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
2023-06-16 2980.00 2997.00 3007.00 2971.00 2962.00 2960.00 2977.00 2954.00 18.00 37.00 30.00 17.00
2023-06-15 2945.00 2970.00 2976.00 2937.00 2940.00 2980.00 2984.00 2933.00 5.00 -10.00 -8.00 4.00
2023-06-14 2944.00 2935.00 2953.00 2930.00 2945.00 2932.00 2951.00 2929.00 -1.00 3.00 2.00 1.00
2023-06-13 2933.00 2945.00 2948.00 2926.00 2922.00 2942.00 2943.00 2913.00 11.00 3.00 5.00 13.00
2023-06-12 2961.00 2936.00 2984.00 2930.00 2946.00 2918.00 2964.00 2912.00 15.00 18.00 20.00 18.00
2023-06-09 2960.00 2965.00 2971.00 2958.00 2931.00 2951.00 2953.00 2924.00 29.00 14.00 18.00 34.00
2023-06-08 2944.00 2970.00 2970.00 2940.00 2909.00 2930.00 2935.00 2909.00 35.00 40.00 35.00 31.00
2023-06-07 2941.00 2944.00 2947.00 2917.00 2909.00 2909.00 2918.00 2897.00 32.00 35.00 29.00 20.00
2023-06-06 2922.00 2927.00 2936.00 2898.00 2921.00 2909.00 2923.00 2896.00 1.00 18.00 13.00 2.00
2023-06-05 2946.00 2935.00 2972.00 2935.00 2920.00 2921.00 2949.00 2919.00 26.00 14.00 23.00 16.00
2023-06-02 2951.00 2941.00 2956.00 2911.00 2925.00 2920.00 2930.00 2889.00 26.00 21.00 26.00 22.00
2023-06-01 2941.00 2948.00 2950.00 2929.00 2902.00 2920.00 2921.00 2888.00 39.00 28.00 29.00 41.00
2023-05-31 2945.00 2942.00 2949.00 2922.00 2910.00 2903.00 2916.00 2881.00 35.00 39.00 33.00 41.00
2023-05-30 2930.00 2937.00 2947.00 2907.00 2901.00 2907.00 2913.00 2880.00 29.00 30.00 34.00 27.00
2023-05-29 2932.00 2940.00 2960.00 2932.00 2908.00 2907.00 2929.00 2903.00 24.00 33.00 31.00 29.00
2023-05-26 2898.00 2935.00 2938.00 2890.00 2869.00 2904.00 2906.00 2862.00 29.00 31.00 32.00 28.00
2023-05-25 2875.00 2896.00 2900.00 2862.00 2860.00 2864.00 2881.00 2853.00 15.00 32.00 19.00 9.00
2023-05-24 2890.00 2865.00 2900.00 2860.00 2884.00 2862.00 2890.00 2850.00 6.00 3.00 10.00 10.00
2023-05-23 2861.00 2887.00 2896.00 2861.00 2859.00 2881.00 2884.00 2846.00 2.00 6.00 12.00 15.00
2023-05-22 2865.00 2857.00 2897.00 2854.00 2834.00 2845.00 2884.00 2834.00 31.00 12.00 13.00 20.00
2023-05-19 2856.00 2861.00 2863.00 2830.00 2816.00 2834.00 2843.00 2802.00 40.00 27.00 20.00 28.00
2023-05-18 2868.00 2860.00 2887.00 2846.00 2843.00 2829.00 2852.00 2811.00 25.00 31.00 35.00 35.00
2023-05-17 2876.00 2882.00 2891.00 2856.00 2840.00 2847.00 2855.00 2817.00 36.00 35.00 36.00 39.00
2023-05-16 2880.00 2885.00 2912.00 2869.00 2831.00 2845.00 2875.00 2831.00 49.00 40.00 37.00 38.00
2023-05-15 2888.00 2868.00 2890.00 2828.00 2850.00 2836.00 2860.00 2799.00 38.00 32.00 30.00 29.00
2023-05-12 2871.00 2885.00 2905.00 2857.00 2828.00 2857.00 2874.00 2808.00 43.00 28.00 31.00 49.00
2023-05-11 2908.00 2871.00 2922.00 2865.00 2883.00 2834.00 2894.00 2826.00 25.00 37.00 28.00 39.00
2023-05-10 2961.00 2908.00 2961.00 2874.00 2940.00 2883.00 2942.00 2853.00 21.00 25.00 19.00 21.00
2023-05-09 2962.00 2955.00 2970.00 2943.00 2960.00 2939.00 2961.00 2936.00 2.00 16.00 9.00 7.00
2023-05-08 2930.00 2970.00 2975.00 2930.00 2935.00 2955.00 2966.00 2929.00 -5.00 15.00 9.00 1.00
2023-05-05 2942.00 2931.00 2946.00 2922.00 2841.00 2841.00 2855.00 2822.00 101.00 90.00 91.00 100.00
2023-05-04 2984.00 2933.00 2996.00 2928.00 2889.00 2847.00 2899.00 2832.00 95.00 86.00 97.00 96.00
2023-04-28 2983.00 2973.00 2984.00 2942.00 2877.00 2874.00 2879.00 2846.00 106.00 99.00 105.00 96.00
2023-04-27 2987.00 2987.00 3019.00 2977.00 2905.00 2875.00 2917.00 2875.00 82.00 112.00 102.00 102.00
2023-04-26 2950.00 2987.00 2992.00 2950.00 2890.00 2906.00 2906.00 2877.00 60.00 81.00 86.00 73.00
2023-04-25 2968.00 2953.00 2974.00 2944.00 2896.00 2891.00 2898.00 2877.00 72.00 62.00 76.00 67.00
2023-04-24 2970.00 2970.00 2998.00 2958.00 2900.00 2893.00 2912.00 2878.00 70.00 77.00 86.00 80.00
2023-04-21 3003.00 2974.00 3003.00 2970.00 2927.00 2904.00 2927.00 2894.00 76.00 70.00 76.00 76.00
2023-04-20 3015.00 2995.00 3024.00 2976.00 2951.00 2922.00 2959.00 2909.00 64.00 73.00 65.00 67.00
2023-04-19 3018.00 3019.00 3056.00 3014.00 2956.00 2958.00 3001.00 2951.00 62.00 61.00 55.00 63.00
2023-04-18 3029.00 3030.00 3041.00 3014.00 2965.00 2962.00 2978.00 2953.00 64.00 68.00 63.00 61.00
2023-04-17 3033.00 3022.00 3035.00 3000.00 2989.00 2957.00 2989.00 2947.00 44.00 65.00 46.00 53.00
2023-04-14 3021.00 3033.00 3035.00 3004.00 2971.00 2979.00 2985.00 2957.00 50.00 54.00 50.00 47.00
2023-04-13 3044.00 3018.00 3061.00 3008.00 3045.00 3024.00 3056.00 3019.00 -1.00 -6.00 5.00 -11.00
2023-04-12 3062.00 3044.00 3062.00 3036.00 3039.00 3045.00 3052.00 3030.00 23.00 -1.00 10.00 6.00
2023-04-11 3039.00 3051.00 3066.00 3022.00 3026.00 3044.00 3054.00 3017.00 13.00 7.00 12.00 5.00
2023-04-10 2980.00 3039.00 3049.00 2975.00 2982.00 3033.00 3043.00 2982.00 -2.00 6.00 6.00 -7.00
2023-04-07 2950.00 2977.00 2983.00 2922.00 2969.00 2987.00 2994.00 2944.00 -19.00 -10.00 -11.00 -22.00
2023-04-06 2949.00 2952.00 2972.00 2944.00 2986.00 2963.00 2987.00 2963.00 -37.00 -11.00 -15.00 -19.00
2023-04-04 2950.00 2982.00 2988.00 2950.00 2935.00 2962.00 2966.00 2935.00 15.00 20.00 22.00 15.00
2023-04-03 2962.00 2954.00 2986.00 2950.00 2946.00 2945.00 2980.00 2937.00 16.00 9.00 6.00 13.00
2023-03-31 2960.00 2948.00 2967.00 2913.00 2966.00 2934.00 2966.00 2911.00 -6.00 14.00 1.00 2.00
2023-03-30 2990.00 2967.00 2995.00 2961.00 2984.00 2962.00 2987.00 2960.00 6.00 5.00 8.00 1.00
2023-03-29 2994.00 2990.00 3013.00 2987.00 2975.00 2979.00 3005.00 2973.00 19.00 11.00 8.00 14.00
2023-03-28 2977.00 2994.00 2997.00 2968.00 2950.00 2982.00 2987.00 2950.00 27.00 12.00 10.00 18.00
2023-03-27 3004.00 2969.00 3017.00 2956.00 3001.00 2947.00 3013.00 2934.00 3.00 22.00 4.00 22.00
2023-03-24 3020.00 3012.00 3025.00 2984.00 3013.00 3009.00 3030.00 2985.00 7.00 3.00 -5.00 -1.00
2023-03-23 2995.00 3015.00 3019.00 2978.00 3005.00 3022.00 3026.00 2990.00 -10.00 -7.00 -7.00 -12.00
2023-03-22 3037.00 2995.00 3046.00 2986.00 3043.00 3011.00 3057.00 3000.00 -6.00 -16.00 -11.00 -14.00
2023-03-21 3103.00 3034.00 3103.00 3021.00 3108.00 3047.00 3108.00 3032.00 -5.00 -13.00 -5.00 -11.00
2023-03-20 3101.00 3100.00 3119.00 3092.00 3117.00 3106.00 3131.00 3101.00 -16.00 -6.00 -12.00 -9.00
2023-03-17 3089.00 3107.00 3116.00 3075.00 3099.00 3119.00 3128.00 3086.00 -10.00 -12.00 -12.00 -11.00
2023-03-16 3085.00 3089.00 3104.00 3072.00 3093.00 3099.00 3114.00 3083.00 -8.00 -10.00 -10.00 -11.00
2023-03-15 3080.00 3096.00 3110.00 3075.00 3100.00 3103.00 3119.00 3088.00 -20.00 -7.00 -9.00 -13.00
2023-03-14 3095.00 3082.00 3095.00 3063.00 3092.00 3095.00 3105.00 3076.00 3.00 -13.00 -10.00 -13.00
2023-03-13 3092.00 3095.00 3098.00 3072.00 3114.00 3103.00 3114.00 3082.00 -22.00 -8.00 -16.00 -10.00
2023-03-10 3090.00 3094.00 3120.00 3088.00 3111.00 3107.00 3129.00 3098.00 -21.00 -13.00 -9.00 -10.00
2023-03-09 3100.00 3091.00 3103.00 3081.00 3114.00 3102.00 3114.00 3090.00 -14.00 -11.00 -11.00 -9.00
2023-03-08 3081.00 3106.00 3107.00 3073.00 3095.00 3114.00 3116.00 3083.00 -14.00 -8.00 -9.00 -10.00
2023-03-07 3046.00 3084.00 3093.00 3040.00 3069.00 3095.00 3104.00 3053.00 -23.00 -11.00 -11.00 -13.00
2023-03-06 3049.00 3046.00 3090.00 3028.00 3060.00 3060.00 3103.00 3045.00 -11.00 -14.00 -13.00 -17.00
2023-03-03 3071.00 3051.00 3074.00 3046.00 3084.00 3066.00 3086.00 3062.00 -13.00 -15.00 -12.00 -16.00
2023-03-02 3058.00 3071.00 3075.00 3044.00 3078.00 3084.00 3088.00 3060.00 -20.00 -13.00 -13.00 -16.00
2023-03-01 3016.00 3058.00 3065.00 3009.00 3036.00 3074.00 3078.00 3029.00 -20.00 -16.00 -13.00 -20.00
2023-02-28 3014.00 3014.00 3030.00 3011.00 3032.00 3032.00 3046.00 3029.00 -18.00 -18.00 -16.00 -18.00
2023-02-27 3041.00 3016.00 3050.00 3002.00 3054.00 3032.00 3065.00 3020.00 -13.00 -16.00 -15.00 -18.00
2023-02-24 3035.00 3040.00 3051.00 3029.00 3044.00 3055.00 3067.00 3044.00 -9.00 -15.00 -16.00 -15.00
2023-02-23 3051.00 3028.00 3068.00 3022.00 3067.00 3046.00 3084.00 3040.00 -16.00 -18.00 -16.00 -18.00
2023-02-22 3054.00 3051.00 3062.00 3033.00 3073.00 3068.00 3076.00 3051.00 -19.00 -17.00 -14.00 -18.00
2023-02-21 3066.00 3058.00 3068.00 3044.00 3081.00 3072.00 3085.00 3061.00 -15.00 -14.00 -17.00 -17.00
2023-02-20 3052.00 3067.00 3079.00 3052.00 3076.00 3079.00 3095.00 3070.00 -24.00 -12.00 -16.00 -18.00
2023-02-17 3048.00 3059.00 3067.00 3035.00 2913.00 2912.00 2920.00 2893.00 135.00 147.00 147.00 142.00
2023-02-16 3033.00 3049.00 3053.00 3030.00 2909.00 2911.00 2913.00 2902.00 124.00 138.00 140.00 128.00
2023-02-15 3046.00 3035.00 3056.00 3027.00 2914.00 2908.00 2915.00 2899.00 132.00 127.00 141.00 128.00
2023-02-14 3033.00 3050.00 3053.00 3016.00 2882.00 2904.00 2913.00 2878.00 151.00 146.00 140.00 138.00
2023-02-13 2880.00 2891.00 2906.00 2879.00 2988.00 3033.00 3046.00 2987.00 -108.00 -142.00 -140.00 -108.00
2023-02-10 2890.00 2887.00 2895.00 2877.00 2982.00 2992.00 2996.00 2974.00 -92.00 -105.00 -101.00 -97.00
2023-02-09 2882.00 2877.00 2890.00 2863.00 3019.00 2988.00 3029.00 2981.00 -137.00 -111.00 -139.00 -118.00
2023-02-08 2885.00 2879.00 2891.00 2874.00 3025.00 3019.00 3032.00 3014.00 -140.00 -140.00 -141.00 -140.00
2023-02-07 2865.00 2885.00 2888.00 2856.00 3010.00 3029.00 3037.00 3009.00 -145.00 -144.00 -149.00 -153.00
2023-02-06 2906.00 2863.00 2908.00 2859.00 3034.00 3013.00 3044.00 3009.00 -128.00 -150.00 -136.00 -150.00
2023-02-03 2908.00 2893.00 2918.00 2892.00 3048.00 3039.00 3068.00 3032.00 -140.00 -146.00 -150.00 -140.00
2023-02-02 2892.00 2908.00 2920.00 2885.00 3057.00 3051.00 3071.00 3036.00 -165.00 -143.00 -151.00 -151.00
2023-02-01 2900.00 2890.00 2914.00 2888.00 3070.00 3057.00 3085.00 3050.00 -170.00 -167.00 -171.00 -162.00
2023-01-31 2958.00 2903.00 2961.00 2900.00 3126.00 3074.00 3128.00 3072.00 -168.00 -171.00 -167.00 -172.00
2023-01-30 2970.00 2958.00 2997.00 2952.00 3122.00 3124.00 3150.00 3120.00 -152.00 -166.00 -153.00 -168.00
2023-01-20 2970.00 2960.00 2983.00 2937.00 3147.00 3118.00 3147.00 3099.00 -177.00 -158.00 -164.00 -162.00
2023-01-19 3012.00 2978.00 3046.00 2965.00 3174.00 3141.00 3190.00 3129.00 -162.00 -163.00 -144.00 -164.00
2023-01-18 3014.00 3025.00 3033.00 2998.00 3169.00 3173.00 3179.00 3153.00 -155.00 -148.00 -146.00 -155.00
2023-01-17 3033.00 3012.00 3042.00 2987.00 3176.00 3167.00 3184.00 3146.00 -143.00 -155.00 -142.00 -159.00
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