715.00 | 10695.00 | 10735.00 | 10660.00 | -605.00 | -680.00 | -585.00 | -700.00 |
| 2021-04-23 | 10115.00 | 10095.00 | 10185.00 | 10090.00 | 9705.00 | 9665.00 | 9725.00 | 9650.00 | 410.00 | 430.00 | 460.00 | 440.00 |
| 2021-04-22 | 10135.00 | 10110.00 | 10155.00 | 10080.00 | 9755.00 | 9710.00 | 9775.00 | 9665.00 | 380.00 | 400.00 | 380.00 | 415.00 |
| 2021-04-21 | 10260.00 | 10135.00 | 10315.00 | 10130.00 | 9810.00 | 9730.00 | 9850.00 | 9700.00 | 450.00 | 405.00 | 465.00 | 430.00 |
| 2021-04-20 | 10250.00 | 10285.00 | 10345.00 | 10230.00 | 9800.00 | 9830.00 | 9870.00 | 9785.00 | 450.00 | 455.00 | 475.00 | 445.00 |
| 2021-04-19 | 10230.00 | 10250.00 | 10295.00 | 10120.00 | 9815.00 | 9805.00 | 9835.00 | 9695.00 | 415.00 | 445.00 | 460.00 | 425.00 |
| 2021-04-16 | 10295.00 | 10230.00 | 10325.00 | 10220.00 | 9880.00 | 9780.00 | 9890.00 | 9775.00 | 415.00 | 450.00 | 435.00 | 445.00 |
| 2021-04-15 | 10190.00 | 10275.00 | 10275.00 | 10170.00 | 9925.00 | 9855.00 | 9940.00 | 9800.00 | 265.00 | 420.00 | 335.00 | 370.00 |
| 2021-04-14 | 10175.00 | 10195.00 | 10220.00 | 10140.00 | 9900.00 | 9900.00 | 10015.00 | 9840.00 | 275.00 | 295.00 | 205.00 | 300.00 |
| 2021-04-13 | 10070.00 | 10170.00 | 10210.00 | 10065.00 | 9750.00 | 9920.00 | 9950.00 | 9705.00 | 320.00 | 250.00 | 260.00 | 360.00 |
| 2021-04-12 | 9730.00 | 9715.00 | 9775.00 | 9655.00 | 10155.00 | 10075.00 | 10165.00 | 10020.00 | -425.00 | -360.00 | -390.00 | -365.00 |
| 2021-04-09 | 9875.00 | 9745.00 | 9920.00 | 9715.00 | 10280.00 | 10145.00 | 10310.00 | 10130.00 | -405.00 | -400.00 | -390.00 | -415.00 |
| 2021-04-08 | 9855.00 | 9855.00 | 9930.00 | 9840.00 | 10285.00 | 10280.00 | 10340.00 | 10270.00 | -430.00 | -425.00 | -410.00 | -430.00 |
| 2021-04-07 | 9900.00 | 9845.00 | 9980.00 | 9830.00 | 10295.00 | 10290.00 | 10380.00 | 10250.00 | -395.00 | -445.00 | -400.00 | -420.00 |
| 2021-04-06 | 9650.00 | 9875.00 | 9900.00 | 9650.00 | 10215.00 | 10305.00 | 10315.00 | 10175.00 | -565.00 | -430.00 | -415.00 | -525.00 |
| 2021-04-02 | 9680.00 | 9750.00 | 9775.00 | 9620.00 | 10140.00 | 10190.00 | 10200.00 | 10080.00 | -460.00 | -440.00 | -425.00 | -460.00 |
| 2021-04-01 | 9700.00 | 9705.00 | 9750.00 | 9675.00 | 10130.00 | 10145.00 | 10200.00 | 10110.00 | -430.00 | -440.00 | -450.00 | -435.00 |
| 2021-03-31 | 9895.00 | 9680.00 | 9895.00 | 9640.00 | 10130.00 | 10105.00 | 10200.00 | 10050.00 | -235.00 | -425.00 | -305.00 | -410.00 |
| 2021-03-30 | 9770.00 | 9835.00 | 9870.00 | 9770.00 | 10125.00 | 10170.00 | 10190.00 | 10110.00 | -355.00 | -335.00 | -320.00 | -340.00 |
| 2021-03-29 | 9760.00 | 9770.00 | 9840.00 | 9730.00 | 10110.00 | 10120.00 | 10190.00 | 10105.00 | -350.00 | -350.00 | -350.00 | -375.00 |
| 2021-03-26 | 9910.00 | 9740.00 | 9965.00 | 9725.00 | 10235.00 | 10120.00 | 10295.00 | 10115.00 | -325.00 | -380.00 | -330.00 | -390.00 |
| 2021-03-25 | 9975.00 | 9915.00 | 10040.00 | 9845.00 | 10320.00 | 10260.00 | 10340.00 | 10175.00 | -345.00 | -345.00 | -300.00 | -330.00 |
| 2021-03-24 | 9790.00 | 9970.00 | 9975.00 | 9780.00 | 10135.00 | 10320.00 | 10330.00 | 10135.00 | -345.00 | -350.00 | -355.00 | -355.00 |
| 2021-03-23 | 9770.00 | 9815.00 | 9850.00 | 9740.00 | 10160.00 | 10200.00 | 10220.00 | 10135.00 | -390.00 | -385.00 | -370.00 | -395.00 |
| 2021-03-22 | 9785.00 | 9745.00 | 9955.00 | 9715.00 | 10190.00 | 10140.00 | 10325.00 | 10110.00 | -405.00 | -395.00 | -370.00 | -395.00 |
| 2021-03-19 | 9950.00 | 9780.00 | 10045.00 | 9770.00 | 10305.00 | 10165.00 | 10405.00 | 10160.00 | -355.00 | -385.00 | -360.00 | -390.00 |
| 2021-03-18 | 10015.00 | 9940.00 | 10035.00 | 9890.00 | 10445.00 | 10320.00 | 10445.00 | 10265.00 | -430.00 | -380.00 | -410.00 | -375.00 |
| 2021-03-17 | 9875.00 | 9990.00 | 10065.00 | 9830.00 | 10250.00 | 10400.00 | 10495.00 | 10240.00 | -375.00 | -410.00 | -430.00 | -410.00 |
| 2021-03-16 | 10155.00 | 9870.00 | 10175.00 | 9845.00 | 10415.00 | 10280.00 | 10420.00 | 10240.00 | -260.00 | -410.00 | -245.00 | -395.00 |
| 2021-03-15 | 10120.00 | 10120.00 | 10210.00 | 10075.00 | 10390.00 | 10390.00 | 10455.00 | 10370.00 | -270.00 | -270.00 | -245.00 | -295.00 |
| 2021-03-12 | 10075.00 | 10115.00 | 10175.00 | 10055.00 | 10395.00 | 10400.00 | 10435.00 | 10335.00 | -320.00 | -285.00 | -260.00 | -280.00 |
| 2021-03-11 | 10185.00 | 10060.00 | 10270.00 | 10010.00 | 10535.00 | 10385.00 | 10585.00 | 10330.00 | -350.00 | -325.00 | -315.00 | -320.00 |
| 2021-03-10 | 10140.00 | 10175.00 | 10190.00 | 10070.00 | 10600.00 | 10520.00 | 10605.00 | 10450.00 | -460.00 | -345.00 | -415.00 | -380.00 |
| 2021-03-09 | 10330.00 | 10120.00 | 10330.00 | 10100.00 | 10675.00 | 10600.00 | 10685.00 | 10565.00 | -345.00 | -480.00 | -355.00 | -465.00 |
| 2021-03-08 | 10415.00 | 10305.00 | 10420.00 | 10290.00 | 10720.00 | 10675.00 | 10730.00 | 10625.00 | -305.00 | -370.00 | -310.00 | -335.00 |
| 2021-03-05 | 10485.00 | 10385.00 | 10485.00 | 10360.00 | 10700.00 | 10690.00 | 10740.00 | 10635.00 | -215.00 | -305.00 | -255.00 | -275.00 |
| 2021-03-04 | 10510.00 | 10485.00 | 10535.00 | 10415.00 | 10720.00 | 10710.00 | 10770.00 | 10680.00 | -210.00 | -225.00 | -235.00 | -265.00 |
| 2021-03-03 | 10600.00 | 10520.00 | 10690.00 | 10520.00 | 10785.00 | 10760.00 | 10860.00 | 10750.00 | -185.00 | -240.00 | -170.00 | -230.00 |
| 2021-03-02 | 10810.00 | 10580.00 | 10810.00 | 10505.00 | 11000.00 | 10795.00 | 11000.00 | 10735.00 | -190.00 | -215.00 | -190.00 | -230.00 |
| 2021-03-01 | 10660.00 | 10805.00 | 10865.00 | 10660.00 | 10895.00 | 11000.00 | 11020.00 | 10855.00 | -235.00 | -195.00 | -155.00 | -195.00 |
| 2021-02-26 | 10390.00 | 10610.00 | 10955.00 | 10355.00 | 10710.00 | 10795.00 | 11225.00 | 10655.00 | -320.00 | -185.00 | -270.00 | -300.00 |
| 2021-02-25 | 10400.00 | 10450.00 | 10475.00 | 10375.00 | 10690.00 | 10730.00 | 10730.00 | 10635.00 | -290.00 | -280.00 | -255.00 | -260.00 |
| 2021-02-24 | 10390.00 | 10365.00 | 10450.00 | 10340.00 | 10700.00 | 10670.00 | 10715.00 | 10620.00 | -310.00 | -305.00 | -265.00 | -280.00 |
| 2021-02-23 | 10365.00 | 10380.00 | 10510.00 | 10330.00 | 10690.00 | 10675.00 | 10775.00 | 10620.00 | -325.00 | -295.00 | -265.00 | -290.00 |
| 2021-02-22 | 10145.00 | 10395.00 | 10400.00 | 10130.00 | 10435.00 | 10670.00 | 10690.00 | 10420.00 | -290.00 | -275.00 | -290.00 | -290.00 |
| 2021-02-19 | 10040.00 | 10125.00 | 10150.00 | 10015.00 | 10310.00 | 10395.00 | 10425.00 | 10310.00 | -270.00 | -270.00 | -275.00 | -295.00 |
| 2021-02-18 | 10065.00 | 10015.00 | 10095.00 | 9965.00 | 10350.00 | 10335.00 | 10400.00 | 10290.00 | -285.00 | -320.00 | -305.00 | -325.00 |
| 2021-02-10 | 9975.00 | 10010.00 | 10040.00 | 9915.00 | 10310.00 | 10320.00 | 10350.00 | 10230.00 | -335.00 | -310.00 | -310.00 | -315.00 |
| 2021-02-09 | 10135.00 | 9975.00 | 10150.00 | 9950.00 | 10430.00 | 10315.00 | 10445.00 | 10300.00 | -295.00 | -340.00 | -295.00 | -350.00 |
| 2021-02-08 | 10135.00 | 10135.00 | 10150.00 | 10050.00 | 10400.00 | 10435.00 | 10445.00 | 10340.00 | -265.00 | -300.00 | -295.00 | -290.00 |
| 2021-02-05 | 10255.00 | 10125.00 | 10290.00 | 10110.00 | 10440.00 | 10390.00 | 10465.00 | 10390.00 | -185.00 | -265.00 | -175.00 | -280.00 |
| 2021-02-04 | 10245.00 | 10255.00 | 10300.00 | 10205.00 | 10410.00 | 10440.00 | 10460.00 | 10410.00 | -165.00 | -185.00 | -160.00 | -205.00 |
| 2021-02-03 | 10205.00 | 10240.00 | 10250.00 | 10170.00 | 10440.00 | 10460.00 | 10470.00 | 10420.00 | -235.00 | -220.00 | -220.00 | -250.00 |
| 2021-02-02 | 10160.00 | 10200.00 | 10215.00 | 10125.00 | 10400.00 | 10445.00 | 10450.00 | 10400.00 | -240.00 | -245.00 | -235.00 | -275.00 |
| 2021-02-01 | 10260.00 | 10150.00 | 10265.00 | 10095.00 | 10425.00 | 10410.00 | 10460.00 | 10315.00 | -165.00 | -260.00 | -195.00 | -220.00 |
| 2021-01-29 | 10310.00 | 10285.00 | 10350.00 | 10245.00 | 10440.00 | 10445.00 | 10495.00 | 10420.00 | -130.00 | -160.00 | -145.00 | -175.00 |
| 2021-01-28 | 10295.00 | 10310.00 | 10355.00 | 10275.00 | 10470.00 | 10440.00 | 10500.00 | 10425.00 | -175.00 | -130.00 | -145.00 | -150.00 |
| 2021-01-27 | 10280.00 | 10315.00 | 10370.00 | 10260.00 | 10400.00 | 10470.00 | 10500.00 | 10400.00 | -120.00 | -155.00 | -130.00 | -140.00 |
| 2021-01-26 | 10250.00 | 10250.00 | 10295.00 | 10205.00 | 10360.00 | 10385.00 | 10425.00 | 10350.00 | -110.00 | -135.00 | -130.00 | -145.00 |
| 2021-01-25 | 10325.00 | 10255.00 | 10330.00 | 10200.00 | 10410.00 | 10385.00 | 10430.00 | 10350.00 | -85.00 | -130.00 | -100.00 | -150.00 |
| 2021-01-22 | 10225.00 | 10330.00 | 10340.00 | 10190.00 | 10340.00 | 10410.00 | 10435.00 | 10325.00 | -115.00 | -80.00 | -95.00 | -135.00 |
| 2021-01-21 | 10240.00 | 10205.00 | 10270.00 | 10200.00 | 10345.00 | 10335.00 | 10370.00 | 10325.00 | -105.00 | -130.00 | -100.00 | -125.00 |
| 2021-01-20 | 10285.00 | 10250.00 | 10325.00 | 10235.00 | 10375.00 | 10345.00 | 10400.00 | 10340.00 | -90.00 | -95.00 | -75.00 | -105.00 |
| 2021-01-19 | 10335.00 | 10255.00 | 10390.00 | 10250.00 | 10440.00 | 10355.00 | 10455.00 | 10350.00 | -105.00 | -100.00 | -65.00 | -100.00 |
| 2021-01-18 | 10275.00 | 10350.00 | 10420.00 | 10270.00 | 10340.00 | 10420.00 | 10460.00 | 10320.00 | -65.00 | -70.00 | -40.00 | -50.00 |
| 2021-01-15 | 10210.00 | 10255.00 | 10285.00 | 10165.00 | 10275.00 | 10335.00 | 10360.00 | 10260.00 | -65.00 | -80.00 | -75.00 | -95.00 |
| 2021-01-14 | 10305.00 | 10200.00 | 10320.00 | 10170.00 | 10375.00 | 10275.00 | 10375.00 | 10260.00 | -70.00 | -75.00 | -55.00 | -90.00 |
| 2021-01-13 | 10280.00 | 10295.00 | 10325.00 | 10200.00 | 10380.00 | 10370.00 | 10380.00 | 10285.00 | -100.00 | -75.00 | -55.00 | -85.00 |
| 2021-01-12 | 10340.00 | 10305.00 | 10380.00 | 10255.00 | 10380.00 | 10375.00 | 10430.00 | 10330.00 | -40.00 | -70.00 | -50.00 | -75.00 |
| 2021-01-11 | 10290.00 | 10315.00 | 10425.00 | 10170.00 | 10375.00 | 10370.00 | 10460.00 | 10260.00 | -85.00 | -55.00 | -35.00 | -90.00 |
| 2021-01-08 | 10200.00 | 10315.00 | 10445.00 | 10160.00 | 10295.00 | 10385.00 | 10515.00 | 10245.00 | -95.00 | -70.00 | -70.00 | -85.00 |
| 2021-01-07 | 10125.00 | 10180.00 | 10185.00 | 10010.00 | 10205.00 | 10250.00 | 10250.00 | 10110.00 | -80.00 | -70.00 | -65.00 | -100.00 |
| 2021-01-06 | 10175.00 | 10105.00 | 10195.00 | 10085.00 | 10255.00 | 10185.00 | 10280.00 | 10175.00 | -80.00 | -80.00 | -85.00 | -90.00 |
| 2021-01-05 | 10160.00 | 10145.00 | 10210.00 | 10085.00 | 10225.00 | 10205.00 | 10270.00 | 10160.00 | -65.00 | -60.00 | -60.00 | -75.00 |
| 2021-01-04 | 10190.00 | 10150.00 | 10195.00 | 10050.00 | 10200.00 | 10205.00 | 10225.00 | 10115.00 | -10.00 | -55.00 | -30.00 | -65.00 |
| 2020-12-31 | 10145.00 | 10170.00 | 10270.00 | 10145.00 | 10190.00 | 10215.00 | 10245.00 | 10175.00 | -45.00 | -45.00 | 25.00 | -30.00 |
| 2020-12-30 | 10100.00 | 10145.00 | 10220.00 | 10085.00 | 10145.00 | 10145.00 | 10230.00 | 10115.00 | -45.00 | 0.00 | -10.00 | -30.00 |
| 2020-12-29 | 10105.00 | 10100.00 | 10180.00 | 9975.00 | 10135.00 | 10160.00 | 10185.00 | 10030.00 | -30.00 | -60.00 | -5.00 | -55.00 |
| 2020-12-28 | 9900.00 | 10120.00 | 10160.00 | 9840.00 | 10000.00 | 10135.00 | 10175.00 | 9960.00 | -100.00 | -15.00 | -15.00 | -120.00 |
| 2020-12-25 | 9850.00 | 9900.00 | 9910.00 | 9810.00 | 9600.00 | 9620.00 | 9730.00 | 9550.00 | 250.00 | 280.00 | 180.00 | 260.00 |
| 2020-12-24 | 9775.00 | 9825.00 | 9860.00 | 9715.00 | 9660.00 | 9580.00 | 9660.00 | 9525.00 | 115.00 | 245.00 | 200.00 | 190.00 |