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
暂无数据

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
2024-04-15 12700.00 12475.00 12700.00 12380.00 12460.00 12145.00 12465.00 12145.00 240.00 330.00 235.00 235.00
2024-04-12 12750.00 12655.00 12830.00 12590.00 12510.00 12410.00 12595.00 12385.00 240.00 245.00 235.00 205.00
2024-04-11 12625.00 12740.00 12830.00 12475.00 12350.00 12495.00 12610.00 12260.00 275.00 245.00 220.00 215.00
2024-04-10 12320.00 12635.00 12695.00 12255.00 12100.00 12390.00 12435.00 12045.00 220.00 245.00 260.00 210.00
2024-04-09 12045.00 12055.00 12125.00 11920.00 12245.00 12275.00 12360.00 12130.00 -200.00 -220.00 -235.00 -210.00
2024-04-08 11865.00 12010.00 12080.00 11805.00 12145.00 12230.00 12295.00 12035.00 -280.00 -220.00 -215.00 -230.00
2024-04-03 11860.00 11895.00 11970.00 11730.00 12060.00 12135.00 12235.00 11985.00 -200.00 -240.00 -265.00 -255.00
2024-04-02 11870.00 11790.00 11870.00 11660.00 12150.00 12055.00 12150.00 11955.00 -280.00 -265.00 -280.00 -295.00
2024-04-01 12120.00 11815.00 12270.00 11760.00 12370.00 12125.00 12490.00 12060.00 -250.00 -310.00 -220.00 -300.00
2024-03-29 12340.00 12210.00 12400.00 12145.00 12560.00 12455.00 12605.00 12415.00 -220.00 -245.00 -205.00 -270.00
2024-03-28 12205.00 12300.00 12340.00 12190.00 12445.00 12530.00 12570.00 12410.00 -240.00 -230.00 -230.00 -220.00
2024-03-27 12525.00 12230.00 12545.00 12160.00 12705.00 12450.00 12775.00 12390.00 -180.00 -220.00 -230.00 -230.00
2024-03-26 12310.00 12495.00 12495.00 12215.00 12580.00 12695.00 12725.00 12435.00 -270.00 -200.00 -230.00 -220.00
2024-03-25 12235.00 12325.00 12360.00 12040.00 12465.00 12555.00 12620.00 12320.00 -230.00 -230.00 -260.00 -280.00
2024-03-22 12480.00 12210.00 12480.00 12200.00 12770.00 12465.00 12785.00 12455.00 -290.00 -255.00 -305.00 -255.00
2024-03-21 12310.00 12350.00 12475.00 12310.00 12665.00 12675.00 12800.00 12635.00 -355.00 -325.00 -325.00 -325.00
2024-03-20 12475.00 12310.00 12715.00 12300.00 12850.00 12655.00 13040.00 12620.00 -375.00 -345.00 -325.00 -320.00
2024-03-19 12255.00 12460.00 12470.00 12135.00 12630.00 12840.00 12855.00 12520.00 -375.00 -380.00 -385.00 -385.00
2024-03-18 12470.00 12300.00 12490.00 12250.00 12750.00 12675.00 12840.00 12605.00 -280.00 -375.00 -350.00 -355.00
2024-03-15 12360.00 12430.00 12530.00 12200.00 12710.00 12735.00 12860.00 12540.00 -350.00 -305.00 -330.00 -340.00
2024-03-14 12860.00 12400.00 12960.00 12300.00 13180.00 12735.00 13290.00 12650.00 -320.00 -335.00 -330.00 -350.00
2024-03-13 12700.00 12835.00 12985.00 12620.00 13055.00 13160.00 13315.00 12950.00 -355.00 -325.00 -330.00 -330.00
2024-03-12 12515.00 12695.00 12750.00 12510.00 12820.00 13005.00 13075.00 12815.00 -305.00 -310.00 -325.00 -305.00
2024-03-11 12795.00 12500.00 12825.00 12465.00 13105.00 12815.00 13160.00 12805.00 -310.00 -315.00 -335.00 -340.00
2024-03-08 12910.00 12825.00 12975.00 12725.00 13245.00 13180.00 13320.00 13060.00 -335.00 -355.00 -345.00 -335.00
2024-03-07 12995.00 12865.00 13075.00 12785.00 13400.00 13225.00 13460.00 13180.00 -405.00 -360.00 -385.00 -395.00
2024-03-06 12755.00 12985.00 13015.00 12755.00 13195.00 13385.00 13430.00 13175.00 -440.00 -400.00 -415.00 -420.00
2024-03-05 13010.00 12785.00 13120.00 12740.00 13450.00 13215.00 13545.00 13170.00 -440.00 -430.00 -425.00 -430.00
2024-03-04 13010.00 13055.00 13175.00 12920.00 13340.00 13475.00 13515.00 13335.00 -330.00 -420.00 -340.00 -415.00
2024-03-01 12695.00 13010.00 13080.00 12650.00 12985.00 13340.00 13385.00 12930.00 -290.00 -330.00 -305.00 -280.00
2024-02-29 12485.00 12675.00 12730.00 12425.00 12765.00 12935.00 12995.00 12715.00 -280.00 -260.00 -265.00 -290.00
2024-02-28 12500.00 12485.00 12645.00 12360.00 12785.00 12770.00 12930.00 12665.00 -285.00 -285.00 -285.00 -305.00
2024-02-27 12355.00 12430.00 12510.00 12305.00 12680.00 12735.00 12815.00 12610.00 -325.00 -305.00 -305.00 -305.00
2024-02-26 12540.00 12330.00 12540.00 12290.00 12845.00 12635.00 12870.00 12620.00 -305.00 -305.00 -330.00 -330.00
2024-02-23 12595.00 12585.00 12740.00 12565.00 12910.00 12910.00 13030.00 12880.00 -315.00 -325.00 -290.00 -315.00
2024-02-22 12615.00 12660.00 12695.00 12510.00 12925.00 12975.00 13010.00 12825.00 -310.00 -315.00 -315.00 -315.00
2024-02-21 12800.00 12635.00 12800.00 12530.00 13045.00 12930.00 13065.00 12840.00 -245.00 -295.00 -265.00 -310.00
2024-02-20 12935.00 12755.00 12940.00 12705.00 13065.00 13040.00 13175.00 12975.00 -130.00 -285.00 -235.00 -270.00
2024-02-19 12870.00 12800.00 12870.00 12500.00 13040.00 13060.00 13095.00 12725.00 -170.00 -260.00 -225.00 -225.00
2024-02-08 12180.00 12880.00 13170.00 12150.00 12350.00 13155.00 13470.00 12335.00 -170.00 -275.00 -300.00 -185.00
2024-02-07 12200.00 11930.00 12295.00 11905.00 12470.00 12110.00 12550.00 12085.00 -270.00 -180.00 -255.00 -180.00
2024-02-06 12450.00 12180.00 12535.00 12150.00 12700.00 12430.00 12785.00 12400.00 -250.00 -250.00 -250.00 -250.00
2024-02-05 12650.00 12590.00 12770.00 12530.00 12945.00 12830.00 13005.00 12780.00 -295.00 -240.00 -235.00 -250.00
2024-02-02 12975.00 12780.00 13050.00 12735.00 13200.00 13015.00 13275.00 12950.00 -225.00 -235.00 -225.00 -215.00
2024-02-01 12900.00 12920.00 12975.00 12820.00 13110.00 13150.00 13205.00 13045.00 -210.00 -230.00 -230.00 -225.00
2024-01-31 12965.00 12880.00 12990.00 12810.00 13200.00 13110.00 13235.00 13040.00 -235.00 -230.00 -245.00 -230.00
2024-01-30 12865.00 12915.00 13000.00 12685.00 13065.00 13140.00 13245.00 12940.00 -200.00 -225.00 -245.00 -255.00
2024-01-29 12885.00 12830.00 12965.00 12650.00 13140.00 13045.00 13170.00 12850.00 -255.00 -215.00 -205.00 -200.00
2024-01-26 13260.00 12815.00 13405.00 12810.00 13565.00 13075.00 13655.00 13075.00 -305.00 -260.00 -250.00 -265.00
2024-01-25 13300.00 13350.00 13420.00 13290.00 13585.00 13625.00 13685.00 13580.00 -285.00 -275.00 -265.00 -290.00
2024-01-24 13295.00 13345.00 13425.00 13255.00 13530.00 13630.00 13685.00 13510.00 -235.00 -285.00 -260.00 -255.00
2024-01-23 13380.00 13330.00 13465.00 13220.00 13580.00 13575.00 13700.00 13440.00 -200.00 -245.00 -235.00 -220.00
2024-01-22 13635.00 13275.00 13635.00 13230.00 13915.00 13515.00 13915.00 13465.00 -280.00 -240.00 -280.00 -235.00
2024-01-19 13370.00 13585.00 13650.00 13335.00 13665.00 13850.00 13920.00 13555.00 -295.00 -265.00 -270.00 -220.00
2024-01-18 13200.00 13430.00 13480.00 13035.00 13505.00 13710.00 13800.00 13250.00 -305.00 -280.00 -320.00 -215.00
2024-01-17 13475.00 13305.00 13555.00 13300.00 13810.00 13605.00 13880.00 13590.00 -335.00 -300.00 -325.00 -290.00
2024-01-16 13775.00 13450.00 13840.00 13260.00 14195.00 13815.00 14200.00 13610.00 -420.00 -365.00 -360.00 -350.00
2024-01-15 13700.00 13750.00 13930.00 13620.00 14050.00 14110.00 14300.00 14000.00 -350.00 -360.00 -370.00 -380.00
2024-01-12 14055.00 13655.00 14140.00 13615.00 14460.00 14015.00 14540.00 14000.00 -405.00 -360.00 -400.00 -385.00
2024-01-11 13980.00 14135.00 14180.00 13880.00 14430.00 14560.00 14560.00 14280.00 -450.00 -425.00 -380.00 -400.00
2024-01-10 14175.00 14080.00 14270.00 14080.00 14630.00 14500.00 14745.00 14485.00 -455.00 -420.00 -475.00 -405.00
2024-01-09 14145.00 14185.00 14250.00 13855.00 14530.00 14645.00 14655.00 14205.00 -385.00 -460.00 -405.00 -350.00
2024-01-08 14395.00 14115.00 14395.00 14045.00 14895.00 14520.00 14895.00 14495.00 -500.00 -405.00 -500.00 -450.00
2024-01-05 14585.00 14400.00 14600.00 14400.00 15085.00 14900.00 15085.00 14890.00 -500.00 -500.00 -485.00 -490.00
2024-01-04 15040.00 14500.00 15085.00 14450.00 15515.00 14970.00 15550.00 14910.00 -475.00 -470.00 -465.00 -460.00
2024-01-03 15095.00 15095.00 15170.00 15035.00 15545.00 15565.00 15650.00 15520.00 -450.00 -470.00 -480.00 -485.00
2024-01-02 15100.00 15120.00 15300.00 15025.00 15575.00 15595.00 15740.00 15515.00 -475.00 -475.00 -440.00 -490.00
2023-12-29 15100.00 15145.00 15245.00 15065.00 15600.00 15605.00 15720.00 15555.00 -500.00 -460.00 -475.00 -490.00
2023-12-28 14965.00 15175.00 15205.00 14885.00 15450.00 15630.00 15675.00 15370.00 -485.00 -455.00 -470.00 -485.00
2023-12-27 15055.00 14975.00 15090.00 14800.00 15555.00 15460.00 15555.00 15300.00 -500.00 -485.00 -465.00 -500.00
2023-12-26 15390.00 15130.00 15390.00 15090.00 15895.00 15605.00 15895.00 15570.00 -505.00 -475.00 -505.00 -480.00
2023-12-25 15610.00 15400.00 15675.00 15375.00 16110.00 15895.00 16135.00 15880.00 -500.00 -495.00 -460.00 -505.00
2023-12-22 15285.00 15590.00 15600.00 15220.00 15790.00 16070.00 16075.00 15715.00 -505.00 -480.00 -475.00 -495.00
2023-12-21 15280.00 15285.00 15355.00 15200.00 15805.00 15780.00 15850.00 15720.00 -525.00 -495.00 -495.00 -520.00
2023-12-20 15295.00 15310.00 15440.00 15175.00 15800.00 15820.00 15915.00 15680.00 -505.00 -510.00 -475.00 -505.00
2023-12-19 15185.00 15250.00 15400.00 15155.00 15695.00 15755.00 15865.00 15630.00 -510.00 -505.00 -465.00 -475.00
2023-12-18 15285.00 15230.00 15330.00 15115.00 15800.00 15700.00 15830.00 15620.00 -515.00 -470.00 -500.00 -505.00
2023-12-15 15250.00 15330.00 15355.00 15000.00 14590.00 14575.00 14650.00 14320.00 660.00 755.00 705.00 680.00
2023-12-14 15290.00 15150.00 15410.00 15130.00 15725.00 15655.00 15920.00 15650.00 -435.00 -505.00 -510.00 -520.00
2023-12-13 15475.00 15285.00 15510.00 15215.00 14810.00 14655.00 14835.00 14610.00 665.00 630.00 675.00 605.00
2023-12-12 15420.00 15520.00 15565.00 15325.00 14720.00 14830.00 14875.00 14670.00 700.00 690.00 690.00 655.00
2023-12-11 15565.00 15435.00 15655.00 15350.00 14830.00 14785.00 14965.00 14685.00 735.00 650.00 690.00 665.00
2023-12-08 15640.00 15480.00 15730.00 15385.00 14890.00 14775.00 15060.00 14740.00 750.00 705.00 670.00 645.00
2023-12-07 15285.00 15620.00 15620.00 15280.00 14650.00 14895.00 14910.00 14600.00 635.00 725.00 710.00 680.00
2023-12-06 15215.00 15305.00 15360.00 15085.00 14565.00 14620.00 14695.00 14430.00 650.00 685.00 665.00 655.00
2023-12-05 15390.00 15305.00 15510.00 15280.00 14720.00 14635.00 14825.00 14605.00 670.00 670.00 685.00 675.00
2023-12-04 15630.00 15465.00 15700.00 15400.00 15035.00 14770.00 15065.00 14710.00 595.00 695.00 635.00 690.00
2023-12-01 15100.00 15020.00 15210.00 14880.00 15800.00 15655.00 15915.00 15535.00 -700.00 -635.00 -705.00 -655.00
2023-11-30 15010.00 15010.00 15135.00 14765.00 15620.00 15685.00 15800.00 15360.00 -610.00 -675.00 -665.00 -595.00
2023-11-29 15170.00 15085.00 15245.00 15055.00 15800.00 15690.00 15875.00 15670.00 -630.00 -605.00 -630.00 -615.00
2023-11-28 15100.00 15155.00 15525.00 15070.00 15840.00 15840.00 16150.00 15790.00 -740.00 -685.00 -625.00 -720.00
2023-11-27 15200.00 15120.00 15230.00 15020.00 15965.00 15855.00 15965.00 15780.00 -765.00 -735.00 -735.00 -760.00
2023-11-24 15140.00 15295.00 15330.00 14960.00 15800.00 16015.00 16030.00 15680.00 -660.00 -720.00 -700.00 -720.00
2023-11-23 15495.00 15195.00 15495.00 14950.00 16075.00 15845.00 16090.00 15620.00 -580.00 -650.00 -595.00 -670.00
2023-11-22 15435.00 15450.00 15485.00 15210.00 16040.00 16060.00 16090.00 15830.00 -605.00 -610.00 -605.00 -620.00
2023-11-21 15345.00 15405.00 15620.00 15225.00 15950.00 16035.00 16220.00 15730.00 -605.00 -630.00 -600.00 -505.00
2023-11-20 14715.00 15455.00 15480.00 14545.00 15295.00 16020.00 16115.00 15055.00 -580.00 -565.00 -635.00 -510.00
2023-11-17 13940.00 14185.00 14310.00 13840.00 14430.00 14730.00 14820.00 14340.00 -490.00 -545.00 -510.00 -500.00
2023-11-16 13995.00 14005.00 14065.00 13905.00 14535.00 14495.00 14550.00 14385.00 -540.00 -490.00 -485.00 -480.00
2023-11-15 14090.00 14020.00 14180.00 13955.00 14550.00 14535.00 14670.00 14380.00 -460.00 -515.00 -490.00 -425.00
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