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
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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
2025-02-14 2567.00 2575.00 2579.00 2562.00 2670.00 2672.00 2678.00 2664.00 -103.00 -97.00 -99.00 -102.00
2025-02-13 2582.00 2562.00 2593.00 2557.00 2665.00 2663.00 2685.00 2660.00 -83.00 -101.00 -92.00 -103.00
2025-02-12 2561.00 2579.00 2579.00 2552.00 2665.00 2667.00 2670.00 2643.00 -104.00 -88.00 -91.00 -91.00
2025-02-11 2554.00 2559.00 2563.00 2538.00 2654.00 2657.00 2658.00 2643.00 -100.00 -98.00 -95.00 -105.00
2025-02-10 2530.00 2554.00 2558.00 2529.00 2634.00 2654.00 2658.00 2631.00 -104.00 -100.00 -100.00 -102.00
2025-02-07 2533.00 2529.00 2542.00 2518.00 2648.00 2637.00 2653.00 2620.00 -115.00 -108.00 -111.00 -102.00
2025-02-06 2510.00 2537.00 2549.00 2505.00 2626.00 2651.00 2666.00 2623.00 -116.00 -114.00 -117.00 -118.00
2025-02-05 2528.00 2509.00 2536.00 2506.00 2631.00 2628.00 2642.00 2619.00 -103.00 -119.00 -106.00 -113.00
2025-01-27 2507.00 2529.00 2537.00 2496.00 2607.00 2627.00 2632.00 2596.00 -100.00 -98.00 -95.00 -100.00
2025-01-24 2531.00 2508.00 2533.00 2503.00 2630.00 2603.00 2630.00 2602.00 -99.00 -95.00 -97.00 -99.00
2025-01-23 2533.00 2535.00 2541.00 2527.00 2625.00 2630.00 2639.00 2621.00 -92.00 -95.00 -98.00 -94.00
2025-01-22 2543.00 2532.00 2543.00 2523.00 2632.00 2623.00 2635.00 2620.00 -89.00 -91.00 -92.00 -97.00
2025-01-21 2540.00 2543.00 2549.00 2529.00 2634.00 2636.00 2641.00 2619.00 -94.00 -93.00 -92.00 -90.00
2025-01-20 2529.00 2544.00 2545.00 2523.00 2636.00 2634.00 2647.00 2626.00 -107.00 -90.00 -102.00 -103.00
2025-01-17 2527.00 2527.00 2528.00 2509.00 2630.00 2636.00 2641.00 2621.00 -103.00 -109.00 -113.00 -112.00
2025-01-16 2523.00 2524.00 2527.00 2512.00 2627.00 2635.00 2639.00 2623.00 -104.00 -111.00 -112.00 -111.00
2025-01-15 2516.00 2523.00 2524.00 2507.00 2632.00 2627.00 2633.00 2617.00 -116.00 -104.00 -109.00 -110.00
2025-01-14 2506.00 2519.00 2526.00 2502.00 2613.00 2632.00 2634.00 2612.00 -107.00 -113.00 -108.00 -110.00
2025-01-13 2481.00 2502.00 2511.00 2468.00 2597.00 2612.00 2621.00 2582.00 -116.00 -110.00 -110.00 -114.00
2025-01-10 2476.00 2486.00 2500.00 2475.00 2582.00 2597.00 2609.00 2582.00 -106.00 -111.00 -109.00 -107.00
2025-01-09 2482.00 2475.00 2484.00 2456.00 2585.00 2580.00 2585.00 2560.00 -103.00 -105.00 -101.00 -104.00
2025-01-08 2470.00 2482.00 2484.00 2468.00 2569.00 2580.00 2583.00 2566.00 -99.00 -98.00 -99.00 -98.00
2025-01-07 2461.00 2470.00 2471.00 2450.00 2564.00 2569.00 2573.00 2553.00 -103.00 -99.00 -102.00 -103.00
2025-01-06 2447.00 2460.00 2463.00 2435.00 2557.00 2564.00 2568.00 2539.00 -110.00 -104.00 -105.00 -104.00
2025-01-03 2461.00 2447.00 2466.00 2437.00 2574.00 2559.00 2578.00 2553.00 -113.00 -112.00 -112.00 -116.00
2025-01-02 2479.00 2467.00 2486.00 2463.00 2587.00 2581.00 2598.00 2577.00 -108.00 -114.00 -112.00 -114.00
2024-12-31 2489.00 2479.00 2493.00 2475.00 2598.00 2586.00 2598.00 2581.00 -109.00 -107.00 -105.00 -106.00
2024-12-30 2490.00 2490.00 2498.00 2481.00 2592.00 2596.00 2601.00 2585.00 -102.00 -106.00 -103.00 -104.00
2024-12-27 2469.00 2490.00 2501.00 2469.00 2567.00 2591.00 2601.00 2567.00 -98.00 -101.00 -100.00 -98.00
2024-12-26 2471.00 2469.00 2476.00 2461.00 2571.00 2576.00 2583.00 2571.00 -100.00 -107.00 -107.00 -110.00
2024-12-25 2461.00 2472.00 2479.00 2457.00 2549.00 2569.00 2573.00 2549.00 -88.00 -97.00 -94.00 -92.00
2024-12-24 2455.00 2456.00 2462.00 2435.00 2545.00 2549.00 2558.00 2532.00 -90.00 -93.00 -96.00 -97.00
2024-12-23 2445.00 2451.00 2457.00 2440.00 2536.00 2547.00 2555.00 2532.00 -91.00 -96.00 -98.00 -92.00
2024-12-20 2423.00 2447.00 2450.00 2415.00 2500.00 2499.00 2503.00 2493.00 -77.00 -52.00 -53.00 -78.00
2024-12-19 2436.00 2428.00 2444.00 2419.00 2480.00 2501.00 2506.00 2479.00 -44.00 -73.00 -62.00 -60.00
2024-12-18 2496.00 2481.00 2500.00 2476.00 2444.00 2431.00 2445.00 2422.00 52.00 50.00 55.00 54.00
2024-12-17 2517.00 2497.00 2528.00 2496.00 2490.00 2447.00 2490.00 2446.00 27.00 50.00 38.00 50.00
2024-12-16 2501.00 2522.00 2526.00 2477.00 2475.00 2485.00 2486.00 2449.00 26.00 37.00 40.00 28.00
2024-12-13 2510.00 2501.00 2510.00 2490.00 2493.00 2474.00 2494.00 2466.00 17.00 27.00 16.00 24.00
2024-12-12 2517.00 2503.00 2518.00 2500.00 2503.00 2493.00 2509.00 2492.00 14.00 10.00 9.00 8.00
2024-12-11 2503.00 2507.00 2512.00 2497.00 2483.00 2502.00 2508.00 2483.00 20.00 5.00 4.00 14.00
2024-12-10 2474.00 2501.00 2515.00 2472.00 2462.00 2488.00 2499.00 2462.00 12.00 13.00 16.00 10.00
2024-12-09 2498.00 2481.00 2508.00 2479.00 2479.00 2463.00 2488.00 2462.00 19.00 18.00 20.00 17.00
2024-12-06 2512.00 2497.00 2513.00 2487.00 2486.00 2473.00 2495.00 2465.00 26.00 24.00 18.00 22.00
2024-12-05 2495.00 2509.00 2515.00 2451.00 2480.00 2489.00 2499.00 2426.00 15.00 20.00 16.00 25.00
2024-12-04 2536.00 2497.00 2540.00 2491.00 2520.00 2482.00 2524.00 2480.00 16.00 15.00 16.00 11.00
2024-12-03 2529.00 2536.00 2543.00 2514.00 2515.00 2522.00 2525.00 2502.00 14.00 14.00 18.00 12.00
2024-12-02 2549.00 2536.00 2560.00 2531.00 2533.00 2517.00 2548.00 2515.00 16.00 19.00 12.00 16.00
2024-11-29 2572.00 2547.00 2573.00 2545.00 2555.00 2535.00 2559.00 2532.00 17.00 12.00 14.00 13.00
2024-11-28 2580.00 2575.00 2583.00 2562.00 2555.00 2558.00 2565.00 2554.00 25.00 17.00 18.00 8.00
2024-11-27 2585.00 2575.00 2586.00 2551.00 2636.00 2620.00 2639.00 2617.00 -51.00 -45.00 -53.00 -66.00
2024-11-26 2564.00 2578.00 2585.00 2557.00 2571.00 2573.00 2578.00 2565.00 -7.00 5.00 7.00 -8.00
2024-11-25 2564.00 2566.00 2589.00 2557.00 2573.00 2571.00 2592.00 2567.00 -9.00 -5.00 -3.00 -10.00
2024-11-22 2578.00 2567.00 2593.00 2566.00 2583.00 2575.00 2596.00 2573.00 -5.00 -8.00 -3.00 -7.00
2024-11-21 2582.00 2580.00 2582.00 2559.00 2587.00 2586.00 2587.00 2573.00 -5.00 -6.00 -5.00 -14.00
2024-11-20 2596.00 2577.00 2603.00 2573.00 2596.00 2587.00 2607.00 2582.00 0.00 -10.00 -4.00 -9.00
2024-11-19 2601.00 2596.00 2609.00 2591.00 2600.00 2599.00 2605.00 2590.00 1.00 -3.00 4.00 1.00
2024-11-18 2571.00 2598.00 2606.00 2568.00 2569.00 2595.00 2605.00 2569.00 2.00 3.00 1.00 -1.00
2024-11-15 2589.00 2570.00 2596.00 2569.00 2586.00 2572.00 2591.00 2570.00 3.00 -2.00 5.00 -1.00
2024-11-14 2582.00 2589.00 2603.00 2582.00 2577.00 2586.00 2597.00 2577.00 5.00 3.00 6.00 5.00
2024-11-13 2571.00 2584.00 2588.00 2570.00 2562.00 2578.00 2581.00 2562.00 9.00 6.00 7.00 8.00
2024-11-12 2578.00 2573.00 2583.00 2565.00 2578.00 2568.00 2578.00 2563.00 0.00 5.00 5.00 2.00
2024-11-11 2593.00 2578.00 2601.00 2575.00 2593.00 2575.00 2597.00 2571.00 0.00 3.00 4.00 4.00
2024-11-08 2618.00 2596.00 2622.00 2593.00 2607.00 2591.00 2616.00 2588.00 11.00 5.00 6.00 5.00
2024-11-07 2610.00 2617.00 2621.00 2596.00 2613.00 2611.00 2616.00 2594.00 -3.00 6.00 5.00 2.00
2024-11-06 2631.00 2612.00 2635.00 2606.00 2625.00 2608.00 2629.00 2602.00 6.00 4.00 6.00 4.00
2024-11-05 2630.00 2632.00 2638.00 2622.00 2620.00 2626.00 2632.00 2612.00 10.00 6.00 6.00 10.00
2024-11-04 2676.00 2635.00 2676.00 2628.00 2659.00 2621.00 2659.00 2620.00 17.00 14.00 17.00 8.00
2024-11-01 2677.00 2665.00 2677.00 2647.00 2658.00 2651.00 2663.00 2634.00 19.00 14.00 14.00 13.00
2024-10-31 2675.00 2670.00 2679.00 2664.00 2658.00 2660.00 2667.00 2652.00 17.00 10.00 12.00 12.00
2024-10-30 2644.00 2674.00 2683.00 2641.00 2630.00 2661.00 2673.00 2630.00 14.00 13.00 10.00 11.00
2024-10-29 2649.00 2644.00 2654.00 2638.00 2638.00 2633.00 2640.00 2626.00 11.00 11.00 14.00 12.00
2024-10-28 2657.00 2653.00 2659.00 2634.00 2639.00 2640.00 2646.00 2619.00 18.00 13.00 13.00 15.00
2024-10-25 2668.00 2661.00 2675.00 2653.00 2643.00 2642.00 2653.00 2632.00 25.00 19.00 22.00 21.00
2024-10-24 2645.00 2661.00 2667.00 2644.00 2627.00 2638.00 2647.00 2625.00 18.00 23.00 20.00 19.00
2024-10-23 2597.00 2650.00 2653.00 2596.00 2568.00 2609.00 2609.00 2566.00 29.00 41.00 44.00 30.00
2024-10-22 2574.00 2592.00 2594.00 2568.00 2554.00 2565.00 2566.00 2547.00 20.00 27.00 28.00 21.00
2024-10-21 2594.00 2570.00 2598.00 2563.00 2560.00 2548.00 2572.00 2541.00 34.00 22.00 26.00 22.00
2024-10-18 2591.00 2596.00 2606.00 2575.00 2567.00 2565.00 2580.00 2554.00 24.00 31.00 26.00 21.00
2024-10-17 2574.00 2559.00 2587.00 2555.00 2609.00 2591.00 2623.00 2585.00 -35.00 -32.00 -36.00 -30.00
2024-10-16 2589.00 2567.00 2589.00 2564.00 2613.00 2604.00 2619.00 2595.00 -24.00 -37.00 -30.00 -31.00
2024-10-15 2598.00 2586.00 2599.00 2584.00 2625.00 2620.00 2628.00 2613.00 -27.00 -34.00 -29.00 -29.00
2024-10-14 2587.00 2593.00 2610.00 2579.00 2608.00 2620.00 2637.00 2607.00 -21.00 -27.00 -27.00 -28.00
2024-10-11 2574.00 2583.00 2592.00 2562.00 2595.00 2605.00 2610.00 2587.00 -21.00 -22.00 -18.00 -25.00
2024-10-10 2584.00 2572.00 2594.00 2560.00 2602.00 2602.00 2629.00 2599.00 -18.00 -30.00 -35.00 -39.00
2024-10-09 2599.00 2584.00 2609.00 2578.00 2621.00 2610.00 2630.00 2595.00 -22.00 -26.00 -21.00 -17.00
2024-10-08 2621.00 2596.00 2631.00 2575.00 2650.00 2621.00 2650.00 2604.00 -29.00 -25.00 -19.00 -29.00
2024-09-30 2550.00 2609.00 2610.00 2542.00 2595.00 2634.00 2636.00 2584.00 -45.00 -25.00 -26.00 -42.00
2024-09-27 2553.00 2556.00 2580.00 2544.00 2560.00 2595.00 2602.00 2557.00 -7.00 -39.00 -22.00 -13.00
2024-09-26 2535.00 2545.00 2553.00 2499.00 2545.00 2559.00 2568.00 2522.00 -10.00 -14.00 -15.00 -23.00
2024-09-25 2579.00 2535.00 2589.00 2534.00 2572.00 2534.00 2579.00 2533.00 7.00 1.00 10.00 1.00
2024-09-24 2568.00 2581.00 2583.00 2550.00 2558.00 2572.00 2574.00 2543.00 10.00 9.00 9.00 7.00
2024-09-23 2576.00 2567.00 2576.00 2527.00 2576.00 2555.00 2576.00 2528.00 0.00 12.00 0.00 -1.00
2024-09-20 2589.00 2580.00 2594.00 2571.00 2583.00 2579.00 2589.00 2571.00 6.00 1.00 5.00 0.00
2024-09-19 2613.00 2584.00 2618.00 2583.00 2601.00 2583.00 2606.00 2582.00 12.00 1.00 12.00 1.00
2024-09-18 2610.00 2618.00 2619.00 2569.00 2613.00 2607.00 2613.00 2573.00 -3.00 11.00 6.00 -4.00
2024-09-13 2618.00 2622.00 2636.00 2616.00 2627.00 2619.00 2638.00 2614.00 -9.00 3.00 -2.00 2.00
2024-09-12 2620.00 2619.00 2624.00 2610.00 2630.00 2627.00 2632.00 2618.00 -10.00 -8.00 -8.00 -8.00
2024-09-11 2605.00 2620.00 2621.00 2590.00 2616.00 2630.00 2634.00 2602.00 -11.00 -10.00 -13.00 -12.00
2024-09-10 2625.00 2610.00 2628.00 2606.00 2623.00 2618.00 2635.00 2615.00 2.00 -8.00 -7.00 -9.00
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