棉纱期货跨期套利数据回测

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:

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

关于棉纱期货跨期套利的详细数据分析,请查看文章:。

棉纱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

棉纱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

棉纱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
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
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