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
2024-04-16 2844.00 2835.00 2844.00 2829.00 2819.00 2815.00 2824.00 2812.00 25.00 20.00 20.00 17.00
2024-04-15 2823.00 2841.00 2858.00 2821.00 2810.00 2819.00 2826.00 2800.00 13.00 22.00 32.00 21.00
2024-04-12 2820.00 2826.00 2835.00 2819.00 2798.00 2805.00 2808.00 2798.00 22.00 21.00 27.00 21.00
2024-04-11 2824.00 2823.00 2830.00 2816.00 2800.00 2801.00 2803.00 2795.00 24.00 22.00 27.00 21.00
2024-04-10 2827.00 2824.00 2838.00 2822.00 2803.00 2801.00 2810.00 2799.00 24.00 23.00 28.00 23.00
2024-04-09 2826.00 2827.00 2836.00 2819.00 2801.00 2803.00 2808.00 2797.00 25.00 24.00 28.00 22.00
2024-04-08 2847.00 2830.00 2847.00 2808.00 2820.00 2801.00 2824.00 2793.00 27.00 29.00 23.00 15.00
2024-04-03 2859.00 2849.00 2865.00 2845.00 2828.00 2827.00 2836.00 2823.00 31.00 22.00 29.00 22.00
2024-04-02 2852.00 2859.00 2866.00 2840.00 2820.00 2828.00 2832.00 2813.00 32.00 31.00 34.00 27.00
2024-04-01 2855.00 2853.00 2861.00 2834.00 2814.00 2824.00 2825.00 2805.00 41.00 29.00 36.00 29.00
2024-03-29 2854.00 2855.00 2875.00 2851.00 2820.00 2818.00 2839.00 2815.00 34.00 37.00 36.00 36.00
2024-03-28 2835.00 2858.00 2873.00 2834.00 2802.00 2821.00 2833.00 2802.00 33.00 37.00 40.00 32.00
2024-03-27 2847.00 2831.00 2855.00 2830.00 2814.00 2803.00 2826.00 2803.00 33.00 28.00 29.00 27.00
2024-03-26 2858.00 2847.00 2862.00 2834.00 2833.00 2818.00 2834.00 2813.00 25.00 29.00 28.00 21.00
2024-03-25 2850.00 2862.00 2868.00 2847.00 2824.00 2834.00 2843.00 2823.00 26.00 28.00 25.00 24.00
2024-03-22 2856.00 2852.00 2861.00 2838.00 2837.00 2825.00 2841.00 2818.00 19.00 27.00 20.00 20.00
2024-03-21 2853.00 2852.00 2863.00 2841.00 2838.00 2835.00 2845.00 2828.00 15.00 17.00 18.00 13.00
2024-03-20 2845.00 2855.00 2857.00 2843.00 2838.00 2838.00 2846.00 2833.00 7.00 17.00 11.00 10.00
2024-03-19 2868.00 2845.00 2870.00 2841.00 2882.00 2858.00 2882.00 2857.00 -14.00 -13.00 -12.00 -16.00
2024-03-18 2886.00 2874.00 2894.00 2866.00 2873.00 2861.00 2879.00 2855.00 13.00 13.00 15.00 11.00
2024-03-15 2869.00 2889.00 2901.00 2864.00 2848.00 2872.00 2884.00 2848.00 21.00 17.00 17.00 16.00
2024-03-14 2879.00 2869.00 2885.00 2862.00 2864.00 2853.00 2868.00 2849.00 15.00 16.00 17.00 13.00
2024-03-13 2878.00 2879.00 2886.00 2871.00 2865.00 2864.00 2869.00 2857.00 13.00 15.00 17.00 14.00
2024-03-12 2875.00 2878.00 2902.00 2873.00 2857.00 2865.00 2882.00 2856.00 18.00 13.00 20.00 17.00
2024-03-11 2883.00 2875.00 2884.00 2864.00 2876.00 2857.00 2876.00 2852.00 7.00 18.00 8.00 12.00
2024-03-08 2898.00 2883.00 2902.00 2879.00 2882.00 2871.00 2885.00 2866.00 16.00 12.00 17.00 13.00
2024-03-07 2897.00 2898.00 2913.00 2894.00 2876.00 2882.00 2893.00 2876.00 21.00 16.00 20.00 18.00
2024-03-06 2890.00 2895.00 2904.00 2886.00 2873.00 2876.00 2884.00 2870.00 17.00 19.00 20.00 16.00
2024-03-05 2890.00 2893.00 2903.00 2882.00 2870.00 2876.00 2887.00 2869.00 20.00 17.00 16.00 13.00
2024-03-04 2920.00 2886.00 2920.00 2882.00 2920.00 2905.00 2925.00 2898.00 0.00 -19.00 -5.00 -16.00
2024-03-01 2932.00 2922.00 2941.00 2920.00 2913.00 2903.00 2918.00 2900.00 19.00 19.00 23.00 20.00
2024-02-29 2922.00 2933.00 2934.00 2919.00 2898.00 2910.00 2911.00 2898.00 24.00 23.00 23.00 21.00
2024-02-28 2921.00 2926.00 2943.00 2921.00 2902.00 2904.00 2919.00 2902.00 19.00 22.00 24.00 19.00
2024-02-27 2929.00 2921.00 2932.00 2919.00 2920.00 2922.00 2927.00 2913.00 9.00 -1.00 5.00 6.00
2024-02-26 2917.00 2929.00 2935.00 2915.00 2900.00 2905.00 2915.00 2898.00 17.00 24.00 20.00 17.00
2024-02-23 2913.00 2917.00 2926.00 2905.00 2892.00 2899.00 2907.00 2890.00 21.00 18.00 19.00 15.00
2024-02-22 2893.00 2913.00 2918.00 2885.00 2871.00 2898.00 2901.00 2871.00 22.00 15.00 17.00 14.00
2024-02-21 2875.00 2893.00 2899.00 2874.00 2827.00 2841.00 2845.00 2827.00 48.00 52.00 54.00 47.00
2024-02-20 2865.00 2875.00 2903.00 2863.00 2809.00 2829.00 2845.00 2809.00 56.00 46.00 58.00 54.00
2024-02-19 2898.00 2866.00 2898.00 2859.00 2815.00 2813.00 2820.00 2800.00 83.00 53.00 78.00 59.00
2024-02-08 2930.00 2914.00 2930.00 2912.00 2825.00 2824.00 2832.00 2816.00 105.00 90.00 98.00 96.00
2024-02-07 2827.00 2830.00 2839.00 2820.00 2920.00 2925.00 2928.00 2914.00 -93.00 -95.00 -89.00 -94.00
2024-02-06 2840.00 2835.00 2840.00 2823.00 2902.00 2926.00 2928.00 2901.00 -62.00 -91.00 -88.00 -78.00
2024-02-05 2837.00 2830.00 2846.00 2814.00 2919.00 2898.00 2919.00 2887.00 -82.00 -68.00 -73.00 -73.00
2024-02-02 2863.00 2844.00 2863.00 2839.00 2896.00 2913.00 2919.00 2892.00 -33.00 -69.00 -56.00 -53.00
2024-02-01 2862.00 2853.00 2867.00 2847.00 2909.00 2901.00 2912.00 2895.00 -47.00 -48.00 -45.00 -48.00
2024-01-31 2880.00 2872.00 2881.00 2855.00 2902.00 2914.00 2920.00 2884.00 -22.00 -42.00 -39.00 -29.00
2024-01-30 2880.00 2875.00 2884.00 2865.00 2905.00 2902.00 2907.00 2884.00 -25.00 -27.00 -23.00 -19.00
2024-01-29 2848.00 2886.00 2898.00 2847.00 2858.00 2905.00 2909.00 2857.00 -10.00 -19.00 -11.00 -10.00
2024-01-26 2835.00 2854.00 2864.00 2824.00 2843.00 2862.00 2877.00 2833.00 -8.00 -8.00 -13.00 -9.00
2024-01-25 2837.00 2835.00 2847.00 2828.00 2841.00 2843.00 2855.00 2837.00 -4.00 -8.00 -8.00 -9.00
2024-01-24 2813.00 2837.00 2840.00 2804.00 2817.00 2843.00 2843.00 2814.00 -4.00 -6.00 -3.00 -10.00
2024-01-23 2799.00 2813.00 2827.00 2793.00 2806.00 2821.00 2828.00 2802.00 -7.00 -8.00 -1.00 -9.00
2024-01-22 2852.00 2799.00 2852.00 2789.00 2859.00 2807.00 2859.00 2800.00 -7.00 -8.00 -7.00 -11.00
2024-01-19 2843.00 2848.00 2866.00 2834.00 2848.00 2859.00 2873.00 2845.00 -5.00 -11.00 -7.00 -11.00
2024-01-18 2832.00 2835.00 2842.00 2803.00 2856.00 2847.00 2856.00 2810.00 -24.00 -12.00 -14.00 -7.00
2024-01-17 2850.00 2833.00 2859.00 2832.00 2874.00 2857.00 2884.00 2854.00 -24.00 -24.00 -25.00 -22.00
2024-01-16 2846.00 2851.00 2856.00 2836.00 2863.00 2874.00 2877.00 2854.00 -17.00 -23.00 -21.00 -18.00
2024-01-15 2835.00 2848.00 2856.00 2831.00 2852.00 2868.00 2872.00 2843.00 -17.00 -20.00 -16.00 -12.00
2024-01-12 2849.00 2835.00 2850.00 2826.00 2861.00 2847.00 2861.00 2838.00 -12.00 -12.00 -11.00 -12.00
2024-01-11 2779.00 2849.00 2861.00 2772.00 2804.00 2861.00 2879.00 2795.00 -25.00 -12.00 -18.00 -23.00
2024-01-10 2794.00 2779.00 2800.00 2779.00 2822.00 2804.00 2830.00 2802.00 -28.00 -25.00 -30.00 -23.00
2024-01-09 2793.00 2794.00 2805.00 2787.00 2820.00 2822.00 2826.00 2812.00 -27.00 -28.00 -21.00 -25.00
2024-01-08 2819.00 2795.00 2833.00 2794.00 2834.00 2824.00 2850.00 2816.00 -15.00 -29.00 -17.00 -22.00
2024-01-05 2837.00 2821.00 2843.00 2815.00 2856.00 2834.00 2861.00 2830.00 -19.00 -13.00 -18.00 -15.00
2024-01-04 2862.00 2838.00 2864.00 2838.00 2877.00 2861.00 2878.00 2859.00 -15.00 -23.00 -14.00 -21.00
2024-01-03 2846.00 2862.00 2870.00 2835.00 2870.00 2873.00 2881.00 2856.00 -24.00 -11.00 -11.00 -21.00
2024-01-02 2857.00 2849.00 2864.00 2830.00 2854.00 2866.00 2875.00 2845.00 3.00 -17.00 -11.00 -15.00
2023-12-29 2856.00 2857.00 2860.00 2843.00 2862.00 2863.00 2868.00 2850.00 -6.00 -6.00 -8.00 -7.00
2023-12-28 2842.00 2856.00 2861.00 2837.00 2857.00 2869.00 2874.00 2849.00 -15.00 -13.00 -13.00 -12.00
2023-12-27 2820.00 2841.00 2842.00 2802.00 2842.00 2856.00 2857.00 2831.00 -22.00 -15.00 -15.00 -29.00
2023-12-26 2820.00 2818.00 2832.00 2814.00 2847.00 2845.00 2857.00 2844.00 -27.00 -27.00 -25.00 -30.00
2023-12-25 2836.00 2821.00 2850.00 2819.00 2840.00 2847.00 2866.00 2840.00 -4.00 -26.00 -16.00 -21.00
2023-12-22 2825.00 2828.00 2838.00 2811.00 2845.00 2840.00 2858.00 2827.00 -20.00 -12.00 -20.00 -16.00
2023-12-21 2808.00 2825.00 2828.00 2793.00 2856.00 2868.00 2873.00 2836.00 -48.00 -43.00 -45.00 -43.00
2023-12-20 2779.00 2804.00 2820.00 2755.00 2840.00 2864.00 2868.00 2824.00 -61.00 -60.00 -48.00 -69.00
2023-12-19 2871.00 2849.00 2882.00 2847.00 2772.00 2774.00 2795.00 2769.00 99.00 75.00 87.00 78.00
2023-12-18 2861.00 2865.00 2867.00 2824.00 2783.00 2769.00 2783.00 2737.00 78.00 96.00 84.00 87.00
2023-12-15 2865.00 2858.00 2888.00 2854.00 2778.00 2783.00 2798.00 2765.00 87.00 75.00 90.00 89.00
2023-12-14 2865.00 2866.00 2892.00 2862.00 2771.00 2778.00 2793.00 2770.00 94.00 88.00 99.00 92.00
2023-12-13 2880.00 2865.00 2880.00 2849.00 2785.00 2771.00 2787.00 2768.00 95.00 94.00 93.00 81.00
2023-12-12 2899.00 2882.00 2907.00 2847.00 2806.00 2786.00 2812.00 2769.00 93.00 96.00 95.00 78.00
2023-12-11 2884.00 2897.00 2903.00 2868.00 2805.00 2808.00 2825.00 2795.00 79.00 89.00 78.00 73.00
2023-12-08 2875.00 2889.00 2901.00 2857.00 2784.00 2811.00 2817.00 2781.00 91.00 78.00 84.00 76.00
2023-12-07 2873.00 2869.00 2881.00 2858.00 2793.00 2785.00 2806.00 2776.00 80.00 84.00 75.00 82.00
2023-12-06 2864.00 2876.00 2883.00 2856.00 2784.00 2793.00 2809.00 2781.00 80.00 83.00 74.00 75.00
2023-12-05 2885.00 2862.00 2890.00 2855.00 2811.00 2787.00 2827.00 2780.00 74.00 75.00 63.00 75.00
2023-12-04 2883.00 2885.00 2895.00 2868.00 2836.00 2815.00 2851.00 2804.00 47.00 70.00 44.00 64.00
2023-12-01 2909.00 2883.00 2913.00 2875.00 2877.00 2843.00 2883.00 2833.00 32.00 40.00 30.00 42.00
2023-11-30 2892.00 2909.00 2910.00 2890.00 2865.00 2879.00 2880.00 2864.00 27.00 30.00 30.00 26.00
2023-11-29 2902.00 2897.00 2910.00 2893.00 2868.00 2868.00 2881.00 2863.00 34.00 29.00 29.00 30.00
2023-11-28 2918.00 2902.00 2926.00 2899.00 2889.00 2870.00 2889.00 2869.00 29.00 32.00 37.00 30.00
2023-11-27 2949.00 2920.00 2953.00 2918.00 2925.00 2882.00 2925.00 2882.00 24.00 38.00 28.00 36.00
2023-11-24 2948.00 2949.00 2970.00 2946.00 2913.00 2918.00 2927.00 2911.00 35.00 31.00 43.00 35.00
2023-11-23 2956.00 2948.00 2967.00 2943.00 2918.00 2911.00 2923.00 2903.00 38.00 37.00 44.00 40.00
2023-11-22 2984.00 2959.00 2985.00 2950.00 2933.00 2916.00 2936.00 2908.00 51.00 43.00 49.00 42.00
2023-11-21 2978.00 2984.00 3012.00 2974.00 2936.00 2936.00 2953.00 2928.00 42.00 48.00 59.00 46.00
2023-11-20 2956.00 2983.00 2991.00 2945.00 2909.00 2933.00 2938.00 2906.00 47.00 50.00 53.00 39.00
2023-11-17 2965.00 2957.00 2973.00 2944.00 2925.00 2912.00 2932.00 2905.00 40.00 45.00 41.00 39.00
2023-11-16 2944.00 2966.00 2979.00 2940.00 2909.00 2929.00 2939.00 2909.00 35.00 37.00 40.00 31.00
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