淀粉期货跨期套利数据回测

本页面展示淀粉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

关于淀粉期货跨期套利的详细数据分析,请查看文章:。

淀粉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

淀粉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

淀粉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
2025-07-11 2672.00 2656.00 2681.00 2655.00 2630.00 2622.00 2633.00 2617.00 42.00 34.00 48.00 38.00
2025-07-10 2675.00 2677.00 2683.00 2670.00 2626.00 2630.00 2635.00 2620.00 49.00 47.00 48.00 50.00
2025-07-09 2676.00 2677.00 2683.00 2670.00 2627.00 2626.00 2637.00 2625.00 49.00 51.00 46.00 45.00
2025-07-08 2680.00 2676.00 2684.00 2665.00 2629.00 2630.00 2638.00 2621.00 51.00 46.00 46.00 44.00
2025-07-07 2717.00 2680.00 2717.00 2680.00 2658.00 2629.00 2661.00 2629.00 59.00 51.00 56.00 51.00
2025-07-04 2731.00 2717.00 2740.00 2715.00 2671.00 2658.00 2676.00 2655.00 60.00 59.00 64.00 60.00
2025-07-03 2731.00 2731.00 2740.00 2725.00 2669.00 2671.00 2677.00 2664.00 62.00 60.00 63.00 61.00
2025-07-02 2746.00 2731.00 2753.00 2724.00 2682.00 2669.00 2688.00 2662.00 64.00 62.00 65.00 62.00
2025-07-01 2732.00 2743.00 2754.00 2730.00 2673.00 2678.00 2688.00 2672.00 59.00 65.00 66.00 58.00
2025-06-30 2740.00 2733.00 2742.00 2720.00 2738.00 2758.00 2758.00 2729.00 2.00 -25.00 -16.00 -9.00
2025-06-27 2730.00 2743.00 2743.00 2725.00 2709.00 2740.00 2740.00 2705.00 21.00 3.00 3.00 20.00
2025-06-26 2733.00 2728.00 2741.00 2725.00 2685.00 2708.00 2709.00 2684.00 48.00 20.00 32.00 41.00
2025-06-25 2744.00 2732.00 2752.00 2729.00 2681.00 2684.00 2702.00 2675.00 63.00 48.00 50.00 54.00
2025-06-24 2696.00 2677.00 2698.00 2659.00 2784.00 2744.00 2787.00 2743.00 -88.00 -67.00 -89.00 -84.00
2025-06-23 2700.00 2694.00 2716.00 2691.00 2791.00 2786.00 2797.00 2778.00 -91.00 -92.00 -81.00 -87.00
2025-06-20 2696.00 2701.00 2706.00 2691.00 2790.00 2788.00 2795.00 2784.00 -94.00 -87.00 -89.00 -93.00
2025-06-19 2694.00 2700.00 2709.00 2687.00 2784.00 2790.00 2793.00 2778.00 -90.00 -90.00 -84.00 -91.00
2025-06-18 2686.00 2694.00 2706.00 2678.00 2775.00 2778.00 2798.00 2767.00 -89.00 -84.00 -92.00 -89.00
2025-06-17 2688.00 2685.00 2695.00 2675.00 2781.00 2778.00 2784.00 2770.00 -93.00 -93.00 -89.00 -95.00
2025-06-16 2701.00 2689.00 2707.00 2685.00 2783.00 2781.00 2789.00 2776.00 -82.00 -92.00 -82.00 -91.00
2025-06-13 2707.00 2703.00 2711.00 2691.00 2776.00 2782.00 2786.00 2763.00 -69.00 -79.00 -75.00 -72.00
2025-06-12 2713.00 2710.00 2722.00 2708.00 2776.00 2776.00 2788.00 2773.00 -63.00 -66.00 -66.00 -65.00
2025-06-11 2711.00 2709.00 2728.00 2706.00 2775.00 2775.00 2793.00 2771.00 -64.00 -66.00 -65.00 -65.00
2025-06-10 2688.00 2711.00 2713.00 2687.00 2758.00 2775.00 2778.00 2757.00 -70.00 -64.00 -65.00 -70.00
2025-06-09 2658.00 2687.00 2691.00 2655.00 2736.00 2758.00 2760.00 2728.00 -78.00 -71.00 -69.00 -73.00
2025-06-06 2662.00 2656.00 2665.00 2648.00 2735.00 2730.00 2737.00 2718.00 -73.00 -74.00 -72.00 -70.00
2025-06-05 2664.00 2661.00 2668.00 2650.00 2733.00 2735.00 2742.00 2724.00 -69.00 -74.00 -74.00 -74.00
2025-06-04 2652.00 2664.00 2670.00 2646.00 2727.00 2733.00 2737.00 2719.00 -75.00 -69.00 -67.00 -73.00
2025-06-03 2678.00 2651.00 2687.00 2646.00 2742.00 2727.00 2746.00 2720.00 -64.00 -76.00 -59.00 -74.00
2025-05-30 2675.00 2678.00 2690.00 2673.00 2738.00 2738.00 2750.00 2734.00 -63.00 -60.00 -60.00 -61.00
2025-05-29 2659.00 2676.00 2679.00 2657.00 2720.00 2734.00 2738.00 2717.00 -61.00 -58.00 -59.00 -60.00
2025-05-28 2651.00 2663.00 2671.00 2643.00 2712.00 2723.00 2729.00 2706.00 -61.00 -60.00 -58.00 -63.00
2025-05-27 2651.00 2652.00 2656.00 2641.00 2723.00 2712.00 2727.00 2704.00 -72.00 -60.00 -71.00 -63.00
2025-05-26 2663.00 2653.00 2669.00 2653.00 2735.00 2723.00 2743.00 2723.00 -72.00 -70.00 -74.00 -70.00
2025-05-23 2655.00 2663.00 2666.00 2654.00 2739.00 2737.00 2744.00 2729.00 -84.00 -74.00 -78.00 -75.00
2025-05-22 2659.00 2656.00 2664.00 2650.00 2738.00 2740.00 2746.00 2736.00 -79.00 -84.00 -82.00 -86.00
2025-05-21 2661.00 2659.00 2664.00 2650.00 2655.00 2662.00 2663.00 2648.00 6.00 -3.00 1.00 2.00
2025-05-20 2668.00 2656.00 2682.00 2650.00 2664.00 2650.00 2670.00 2647.00 4.00 6.00 12.00 3.00
2025-05-19 2682.00 2669.00 2689.00 2666.00 2661.00 2660.00 2673.00 2660.00 21.00 9.00 16.00 6.00
2025-05-16 2686.00 2685.00 2701.00 2680.00 2667.00 2666.00 2677.00 2659.00 19.00 19.00 24.00 21.00
2025-05-15 2702.00 2689.00 2703.00 2686.00 2678.00 2667.00 2681.00 2657.00 24.00 22.00 22.00 29.00
2025-05-14 2703.00 2702.00 2711.00 2689.00 2694.00 2682.00 2694.00 2666.00 9.00 20.00 17.00 23.00
2025-05-13 2741.00 2704.00 2741.00 2700.00 2732.00 2691.00 2732.00 2689.00 9.00 13.00 9.00 11.00
2025-05-12 2740.00 2735.00 2752.00 2724.00 2743.00 2732.00 2753.00 2720.00 -3.00 3.00 -1.00 4.00
2025-05-09 2731.00 2738.00 2741.00 2724.00 2747.00 2741.00 2747.00 2734.00 -16.00 -3.00 -6.00 -10.00
2025-05-08 2741.00 2731.00 2749.00 2729.00 2744.00 2742.00 2753.00 2738.00 -3.00 -11.00 -4.00 -9.00
2025-05-07 2742.00 2745.00 2765.00 2739.00 2747.00 2745.00 2766.00 2745.00 -5.00 0.00 -1.00 -6.00
2025-05-06 2770.00 2741.00 2770.00 2724.00 2754.00 2748.00 2769.00 2729.00 16.00 -7.00 1.00 -5.00
2025-04-30 2728.00 2748.00 2750.00 2719.00 2737.00 2754.00 2755.00 2734.00 -9.00 -6.00 -5.00 -15.00
2025-04-29 2716.00 2721.00 2736.00 2714.00 2739.00 2735.00 2744.00 2730.00 -23.00 -14.00 -8.00 -16.00
2025-04-28 2702.00 2721.00 2737.00 2694.00 2663.00 2689.00 2698.00 2663.00 39.00 32.00 39.00 31.00
2025-04-25 2704.00 2709.00 2719.00 2692.00 2674.00 2671.00 2680.00 2666.00 30.00 38.00 39.00 26.00
2025-04-24 2687.00 2701.00 2706.00 2678.00 2660.00 2674.00 2678.00 2654.00 27.00 27.00 28.00 24.00
2025-04-23 2678.00 2681.00 2691.00 2676.00 2654.00 2657.00 2663.00 2651.00 24.00 24.00 28.00 25.00
2025-04-22 2648.00 2684.00 2686.00 2648.00 2636.00 2658.00 2661.00 2636.00 12.00 26.00 25.00 12.00
2025-04-21 2635.00 2652.00 2659.00 2626.00 2629.00 2637.00 2645.00 2618.00 6.00 15.00 14.00 8.00
2025-04-18 2661.00 2640.00 2662.00 2640.00 2645.00 2635.00 2645.00 2631.00 16.00 5.00 17.00 9.00
2025-04-17 2672.00 2661.00 2681.00 2656.00 2655.00 2645.00 2657.00 2638.00 17.00 16.00 24.00 18.00
2025-04-16 2667.00 2672.00 2681.00 2666.00 2653.00 2646.00 2658.00 2643.00 14.00 26.00 23.00 23.00
2025-04-15 2661.00 2668.00 2674.00 2638.00 2649.00 2647.00 2653.00 2625.00 12.00 21.00 21.00 13.00
2025-04-14 2658.00 2661.00 2680.00 2658.00 2647.00 2642.00 2658.00 2638.00 11.00 19.00 22.00 20.00
2025-04-11 2658.00 2663.00 2671.00 2651.00 2636.00 2643.00 2650.00 2632.00 22.00 20.00 21.00 19.00
2025-04-10 2654.00 2658.00 2667.00 2637.00 2644.00 2641.00 2648.00 2623.00 10.00 17.00 19.00 14.00
2025-04-09 2681.00 2654.00 2690.00 2648.00 2655.00 2637.00 2662.00 2632.00 26.00 17.00 28.00 16.00
2025-04-08 2648.00 2655.00 2658.00 2640.00 2660.00 2681.00 2683.00 2657.00 -12.00 -26.00 -25.00 -17.00
2025-04-07 2648.00 2645.00 2671.00 2634.00 2680.00 2664.00 2696.00 2655.00 -32.00 -19.00 -25.00 -21.00
2025-04-03 2633.00 2645.00 2648.00 2632.00 2651.00 2666.00 2667.00 2649.00 -18.00 -21.00 -19.00 -17.00
2025-04-02 2628.00 2639.00 2645.00 2624.00 2641.00 2659.00 2663.00 2639.00 -13.00 -20.00 -18.00 -15.00
2025-04-01 2629.00 2626.00 2635.00 2618.00 2641.00 2642.00 2649.00 2633.00 -12.00 -16.00 -14.00 -15.00
2025-03-31 2639.00 2629.00 2643.00 2620.00 2664.00 2641.00 2664.00 2637.00 -25.00 -12.00 -21.00 -17.00
2025-03-28 2651.00 2640.00 2658.00 2637.00 2662.00 2659.00 2674.00 2658.00 -11.00 -19.00 -16.00 -21.00
2025-03-27 2645.00 2651.00 2656.00 2632.00 2649.00 2665.00 2673.00 2649.00 -4.00 -14.00 -17.00 -17.00
2025-03-26 2651.00 2645.00 2661.00 2641.00 2673.00 2657.00 2679.00 2651.00 -22.00 -12.00 -18.00 -10.00
2025-03-25 2658.00 2657.00 2662.00 2649.00 2683.00 2677.00 2683.00 2671.00 -25.00 -20.00 -21.00 -22.00
2025-03-24 2687.00 2658.00 2687.00 2654.00 2708.00 2678.00 2708.00 2674.00 -21.00 -20.00 -21.00 -20.00
2025-03-21 2669.00 2681.00 2685.00 2663.00 2694.00 2702.00 2708.00 2691.00 -25.00 -21.00 -23.00 -28.00
2025-03-20 2675.00 2669.00 2675.00 2652.00 2697.00 2697.00 2701.00 2681.00 -22.00 -28.00 -26.00 -29.00
2025-03-19 2684.00 2670.00 2686.00 2663.00 2718.00 2698.00 2718.00 2692.00 -34.00 -28.00 -32.00 -29.00
2025-03-18 2675.00 2682.00 2688.00 2674.00 2708.00 2714.00 2720.00 2706.00 -33.00 -32.00 -32.00 -32.00
2025-03-17 2691.00 2676.00 2703.00 2675.00 2721.00 2709.00 2733.00 2708.00 -30.00 -33.00 -30.00 -33.00
2025-03-14 2675.00 2694.00 2699.00 2673.00 2709.00 2725.00 2728.00 2700.00 -34.00 -31.00 -29.00 -27.00
2025-03-13 2686.00 2676.00 2690.00 2671.00 2711.00 2704.00 2716.00 2696.00 -25.00 -28.00 -26.00 -25.00
2025-03-12 2710.00 2692.00 2714.00 2689.00 2728.00 2711.00 2731.00 2708.00 -18.00 -19.00 -17.00 -19.00
2025-03-11 2700.00 2708.00 2715.00 2687.00 2725.00 2726.00 2735.00 2709.00 -25.00 -18.00 -20.00 -22.00
2025-03-10 2685.00 2700.00 2716.00 2673.00 2703.00 2721.00 2734.00 2692.00 -18.00 -21.00 -18.00 -19.00
2025-03-07 2684.00 2684.00 2690.00 2676.00 2706.00 2703.00 2710.00 2696.00 -22.00 -19.00 -20.00 -20.00
2025-03-06 2652.00 2681.00 2683.00 2650.00 2678.00 2702.00 2704.00 2670.00 -26.00 -21.00 -21.00 -20.00
2025-03-05 2689.00 2652.00 2692.00 2650.00 2710.00 2672.00 2713.00 2670.00 -21.00 -20.00 -21.00 -20.00
2025-03-04 2691.00 2692.00 2709.00 2685.00 2713.00 2712.00 2727.00 2708.00 -22.00 -20.00 -18.00 -23.00
2025-03-03 2665.00 2687.00 2693.00 2657.00 2687.00 2711.00 2718.00 2681.00 -22.00 -24.00 -25.00 -24.00
2025-02-28 2666.00 2664.00 2678.00 2656.00 2684.00 2687.00 2704.00 2679.00 -18.00 -23.00 -26.00 -23.00
2025-02-27 2631.00 2664.00 2670.00 2627.00 2656.00 2690.00 2695.00 2650.00 -25.00 -26.00 -25.00 -23.00
2025-02-26 2640.00 2635.00 2648.00 2622.00 2571.00 2587.00 2590.00 2555.00 69.00 48.00 58.00 67.00
2025-02-25 2581.00 2573.00 2583.00 2564.00 2656.00 2646.00 2658.00 2643.00 -75.00 -73.00 -75.00 -79.00
2025-02-24 2556.00 2584.00 2588.00 2553.00 2631.00 2658.00 2663.00 2628.00 -75.00 -74.00 -75.00 -75.00
2025-02-21 2529.00 2553.00 2564.00 2528.00 2630.00 2631.00 2643.00 2622.00 -101.00 -78.00 -79.00 -94.00
2025-02-20 2543.00 2530.00 2553.00 2523.00 2651.00 2625.00 2655.00 2621.00 -108.00 -95.00 -102.00 -98.00
2025-02-19 2546.00 2543.00 2553.00 2540.00 2656.00 2646.00 2656.00 2641.00 -110.00 -103.00 -103.00 -101.00
2025-02-18 2559.00 2548.00 2570.00 2544.00 2660.00 2651.00 2665.00 2649.00 -101.00 -103.00 -95.00 -105.00
2025-02-17 2565.00 2555.00 2573.00 2543.00 2667.00 2655.00 2672.00 2647.00 -102.00 -100.00 -99.00 -104.00
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