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
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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
2025-07-10 10495.00 10580.00 10620.00 10405.00 9500.00 9530.00 9570.00 9420.00 995.00 1050.00 1050.00 985.00
2025-07-09 10400.00 10425.00 10445.00 10250.00 9400.00 9450.00 9455.00 9285.00 1000.00 975.00 990.00 965.00
2025-07-08 10455.00 10435.00 10555.00 10400.00 9420.00 9420.00 9515.00 9385.00 1035.00 1015.00 1040.00 1015.00
2025-07-07 10520.00 10450.00 10590.00 10360.00 9480.00 9425.00 9535.00 9355.00 1040.00 1025.00 1055.00 1005.00
2025-07-04 10955.00 10415.00 10990.00 10345.00 9675.00 9425.00 9720.00 9360.00 1280.00 990.00 1270.00 985.00
2025-07-03 11060.00 10995.00 11120.00 10740.00 9675.00 9700.00 9745.00 9585.00 1385.00 1295.00 1375.00 1155.00
2025-07-02 9800.00 9675.00 9855.00 9610.00 11100.00 11055.00 11325.00 10925.00 -1300.00 -1380.00 -1470.00 -1315.00
2025-07-01 9550.00 9710.00 9770.00 9550.00 10730.00 10975.00 10980.00 10700.00 -1180.00 -1265.00 -1210.00 -1150.00
2025-06-30 9680.00 9595.00 9690.00 9535.00 10700.00 10735.00 10840.00 10600.00 -1020.00 -1140.00 -1150.00 -1065.00
2025-06-27 9600.00 9620.00 9700.00 9505.00 10630.00 10665.00 10760.00 10525.00 -1030.00 -1045.00 -1060.00 -1020.00
2025-06-26 9690.00 9630.00 9780.00 9610.00 10725.00 10665.00 10815.00 10605.00 -1035.00 -1035.00 -1035.00 -995.00
2025-06-25 9570.00 9690.00 9705.00 9480.00 10540.00 10725.00 10735.00 10435.00 -970.00 -1035.00 -1030.00 -955.00
2025-06-24 9395.00 9530.00 9605.00 9335.00 10335.00 10450.00 10545.00 10265.00 -940.00 -920.00 -940.00 -930.00
2025-06-23 9430.00 9465.00 9520.00 9355.00 10330.00 10425.00 10475.00 10225.00 -900.00 -960.00 -955.00 -870.00
2025-06-20 9465.00 9335.00 9640.00 9265.00 10365.00 10170.00 10645.00 10080.00 -900.00 -835.00 -1005.00 -815.00
2025-06-19 9030.00 9440.00 9475.00 9030.00 9800.00 10310.00 10400.00 9800.00 -770.00 -870.00 -925.00 -770.00
2025-06-18 8905.00 9010.00 9055.00 8900.00 9715.00 9785.00 9820.00 9675.00 -810.00 -775.00 -765.00 -775.00
2025-06-17 8885.00 8895.00 8950.00 8880.00 9685.00 9675.00 9730.00 9660.00 -800.00 -780.00 -780.00 -780.00
2025-06-16 8920.00 8935.00 9000.00 8855.00 9690.00 9705.00 9775.00 9630.00 -770.00 -770.00 -775.00 -775.00
2025-06-13 8930.00 8910.00 8980.00 8830.00 9700.00 9685.00 9750.00 9630.00 -770.00 -775.00 -770.00 -800.00
2025-06-12 8960.00 8915.00 8990.00 8860.00 9765.00 9690.00 9765.00 9610.00 -805.00 -775.00 -775.00 -750.00
2025-06-11 9010.00 8925.00 9025.00 8905.00 9805.00 9675.00 9820.00 9640.00 -795.00 -750.00 -795.00 -735.00
2025-06-10 8900.00 8995.00 9060.00 8865.00 9750.00 9795.00 9875.00 9705.00 -850.00 -800.00 -815.00 -840.00
2025-06-09 8805.00 8910.00 8915.00 8795.00 9600.00 9730.00 9735.00 9585.00 -795.00 -820.00 -820.00 -790.00
2025-06-06 8820.00 8820.00 8890.00 8760.00 9605.00 9585.00 9655.00 9540.00 -785.00 -765.00 -765.00 -780.00
2025-06-05 8780.00 8795.00 8800.00 8730.00 9580.00 9585.00 9590.00 9510.00 -800.00 -790.00 -790.00 -780.00
2025-06-04 8660.00 8810.00 8840.00 8630.00 9390.00 9620.00 9690.00 9360.00 -730.00 -810.00 -850.00 -730.00
2025-06-03 8660.00 8625.00 8680.00 8615.00 9450.00 9340.00 9465.00 9335.00 -790.00 -715.00 -785.00 -720.00
2025-05-30 8670.00 8670.00 8705.00 8560.00 9550.00 9445.00 9555.00 9375.00 -880.00 -775.00 -850.00 -815.00
2025-05-29 8680.00 8685.00 8730.00 8600.00 9595.00 9560.00 9620.00 9465.00 -915.00 -875.00 -890.00 -865.00
2025-05-28 8900.00 8675.00 8925.00 8670.00 9855.00 9595.00 9860.00 9590.00 -955.00 -920.00 -935.00 -920.00
2025-05-27 8990.00 8905.00 8990.00 8865.00 9905.00 9855.00 9915.00 9805.00 -915.00 -950.00 -925.00 -940.00
2025-05-26 8960.00 9000.00 9060.00 8960.00 9905.00 9920.00 9985.00 9885.00 -945.00 -920.00 -925.00 -925.00
2025-05-23 9095.00 8980.00 9110.00 8935.00 10000.00 9910.00 10050.00 9885.00 -905.00 -930.00 -940.00 -950.00
2025-05-22 9065.00 9090.00 9130.00 9045.00 9995.00 10000.00 10045.00 9960.00 -930.00 -910.00 -915.00 -915.00
2025-05-21 9120.00 9090.00 9135.00 9040.00 10020.00 10005.00 10025.00 9940.00 -900.00 -915.00 -890.00 -900.00
2025-05-20 9025.00 9120.00 9150.00 9010.00 9940.00 10005.00 10045.00 9925.00 -915.00 -885.00 -895.00 -915.00
2025-05-19 9100.00 9025.00 9100.00 9000.00 9995.00 9950.00 10040.00 9930.00 -895.00 -925.00 -940.00 -930.00
2025-05-16 9115.00 9090.00 9140.00 9070.00 10060.00 10025.00 10070.00 10005.00 -945.00 -935.00 -930.00 -935.00
2025-05-15 9120.00 9145.00 9235.00 9100.00 10070.00 10070.00 10165.00 10040.00 -950.00 -925.00 -930.00 -940.00
2025-05-14 9050.00 9095.00 9105.00 9045.00 10005.00 10030.00 10050.00 9995.00 -955.00 -935.00 -945.00 -950.00
2025-05-13 9065.00 9040.00 9070.00 9020.00 10015.00 10000.00 10015.00 9960.00 -950.00 -960.00 -945.00 -940.00
2025-05-12 9030.00 9045.00 9120.00 8980.00 9970.00 9985.00 10065.00 9915.00 -940.00 -940.00 -945.00 -935.00
2025-05-09 9000.00 9010.00 9065.00 8960.00 9965.00 9945.00 10030.00 9910.00 -965.00 -935.00 -965.00 -950.00
2025-05-08 9020.00 9015.00 9040.00 8850.00 9990.00 9975.00 10010.00 9815.00 -970.00 -960.00 -970.00 -965.00
2025-05-07 9050.00 9050.00 9130.00 9020.00 10040.00 10010.00 10110.00 9980.00 -990.00 -960.00 -980.00 -960.00
2025-05-06 9085.00 9045.00 9095.00 9015.00 10025.00 10035.00 10075.00 9965.00 -940.00 -990.00 -980.00 -950.00
2025-04-30 8985.00 9065.00 9095.00 8935.00 8570.00 8710.00 8735.00 8565.00 415.00 355.00 360.00 370.00
2025-04-29 9035.00 8965.00 9075.00 8955.00 8690.00 8575.00 8695.00 8560.00 345.00 390.00 380.00 395.00
2025-04-28 9115.00 9070.00 9160.00 9065.00 8730.00 8700.00 8775.00 8700.00 385.00 370.00 385.00 365.00
2025-04-25 9070.00 9080.00 9120.00 9050.00 8710.00 8705.00 8765.00 8690.00 360.00 375.00 355.00 360.00
2025-04-24 9160.00 9060.00 9200.00 9045.00 8835.00 8700.00 8855.00 8680.00 325.00 360.00 345.00 365.00
2025-04-23 9155.00 9180.00 9250.00 9150.00 8850.00 8855.00 8930.00 8850.00 305.00 325.00 320.00 300.00
2025-04-22 9445.00 9140.00 9455.00 9120.00 9050.00 8835.00 9050.00 8815.00 395.00 305.00 405.00 305.00
2025-04-21 9450.00 9440.00 9475.00 9415.00 9055.00 9035.00 9055.00 9015.00 395.00 405.00 420.00 400.00
2025-04-18 9470.00 9450.00 9555.00 9415.00 9080.00 9035.00 9130.00 9010.00 390.00 415.00 425.00 405.00
2025-04-17 9480.00 9480.00 9530.00 9445.00 9075.00 9085.00 9130.00 9045.00 405.00 395.00 400.00 400.00
2025-04-16 9380.00 9485.00 9545.00 9365.00 9085.00 9075.00 9140.00 9005.00 295.00 410.00 405.00 360.00
2025-04-15 9150.00 9085.00 9190.00 9055.00 9480.00 9390.00 9480.00 9380.00 -330.00 -305.00 -290.00 -325.00
2025-04-14 9040.00 9130.00 9210.00 9040.00 9400.00 9460.00 9500.00 9400.00 -360.00 -330.00 -290.00 -360.00
2025-04-11 8980.00 9020.00 9065.00 8965.00 9320.00 9380.00 9405.00 9300.00 -340.00 -360.00 -340.00 -335.00
2025-04-10 8960.00 9000.00 9060.00 8960.00 9350.00 9345.00 9400.00 9320.00 -390.00 -345.00 -340.00 -360.00
2025-04-09 9000.00 8945.00 9025.00 8830.00 9355.00 9325.00 9370.00 9210.00 -355.00 -380.00 -345.00 -380.00
2025-04-08 9040.00 9025.00 9050.00 8985.00 9370.00 9370.00 9390.00 9330.00 -330.00 -345.00 -340.00 -345.00
2025-04-07 8930.00 9015.00 9080.00 8885.00 9340.00 9360.00 9415.00 9230.00 -410.00 -345.00 -335.00 -345.00
2025-04-03 9110.00 9030.00 9110.00 8995.00 9455.00 9405.00 9460.00 9375.00 -345.00 -375.00 -350.00 -380.00
2025-04-02 9095.00 9120.00 9135.00 9075.00 9475.00 9470.00 9485.00 9435.00 -380.00 -350.00 -350.00 -360.00
2025-04-01 9090.00 9105.00 9125.00 9025.00 9425.00 9465.00 9475.00 9390.00 -335.00 -360.00 -350.00 -365.00
2025-03-31 9100.00 9060.00 9145.00 9030.00 9400.00 9425.00 9445.00 9365.00 -300.00 -365.00 -300.00 -335.00
2025-03-28 9115.00 9120.00 9180.00 9055.00 9490.00 9425.00 9510.00 9390.00 -375.00 -305.00 -330.00 -335.00
2025-03-27 9145.00 9135.00 9155.00 9105.00 9500.00 9495.00 9515.00 9470.00 -355.00 -360.00 -360.00 -365.00
2025-03-26 9105.00 9145.00 9215.00 9105.00 9475.00 9510.00 9555.00 9470.00 -370.00 -365.00 -340.00 -365.00
2025-03-25 9110.00 9095.00 9145.00 9070.00 9495.00 9470.00 9510.00 9445.00 -385.00 -375.00 -365.00 -375.00
2025-03-24 8985.00 9140.00 9185.00 8930.00 9400.00 9505.00 9525.00 9350.00 -415.00 -365.00 -340.00 -420.00
2025-03-21 9035.00 8975.00 9045.00 8965.00 9435.00 9400.00 9460.00 9390.00 -400.00 -425.00 -415.00 -425.00
2025-03-20 8990.00 9015.00 9055.00 8975.00 9405.00 9430.00 9465.00 9375.00 -415.00 -415.00 -410.00 -400.00
2025-03-19 9100.00 9020.00 9100.00 8980.00 9515.00 9430.00 9515.00 9405.00 -415.00 -410.00 -415.00 -425.00
2025-03-18 9130.00 9095.00 9150.00 9060.00 9565.00 9515.00 9570.00 9490.00 -435.00 -420.00 -420.00 -430.00
2025-03-17 9120.00 9140.00 9200.00 9110.00 9560.00 9575.00 9630.00 9540.00 -440.00 -435.00 -430.00 -430.00
2025-03-14 9170.00 9155.00 9180.00 9110.00 9595.00 9585.00 9605.00 9540.00 -425.00 -430.00 -425.00 -430.00
2025-03-13 9170.00 9145.00 9190.00 9095.00 9590.00 9580.00 9615.00 9530.00 -420.00 -435.00 -425.00 -435.00
2025-03-12 9165.00 9165.00 9215.00 9150.00 9610.00 9595.00 9635.00 9580.00 -445.00 -430.00 -420.00 -430.00
2025-03-11 9175.00 9190.00 9200.00 9055.00 9595.00 9620.00 9630.00 9485.00 -420.00 -430.00 -430.00 -430.00
2025-03-10 9160.00 9170.00 9240.00 9145.00 9585.00 9595.00 9650.00 9560.00 -425.00 -425.00 -410.00 -415.00
2025-03-07 9190.00 9175.00 9200.00 9130.00 9625.00 9595.00 9625.00 9555.00 -435.00 -420.00 -425.00 -425.00
2025-03-06 9155.00 9170.00 9205.00 9150.00 9590.00 9590.00 9620.00 9570.00 -435.00 -420.00 -415.00 -420.00
2025-03-05 9200.00 9155.00 9230.00 9105.00 9610.00 9580.00 9635.00 9535.00 -410.00 -425.00 -405.00 -430.00
2025-03-04 9330.00 9220.00 9330.00 9205.00 9750.00 9630.00 9750.00 9620.00 -420.00 -410.00 -420.00 -415.00
2025-03-03 9315.00 9350.00 9370.00 9270.00 9710.00 9765.00 9770.00 9680.00 -395.00 -415.00 -400.00 -410.00
2025-02-28 9370.00 9325.00 9445.00 9275.00 9795.00 9735.00 9850.00 9690.00 -425.00 -410.00 -405.00 -415.00
2025-02-27 9375.00 9395.00 9430.00 9340.00 9780.00 9800.00 9825.00 9755.00 -405.00 -405.00 -395.00 -415.00
2025-02-26 9385.00 9370.00 9415.00 9290.00 9765.00 9780.00 9825.00 9715.00 -380.00 -410.00 -410.00 -425.00
2025-02-25 9430.00 9370.00 9470.00 9330.00 9825.00 9785.00 9875.00 9745.00 -395.00 -415.00 -405.00 -415.00
2025-02-24 9390.00 9430.00 9485.00 9360.00 9785.00 9840.00 9885.00 9770.00 -395.00 -410.00 -400.00 -410.00
2025-02-21 9390.00 9365.00 9530.00 9350.00 9820.00 9775.00 9915.00 9760.00 -430.00 -410.00 -385.00 -410.00
2025-02-20 9370.00 9375.00 9405.00 9305.00 9760.00 9785.00 9815.00 9720.00 -390.00 -410.00 -410.00 -415.00
2025-02-19 9435.00 9365.00 9445.00 9335.00 9835.00 9770.00 9850.00 9740.00 -400.00 -405.00 -405.00 -405.00
2025-02-18 9385.00 9435.00 9450.00 9345.00 9770.00 9835.00 9850.00 9740.00 -385.00 -400.00 -400.00 -395.00
2025-02-17 9295.00 9375.00 9430.00 9235.00 9695.00 9765.00 9825.00 9640.00 -400.00 -390.00 -395.00 -405.00
2025-02-14 9205.00 9280.00 9320.00 9205.00 9610.00 9675.00 9710.00 9610.00 -405.00 -395.00 -390.00 -405.00
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