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：
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。
关于淀粉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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 2935.00 | 2939.00 | 2952.00 | 2932.00 | 2910.00 | 2906.00 | 2919.00 | 2902.00 | 25.00 | 33.00 | 33.00 | 30.00 |
| 2023-11-14 | 2908.00 | 2933.00 | 2944.00 | 2897.00 | 2882.00 | 2905.00 | 2910.00 | 2874.00 | 26.00 | 28.00 | 34.00 | 23.00 |
| 2023-11-13 | 2890.00 | 2901.00 | 2917.00 | 2890.00 | 2870.00 | 2877.00 | 2892.00 | 2870.00 | 20.00 | 24.00 | 25.00 | 20.00 |
| 2023-11-10 | 2916.00 | 2891.00 | 2921.00 | 2886.00 | 2890.00 | 2870.00 | 2891.00 | 2864.00 | 26.00 | 21.00 | 30.00 | 22.00 |
| 2023-11-09 | 2922.00 | 2916.00 | 2936.00 | 2902.00 | 2902.00 | 2886.00 | 2909.00 | 2874.00 | 20.00 | 30.00 | 27.00 | 28.00 |
| 2023-11-08 | 2929.00 | 2926.00 | 2934.00 | 2912.00 | 2895.00 | 2901.00 | 2905.00 | 2885.00 | 34.00 | 25.00 | 29.00 | 27.00 |
| 2023-11-07 | 2950.00 | 2923.00 | 2962.00 | 2918.00 | 2920.00 | 2898.00 | 2930.00 | 2894.00 | 30.00 | 25.00 | 32.00 | 24.00 |
| 2023-11-06 | 2920.00 | 2947.00 | 2949.00 | 2915.00 | 2899.00 | 2917.00 | 2924.00 | 2893.00 | 21.00 | 30.00 | 25.00 | 22.00 |
| 2023-11-03 | 2900.00 | 2920.00 | 2921.00 | 2890.00 | 2888.00 | 2897.00 | 2899.00 | 2875.00 | 12.00 | 23.00 | 22.00 | 15.00 |
| 2023-11-02 | 2887.00 | 2897.00 | 2900.00 | 2882.00 | 2871.00 | 2883.00 | 2885.00 | 2869.00 | 16.00 | 14.00 | 15.00 | 13.00 |
| 2023-11-01 | 2876.00 | 2887.00 | 2897.00 | 2871.00 | 2861.00 | 2874.00 | 2883.00 | 2859.00 | 15.00 | 13.00 | 14.00 | 12.00 |
| 2023-10-31 | 2881.00 | 2876.00 | 2882.00 | 2861.00 | 2859.00 | 2864.00 | 2870.00 | 2851.00 | 22.00 | 12.00 | 12.00 | 10.00 |
| 2023-10-30 | 2856.00 | 2882.00 | 2889.00 | 2842.00 | 2836.00 | 2867.00 | 2870.00 | 2830.00 | 20.00 | 15.00 | 19.00 | 12.00 |
| 2023-10-27 | 2848.00 | 2858.00 | 2870.00 | 2831.00 | 2829.00 | 2839.00 | 2854.00 | 2816.00 | 19.00 | 19.00 | 16.00 | 15.00 |
| 2023-10-26 | 2874.00 | 2849.00 | 2874.00 | 2833.00 | 2905.00 | 2887.00 | 2909.00 | 2885.00 | -31.00 | -38.00 | -35.00 | -52.00 |
| 2023-10-25 | 2859.00 | 2868.00 | 2882.00 | 2859.00 | 2900.00 | 2906.00 | 2920.00 | 2900.00 | -41.00 | -38.00 | -38.00 | -41.00 |
| 2023-10-24 | 2854.00 | 2863.00 | 2871.00 | 2849.00 | 2907.00 | 2907.00 | 2919.00 | 2897.00 | -53.00 | -44.00 | -48.00 | -48.00 |
| 2023-10-23 | 2837.00 | 2848.00 | 2854.00 | 2823.00 | 2880.00 | 2911.00 | 2916.00 | 2875.00 | -43.00 | -63.00 | -62.00 | -52.00 |
| 2023-10-20 | 2871.00 | 2889.00 | 2894.00 | 2865.00 | 2828.00 | 2826.00 | 2830.00 | 2816.00 | 43.00 | 63.00 | 64.00 | 49.00 |
| 2023-10-19 | 2867.00 | 2878.00 | 2890.00 | 2853.00 | 2815.00 | 2828.00 | 2841.00 | 2796.00 | 52.00 | 50.00 | 49.00 | 57.00 |
| 2023-10-18 | 2924.00 | 2867.00 | 2929.00 | 2858.00 | 2845.00 | 2814.00 | 2855.00 | 2810.00 | 79.00 | 53.00 | 74.00 | 48.00 |
| 2023-10-17 | 2955.00 | 2924.00 | 2963.00 | 2905.00 | 2895.00 | 2848.00 | 2898.00 | 2840.00 | 60.00 | 76.00 | 65.00 | 65.00 |
| 2023-10-16 | 2952.00 | 2955.00 | 2972.00 | 2928.00 | 2892.00 | 2893.00 | 2908.00 | 2872.00 | 60.00 | 62.00 | 64.00 | 56.00 |
| 2023-10-13 | 2942.00 | 2947.00 | 2978.00 | 2941.00 | 2886.00 | 2892.00 | 2904.00 | 2873.00 | 56.00 | 55.00 | 74.00 | 68.00 |
| 2023-10-12 | 2940.00 | 2948.00 | 2956.00 | 2933.00 | 2855.00 | 2883.00 | 2884.00 | 2852.00 | 85.00 | 65.00 | 72.00 | 81.00 |
| 2023-10-11 | 2941.00 | 2936.00 | 2941.00 | 2904.00 | 2861.00 | 2857.00 | 2863.00 | 2837.00 | 80.00 | 79.00 | 78.00 | 67.00 |
| 2023-10-10 | 2931.00 | 2942.00 | 2960.00 | 2931.00 | 2860.00 | 2863.00 | 2883.00 | 2860.00 | 71.00 | 79.00 | 77.00 | 71.00 |
| 2023-10-09 | 2907.00 | 2931.00 | 2935.00 | 2897.00 | 2865.00 | 2858.00 | 2871.00 | 2845.00 | 42.00 | 73.00 | 64.00 | 52.00 |
| 2023-09-28 | 2913.00 | 2929.00 | 2935.00 | 2912.00 | 2866.00 | 2880.00 | 2886.00 | 2863.00 | 47.00 | 49.00 | 49.00 | 49.00 |
| 2023-09-27 | 2916.00 | 2919.00 | 2920.00 | 2890.00 | 2861.00 | 2866.00 | 2868.00 | 2847.00 | 55.00 | 53.00 | 52.00 | 43.00 |
| 2023-09-26 | 2936.00 | 2917.00 | 2942.00 | 2908.00 | 2889.00 | 2865.00 | 2892.00 | 2863.00 | 47.00 | 52.00 | 50.00 | 45.00 |
| 2023-09-25 | 2961.00 | 2936.00 | 2970.00 | 2926.00 | 2915.00 | 2889.00 | 2919.00 | 2876.00 | 46.00 | 47.00 | 51.00 | 50.00 |
| 2023-09-22 | 2959.00 | 2954.00 | 2971.00 | 2936.00 | 2916.00 | 2908.00 | 2923.00 | 2893.00 | 43.00 | 46.00 | 48.00 | 43.00 |
| 2023-09-21 | 2952.00 | 2957.00 | 2960.00 | 2936.00 | 2912.00 | 2913.00 | 2915.00 | 2895.00 | 40.00 | 44.00 | 45.00 | 41.00 |
| 2023-09-20 | 2930.00 | 2948.00 | 2957.00 | 2928.00 | 2890.00 | 2905.00 | 2912.00 | 2889.00 | 40.00 | 43.00 | 45.00 | 39.00 |
| 2023-09-19 | 2939.00 | 2930.00 | 2944.00 | 2921.00 | 2900.00 | 2889.00 | 2903.00 | 2884.00 | 39.00 | 41.00 | 41.00 | 37.00 |
| 2023-09-18 | 2992.00 | 2942.00 | 2994.00 | 2935.00 | 2946.00 | 2901.00 | 2946.00 | 2900.00 | 46.00 | 41.00 | 48.00 | 35.00 |
| 2023-09-15 | 2949.00 | 2990.00 | 2992.00 | 2948.00 | 2907.00 | 2945.00 | 2954.00 | 2907.00 | 42.00 | 45.00 | 38.00 | 41.00 |
| 2023-09-14 | 2934.00 | 2948.00 | 2955.00 | 2928.00 | 2896.00 | 2912.00 | 2914.00 | 2891.00 | 38.00 | 36.00 | 41.00 | 37.00 |
| 2023-09-13 | 2939.00 | 2934.00 | 2949.00 | 2911.00 | 2903.00 | 2895.00 | 2913.00 | 2882.00 | 36.00 | 39.00 | 36.00 | 29.00 |
| 2023-09-12 | 2966.00 | 2943.00 | 2970.00 | 2934.00 | 2924.00 | 2906.00 | 2925.00 | 2902.00 | 42.00 | 37.00 | 45.00 | 32.00 |
| 2023-09-11 | 2984.00 | 2969.00 | 2999.00 | 2960.00 | 2930.00 | 2923.00 | 2949.00 | 2916.00 | 54.00 | 46.00 | 50.00 | 44.00 |
| 2023-09-08 | 2990.00 | 2980.00 | 2990.00 | 2971.00 | 2946.00 | 2931.00 | 2953.00 | 2927.00 | 44.00 | 49.00 | 37.00 | 44.00 |
| 2023-09-07 | 2996.00 | 2989.00 | 3005.00 | 2975.00 | 2957.00 | 2949.00 | 2965.00 | 2937.00 | 39.00 | 40.00 | 40.00 | 38.00 |
| 2023-09-06 | 2997.00 | 2996.00 | 3010.00 | 2987.00 | 2951.00 | 2957.00 | 2965.00 | 2944.00 | 46.00 | 39.00 | 45.00 | 43.00 |
| 2023-09-05 | 2991.00 | 2997.00 | 3010.00 | 2984.00 | 2947.00 | 2951.00 | 2962.00 | 2942.00 | 44.00 | 46.00 | 48.00 | 42.00 |
| 2023-09-04 | 3058.00 | 2993.00 | 3059.00 | 2986.00 | 2992.00 | 2947.00 | 2997.00 | 2943.00 | 66.00 | 46.00 | 62.00 | 43.00 |
| 2023-09-01 | 3075.00 | 3052.00 | 3076.00 | 3040.00 | 3017.00 | 2989.00 | 3017.00 | 2976.00 | 58.00 | 63.00 | 59.00 | 64.00 |
| 2023-08-31 | 3073.00 | 3073.00 | 3084.00 | 3051.00 | 3012.00 | 3011.00 | 3023.00 | 2994.00 | 61.00 | 62.00 | 61.00 | 57.00 |
| 2023-08-30 | 3058.00 | 3066.00 | 3068.00 | 3033.00 | 3000.00 | 3008.00 | 3010.00 | 2984.00 | 58.00 | 58.00 | 58.00 | 49.00 |
| 2023-08-29 | 3021.00 | 3058.00 | 3065.00 | 3021.00 | 2971.00 | 2996.00 | 3005.00 | 2971.00 | 50.00 | 62.00 | 60.00 | 50.00 |
| 2023-08-28 | 3028.00 | 3014.00 | 3028.00 | 2982.00 | 2983.00 | 2969.00 | 2983.00 | 2948.00 | 45.00 | 45.00 | 45.00 | 34.00 |
| 2023-08-25 | 2990.00 | 3022.00 | 3023.00 | 2986.00 | 2957.00 | 2977.00 | 2978.00 | 2956.00 | 33.00 | 45.00 | 45.00 | 30.00 |
| 2023-08-24 | 2966.00 | 2990.00 | 3000.00 | 2959.00 | 2947.00 | 2957.00 | 2968.00 | 2940.00 | 19.00 | 33.00 | 32.00 | 19.00 |
| 2023-08-23 | 2935.00 | 2959.00 | 2976.00 | 2931.00 | 2924.00 | 2945.00 | 2955.00 | 2923.00 | 11.00 | 14.00 | 21.00 | 8.00 |
| 2023-08-22 | 2923.00 | 2928.00 | 2936.00 | 2919.00 | 2922.00 | 2921.00 | 2933.00 | 2915.00 | 1.00 | 7.00 | 3.00 | 4.00 |
| 2023-08-21 | 2909.00 | 2923.00 | 2940.00 | 2908.00 | 2912.00 | 2922.00 | 2939.00 | 2911.00 | -3.00 | 1.00 | 1.00 | -3.00 |
| 2023-08-18 | 2915.00 | 2908.00 | 2932.00 | 2904.00 | 2912.00 | 2912.00 | 2933.00 | 2906.00 | 3.00 | -4.00 | -1.00 | -2.00 |
| 2023-08-17 | 2951.00 | 2915.00 | 2960.00 | 2900.00 | 3070.00 | 3072.00 | 3084.00 | 3064.00 | -119.00 | -157.00 | -124.00 | -164.00 |
| 2023-08-16 | 3018.00 | 2951.00 | 3024.00 | 2950.00 | 3082.00 | 3072.00 | 3090.00 | 3069.00 | -64.00 | -121.00 | -66.00 | -119.00 |
| 2023-08-15 | 3016.00 | 3015.00 | 3035.00 | 3006.00 | 3093.00 | 3084.00 | 3093.00 | 3066.00 | -77.00 | -69.00 | -58.00 | -60.00 |
| 2023-08-14 | 3102.00 | 3089.00 | 3103.00 | 3075.00 | 3044.00 | 3023.00 | 3055.00 | 3016.00 | 58.00 | 66.00 | 48.00 | 59.00 |
| 2023-08-11 | 3160.00 | 3104.00 | 3177.00 | 3100.00 | 3076.00 | 3046.00 | 3120.00 | 3042.00 | 84.00 | 58.00 | 57.00 | 58.00 |
| 2023-08-10 | 3140.00 | 3149.00 | 3151.00 | 3120.00 | 3074.00 | 3071.00 | 3077.00 | 3045.00 | 66.00 | 78.00 | 74.00 | 75.00 |
| 2023-08-09 | 3132.00 | 3139.00 | 3164.00 | 3126.00 | 3065.00 | 3074.00 | 3082.00 | 3053.00 | 67.00 | 65.00 | 82.00 | 73.00 |
| 2023-08-08 | 3102.00 | 3132.00 | 3144.00 | 3093.00 | 3022.00 | 3061.00 | 3072.00 | 3010.00 | 80.00 | 71.00 | 72.00 | 83.00 |
| 2023-08-07 | 3081.00 | 3100.00 | 3120.00 | 3073.00 | 2985.00 | 3022.00 | 3030.00 | 2973.00 | 96.00 | 78.00 | 90.00 | 100.00 |
| 2023-08-04 | 3060.00 | 3082.00 | 3085.00 | 3052.00 | 2944.00 | 2980.00 | 2980.00 | 2937.00 | 116.00 | 102.00 | 105.00 | 115.00 |
| 2023-08-03 | 3040.00 | 3064.00 | 3078.00 | 3038.00 | 2920.00 | 2947.00 | 2951.00 | 2917.00 | 120.00 | 117.00 | 127.00 | 121.00 |
| 2023-08-02 | 3034.00 | 3041.00 | 3048.00 | 3028.00 | 2920.00 | 2921.00 | 2926.00 | 2914.00 | 114.00 | 120.00 | 122.00 | 114.00 |
| 2023-08-01 | 3046.00 | 3038.00 | 3066.00 | 3021.00 | 2937.00 | 2921.00 | 2946.00 | 2914.00 | 109.00 | 117.00 | 120.00 | 107.00 |
| 2023-07-31 | 3033.00 | 3051.00 | 3058.00 | 3002.00 | 2944.00 | 2937.00 | 2945.00 | 2910.00 | 89.00 | 114.00 | 113.00 | 92.00 |
| 2023-07-28 | 3026.00 | 3039.00 | 3049.00 | 3021.00 | 2924.00 | 2941.00 | 2944.00 | 2922.00 | 102.00 | 98.00 | 105.00 | 99.00 |
| 2023-07-27 | 3035.00 | 3024.00 | 3047.00 | 3019.00 | 2928.00 | 2924.00 | 2934.00 | 2914.00 | 107.00 | 100.00 | 113.00 | 105.00 |
| 2023-07-26 | 3014.00 | 3032.00 | 3060.00 | 3012.00 | 2902.00 | 2928.00 | 2930.00 | 2902.00 | 112.00 | 104.00 | 130.00 | 110.00 |
| 2023-07-25 | 3042.00 | 3019.00 | 3043.00 | 3016.00 | 2916.00 | 2905.00 | 2917.00 | 2900.00 | 126.00 | 114.00 | 126.00 | 116.00 |
| 2023-07-24 | 3050.00 | 3038.00 | 3072.00 | 3034.00 | 2927.00 | 2911.00 | 2936.00 | 2910.00 | 123.00 | 127.00 | 136.00 | 124.00 |
| 2023-07-21 | 3065.00 | 3046.00 | 3073.00 | 3042.00 | 2945.00 | 2928.00 | 2949.00 | 2925.00 | 120.00 | 118.00 | 124.00 | 117.00 |
| 2023-07-20 | 3076.00 | 3065.00 | 3080.00 | 3057.00 | 2933.00 | 2947.00 | 2949.00 | 2931.00 | 143.00 | 118.00 | 131.00 | 126.00 |
| 2023-07-19 | 3073.00 | 3067.00 | 3097.00 | 3066.00 | 2907.00 | 2927.00 | 2933.00 | 2906.00 | 166.00 | 140.00 | 164.00 | 160.00 |
| 2023-07-18 | 3111.00 | 3061.00 | 3120.00 | 3054.00 | 2930.00 | 2904.00 | 2935.00 | 2900.00 | 181.00 | 157.00 | 185.00 | 154.00 |
| 2023-07-17 | 3085.00 | 3119.00 | 3132.00 | 3082.00 | 2915.00 | 2935.00 | 2950.00 | 2907.00 | 170.00 | 184.00 | 182.00 | 175.00 |
| 2023-07-14 | 3099.00 | 3082.00 | 3115.00 | 3080.00 | 2925.00 | 2908.00 | 2935.00 | 2907.00 | 174.00 | 174.00 | 180.00 | 173.00 |
| 2023-07-13 | 3114.00 | 3099.00 | 3121.00 | 3088.00 | 2926.00 | 2922.00 | 2934.00 | 2911.00 | 188.00 | 177.00 | 187.00 | 177.00 |
| 2023-07-12 | 3133.00 | 3110.00 | 3136.00 | 3103.00 | 2937.00 | 2923.00 | 2941.00 | 2915.00 | 196.00 | 187.00 | 195.00 | 188.00 |
| 2023-07-11 | 3166.00 | 3133.00 | 3175.00 | 3130.00 | 2955.00 | 2937.00 | 2966.00 | 2934.00 | 211.00 | 196.00 | 209.00 | 196.00 |
| 2023-07-10 | 3191.00 | 3167.00 | 3193.00 | 3159.00 | 2966.00 | 2948.00 | 2976.00 | 2941.00 | 225.00 | 219.00 | 217.00 | 218.00 |
| 2023-07-07 | 3177.00 | 3186.00 | 3202.00 | 3166.00 | 2980.00 | 2970.00 | 2993.00 | 2966.00 | 197.00 | 216.00 | 209.00 | 200.00 |
| 2023-07-06 | 3160.00 | 3167.00 | 3173.00 | 3145.00 | 2961.00 | 2980.00 | 2986.00 | 2958.00 | 199.00 | 187.00 | 187.00 | 187.00 |
| 2023-07-05 | 3137.00 | 3162.00 | 3171.00 | 3124.00 | 2945.00 | 2969.00 | 2975.00 | 2925.00 | 192.00 | 193.00 | 196.00 | 199.00 |
| 2023-07-04 | 3137.00 | 3149.00 | 3153.00 | 3106.00 | 2947.00 | 2950.00 | 2950.00 | 2912.00 | 190.00 | 199.00 | 203.00 | 194.00 |
| 2023-07-03 | 3135.00 | 3134.00 | 3157.00 | 3109.00 | 2973.00 | 2939.00 | 2996.00 | 2930.00 | 162.00 | 195.00 | 161.00 | 179.00 |
| 2023-06-30 | 3094.00 | 3136.00 | 3150.00 | 3092.00 | 2982.00 | 2982.00 | 3002.00 | 2964.00 | 112.00 | 154.00 | 148.00 | 128.00 |
| 2023-06-29 | 3069.00 | 3092.00 | 3098.00 | 3055.00 | 2952.00 | 2976.00 | 2979.00 | 2943.00 | 117.00 | 116.00 | 119.00 | 112.00 |
| 2023-06-28 | 3065.00 | 3070.00 | 3084.00 | 3050.00 | 2950.00 | 2957.00 | 2973.00 | 2931.00 | 115.00 | 113.00 | 111.00 | 119.00 |
| 2023-06-27 | 3030.00 | 3069.00 | 3073.00 | 3030.00 | 2917.00 | 2957.00 | 2962.00 | 2917.00 | 113.00 | 112.00 | 111.00 | 113.00 |
| 2023-06-26 | 3014.00 | 3030.00 | 3040.00 | 3004.00 | 2891.00 | 2922.00 | 2939.00 | 2891.00 | 123.00 | 108.00 | 101.00 | 113.00 |
| 2023-06-21 | 2992.00 | 3020.00 | 3025.00 | 2989.00 | 2896.00 | 2916.00 | 2926.00 | 2895.00 | 96.00 | 104.00 | 99.00 | 94.00 |
| 2023-06-20 | 2989.00 | 3002.00 | 3031.00 | 2987.00 | 2898.00 | 2905.00 | 2941.00 | 2895.00 | 91.00 | 97.00 | 90.00 | 92.00 |
| 2023-06-19 | 2997.00 | 2998.00 | 3024.00 | 2994.00 | 2969.00 | 2938.00 | 2979.00 | 2931.00 | 28.00 | 60.00 | 45.00 | 63.00 |