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
2025-02-13 9400.00 9215.00 9415.00 9175.00 9810.00 9620.00 9810.00 9580.00 -410.00 -405.00 -395.00 -405.00
2025-02-12 9320.00 9405.00 9420.00 9260.00 9745.00 9795.00 9810.00 9680.00 -425.00 -390.00 -390.00 -420.00
2025-02-11 9400.00 9345.00 9470.00 9345.00 9820.00 9765.00 9875.00 9755.00 -420.00 -420.00 -405.00 -410.00
2025-02-10 9510.00 9425.00 9515.00 9325.00 9920.00 9835.00 9920.00 9745.00 -410.00 -410.00 -405.00 -420.00
2025-02-07 9520.00 9510.00 9580.00 9450.00 9905.00 9890.00 9940.00 9835.00 -385.00 -380.00 -360.00 -385.00
2025-02-06 9300.00 9510.00 9520.00 9275.00 9705.00 9890.00 9895.00 9675.00 -405.00 -380.00 -375.00 -400.00
2025-02-05 9265.00 9295.00 9445.00 9100.00 9630.00 9695.00 9820.00 9565.00 -365.00 -400.00 -375.00 -465.00
2025-01-27 9245.00 9275.00 9360.00 9210.00 9665.00 9655.00 9740.00 9625.00 -420.00 -380.00 -380.00 -415.00
2025-01-24 9230.00 9240.00 9320.00 9185.00 9595.00 9630.00 9700.00 9535.00 -365.00 -390.00 -380.00 -350.00
2025-01-23 9240.00 9220.00 9300.00 9140.00 9570.00 9580.00 9635.00 9510.00 -330.00 -360.00 -335.00 -370.00
2025-01-22 9270.00 9240.00 9280.00 9215.00 9590.00 9585.00 9605.00 9545.00 -320.00 -345.00 -325.00 -330.00
2025-01-21 9265.00 9270.00 9310.00 9235.00 9600.00 9595.00 9630.00 9570.00 -335.00 -325.00 -320.00 -335.00
2025-01-20 9280.00 9285.00 9335.00 9175.00 9605.00 9615.00 9635.00 9525.00 -325.00 -330.00 -300.00 -350.00
2025-01-17 9325.00 9310.00 9400.00 9290.00 9595.00 9610.00 9685.00 9570.00 -270.00 -300.00 -285.00 -280.00
2025-01-16 9220.00 9355.00 9365.00 9210.00 9545.00 9640.00 9670.00 9525.00 -325.00 -285.00 -305.00 -315.00
2025-01-15 9265.00 9210.00 9380.00 9180.00 9575.00 9520.00 9680.00 9490.00 -310.00 -310.00 -300.00 -310.00
2025-01-14 9170.00 9265.00 9280.00 9140.00 9495.00 9575.00 9585.00 9455.00 -325.00 -310.00 -305.00 -315.00
2025-01-13 9150.00 9165.00 9255.00 9145.00 9435.00 9475.00 9550.00 9435.00 -285.00 -310.00 -295.00 -290.00
2025-01-10 9080.00 9110.00 9140.00 8940.00 9395.00 9420.00 9445.00 9285.00 -315.00 -310.00 -305.00 -345.00
2025-01-09 9070.00 9080.00 9110.00 9000.00 9380.00 9395.00 9420.00 9325.00 -310.00 -315.00 -310.00 -325.00
2025-01-08 9070.00 9085.00 9120.00 9045.00 9400.00 9390.00 9425.00 9355.00 -330.00 -305.00 -305.00 -310.00
2025-01-07 9130.00 9095.00 9130.00 9025.00 9440.00 9400.00 9440.00 9345.00 -310.00 -305.00 -310.00 -320.00
2025-01-06 9115.00 9100.00 9175.00 9070.00 9390.00 9420.00 9480.00 9385.00 -275.00 -320.00 -305.00 -315.00
2025-01-03 9235.00 9100.00 9235.00 9010.00 9525.00 9400.00 9525.00 9320.00 -290.00 -300.00 -290.00 -310.00
2025-01-02 9230.00 9220.00 9300.00 9160.00 8805.00 8790.00 8865.00 8715.00 425.00 430.00 435.00 445.00
2024-12-31 9260.00 9210.00 9325.00 9180.00 9060.00 8780.00 9105.00 8655.00 200.00 430.00 220.00 525.00
2024-12-30 9220.00 9285.00 9300.00 9080.00 8915.00 9070.00 9085.00 8800.00 305.00 215.00 215.00 280.00
2024-12-27 9205.00 9235.00 9295.00 9200.00 8915.00 8890.00 8960.00 8880.00 290.00 345.00 335.00 320.00
2024-12-26 9390.00 9245.00 9390.00 9235.00 9080.00 8910.00 9100.00 8900.00 310.00 335.00 290.00 335.00
2024-12-25 9395.00 9380.00 9445.00 9335.00 9165.00 9105.00 9200.00 9070.00 230.00 275.00 245.00 265.00
2024-12-24 9445.00 9410.00 9465.00 9365.00 9225.00 9165.00 9235.00 9125.00 220.00 245.00 230.00 240.00
2024-12-23 9325.00 9450.00 9500.00 9305.00 9100.00 9230.00 9290.00 9095.00 225.00 220.00 210.00 210.00
2024-12-20 9295.00 9325.00 9355.00 9175.00 9120.00 9125.00 9155.00 8980.00 175.00 200.00 200.00 195.00
2024-12-19 9420.00 9315.00 9440.00 9305.00 9320.00 9145.00 9355.00 9130.00 100.00 170.00 85.00 175.00
2024-12-18 9520.00 9460.00 9525.00 9400.00 9460.00 9365.00 9460.00 9335.00 60.00 95.00 65.00 65.00
2024-12-17 9540.00 9520.00 9540.00 9335.00 9485.00 9460.00 9485.00 9310.00 55.00 60.00 55.00 25.00
2024-12-16 9420.00 9535.00 9555.00 9370.00 9515.00 9460.00 9560.00 9450.00 -95.00 75.00 -5.00 -80.00
2024-12-13 9550.00 9455.00 9610.00 9430.00 9515.00 9550.00 9650.00 9435.00 35.00 -95.00 -40.00 -5.00
2024-12-12 9500.00 9560.00 9600.00 9470.00 9480.00 9530.00 9570.00 9455.00 20.00 30.00 30.00 15.00
2024-12-11 9480.00 9475.00 9575.00 9455.00 9410.00 9455.00 9500.00 9410.00 70.00 20.00 75.00 45.00
2024-12-10 9650.00 9535.00 9730.00 9495.00 9550.00 9455.00 9620.00 9425.00 100.00 80.00 110.00 70.00
2024-12-09 9440.00 9550.00 9590.00 9395.00 9355.00 9455.00 9495.00 9355.00 85.00 95.00 95.00 40.00
2024-12-06 9600.00 9430.00 9615.00 9425.00 9535.00 9375.00 9535.00 9365.00 65.00 55.00 80.00 60.00
2024-12-05 9525.00 9600.00 9640.00 9450.00 9470.00 9505.00 9545.00 9420.00 55.00 95.00 95.00 30.00
2024-12-04 9530.00 9490.00 9535.00 9370.00 9490.00 9460.00 9510.00 9350.00 40.00 30.00 25.00 20.00
2024-12-03 9570.00 9440.00 9625.00 9385.00 9565.00 9480.00 9645.00 9430.00 5.00 -40.00 -20.00 -45.00
2024-12-02 9520.00 9580.00 9690.00 9455.00 9530.00 9590.00 9680.00 9475.00 -10.00 -10.00 10.00 -20.00
2024-11-29 9485.00 9495.00 9640.00 9450.00 9380.00 9535.00 9580.00 9380.00 105.00 -40.00 60.00 70.00
2024-11-28 9495.00 9460.00 9505.00 9400.00 9400.00 9380.00 9420.00 9345.00 95.00 80.00 85.00 55.00
2024-11-27 9400.00 9480.00 9500.00 9370.00 9345.00 9390.00 9425.00 9315.00 55.00 90.00 75.00 55.00
2024-11-26 9350.00 9390.00 9520.00 9335.00 9300.00 9345.00 9475.00 9295.00 50.00 45.00 45.00 40.00
2024-11-25 9280.00 9325.00 9435.00 9230.00 9300.00 9295.00 9380.00 9255.00 -20.00 30.00 55.00 -25.00
2024-11-22 9490.00 9310.00 9590.00 9305.00 9420.00 9330.00 9505.00 9325.00 70.00 -20.00 85.00 -20.00
2024-11-21 9550.00 9520.00 9600.00 9440.00 9450.00 9455.00 9495.00 9350.00 100.00 65.00 105.00 90.00
2024-11-20 9625.00 9585.00 9650.00 9535.00 9545.00 9500.00 9545.00 9465.00 80.00 85.00 105.00 70.00
2024-11-19 9620.00 9620.00 9645.00 9505.00 9535.00 9520.00 9545.00 9440.00 85.00 100.00 100.00 65.00
2024-11-18 9600.00 9600.00 9600.00 9390.00 9565.00 9520.00 9565.00 9360.00 35.00 80.00 35.00 30.00
2024-11-15 9805.00 9595.00 9825.00 9525.00 9730.00 9550.00 9745.00 9510.00 75.00 45.00 80.00 15.00
2024-11-14 10050.00 9805.00 10080.00 9750.00 9935.00 9725.00 9950.00 9685.00 115.00 80.00 130.00 65.00
2024-11-13 9995.00 10075.00 10095.00 9945.00 9845.00 9935.00 9940.00 9810.00 150.00 140.00 155.00 135.00
2024-11-12 10105.00 10005.00 10335.00 9940.00 9925.00 9855.00 10120.00 9775.00 180.00 150.00 215.00 165.00
2024-11-11 10120.00 10140.00 10220.00 10025.00 10020.00 9960.00 10055.00 9865.00 100.00 180.00 165.00 160.00
2024-11-08 10430.00 10120.00 10445.00 10060.00 10210.00 10020.00 10275.00 9990.00 220.00 100.00 170.00 70.00
2024-11-07 10270.00 10385.00 10425.00 10230.00 10050.00 10185.00 10200.00 10040.00 220.00 200.00 225.00 190.00
2024-11-06 10295.00 10225.00 10475.00 10140.00 10030.00 10035.00 10185.00 9970.00 265.00 190.00 290.00 170.00
2024-11-05 10480.00 10260.00 10535.00 10215.00 10190.00 10005.00 10235.00 9970.00 290.00 255.00 300.00 245.00
2024-11-04 10580.00 10540.00 10720.00 10410.00 10350.00 10245.00 10420.00 10180.00 230.00 295.00 300.00 230.00
2024-11-01 9980.00 10570.00 10760.00 9975.00 9900.00 10350.00 10540.00 9890.00 80.00 220.00 220.00 85.00
2024-10-31 10240.00 10000.00 10290.00 9910.00 10005.00 9930.00 10070.00 9830.00 235.00 70.00 220.00 80.00
2024-10-30 9690.00 10235.00 10450.00 9660.00 9730.00 10020.00 10200.00 9690.00 -40.00 215.00 250.00 -30.00
2024-10-29 9745.00 9680.00 9765.00 9580.00 9780.00 9720.00 9800.00 9625.00 -35.00 -40.00 -35.00 -45.00
2024-10-28 9565.00 9750.00 9770.00 9540.00 9650.00 9785.00 9800.00 9640.00 -85.00 -35.00 -30.00 -100.00
2024-10-25 9785.00 9595.00 9790.00 9580.00 9865.00 9670.00 9870.00 9665.00 -80.00 -75.00 -80.00 -85.00
2024-10-24 9840.00 9785.00 9875.00 9755.00 9890.00 9865.00 9935.00 9825.00 -50.00 -80.00 -60.00 -70.00
2024-10-23 9935.00 9815.00 9975.00 9725.00 9980.00 9890.00 9995.00 9810.00 -45.00 -75.00 -20.00 -85.00
2024-10-22 9940.00 9895.00 9985.00 9845.00 9990.00 9955.00 10000.00 9880.00 -50.00 -60.00 -15.00 -35.00
2024-10-21 9900.00 9945.00 9950.00 9770.00 9970.00 9985.00 9990.00 9835.00 -70.00 -40.00 -40.00 -65.00
2024-10-18 9715.00 9850.00 9885.00 9655.00 9860.00 9905.00 9945.00 9750.00 -145.00 -55.00 -60.00 -95.00
2024-10-17 9870.00 9675.00 9965.00 9640.00 9950.00 9815.00 10025.00 9770.00 -80.00 -140.00 -60.00 -130.00
2024-10-16 9925.00 9855.00 10045.00 9695.00 9990.00 9935.00 10100.00 9785.00 -65.00 -80.00 -55.00 -90.00
2024-10-15 9765.00 9905.00 10030.00 9655.00 9895.00 9990.00 10065.00 9775.00 -130.00 -85.00 -35.00 -120.00
2024-10-14 9665.00 9790.00 9795.00 9625.00 9785.00 9885.00 9900.00 9735.00 -120.00 -95.00 -105.00 -110.00
2024-10-11 9830.00 9600.00 9890.00 9510.00 9900.00 9735.00 9970.00 9655.00 -70.00 -135.00 -80.00 -145.00
2024-10-10 9800.00 9780.00 9950.00 9755.00 9850.00 9860.00 10000.00 9830.00 -50.00 -80.00 -50.00 -75.00
2024-10-09 9815.00 9770.00 9920.00 9720.00 9890.00 9840.00 9930.00 9725.00 -75.00 -70.00 -10.00 -5.00
2024-10-08 10300.00 9930.00 10400.00 9820.00 10210.00 9960.00 10350.00 9825.00 90.00 -30.00 50.00 -5.00
2024-09-30 10150.00 10165.00 10345.00 9955.00 10145.00 10195.00 10385.00 9910.00 5.00 -30.00 -40.00 45.00
2024-09-27 9725.00 10005.00 10265.00 9675.00 9740.00 10040.00 10310.00 9715.00 -15.00 -35.00 -45.00 -40.00
2024-09-26 9530.00 9650.00 9675.00 9520.00 9605.00 9690.00 9710.00 9600.00 -75.00 -40.00 -35.00 -80.00
2024-09-25 9550.00 9525.00 9720.00 9440.00 9630.00 9600.00 9750.00 9500.00 -80.00 -75.00 -30.00 -60.00
2024-09-24 9180.00 9500.00 9515.00 9180.00 9315.00 9575.00 9590.00 9290.00 -135.00 -75.00 -75.00 -110.00
2024-09-23 9400.00 9200.00 9400.00 9200.00 9500.00 9295.00 9500.00 9295.00 -100.00 -95.00 -100.00 -95.00
2024-09-20 9430.00 9435.00 9570.00 9320.00 9550.00 9535.00 9680.00 9420.00 -120.00 -100.00 -110.00 -100.00
2024-09-19 9205.00 9450.00 9460.00 9125.00 9340.00 9570.00 9580.00 9235.00 -135.00 -120.00 -120.00 -110.00
2024-09-18 9320.00 9235.00 9340.00 9045.00 9460.00 9360.00 9485.00 9170.00 -140.00 -125.00 -145.00 -125.00
2024-09-13 9435.00 9360.00 9495.00 9335.00 9550.00 9520.00 9615.00 9485.00 -115.00 -160.00 -120.00 -150.00
2024-09-12 9350.00 9390.00 9475.00 9320.00 9505.00 9535.00 9600.00 9460.00 -155.00 -145.00 -125.00 -140.00
2024-09-11 9295.00 9385.00 9420.00 9265.00 9445.00 9535.00 9570.00 9420.00 -150.00 -150.00 -150.00 -155.00
2024-09-10 9420.00 9300.00 9490.00 9280.00 9560.00 9460.00 9630.00 9435.00 -140.00 -160.00 -140.00 -155.00
2024-09-09 9460.00 9420.00 9470.00 9305.00 9610.00 9560.00 9610.00 9435.00 -150.00 -140.00 -140.00 -130.00
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