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
2023-01-16 3011.00 3029.00 3037.00 3011.00 3172.00 3172.00 3176.00 3155.00 -161.00 -143.00 -139.00 -144.00
2023-01-13 2998.00 3021.00 3054.00 2993.00 3143.00 3166.00 3176.00 3135.00 -145.00 -145.00 -122.00 -142.00
2023-01-12 3010.00 2997.00 3019.00 2978.00 3143.00 3137.00 3153.00 3120.00 -133.00 -140.00 -134.00 -142.00
2023-01-11 3020.00 3010.00 3020.00 2989.00 3166.00 3148.00 3166.00 3131.00 -146.00 -138.00 -146.00 -142.00
2023-01-10 3042.00 3024.00 3049.00 3010.00 3163.00 3161.00 3176.00 3128.00 -121.00 -137.00 -127.00 -118.00
2023-01-09 3073.00 3048.00 3073.00 3042.00 3158.00 3160.00 3181.00 3150.00 -85.00 -112.00 -108.00 -108.00
2023-01-06 3021.00 3054.00 3061.00 3016.00 3144.00 3152.00 3159.00 3114.00 -123.00 -98.00 -98.00 -98.00
2023-01-05 3005.00 3038.00 3047.00 2999.00 3125.00 3136.00 3142.00 3103.00 -120.00 -98.00 -95.00 -104.00
2023-01-04 2968.00 3018.00 3023.00 2968.00 3095.00 3130.00 3132.00 3076.00 -127.00 -112.00 -109.00 -108.00
2023-01-03 2990.00 2975.00 2990.00 2940.00 3073.00 3089.00 3091.00 3054.00 -83.00 -114.00 -101.00 -114.00
2022-12-30 2954.00 2939.00 2954.00 2925.00 3120.00 3075.00 3120.00 3061.00 -166.00 -136.00 -166.00 -136.00
2022-12-29 2943.00 2939.00 2967.00 2922.00 3092.00 3074.00 3104.00 3060.00 -149.00 -135.00 -137.00 -138.00
2022-12-28 2902.00 2943.00 2949.00 2902.00 2945.00 2960.00 2965.00 2922.00 -43.00 -17.00 -16.00 -20.00
2022-12-27 2854.00 2916.00 2920.00 2853.00 2886.00 2934.00 2934.00 2866.00 -32.00 -18.00 -14.00 -13.00
2022-12-26 2880.00 2880.00 2900.00 2864.00 2852.00 2864.00 2877.00 2827.00 28.00 16.00 23.00 37.00
2022-12-23 2870.00 2877.00 2885.00 2861.00 2844.00 2857.00 2867.00 2842.00 26.00 20.00 18.00 19.00
2022-12-22 2838.00 2864.00 2865.00 2836.00 2865.00 2849.00 2870.00 2838.00 -27.00 15.00 -5.00 -2.00
2022-12-21 2886.00 2838.00 2886.00 2798.00 2885.00 2861.00 2887.00 2824.00 1.00 -23.00 -1.00 -26.00
2022-12-20 2880.00 2883.00 2893.00 2865.00 2881.00 2887.00 2907.00 2878.00 -1.00 -4.00 -14.00 -13.00
2022-12-19 2906.00 2874.00 2921.00 2855.00 2917.00 2891.00 2935.00 2878.00 -11.00 -17.00 -14.00 -23.00
2022-12-16 2908.00 2911.00 2935.00 2902.00 2920.00 2924.00 2944.00 2915.00 -12.00 -13.00 -9.00 -13.00
2022-12-15 2913.00 2921.00 2941.00 2904.00 2920.00 2930.00 2954.00 2914.00 -7.00 -9.00 -13.00 -10.00
2022-12-14 2906.00 2905.00 2924.00 2898.00 2941.00 2924.00 2946.00 2917.00 -35.00 -19.00 -22.00 -19.00
2022-12-13 2910.00 2912.00 2925.00 2896.00 2928.00 2934.00 2947.00 2920.00 -18.00 -22.00 -22.00 -24.00
2022-12-12 2938.00 2915.00 2944.00 2906.00 2950.00 2937.00 2969.00 2931.00 -12.00 -22.00 -25.00 -25.00
2022-12-09 2958.00 2933.00 2959.00 2918.00 2982.00 2960.00 2985.00 2951.00 -24.00 -27.00 -26.00 -33.00
2022-12-08 2950.00 2961.00 2971.00 2947.00 2980.00 2988.00 2998.00 2970.00 -30.00 -27.00 -27.00 -23.00
2022-12-07 3000.00 2961.00 3009.00 2939.00 3020.00 2987.00 3022.00 2962.00 -20.00 -26.00 -13.00 -23.00
2022-12-06 3029.00 3003.00 3045.00 2997.00 3050.00 3020.00 3062.00 3015.00 -21.00 -17.00 -17.00 -18.00
2022-12-05 3066.00 3029.00 3094.00 3025.00 3095.00 3052.00 3108.00 3047.00 -29.00 -23.00 -14.00 -22.00
2022-12-02 3085.00 3065.00 3090.00 3052.00 3108.00 3087.00 3108.00 3070.00 -23.00 -22.00 -18.00 -18.00
2022-12-01 3135.00 3085.00 3135.00 3076.00 3130.00 3098.00 3135.00 3094.00 5.00 -13.00 0.00 -18.00
2022-11-30 3117.00 3120.00 3133.00 3100.00 3120.00 3122.00 3135.00 3101.00 -3.00 -2.00 -2.00 -1.00
2022-11-29 3159.00 3118.00 3164.00 3112.00 3157.00 3122.00 3157.00 3119.00 2.00 -4.00 7.00 -7.00
2022-11-28 3130.00 3157.00 3160.00 3121.00 3138.00 3148.00 3148.00 3112.00 -8.00 9.00 12.00 9.00
2022-11-25 3077.00 3127.00 3135.00 3073.00 3087.00 3119.00 3120.00 3083.00 -10.00 8.00 15.00 -10.00
2022-11-24 3041.00 3071.00 3077.00 3037.00 3072.00 3080.00 3085.00 3059.00 -31.00 -9.00 -8.00 -22.00
2022-11-23 2989.00 3045.00 3050.00 2984.00 3010.00 3063.00 3071.00 3010.00 -21.00 -18.00 -21.00 -26.00
2022-11-22 2988.00 2983.00 2999.00 2975.00 3013.00 3016.00 3029.00 3004.00 -25.00 -33.00 -30.00 -29.00
2022-11-21 2951.00 2994.00 3004.00 2946.00 2976.00 3022.00 3032.00 2976.00 -25.00 -28.00 -28.00 -30.00
2022-11-18 2955.00 2955.00 2978.00 2946.00 2973.00 2983.00 3008.00 2973.00 -18.00 -28.00 -30.00 -27.00
2022-11-17 3036.00 2966.00 3038.00 2963.00 3067.00 2995.00 3067.00 2993.00 -31.00 -29.00 -29.00 -30.00
2022-11-16 3047.00 3036.00 3047.00 3019.00 3059.00 3058.00 3066.00 3046.00 -12.00 -22.00 -19.00 -27.00
2022-11-15 3025.00 3030.00 3056.00 3013.00 3080.00 3058.00 3082.00 3042.00 -55.00 -28.00 -26.00 -29.00
2022-11-14 3035.00 3041.00 3063.00 3017.00 3071.00 3071.00 3091.00 3047.00 -36.00 -30.00 -28.00 -30.00
2022-11-11 3009.00 3040.00 3041.00 3000.00 3047.00 3067.00 3071.00 3030.00 -38.00 -27.00 -30.00 -30.00
2022-11-10 3008.00 3006.00 3018.00 2979.00 3031.00 3037.00 3050.00 3012.00 -23.00 -31.00 -32.00 -33.00
2022-11-09 3027.00 3013.00 3049.00 3011.00 3053.00 3046.00 3079.00 3042.00 -26.00 -33.00 -30.00 -31.00
2022-11-08 3024.00 3027.00 3039.00 3007.00 3067.00 3060.00 3067.00 3039.00 -43.00 -33.00 -28.00 -32.00
2022-11-07 2985.00 3024.00 3028.00 2978.00 3005.00 3052.00 3056.00 3005.00 -20.00 -28.00 -28.00 -27.00
2022-11-04 2915.00 2974.00 2978.00 2911.00 2949.00 3001.00 3008.00 2943.00 -34.00 -27.00 -30.00 -32.00
2022-11-03 2944.00 2919.00 2944.00 2910.00 2976.00 2951.00 2976.00 2945.00 -32.00 -32.00 -32.00 -35.00
2022-11-02 2949.00 2952.00 2970.00 2920.00 2979.00 2983.00 3001.00 2955.00 -30.00 -31.00 -31.00 -35.00
2022-11-01 2954.00 2943.00 2961.00 2903.00 2999.00 2978.00 2999.00 2937.00 -45.00 -35.00 -38.00 -34.00
2022-10-31 2969.00 2954.00 2987.00 2926.00 2993.00 2991.00 3021.00 2962.00 -24.00 -37.00 -34.00 -36.00
2022-10-28 2984.00 2951.00 2999.00 2946.00 3022.00 2987.00 3028.00 2981.00 -38.00 -36.00 -29.00 -35.00
2022-10-27 2962.00 2982.00 3002.00 2953.00 2886.00 2867.00 2895.00 2857.00 76.00 115.00 107.00 96.00
2022-10-26 2991.00 2961.00 3009.00 2953.00 2899.00 2875.00 2915.00 2872.00 92.00 86.00 94.00 81.00
2022-10-25 3066.00 2991.00 3070.00 2975.00 2930.00 2896.00 2938.00 2865.00 136.00 95.00 132.00 110.00
2022-10-24 2895.00 2929.00 2934.00 2891.00 3056.00 3065.00 3096.00 3040.00 -161.00 -136.00 -162.00 -149.00
2022-10-21 2884.00 2894.00 2902.00 2882.00 3080.00 3065.00 3086.00 3029.00 -196.00 -171.00 -184.00 -147.00
2022-10-20 2896.00 2881.00 2901.00 2878.00 3083.00 3054.00 3086.00 3051.00 -187.00 -173.00 -185.00 -173.00
2022-10-19 2858.00 2890.00 2895.00 2852.00 3042.00 3088.00 3095.00 3038.00 -184.00 -198.00 -200.00 -186.00
2022-10-18 2857.00 2862.00 2876.00 2841.00 3017.00 3046.00 3052.00 3017.00 -160.00 -184.00 -176.00 -176.00
2022-10-17 2870.00 2857.00 2878.00 2849.00 3040.00 3031.00 3042.00 3018.00 -170.00 -174.00 -164.00 -169.00
2022-10-14 2854.00 2877.00 2887.00 2839.00 3038.00 3044.00 3045.00 3003.00 -184.00 -167.00 -158.00 -164.00
2022-10-13 2916.00 2856.00 2917.00 2847.00 3071.00 3035.00 3073.00 3032.00 -155.00 -179.00 -156.00 -185.00
2022-10-12 2910.00 2920.00 2928.00 2906.00 3058.00 3076.00 3089.00 3057.00 -148.00 -156.00 -161.00 -151.00
2022-10-11 2890.00 2909.00 2924.00 2882.00 3048.00 3066.00 3075.00 3046.00 -158.00 -157.00 -151.00 -164.00
2022-10-10 2919.00 2903.00 2922.00 2878.00 3045.00 3053.00 3056.00 3014.00 -126.00 -150.00 -134.00 -136.00
2022-09-30 2877.00 2911.00 2920.00 2873.00 3006.00 3035.00 3040.00 3006.00 -129.00 -124.00 -120.00 -133.00
2022-09-29 2875.00 2873.00 2891.00 2858.00 3005.00 3014.00 3035.00 2999.00 -130.00 -141.00 -144.00 -141.00
2022-09-28 2916.00 2878.00 2918.00 2868.00 3026.00 3005.00 3040.00 2996.00 -110.00 -127.00 -122.00 -128.00
2022-09-27 2908.00 2902.00 2928.00 2896.00 3020.00 3024.00 3048.00 3018.00 -112.00 -122.00 -120.00 -122.00
2022-09-26 2905.00 2901.00 2935.00 2898.00 3060.00 3023.00 3072.00 3022.00 -155.00 -122.00 -137.00 -124.00
2022-09-23 2941.00 2923.00 2962.00 2905.00 3090.00 3072.00 3114.00 3066.00 -149.00 -149.00 -152.00 -161.00
2022-09-22 2971.00 2941.00 2983.00 2933.00 3159.00 3098.00 3165.00 3097.00 -188.00 -157.00 -182.00 -164.00
2022-09-21 3041.00 2983.00 3052.00 2969.00 3182.00 3159.00 3200.00 3149.00 -141.00 -176.00 -148.00 -180.00
2022-09-20 3073.00 3030.00 3086.00 3017.00 3215.00 3177.00 3217.00 3162.00 -142.00 -147.00 -131.00 -145.00
2022-09-19 3079.00 3084.00 3110.00 3069.00 3218.00 3216.00 3234.00 3201.00 -139.00 -132.00 -124.00 -132.00
2022-09-16 3084.00 3086.00 3098.00 3074.00 3214.00 3213.00 3221.00 3202.00 -130.00 -127.00 -123.00 -128.00
2022-09-15 3103.00 3077.00 3105.00 3067.00 3220.00 3205.00 3223.00 3196.00 -117.00 -128.00 -118.00 -129.00
2022-09-14 3100.00 3103.00 3105.00 3082.00 3220.00 3214.00 3224.00 3200.00 -120.00 -111.00 -119.00 -118.00
2022-09-13 3080.00 3105.00 3180.00 3075.00 3208.00 3225.00 3236.00 3189.00 -128.00 -120.00 -56.00 -114.00
2022-09-09 3049.00 3062.00 3083.00 3030.00 3161.00 3179.00 3195.00 3149.00 -112.00 -117.00 -112.00 -119.00
2022-09-08 3076.00 3039.00 3080.00 3016.00 3180.00 3161.00 3193.00 3143.00 -104.00 -122.00 -113.00 -127.00
2022-09-07 3075.00 3057.00 3077.00 3049.00 3198.00 3177.00 3198.00 3167.00 -123.00 -120.00 -121.00 -118.00
2022-09-06 3038.00 3081.00 3090.00 3031.00 3160.00 3195.00 3197.00 3151.00 -122.00 -114.00 -107.00 -120.00
2022-09-05 3037.00 3038.00 3068.00 3022.00 3145.00 3153.00 3166.00 3133.00 -108.00 -115.00 -98.00 -111.00
2022-09-02 3030.00 3034.00 3056.00 3023.00 3160.00 3136.00 3163.00 3121.00 -130.00 -102.00 -107.00 -98.00
2022-09-01 3051.00 3055.00 3063.00 3036.00 3150.00 3154.00 3158.00 3138.00 -99.00 -99.00 -95.00 -102.00
2022-08-31 3060.00 3064.00 3085.00 3049.00 3146.00 3159.00 3170.00 3133.00 -86.00 -95.00 -85.00 -84.00
2022-08-30 3078.00 3063.00 3085.00 3055.00 3156.00 3146.00 3168.00 3143.00 -78.00 -83.00 -83.00 -88.00
2022-08-29 3010.00 3078.00 3081.00 2990.00 3099.00 3165.00 3170.00 3080.00 -89.00 -87.00 -89.00 -90.00
2022-08-26 2976.00 3005.00 3011.00 2963.00 2954.00 2986.00 2998.00 2950.00 22.00 19.00 13.00 13.00
2022-08-25 3001.00 2976.00 3015.00 2970.00 3005.00 2956.00 3005.00 2950.00 -4.00 20.00 10.00 20.00
2022-08-24 2998.00 3011.00 3034.00 2975.00 2964.00 2990.00 3005.00 2964.00 34.00 21.00 29.00 11.00
2022-08-23 2936.00 2977.00 2992.00 2935.00 2948.00 2991.00 2999.00 2940.00 -12.00 -14.00 -7.00 -5.00
2022-08-22 2978.00 2936.00 2980.00 2918.00 2976.00 2956.00 2999.00 2946.00 2.00 -20.00 -19.00 -28.00
2022-08-19 2974.00 2978.00 2993.00 2961.00 2991.00 2988.00 2996.00 2968.00 -17.00 -10.00 -3.00 -7.00
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