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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-06 | 9635.00 | 9480.00 | 9640.00 | 9460.00 | 9715.00 | 9630.00 | 9750.00 | 9590.00 | -80.00 | -150.00 | -110.00 | -130.00 |
| 2024-09-05 | 9650.00 | 9605.00 | 9715.00 | 9550.00 | 9760.00 | 9725.00 | 9855.00 | 9660.00 | -110.00 | -120.00 | -140.00 | -110.00 |
| 2024-09-04 | 9970.00 | 9685.00 | 9995.00 | 9675.00 | 10090.00 | 9810.00 | 10110.00 | 9810.00 | -120.00 | -125.00 | -115.00 | -135.00 |
| 2024-09-03 | 10070.00 | 9995.00 | 10095.00 | 9940.00 | 10160.00 | 10105.00 | 10190.00 | 10050.00 | -90.00 | -110.00 | -95.00 | -110.00 |
| 2024-09-02 | 10070.00 | 10065.00 | 10140.00 | 10005.00 | 9200.00 | 9110.00 | 9215.00 | 9110.00 | 870.00 | 955.00 | 925.00 | 895.00 |
| 2024-08-30 | 10370.00 | 10250.00 | 10390.00 | 10250.00 | 10445.00 | 10355.00 | 10470.00 | 10340.00 | -75.00 | -105.00 | -80.00 | -90.00 |
| 2024-08-29 | 10315.00 | 10360.00 | 10380.00 | 10220.00 | 10400.00 | 10445.00 | 10470.00 | 10310.00 | -85.00 | -85.00 | -90.00 | -90.00 |
| 2024-08-28 | 10290.00 | 10275.00 | 10405.00 | 10215.00 | 10390.00 | 10390.00 | 10525.00 | 10320.00 | -100.00 | -115.00 | -120.00 | -105.00 |
| 2024-08-27 | 10285.00 | 10305.00 | 10350.00 | 10205.00 | 10415.00 | 10440.00 | 10490.00 | 10340.00 | -130.00 | -135.00 | -140.00 | -135.00 |
| 2024-08-26 | 9970.00 | 10200.00 | 10260.00 | 9970.00 | 10140.00 | 10365.00 | 10420.00 | 10140.00 | -170.00 | -165.00 | -160.00 | -170.00 |
| 2024-08-23 | 10120.00 | 9910.00 | 10170.00 | 9865.00 | 10240.00 | 10090.00 | 10360.00 | 10050.00 | -120.00 | -180.00 | -190.00 | -185.00 |
| 2024-08-22 | 10200.00 | 10120.00 | 10260.00 | 10085.00 | 10375.00 | 10290.00 | 10425.00 | 10255.00 | -175.00 | -170.00 | -165.00 | -170.00 |
| 2024-08-21 | 10150.00 | 10200.00 | 10280.00 | 10050.00 | 9265.00 | 9235.00 | 9305.00 | 9055.00 | 885.00 | 965.00 | 975.00 | 995.00 |
| 2024-08-20 | 10190.00 | 10160.00 | 10240.00 | 10080.00 | 10360.00 | 10335.00 | 10385.00 | 10240.00 | -170.00 | -175.00 | -145.00 | -160.00 |
| 2024-08-19 | 10040.00 | 10190.00 | 10215.00 | 10025.00 | 9250.00 | 9340.00 | 9395.00 | 9250.00 | 790.00 | 850.00 | 820.00 | 775.00 |
| 2024-08-16 | 10070.00 | 10090.00 | 10175.00 | 10005.00 | 9450.00 | 9300.00 | 9535.00 | 9265.00 | 620.00 | 790.00 | 640.00 | 740.00 |
| 2024-08-15 | 10090.00 | 10035.00 | 10115.00 | 9935.00 | 9425.00 | 9420.00 | 9495.00 | 9350.00 | 665.00 | 615.00 | 620.00 | 585.00 |
| 2024-08-14 | 10105.00 | 10065.00 | 10155.00 | 10005.00 | 9510.00 | 9425.00 | 9510.00 | 9305.00 | 595.00 | 640.00 | 645.00 | 700.00 |
| 2024-08-13 | 10280.00 | 10140.00 | 10285.00 | 10080.00 | 9700.00 | 9450.00 | 9730.00 | 9340.00 | 580.00 | 690.00 | 555.00 | 740.00 |
| 2024-08-12 | 10700.00 | 10265.00 | 10710.00 | 10220.00 | 10100.00 | 9680.00 | 10145.00 | 9650.00 | 600.00 | 585.00 | 565.00 | 570.00 |
| 2024-08-09 | 10645.00 | 10690.00 | 10845.00 | 10610.00 | 10120.00 | 10120.00 | 10265.00 | 10045.00 | 525.00 | 570.00 | 580.00 | 565.00 |
| 2024-08-08 | 10885.00 | 10610.00 | 10895.00 | 10605.00 | 10360.00 | 10100.00 | 10360.00 | 10100.00 | 525.00 | 510.00 | 535.00 | 505.00 |
| 2024-08-07 | 10720.00 | 10885.00 | 10900.00 | 10675.00 | 10260.00 | 10350.00 | 10360.00 | 10195.00 | 460.00 | 535.00 | 540.00 | 480.00 |
| 2024-08-06 | 10820.00 | 10685.00 | 10850.00 | 10640.00 | 10350.00 | 10210.00 | 10380.00 | 10150.00 | 470.00 | 475.00 | 470.00 | 490.00 |
| 2024-08-05 | 10630.00 | 10820.00 | 10870.00 | 10585.00 | 10115.00 | 10325.00 | 10360.00 | 10090.00 | 515.00 | 495.00 | 510.00 | 495.00 |
| 2024-08-02 | 10600.00 | 10660.00 | 10710.00 | 10560.00 | 10130.00 | 10145.00 | 10200.00 | 10070.00 | 470.00 | 515.00 | 510.00 | 490.00 |
| 2024-08-01 | 10760.00 | 10610.00 | 10775.00 | 10550.00 | 10435.00 | 10115.00 | 10435.00 | 10100.00 | 325.00 | 495.00 | 340.00 | 450.00 |
| 2024-07-31 | 10550.00 | 10740.00 | 10755.00 | 10530.00 | 10370.00 | 10400.00 | 10460.00 | 10315.00 | 180.00 | 340.00 | 295.00 | 215.00 |
| 2024-07-30 | 10580.00 | 10550.00 | 10785.00 | 10500.00 | 10415.00 | 10320.00 | 10500.00 | 10285.00 | 165.00 | 230.00 | 285.00 | 215.00 |
| 2024-07-29 | 10715.00 | 10600.00 | 10745.00 | 10530.00 | 10485.00 | 10425.00 | 10515.00 | 10340.00 | 230.00 | 175.00 | 230.00 | 190.00 |
| 2024-07-26 | 10930.00 | 10715.00 | 11035.00 | 10695.00 | 10535.00 | 10460.00 | 10720.00 | 10415.00 | 395.00 | 255.00 | 315.00 | 280.00 |
| 2024-07-25 | 10530.00 | 10480.00 | 10550.00 | 10340.00 | 10845.00 | 10880.00 | 10925.00 | 10710.00 | -315.00 | -400.00 | -375.00 | -370.00 |
| 2024-07-24 | 10350.00 | 10530.00 | 10550.00 | 10260.00 | 10720.00 | 10845.00 | 10855.00 | 10670.00 | -370.00 | -315.00 | -305.00 | -410.00 |
| 2024-07-23 | 10475.00 | 10370.00 | 10610.00 | 10335.00 | 10820.00 | 10735.00 | 10920.00 | 10700.00 | -345.00 | -365.00 | -310.00 | -365.00 |
| 2024-07-22 | 10425.00 | 10465.00 | 10530.00 | 10335.00 | 10750.00 | 10800.00 | 10875.00 | 10725.00 | -325.00 | -335.00 | -345.00 | -390.00 |
| 2024-07-19 | 10570.00 | 10440.00 | 10620.00 | 10435.00 | 10880.00 | 10755.00 | 10890.00 | 10750.00 | -310.00 | -315.00 | -270.00 | -315.00 |
| 2024-07-18 | 10450.00 | 10550.00 | 10570.00 | 10355.00 | 10750.00 | 10840.00 | 10855.00 | 10665.00 | -300.00 | -290.00 | -285.00 | -310.00 |
| 2024-07-17 | 10295.00 | 10400.00 | 10410.00 | 10180.00 | 10690.00 | 10730.00 | 10745.00 | 10585.00 | -395.00 | -330.00 | -335.00 | -405.00 |
| 2024-07-16 | 10280.00 | 10255.00 | 10445.00 | 10235.00 | 10630.00 | 10655.00 | 10790.00 | 10625.00 | -350.00 | -400.00 | -345.00 | -390.00 |
| 2024-07-15 | 10475.00 | 10305.00 | 10475.00 | 10220.00 | 10790.00 | 10660.00 | 10855.00 | 10630.00 | -315.00 | -355.00 | -380.00 | -410.00 |
| 2024-07-12 | 10515.00 | 10505.00 | 10560.00 | 10375.00 | 10960.00 | 10830.00 | 10960.00 | 10730.00 | -445.00 | -325.00 | -400.00 | -355.00 |
| 2024-07-11 | 10425.00 | 10475.00 | 10535.00 | 10340.00 | 11035.00 | 10935.00 | 11115.00 | 10875.00 | -610.00 | -460.00 | -580.00 | -535.00 |
| 2024-07-10 | 10415.00 | 10420.00 | 10480.00 | 10130.00 | 10970.00 | 11015.00 | 11075.00 | 10720.00 | -555.00 | -595.00 | -595.00 | -590.00 |
| 2024-07-09 | 10600.00 | 10460.00 | 10640.00 | 10430.00 | 11160.00 | 11020.00 | 11175.00 | 10990.00 | -560.00 | -560.00 | -535.00 | -560.00 |
| 2024-07-08 | 10675.00 | 10605.00 | 10765.00 | 10515.00 | 11210.00 | 11160.00 | 11370.00 | 11095.00 | -535.00 | -555.00 | -605.00 | -580.00 |
| 2024-07-05 | 10780.00 | 10590.00 | 10845.00 | 10550.00 | 11235.00 | 11105.00 | 11255.00 | 10970.00 | -455.00 | -515.00 | -410.00 | -420.00 |
| 2024-07-04 | 10940.00 | 10835.00 | 11100.00 | 10800.00 | 11305.00 | 11270.00 | 11430.00 | 11235.00 | -365.00 | -435.00 | -330.00 | -435.00 |
| 2024-07-03 | 10965.00 | 10925.00 | 11070.00 | 10870.00 | 11280.00 | 11280.00 | 11415.00 | 11240.00 | -315.00 | -355.00 | -345.00 | -370.00 |
| 2024-07-02 | 10895.00 | 10955.00 | 11035.00 | 10895.00 | 11110.00 | 11220.00 | 11280.00 | 11110.00 | -215.00 | -265.00 | -245.00 | -215.00 |
| 2024-07-01 | 11085.00 | 10895.00 | 11195.00 | 10755.00 | 11205.00 | 11110.00 | 11330.00 | 11020.00 | -120.00 | -215.00 | -135.00 | -265.00 |
| 2024-06-28 | 11030.00 | 11125.00 | 11175.00 | 10980.00 | 11330.00 | 11315.00 | 11445.00 | 11300.00 | -300.00 | -190.00 | -270.00 | -320.00 |
| 2024-06-27 | 11490.00 | 11090.00 | 11580.00 | 11070.00 | 11885.00 | 11395.00 | 11940.00 | 11380.00 | -395.00 | -305.00 | -360.00 | -310.00 |
| 2024-06-26 | 11420.00 | 11490.00 | 11495.00 | 11330.00 | 11925.00 | 11905.00 | 12020.00 | 11835.00 | -505.00 | -415.00 | -525.00 | -505.00 |
| 2024-06-25 | 11305.00 | 11420.00 | 11425.00 | 11235.00 | 11900.00 | 11930.00 | 11990.00 | 11815.00 | -595.00 | -510.00 | -565.00 | -580.00 |
| 2024-06-24 | 11400.00 | 11305.00 | 11635.00 | 11230.00 | 12150.00 | 11930.00 | 12285.00 | 11875.00 | -750.00 | -625.00 | -650.00 | -645.00 |
| 2024-06-21 | 11060.00 | 11385.00 | 11465.00 | 11045.00 | 11875.00 | 12155.00 | 12310.00 | 11870.00 | -815.00 | -770.00 | -845.00 | -825.00 |
| 2024-06-20 | 11060.00 | 11060.00 | 11125.00 | 11030.00 | 11795.00 | 11855.00 | 11900.00 | 11770.00 | -735.00 | -795.00 | -775.00 | -740.00 |
| 2024-06-19 | 11095.00 | 11070.00 | 11160.00 | 10970.00 | 11730.00 | 11820.00 | 11895.00 | 11715.00 | -635.00 | -750.00 | -735.00 | -745.00 |
| 2024-06-18 | 11100.00 | 11035.00 | 11205.00 | 11010.00 | 11770.00 | 11725.00 | 11850.00 | 11700.00 | -670.00 | -690.00 | -645.00 | -690.00 |
| 2024-06-17 | 11455.00 | 11140.00 | 11480.00 | 11100.00 | 12000.00 | 11820.00 | 12050.00 | 11780.00 | -545.00 | -680.00 | -570.00 | -680.00 |
| 2024-06-14 | 11280.00 | 11415.00 | 11435.00 | 11280.00 | 11905.00 | 11985.00 | 12020.00 | 11905.00 | -625.00 | -570.00 | -585.00 | -625.00 |
| 2024-06-13 | 11470.00 | 11285.00 | 11515.00 | 11175.00 | 12000.00 | 11900.00 | 12015.00 | 11755.00 | -530.00 | -615.00 | -500.00 | -580.00 |
| 2024-06-12 | 11500.00 | 11495.00 | 11595.00 | 11440.00 | 12025.00 | 12020.00 | 12075.00 | 11970.00 | -525.00 | -525.00 | -480.00 | -530.00 |
| 2024-06-11 | 11450.00 | 11495.00 | 11595.00 | 11425.00 | 12000.00 | 12005.00 | 12100.00 | 11980.00 | -550.00 | -510.00 | -505.00 | -555.00 |
| 2024-06-07 | 11705.00 | 11495.00 | 11750.00 | 11380.00 | 12190.00 | 12065.00 | 12270.00 | 11980.00 | -485.00 | -570.00 | -520.00 | -600.00 |
| 2024-06-06 | 11680.00 | 11660.00 | 11730.00 | 11560.00 | 12155.00 | 12190.00 | 12245.00 | 12070.00 | -475.00 | -530.00 | -515.00 | -510.00 |
| 2024-06-05 | 11550.00 | 11625.00 | 11760.00 | 11405.00 | 12055.00 | 12115.00 | 12240.00 | 11930.00 | -505.00 | -490.00 | -480.00 | -525.00 |
| 2024-06-04 | 11500.00 | 11515.00 | 11600.00 | 11460.00 | 12025.00 | 12030.00 | 12100.00 | 11995.00 | -525.00 | -515.00 | -500.00 | -535.00 |
| 2024-06-03 | 11675.00 | 11515.00 | 11680.00 | 11360.00 | 12150.00 | 12025.00 | 12155.00 | 11865.00 | -475.00 | -510.00 | -475.00 | -505.00 |
| 2024-05-31 | 11860.00 | 11705.00 | 11995.00 | 11705.00 | 12260.00 | 12180.00 | 12350.00 | 12170.00 | -400.00 | -475.00 | -355.00 | -465.00 |
| 2024-05-30 | 11940.00 | 11920.00 | 12085.00 | 11855.00 | 12280.00 | 12295.00 | 12450.00 | 12235.00 | -340.00 | -375.00 | -365.00 | -380.00 |
| 2024-05-29 | 11825.00 | 11940.00 | 12030.00 | 11800.00 | 12165.00 | 12280.00 | 12340.00 | 12140.00 | -340.00 | -340.00 | -310.00 | -340.00 |
| 2024-05-28 | 11900.00 | 11880.00 | 11985.00 | 11865.00 | 12265.00 | 12200.00 | 12310.00 | 12190.00 | -365.00 | -320.00 | -325.00 | -325.00 |
| 2024-05-27 | 11960.00 | 11875.00 | 12070.00 | 11820.00 | 12345.00 | 12220.00 | 12390.00 | 12155.00 | -385.00 | -345.00 | -320.00 | -335.00 |
| 2024-05-24 | 12110.00 | 11905.00 | 12215.00 | 11880.00 | 12430.00 | 12265.00 | 12550.00 | 12220.00 | -320.00 | -360.00 | -335.00 | -340.00 |
| 2024-05-23 | 11995.00 | 12160.00 | 12185.00 | 11665.00 | 12350.00 | 12485.00 | 12535.00 | 12080.00 | -355.00 | -325.00 | -350.00 | -415.00 |
| 2024-05-22 | 12145.00 | 12025.00 | 12220.00 | 12015.00 | 12505.00 | 12370.00 | 12655.00 | 12355.00 | -360.00 | -345.00 | -435.00 | -340.00 |
| 2024-05-21 | 12770.00 | 12105.00 | 12805.00 | 12085.00 | 13120.00 | 12530.00 | 13160.00 | 12515.00 | -350.00 | -425.00 | -355.00 | -430.00 |
| 2024-05-20 | 12845.00 | 12780.00 | 12970.00 | 12770.00 | 13220.00 | 13160.00 | 13300.00 | 13130.00 | -375.00 | -380.00 | -330.00 | -360.00 |
| 2024-05-17 | 12780.00 | 12815.00 | 12940.00 | 12730.00 | 13145.00 | 13190.00 | 13250.00 | 13110.00 | -365.00 | -375.00 | -310.00 | -380.00 |
| 2024-05-16 | 12850.00 | 12780.00 | 12855.00 | 12720.00 | 13200.00 | 13150.00 | 13210.00 | 13100.00 | -350.00 | -370.00 | -355.00 | -380.00 |
| 2024-05-15 | 12800.00 | 12790.00 | 12840.00 | 12680.00 | 13150.00 | 13155.00 | 13195.00 | 13035.00 | -350.00 | -365.00 | -355.00 | -355.00 |
| 2024-05-14 | 13030.00 | 12795.00 | 13100.00 | 12675.00 | 13310.00 | 13150.00 | 13390.00 | 13035.00 | -280.00 | -355.00 | -290.00 | -360.00 |
| 2024-05-13 | 12770.00 | 12965.00 | 13025.00 | 12765.00 | 13145.00 | 13270.00 | 13325.00 | 13145.00 | -375.00 | -305.00 | -300.00 | -380.00 |
| 2024-05-10 | 12875.00 | 12765.00 | 12975.00 | 12635.00 | 13210.00 | 13160.00 | 13295.00 | 12975.00 | -335.00 | -395.00 | -320.00 | -340.00 |
| 2024-05-09 | 12840.00 | 12875.00 | 12985.00 | 12785.00 | 13195.00 | 13210.00 | 13290.00 | 13145.00 | -355.00 | -335.00 | -305.00 | -360.00 |
| 2024-05-08 | 12940.00 | 12820.00 | 13025.00 | 12750.00 | 13245.00 | 13175.00 | 13300.00 | 13090.00 | -305.00 | -355.00 | -275.00 | -340.00 |
| 2024-05-07 | 12630.00 | 12890.00 | 12900.00 | 12630.00 | 13045.00 | 13215.00 | 13230.00 | 13045.00 | -415.00 | -325.00 | -330.00 | -415.00 |
| 2024-05-06 | 12540.00 | 12620.00 | 12725.00 | 12500.00 | 12975.00 | 13045.00 | 13140.00 | 12940.00 | -435.00 | -425.00 | -415.00 | -440.00 |
| 2024-04-30 | 12600.00 | 12505.00 | 12670.00 | 12415.00 | 13045.00 | 12970.00 | 13075.00 | 12880.00 | -445.00 | -465.00 | -405.00 | -465.00 |
| 2024-04-29 | 12605.00 | 12560.00 | 12860.00 | 12485.00 | 13025.00 | 13000.00 | 13225.00 | 12905.00 | -420.00 | -440.00 | -365.00 | -420.00 |
| 2024-04-26 | 12455.00 | 12560.00 | 12640.00 | 12305.00 | 12935.00 | 13000.00 | 13085.00 | 12770.00 | -480.00 | -440.00 | -445.00 | -465.00 |
| 2024-04-25 | 12780.00 | 12480.00 | 12780.00 | 12470.00 | 13180.00 | 12940.00 | 13180.00 | 12925.00 | -400.00 | -460.00 | -400.00 | -455.00 |
| 2024-04-24 | 12635.00 | 12645.00 | 12800.00 | 12605.00 | 13045.00 | 13065.00 | 13205.00 | 13010.00 | -410.00 | -420.00 | -405.00 | -405.00 |
| 2024-04-23 | 13050.00 | 12605.00 | 13215.00 | 12490.00 | 13310.00 | 13030.00 | 13495.00 | 12925.00 | -260.00 | -425.00 | -280.00 | -435.00 |
| 2024-04-22 | 12420.00 | 13000.00 | 13015.00 | 12420.00 | 12960.00 | 13290.00 | 13300.00 | 12935.00 | -540.00 | -290.00 | -285.00 | -515.00 |
| 2024-04-19 | 12570.00 | 12420.00 | 12710.00 | 12400.00 | 13055.00 | 12940.00 | 13180.00 | 12900.00 | -485.00 | -520.00 | -470.00 | -500.00 |
| 2024-04-18 | 12330.00 | 12545.00 | 12745.00 | 12330.00 | 12090.00 | 12190.00 | 12365.00 | 12080.00 | 240.00 | 355.00 | 380.00 | 250.00 |
| 2024-04-17 | 12380.00 | 12310.00 | 12465.00 | 12215.00 | 12075.00 | 12045.00 | 12150.00 | 11945.00 | 305.00 | 265.00 | 315.00 | 270.00 |
| 2024-04-16 | 12450.00 | 12350.00 | 12645.00 | 12280.00 | 12195.00 | 12040.00 | 12290.00 | 12015.00 | 255.00 | 310.00 | 355.00 | 265.00 |