本页面展示棉纱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:
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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。
关于棉纱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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-12-08 | 19950.00 | 19915.00 | 19995.00 | 19915.00 | 19825.00 | 19775.00 | 19825.00 | 19750.00 | 125.00 | 140.00 | 170.00 | 165.00 |
| 2025-12-05 | 20115.00 | 20005.00 | 20145.00 | 19920.00 | 19900.00 | 19795.00 | 19910.00 | 19785.00 | 215.00 | 210.00 | 235.00 | 135.00 |
| 2025-12-04 | 19975.00 | 20095.00 | 20110.00 | 19945.00 | 19955.00 | 19890.00 | 19965.00 | 19865.00 | 20.00 | 205.00 | 145.00 | 80.00 |
| 2025-12-03 | 19980.00 | 19925.00 | 20015.00 | 19840.00 | 19935.00 | 19990.00 | 19990.00 | 19855.00 | 45.00 | -65.00 | 25.00 | -15.00 |
| 2025-12-02 | 20040.00 | 20005.00 | 20045.00 | 19980.00 | 19935.00 | 19940.00 | 20025.00 | 19895.00 | 105.00 | 65.00 | 20.00 | 85.00 |
| 2025-11-28 | 20030.00 | 20090.00 | 20120.00 | 20030.00 | 20100.00 | 20265.00 | 20265.00 | 20100.00 | -70.00 | -175.00 | -145.00 | -70.00 |
| 2025-11-27 | 20090.00 | 20050.00 | 20095.00 | 20035.00 | 20255.00 | 20050.00 | 20255.00 | 20050.00 | -165.00 | 0.00 | -160.00 | -15.00 |
| 2025-11-26 | 20065.00 | 20070.00 | 20125.00 | 20025.00 | 20200.00 | 20030.00 | 20200.00 | 20030.00 | -135.00 | 40.00 | -75.00 | -5.00 |
| 2025-11-25 | 20095.00 | 20065.00 | 20145.00 | 20035.00 | 20235.00 | 19970.00 | 20235.00 | 19970.00 | -140.00 | 95.00 | -90.00 | 65.00 |
| 2025-11-24 | 19775.00 | 20075.00 | 20095.00 | 19745.00 | 19970.00 | 20060.00 | 20060.00 | 19945.00 | -195.00 | 15.00 | 35.00 | -200.00 |
| 2025-11-17 | 19680.00 | 19740.00 | 19795.00 | 19645.00 | 19795.00 | 19875.00 | 19875.00 | 19795.00 | -115.00 | -135.00 | -80.00 | -150.00 |
| 2025-11-11 | 19865.00 | 19855.00 | 19930.00 | 19830.00 | 19660.00 | 19790.00 | 19790.00 | 19550.00 | 205.00 | 65.00 | 140.00 | 280.00 |
| 2025-11-10 | 19850.00 | 19865.00 | 19900.00 | 19735.00 | 19085.00 | 19855.00 | 19900.00 | 19085.00 | 765.00 | 10.00 | 0.00 | 650.00 |
| 2025-11-07 | 19875.00 | 19850.00 | 19905.00 | 19790.00 | 19820.00 | 19820.00 | 19820.00 | 19820.00 | 55.00 | 30.00 | 85.00 | -30.00 |
| 2025-11-05 | 19790.00 | 19820.00 | 19850.00 | 19710.00 | 19415.00 | 19665.00 | 19665.00 | 19415.00 | 375.00 | 155.00 | 185.00 | 295.00 |
| 2025-10-31 | 19860.00 | 19875.00 | 19970.00 | 19845.00 | 19495.00 | 19700.00 | 19720.00 | 19410.00 | 365.00 | 175.00 | 250.00 | 435.00 |
| 2025-10-30 | 19900.00 | 19895.00 | 19985.00 | 19840.00 | 19895.00 | 19880.00 | 19940.00 | 19790.00 | 5.00 | 15.00 | 45.00 | 50.00 |
| 2025-10-29 | 19745.00 | 19865.00 | 19870.00 | 19730.00 | 19980.00 | 19895.00 | 20005.00 | 19880.00 | -235.00 | -30.00 | -135.00 | -150.00 |
| 2025-10-28 | 19820.00 | 19765.00 | 19820.00 | 19735.00 | 19830.00 | 19860.00 | 20090.00 | 19805.00 | -10.00 | -95.00 | -270.00 | -70.00 |
| 2025-10-27 | 19810.00 | 19770.00 | 19855.00 | 19760.00 | 20080.00 | 19930.00 | 20080.00 | 19930.00 | -270.00 | -160.00 | -225.00 | -170.00 |
| 2025-10-24 | 19800.00 | 19810.00 | 19875.00 | 19765.00 | 20020.00 | 19885.00 | 20020.00 | 19860.00 | -220.00 | -75.00 | -145.00 | -95.00 |
| 2025-10-23 | 19745.00 | 19820.00 | 19850.00 | 19725.00 | 19970.00 | 19995.00 | 20050.00 | 19950.00 | -225.00 | -175.00 | -200.00 | -225.00 |
| 2025-10-22 | 19760.00 | 19760.00 | 19775.00 | 19705.00 | 19985.00 | 19975.00 | 20035.00 | 19935.00 | -225.00 | -215.00 | -260.00 | -230.00 |
| 2025-10-21 | 19580.00 | 19775.00 | 19780.00 | 19565.00 | 19920.00 | 20030.00 | 20050.00 | 19875.00 | -340.00 | -255.00 | -270.00 | -310.00 |
| 2025-10-20 | 19490.00 | 19605.00 | 19660.00 | 19490.00 | 19790.00 | 19960.00 | 19960.00 | 19790.00 | -300.00 | -355.00 | -300.00 | -300.00 |
| 2025-10-17 | 19385.00 | 19470.00 | 19505.00 | 19380.00 | 19755.00 | 19750.00 | 19800.00 | 19720.00 | -370.00 | -280.00 | -295.00 | -340.00 |
| 2025-10-16 | 19310.00 | 19405.00 | 19415.00 | 19295.00 | 19675.00 | 19760.00 | 19770.00 | 19670.00 | -365.00 | -355.00 | -355.00 | -375.00 |
| 2025-10-15 | 19320.00 | 19325.00 | 19345.00 | 19235.00 | 19675.00 | 19675.00 | 19705.00 | 19610.00 | -355.00 | -350.00 | -360.00 | -375.00 |
| 2025-10-14 | 19395.00 | 19290.00 | 19395.00 | 19280.00 | 19680.00 | 19675.00 | 19720.00 | 19630.00 | -285.00 | -385.00 | -325.00 | -350.00 |
| 2025-10-13 | 19290.00 | 19360.00 | 19435.00 | 19270.00 | 19715.00 | 19720.00 | 19790.00 | 19645.00 | -425.00 | -360.00 | -355.00 | -375.00 |
| 2025-10-10 | 19350.00 | 19375.00 | 19490.00 | 19330.00 | 19520.00 | 19755.00 | 19805.00 | 19520.00 | -170.00 | -380.00 | -315.00 | -190.00 |
| 2025-10-09 | 19385.00 | 19545.00 | 19550.00 | 19375.00 | 19380.00 | 19375.00 | 19480.00 | 19330.00 | 5.00 | 170.00 | 70.00 | 45.00 |
| 2025-09-30 | 19475.00 | 19410.00 | 19495.00 | 19290.00 | 19440.00 | 19335.00 | 19440.00 | 19290.00 | 35.00 | 75.00 | 55.00 | 0.00 |
| 2025-09-29 | 19610.00 | 19495.00 | 19615.00 | 19455.00 | 19545.00 | 19485.00 | 19550.00 | 19450.00 | 65.00 | 10.00 | 65.00 | 5.00 |
| 2025-09-26 | 19800.00 | 19610.00 | 19800.00 | 19605.00 | 19710.00 | 19550.00 | 19710.00 | 19530.00 | 90.00 | 60.00 | 90.00 | 75.00 |
| 2025-09-25 | 19880.00 | 19780.00 | 19905.00 | 19670.00 | 19710.00 | 19680.00 | 19730.00 | 19585.00 | 170.00 | 100.00 | 175.00 | 85.00 |
| 2025-09-24 | 19705.00 | 19860.00 | 19860.00 | 19690.00 | 19680.00 | 19710.00 | 19735.00 | 19660.00 | 25.00 | 150.00 | 125.00 | 30.00 |
| 2025-09-23 | 19640.00 | 19660.00 | 19695.00 | 19600.00 | 19655.00 | 19635.00 | 19675.00 | 19600.00 | -15.00 | 25.00 | 20.00 | 0.00 |
| 2025-09-22 | 19765.00 | 19675.00 | 19815.00 | 19590.00 | 19765.00 | 19680.00 | 19825.00 | 19610.00 | 0.00 | -5.00 | -10.00 | -20.00 |
| 2025-09-19 | 19760.00 | 19735.00 | 19825.00 | 19730.00 | 19785.00 | 19765.00 | 19835.00 | 19760.00 | -25.00 | -30.00 | -10.00 | -30.00 |
| 2025-09-18 | 19995.00 | 19765.00 | 20005.00 | 19765.00 | 19850.00 | 19810.00 | 19980.00 | 19805.00 | 145.00 | -45.00 | 25.00 | -40.00 |
| 2025-09-17 | 19975.00 | 19910.00 | 20090.00 | 19880.00 | 19970.00 | 19935.00 | 20070.00 | 19925.00 | 5.00 | -25.00 | 20.00 | -45.00 |
| 2025-09-16 | 19855.00 | 19950.00 | 20070.00 | 19855.00 | 19930.00 | 19965.00 | 20020.00 | 19900.00 | -75.00 | -15.00 | 50.00 | -45.00 |
| 2025-09-15 | 19855.00 | 19900.00 | 19940.00 | 19830.00 | 19955.00 | 19910.00 | 19955.00 | 19860.00 | -100.00 | -10.00 | -15.00 | -30.00 |
| 2025-09-12 | 19850.00 | 19845.00 | 19895.00 | 19805.00 | 19830.00 | 19875.00 | 19885.00 | 19825.00 | 20.00 | -30.00 | 10.00 | -20.00 |
| 2025-09-11 | 19875.00 | 19870.00 | 19960.00 | 19825.00 | 19960.00 | 19870.00 | 19960.00 | 19835.00 | -85.00 | 0.00 | 0.00 | -10.00 |
| 2025-09-10 | 19900.00 | 19895.00 | 19935.00 | 19845.00 | 19890.00 | 19890.00 | 19910.00 | 19835.00 | 10.00 | 5.00 | 25.00 | 10.00 |
| 2025-09-09 | 19945.00 | 19890.00 | 19965.00 | 19880.00 | 19925.00 | 19875.00 | 19935.00 | 19865.00 | 20.00 | 15.00 | 30.00 | 15.00 |
| 2025-09-08 | 19975.00 | 19930.00 | 19990.00 | 19915.00 | 19945.00 | 19915.00 | 19995.00 | 19895.00 | 30.00 | 15.00 | -5.00 | 20.00 |
| 2025-09-05 | 19960.00 | 19965.00 | 20010.00 | 19920.00 | 19975.00 | 19985.00 | 20005.00 | 19945.00 | -15.00 | -20.00 | 5.00 | -25.00 |
| 2025-09-04 | 19970.00 | 19975.00 | 20075.00 | 19930.00 | 19945.00 | 19995.00 | 20060.00 | 19935.00 | 25.00 | -20.00 | 15.00 | -5.00 |
| 2025-09-03 | 19940.00 | 19965.00 | 20035.00 | 19940.00 | 20065.00 | 19995.00 | 20065.00 | 19925.00 | -125.00 | -30.00 | -30.00 | 15.00 |
| 2025-09-02 | 19975.00 | 19995.00 | 20205.00 | 19960.00 | 19985.00 | 20035.00 | 20180.00 | 19975.00 | -10.00 | -40.00 | 25.00 | -15.00 |
| 2025-09-01 | 20165.00 | 20020.00 | 20165.00 | 19780.00 | 20225.00 | 20025.00 | 20225.00 | 19860.00 | -60.00 | -5.00 | -60.00 | -80.00 |
| 2025-08-29 | 20110.00 | 20140.00 | 20280.00 | 20095.00 | 20140.00 | 20205.00 | 20320.00 | 20140.00 | -30.00 | -65.00 | -40.00 | -45.00 |
| 2025-08-28 | 20050.00 | 20090.00 | 20150.00 | 20015.00 | 20025.00 | 20090.00 | 20145.00 | 19990.00 | 25.00 | 0.00 | 5.00 | 25.00 |
| 2025-08-27 | 20105.00 | 20100.00 | 20155.00 | 20070.00 | 20095.00 | 20095.00 | 20150.00 | 20070.00 | 10.00 | 5.00 | 5.00 | 0.00 |
| 2025-08-26 | 20155.00 | 20130.00 | 20205.00 | 20120.00 | 20195.00 | 20160.00 | 20195.00 | 20130.00 | -40.00 | -30.00 | 10.00 | -10.00 |
| 2025-08-25 | 20080.00 | 20165.00 | 20195.00 | 20080.00 | 20060.00 | 20115.00 | 20135.00 | 20050.00 | 20.00 | 50.00 | 60.00 | 30.00 |
| 2025-08-22 | 20035.00 | 20060.00 | 20135.00 | 20000.00 | 20000.00 | 20060.00 | 20085.00 | 20000.00 | 35.00 | 0.00 | 50.00 | 0.00 |
| 2025-08-21 | 20070.00 | 20060.00 | 20115.00 | 20025.00 | 20050.00 | 20025.00 | 20070.00 | 20005.00 | 20.00 | 35.00 | 45.00 | 20.00 |
| 2025-08-20 | 20125.00 | 20065.00 | 20165.00 | 19905.00 | 20100.00 | 20085.00 | 20140.00 | 19955.00 | 25.00 | -20.00 | 25.00 | -50.00 |
| 2025-08-19 | 20180.00 | 20145.00 | 20215.00 | 20120.00 | 20205.00 | 20140.00 | 20205.00 | 20115.00 | -25.00 | 5.00 | 10.00 | 5.00 |
| 2025-08-18 | 20185.00 | 20155.00 | 20200.00 | 20115.00 | 20085.00 | 20120.00 | 20145.00 | 20070.00 | 100.00 | 35.00 | 55.00 | 45.00 |
| 2025-08-15 | 20240.00 | 20185.00 | 20265.00 | 20145.00 | 20125.00 | 20100.00 | 20170.00 | 20060.00 | 115.00 | 85.00 | 95.00 | 85.00 |
| 2025-08-14 | 20170.00 | 20255.00 | 20280.00 | 20090.00 | 20080.00 | 20150.00 | 20170.00 | 20045.00 | 90.00 | 105.00 | 110.00 | 45.00 |
| 2025-08-13 | 20020.00 | 20195.00 | 20240.00 | 20000.00 | 19995.00 | 20115.00 | 20160.00 | 19995.00 | 25.00 | 80.00 | 80.00 | 5.00 |
| 2025-08-12 | 19810.00 | 20015.00 | 20030.00 | 19775.00 | 19915.00 | 19995.00 | 20000.00 | 19915.00 | -105.00 | 20.00 | 30.00 | -140.00 |
| 2025-08-11 | 19580.00 | 19790.00 | 19855.00 | 19550.00 | 19925.00 | 19900.00 | 19970.00 | 19885.00 | -345.00 | -110.00 | -115.00 | -335.00 |
| 2025-08-08 | 19795.00 | 19605.00 | 19795.00 | 19590.00 | 19895.00 | 19885.00 | 19925.00 | 19855.00 | -100.00 | -280.00 | -130.00 | -265.00 |
| 2025-08-07 | 19680.00 | 19705.00 | 19765.00 | 19675.00 | 19945.00 | 19900.00 | 19945.00 | 19875.00 | -265.00 | -195.00 | -180.00 | -200.00 |
| 2025-08-06 | 19665.00 | 19710.00 | 19775.00 | 19625.00 | 19850.00 | 19900.00 | 19970.00 | 19850.00 | -185.00 | -190.00 | -195.00 | -225.00 |
| 2025-08-05 | 19760.00 | 19670.00 | 19820.00 | 19655.00 | 19790.00 | 19845.00 | 19880.00 | 19790.00 | -30.00 | -175.00 | -60.00 | -135.00 |
| 2025-08-04 | 19730.00 | 19825.00 | 19855.00 | 19680.00 | 19735.00 | 19760.00 | 19830.00 | 19700.00 | -5.00 | 65.00 | 25.00 | -20.00 |
| 2025-08-01 | 19760.00 | 19740.00 | 19850.00 | 19680.00 | 19650.00 | 19680.00 | 19785.00 | 19650.00 | 110.00 | 60.00 | 65.00 | 30.00 |
| 2025-07-31 | 19875.00 | 19770.00 | 19945.00 | 19755.00 | 19700.00 | 19710.00 | 19895.00 | 19700.00 | 175.00 | 60.00 | 50.00 | 55.00 |
| 2025-07-30 | 19960.00 | 19870.00 | 20000.00 | 19855.00 | 19960.00 | 19700.00 | 19970.00 | 19690.00 | 0.00 | 170.00 | 30.00 | 165.00 |
| 2025-07-29 | 20215.00 | 19995.00 | 20310.00 | 19950.00 | 20220.00 | 20005.00 | 20220.00 | 19955.00 | -5.00 | -10.00 | 90.00 | -5.00 |
| 2025-07-28 | 20375.00 | 20235.00 | 20540.00 | 20210.00 | 20260.00 | 20165.00 | 20435.00 | 20165.00 | 115.00 | 70.00 | 105.00 | 45.00 |
| 2025-07-25 | 20390.00 | 20370.00 | 20530.00 | 20315.00 | 20335.00 | 20280.00 | 20420.00 | 20275.00 | 55.00 | 90.00 | 110.00 | 40.00 |
| 2025-07-24 | 20325.00 | 20360.00 | 20400.00 | 20270.00 | 20225.00 | 20265.00 | 20300.00 | 20225.00 | 100.00 | 95.00 | 100.00 | 45.00 |
| 2025-07-23 | 20465.00 | 20350.00 | 20495.00 | 20340.00 | 20330.00 | 20270.00 | 20370.00 | 20270.00 | 135.00 | 80.00 | 125.00 | 70.00 |
| 2025-07-22 | 20420.00 | 20430.00 | 20465.00 | 20305.00 | 20225.00 | 20235.00 | 20270.00 | 20215.00 | 195.00 | 195.00 | 195.00 | 90.00 |
| 2025-07-21 | 20540.00 | 20390.00 | 20540.00 | 20385.00 | 20225.00 | 20215.00 | 20295.00 | 20200.00 | 315.00 | 175.00 | 245.00 | 185.00 |
| 2025-07-18 | 20470.00 | 20520.00 | 20600.00 | 20410.00 | 20275.00 | 20200.00 | 20365.00 | 20200.00 | 195.00 | 320.00 | 235.00 | 210.00 |
| 2025-07-17 | 20170.00 | 20430.00 | 20470.00 | 20170.00 | 20165.00 | 20285.00 | 20380.00 | 20135.00 | 5.00 | 145.00 | 90.00 | 35.00 |
| 2025-07-16 | 20020.00 | 20180.00 | 20205.00 | 20020.00 | 20045.00 | 20135.00 | 20145.00 | 20010.00 | -25.00 | 45.00 | 60.00 | 10.00 |
| 2025-07-15 | 20140.00 | 20050.00 | 20150.00 | 19980.00 | 20040.00 | 20035.00 | 20090.00 | 19985.00 | 100.00 | 15.00 | 60.00 | -5.00 |
| 2025-07-14 | 20070.00 | 20120.00 | 20170.00 | 20060.00 | 20095.00 | 20070.00 | 20145.00 | 20070.00 | -25.00 | 50.00 | 25.00 | -10.00 |
| 2025-07-11 | 20055.00 | 20095.00 | 20125.00 | 20015.00 | 20045.00 | 20090.00 | 20105.00 | 20015.00 | 10.00 | 5.00 | 20.00 | 0.00 |
| 2025-07-10 | 19985.00 | 20030.00 | 20060.00 | 19955.00 | 20020.00 | 19980.00 | 20060.00 | 19980.00 | -35.00 | 50.00 | 0.00 | -25.00 |
| 2025-07-03 | 20065.00 | 20035.00 | 20100.00 | 20005.00 | 19950.00 | 19950.00 | 19950.00 | 19950.00 | 115.00 | 85.00 | 150.00 | 55.00 |
| 2025-07-02 | 20040.00 | 20075.00 | 20140.00 | 19990.00 | 19845.00 | 20030.00 | 20035.00 | 19845.00 | 195.00 | 45.00 | 105.00 | 145.00 |
| 2025-06-30 | 20125.00 | 19990.00 | 20245.00 | 19975.00 | 20025.00 | 20010.00 | 20160.00 | 19945.00 | 100.00 | -20.00 | 85.00 | 30.00 |
| 2025-06-27 | 20050.00 | 20105.00 | 20155.00 | 20040.00 | 20005.00 | 20090.00 | 20115.00 | 19960.00 | 45.00 | 15.00 | 40.00 | 80.00 |
| 2025-06-26 | 20000.00 | 20060.00 | 20135.00 | 19985.00 | 19970.00 | 19955.00 | 20005.00 | 19915.00 | 30.00 | 105.00 | 130.00 | 70.00 |
| 2025-06-25 | 19925.00 | 19995.00 | 20050.00 | 19840.00 | 19810.00 | 19880.00 | 19945.00 | 19755.00 | 115.00 | 115.00 | 105.00 | 85.00 |
| 2025-06-24 | 19700.00 | 19905.00 | 19935.00 | 19700.00 | 19690.00 | 19790.00 | 19820.00 | 19685.00 | 10.00 | 115.00 | 115.00 | 15.00 |
| 2025-06-23 | 19740.00 | 19700.00 | 19805.00 | 19660.00 | 19765.00 | 19705.00 | 19805.00 | 19680.00 | -25.00 | -5.00 | 0.00 | -20.00 |
| 2025-06-20 | 19765.00 | 19735.00 | 19830.00 | 19715.00 | 19800.00 | 19755.00 | 19830.00 | 19750.00 | -35.00 | -20.00 | 0.00 | -35.00 |