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：
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-07-01 | 23710.00 | 23695.00 | 23775.00 | 23555.00 | 23860.00 | 23845.00 | 23860.00 | 23780.00 | -150.00 | -150.00 | -85.00 | -225.00 |
| 2021-06-30 | 23850.00 | 23735.00 | 23905.00 | 23645.00 | 24065.00 | 23975.00 | 24065.00 | 23965.00 | -215.00 | -240.00 | -160.00 | -320.00 |
| 2021-06-29 | 23795.00 | 23815.00 | 23910.00 | 23570.00 | 24170.00 | 23950.00 | 24170.00 | 23950.00 | -375.00 | -135.00 | -260.00 | -380.00 |
| 2021-06-28 | 23725.00 | 23775.00 | 23775.00 | 23560.00 | 23970.00 | 23905.00 | 24100.00 | 23900.00 | -245.00 | -130.00 | -325.00 | -340.00 |
| 2021-06-24 | 23610.00 | 23660.00 | 23670.00 | 23580.00 | 23925.00 | 23925.00 | 23925.00 | 23925.00 | -315.00 | -265.00 | -255.00 | -345.00 |
| 2021-06-23 | 23240.00 | 23595.00 | 23600.00 | 23240.00 | 23850.00 | 23835.00 | 23850.00 | 23825.00 | -610.00 | -240.00 | -250.00 | -585.00 |
| 2021-06-21 | 23175.00 | 23215.00 | 23445.00 | 23125.00 | 23580.00 | 23580.00 | 23580.00 | 23580.00 | -405.00 | -365.00 | -135.00 | -455.00 |
| 2021-06-17 | 23485.00 | 23430.00 | 23550.00 | 23325.00 | 24310.00 | 22300.00 | 24310.00 | 22300.00 | -825.00 | 1130.00 | -760.00 | 1025.00 |
| 2021-06-15 | 23585.00 | 23440.00 | 23735.00 | 23295.00 | 23790.00 | 23790.00 | 23790.00 | 23790.00 | -205.00 | -350.00 | -55.00 | -495.00 |
| 2021-06-11 | 23665.00 | 23855.00 | 24030.00 | 23665.00 | 24305.00 | 24305.00 | 24305.00 | 24305.00 | -640.00 | -450.00 | -275.00 | -640.00 |
| 2021-06-10 | 23875.00 | 23655.00 | 23910.00 | 23620.00 | 24365.00 | 24120.00 | 24365.00 | 24120.00 | -490.00 | -465.00 | -455.00 | -500.00 |
| 2021-06-08 | 23695.00 | 23785.00 | 23785.00 | 23550.00 | 24020.00 | 24020.00 | 24020.00 | 24020.00 | -325.00 | -235.00 | -235.00 | -470.00 |
| 2021-06-04 | 23695.00 | 23695.00 | 23720.00 | 23480.00 | 24130.00 | 24130.00 | 24130.00 | 24130.00 | -435.00 | -435.00 | -410.00 | -650.00 |
| 2021-05-26 | 23420.00 | 23360.00 | 23515.00 | 23200.00 | 23700.00 | 23700.00 | 23700.00 | 23700.00 | -280.00 | -340.00 | -185.00 | -500.00 |
| 2021-05-25 | 23450.00 | 23440.00 | 23550.00 | 23370.00 | 23730.00 | 23730.00 | 23730.00 | 23730.00 | -280.00 | -290.00 | -180.00 | -360.00 |
| 2021-05-20 | 23365.00 | 23780.00 | 23815.00 | 23170.00 | 23830.00 | 23830.00 | 23830.00 | 23830.00 | -465.00 | -50.00 | -15.00 | -660.00 |
| 2021-05-18 | 23480.00 | 23595.00 | 23640.00 | 23450.00 | 24620.00 | 24620.00 | 24620.00 | 24620.00 | -1140.00 | -1025.00 | -980.00 | -1170.00 |
| 2021-05-11 | 23730.00 | 23740.00 | 23810.00 | 23405.00 | 24000.00 | 24000.00 | 24000.00 | 24000.00 | -270.00 | -260.00 | -190.00 | -595.00 |
| 2021-05-07 | 23450.00 | 23670.00 | 23880.00 | 23395.00 | 23005.00 | 23005.00 | 23005.00 | 23005.00 | 445.00 | 665.00 | 875.00 | 390.00 |
| 2021-05-06 | 23320.00 | 23455.00 | 23545.00 | 23200.00 | 22900.00 | 22900.00 | 22900.00 | 22900.00 | 420.00 | 555.00 | 645.00 | 300.00 |
| 2021-04-30 | 23590.00 | 23240.00 | 23850.00 | 23100.00 | 23400.00 | 22760.00 | 23400.00 | 22605.00 | 190.00 | 480.00 | 450.00 | 495.00 |
| 2021-04-29 | 23640.00 | 23625.00 | 23815.00 | 23550.00 | 23495.00 | 23420.00 | 23595.00 | 23350.00 | 145.00 | 205.00 | 220.00 | 200.00 |
| 2021-04-28 | 23480.00 | 23710.00 | 23900.00 | 23430.00 | 23420.00 | 23515.00 | 23680.00 | 23335.00 | 60.00 | 195.00 | 220.00 | 95.00 |
| 2021-04-27 | 23335.00 | 23490.00 | 23520.00 | 23240.00 | 23135.00 | 23420.00 | 23450.00 | 23040.00 | 200.00 | 70.00 | 70.00 | 200.00 |
| 2021-04-26 | 23405.00 | 23275.00 | 23570.00 | 23200.00 | 22830.00 | 23075.00 | 23275.00 | 22830.00 | 575.00 | 200.00 | 295.00 | 370.00 |
| 2021-04-23 | 22970.00 | 23405.00 | 23485.00 | 22800.00 | 22990.00 | 23230.00 | 23450.00 | 22945.00 | -20.00 | 175.00 | 35.00 | -145.00 |
| 2021-04-22 | 22780.00 | 23030.00 | 23120.00 | 22700.00 | 22865.00 | 23040.00 | 23130.00 | 22800.00 | -85.00 | -10.00 | -10.00 | -100.00 |
| 2021-04-21 | 22895.00 | 22840.00 | 22935.00 | 22610.00 | 22965.00 | 22880.00 | 22965.00 | 22765.00 | -70.00 | -40.00 | -30.00 | -155.00 |
| 2021-04-20 | 22940.00 | 22875.00 | 22975.00 | 22710.00 | 22960.00 | 22955.00 | 23045.00 | 22845.00 | -20.00 | -80.00 | -70.00 | -135.00 |
| 2021-04-19 | 22800.00 | 22820.00 | 22830.00 | 22585.00 | 22875.00 | 22870.00 | 22925.00 | 22800.00 | -75.00 | -50.00 | -95.00 | -215.00 |
| 2021-04-16 | 22635.00 | 22840.00 | 22920.00 | 22550.00 | 22745.00 | 22870.00 | 22980.00 | 22605.00 | -110.00 | -30.00 | -60.00 | -55.00 |
| 2021-04-15 | 22370.00 | 22650.00 | 22765.00 | 22290.00 | 22350.00 | 22700.00 | 22795.00 | 22350.00 | 20.00 | -50.00 | -30.00 | -60.00 |
| 2021-04-14 | 22225.00 | 22280.00 | 22355.00 | 22105.00 | 22245.00 | 22340.00 | 22465.00 | 22185.00 | -20.00 | -60.00 | -110.00 | -80.00 |
| 2021-04-13 | 22290.00 | 22160.00 | 22415.00 | 22055.00 | 22425.00 | 22180.00 | 22430.00 | 22090.00 | -135.00 | -20.00 | -15.00 | -35.00 |
| 2021-04-12 | 22420.00 | 22290.00 | 22650.00 | 22025.00 | 22410.00 | 22360.00 | 22540.00 | 21955.00 | 10.00 | -70.00 | 110.00 | 70.00 |
| 2021-04-09 | 22265.00 | 22475.00 | 22580.00 | 22260.00 | 22165.00 | 22410.00 | 22410.00 | 22105.00 | 100.00 | 65.00 | 170.00 | 155.00 |
| 2021-04-08 | 22195.00 | 22370.00 | 22395.00 | 22125.00 | 22360.00 | 22165.00 | 22360.00 | 22080.00 | -165.00 | 205.00 | 35.00 | 45.00 |
| 2021-04-07 | 22485.00 | 22210.00 | 22625.00 | 22210.00 | 22325.00 | 22355.00 | 22610.00 | 22250.00 | 160.00 | -145.00 | 15.00 | -40.00 |
| 2021-04-06 | 22075.00 | 22480.00 | 22550.00 | 22065.00 | 22215.00 | 22330.00 | 22440.00 | 22215.00 | -140.00 | 150.00 | 110.00 | -150.00 |
| 2021-04-02 | 21840.00 | 22215.00 | 22360.00 | 21815.00 | 22010.00 | 22355.00 | 22360.00 | 22005.00 | -170.00 | -140.00 | 0.00 | -190.00 |
| 2021-04-01 | 22100.00 | 21855.00 | 22300.00 | 21815.00 | 22505.00 | 22040.00 | 22620.00 | 22015.00 | -405.00 | -185.00 | -320.00 | -200.00 |
| 2021-03-31 | 22485.00 | 22130.00 | 22740.00 | 22100.00 | 22690.00 | 22465.00 | 22840.00 | 22465.00 | -205.00 | -335.00 | -100.00 | -365.00 |
| 2021-03-30 | 21860.00 | 22500.00 | 22570.00 | 21810.00 | 22290.00 | 22680.00 | 22705.00 | 22290.00 | -430.00 | -180.00 | -135.00 | -480.00 |
| 2021-03-29 | 21525.00 | 21790.00 | 21830.00 | 21400.00 | 22235.00 | 22210.00 | 22515.00 | 21990.00 | -710.00 | -420.00 | -685.00 | -590.00 |
| 2021-03-26 | 21600.00 | 21450.00 | 21645.00 | 21075.00 | 22250.00 | 22125.00 | 22360.00 | 21775.00 | -650.00 | -675.00 | -715.00 | -700.00 |
| 2021-03-25 | 22025.00 | 21715.00 | 22250.00 | 21560.00 | 22570.00 | 22430.00 | 23000.00 | 22245.00 | -545.00 | -715.00 | -750.00 | -685.00 |
| 2021-03-24 | 22425.00 | 22010.00 | 22425.00 | 21905.00 | 22900.00 | 22445.00 | 22900.00 | 22440.00 | -475.00 | -435.00 | -475.00 | -535.00 |
| 2021-03-23 | 22505.00 | 22455.00 | 22665.00 | 22340.00 | 22960.00 | 23040.00 | 23105.00 | 22860.00 | -455.00 | -585.00 | -440.00 | -520.00 |
| 2021-03-22 | 22570.00 | 22515.00 | 22765.00 | 22440.00 | 22840.00 | 22995.00 | 23115.00 | 22805.00 | -270.00 | -480.00 | -350.00 | -365.00 |
| 2021-03-19 | 23190.00 | 22595.00 | 23295.00 | 22570.00 | 23415.00 | 22945.00 | 23415.00 | 22945.00 | -225.00 | -350.00 | -120.00 | -375.00 |
| 2021-03-17 | 23150.00 | 23280.00 | 23355.00 | 23050.00 | 23235.00 | 23435.00 | 23435.00 | 23235.00 | -85.00 | -155.00 | -80.00 | -185.00 |
| 2021-03-16 | 23195.00 | 23095.00 | 23305.00 | 23045.00 | 23245.00 | 23260.00 | 23395.00 | 23210.00 | -50.00 | -165.00 | -90.00 | -165.00 |
| 2021-03-15 | 23465.00 | 23245.00 | 23465.00 | 23105.00 | 23430.00 | 23390.00 | 23550.00 | 23305.00 | 35.00 | -145.00 | -85.00 | -200.00 |
| 2021-03-12 | 23545.00 | 23480.00 | 23725.00 | 23390.00 | 23600.00 | 23605.00 | 23825.00 | 23590.00 | -55.00 | -125.00 | -100.00 | -200.00 |
| 2021-03-11 | 23040.00 | 23475.00 | 23575.00 | 23010.00 | 23235.00 | 23655.00 | 23655.00 | 23215.00 | -195.00 | -180.00 | -80.00 | -205.00 |
| 2021-03-10 | 23475.00 | 23115.00 | 23605.00 | 22865.00 | 23690.00 | 23200.00 | 23705.00 | 22995.00 | -215.00 | -85.00 | -100.00 | -130.00 |
| 2021-03-09 | 23895.00 | 23475.00 | 23950.00 | 23375.00 | 24040.00 | 23605.00 | 24040.00 | 23605.00 | -145.00 | -130.00 | -90.00 | -230.00 |
| 2021-03-08 | 23715.00 | 23895.00 | 24295.00 | 23560.00 | 23905.00 | 24060.00 | 24395.00 | 23795.00 | -190.00 | -165.00 | -100.00 | -235.00 |
| 2021-03-05 | 23855.00 | 23735.00 | 24005.00 | 23600.00 | 24030.00 | 23955.00 | 24045.00 | 23760.00 | -175.00 | -220.00 | -40.00 | -160.00 |
| 2021-03-04 | 24150.00 | 23800.00 | 24260.00 | 23710.00 | 24385.00 | 23920.00 | 24385.00 | 23915.00 | -235.00 | -120.00 | -125.00 | -205.00 |
| 2021-03-03 | 24505.00 | 24235.00 | 24590.00 | 24200.00 | 24465.00 | 24380.00 | 24610.00 | 24380.00 | 40.00 | -145.00 | -20.00 | -180.00 |
| 2021-03-02 | 24420.00 | 24400.00 | 25220.00 | 23945.00 | 24750.00 | 24575.00 | 25230.00 | 24235.00 | -330.00 | -175.00 | -10.00 | -290.00 |
| 2021-03-01 | 23860.00 | 24365.00 | 24475.00 | 23500.00 | 23710.00 | 24610.00 | 24615.00 | 23705.00 | 150.00 | -245.00 | -140.00 | -205.00 |
| 2021-02-26 | 24085.00 | 23855.00 | 24350.00 | 23460.00 | 24260.00 | 23945.00 | 24260.00 | 23800.00 | -175.00 | -90.00 | 90.00 | -340.00 |
| 2021-02-25 | 23690.00 | 24080.00 | 24610.00 | 23610.00 | 24000.00 | 24290.00 | 24755.00 | 24000.00 | -310.00 | -210.00 | -145.00 | -390.00 |
| 2021-02-24 | 23895.00 | 23575.00 | 23895.00 | 23530.00 | 24105.00 | 23980.00 | 24190.00 | 23885.00 | -210.00 | -405.00 | -295.00 | -355.00 |
| 2021-02-23 | 23770.00 | 23785.00 | 24435.00 | 23660.00 | 24050.00 | 24155.00 | 24730.00 | 23950.00 | -280.00 | -370.00 | -295.00 | -290.00 |
| 2021-02-22 | 23355.00 | 23865.00 | 24145.00 | 23185.00 | 23560.00 | 24075.00 | 24320.00 | 23560.00 | -205.00 | -210.00 | -175.00 | -375.00 |
| 2021-02-19 | 23200.00 | 23375.00 | 23510.00 | 22970.00 | 23555.00 | 23550.00 | 23700.00 | 23405.00 | -355.00 | -175.00 | -190.00 | -435.00 |
| 2021-02-18 | 22740.00 | 23140.00 | 23485.00 | 22740.00 | 23295.00 | 23515.00 | 23515.00 | 23290.00 | -555.00 | -375.00 | -30.00 | -550.00 |
| 2021-02-10 | 22510.00 | 22635.00 | 22650.00 | 22370.00 | 22905.00 | 23000.00 | 23000.00 | 22860.00 | -395.00 | -365.00 | -350.00 | -490.00 |
| 2021-02-09 | 22490.00 | 22535.00 | 22590.00 | 22350.00 | 22790.00 | 22825.00 | 22920.00 | 22725.00 | -300.00 | -290.00 | -330.00 | -375.00 |
| 2021-02-08 | 22460.00 | 22455.00 | 22575.00 | 22200.00 | 22825.00 | 22640.00 | 22825.00 | 22640.00 | -365.00 | -185.00 | -250.00 | -440.00 |
| 2021-02-05 | 22005.00 | 22455.00 | 22455.00 | 21935.00 | 22410.00 | 22755.00 | 22980.00 | 22410.00 | -405.00 | -300.00 | -525.00 | -475.00 |
| 2021-02-04 | 21685.00 | 22045.00 | 22145.00 | 21645.00 | 22140.00 | 22480.00 | 22560.00 | 22140.00 | -455.00 | -435.00 | -415.00 | -495.00 |
| 2021-02-03 | 21680.00 | 21675.00 | 21840.00 | 21595.00 | 22070.00 | 22125.00 | 22165.00 | 22065.00 | -390.00 | -450.00 | -325.00 | -470.00 |
| 2021-02-02 | 21785.00 | 21660.00 | 21870.00 | 21625.00 | 22170.00 | 22070.00 | 22215.00 | 22070.00 | -385.00 | -410.00 | -345.00 | -445.00 |
| 2021-02-01 | 21575.00 | 21815.00 | 21895.00 | 21555.00 | 22070.00 | 22220.00 | 22270.00 | 22070.00 | -495.00 | -405.00 | -375.00 | -515.00 |
| 2021-01-29 | 21520.00 | 21535.00 | 21745.00 | 21440.00 | 22050.00 | 21985.00 | 22070.00 | 21925.00 | -530.00 | -450.00 | -325.00 | -485.00 |
| 2021-01-28 | 21775.00 | 21475.00 | 21800.00 | 21455.00 | 22085.00 | 22020.00 | 22110.00 | 22020.00 | -310.00 | -545.00 | -310.00 | -565.00 |
| 2021-01-27 | 21545.00 | 21800.00 | 21855.00 | 21460.00 | 22030.00 | 22325.00 | 22325.00 | 21975.00 | -485.00 | -525.00 | -470.00 | -515.00 |
| 2021-01-26 | 21965.00 | 21525.00 | 21985.00 | 21485.00 | 22300.00 | 21950.00 | 22310.00 | 21940.00 | -335.00 | -425.00 | -325.00 | -455.00 |
| 2021-01-25 | 22005.00 | 21895.00 | 22125.00 | 21830.00 | 22350.00 | 22280.00 | 22460.00 | 22170.00 | -345.00 | -385.00 | -335.00 | -340.00 |
| 2021-01-22 | 22280.00 | 22125.00 | 22345.00 | 22005.00 | 22625.00 | 22515.00 | 22625.00 | 22425.00 | -345.00 | -390.00 | -280.00 | -420.00 |
| 2021-01-21 | 21980.00 | 22240.00 | 22250.00 | 21885.00 | 22280.00 | 22555.00 | 22555.00 | 22280.00 | -300.00 | -315.00 | -305.00 | -395.00 |
| 2021-01-20 | 22150.00 | 21945.00 | 22295.00 | 21845.00 | 22630.00 | 22335.00 | 22650.00 | 22325.00 | -480.00 | -390.00 | -355.00 | -480.00 |
| 2021-01-19 | 22085.00 | 22135.00 | 22245.00 | 21945.00 | 22520.00 | 22530.00 | 22625.00 | 21995.00 | -435.00 | -395.00 | -380.00 | -50.00 |
| 2021-01-18 | 21710.00 | 22070.00 | 22075.00 | 21675.00 | 22310.00 | 22515.00 | 22515.00 | 22165.00 | -600.00 | -445.00 | -440.00 | -490.00 |
| 2021-01-15 | 21715.00 | 21645.00 | 21960.00 | 21590.00 | 22155.00 | 22255.00 | 22355.00 | 22155.00 | -440.00 | -610.00 | -395.00 | -565.00 |
| 2021-01-14 | 22160.00 | 21685.00 | 22265.00 | 21660.00 | 22595.00 | 22145.00 | 22595.00 | 22145.00 | -435.00 | -460.00 | -330.00 | -485.00 |
| 2021-01-13 | 21995.00 | 22225.00 | 22300.00 | 21990.00 | 22470.00 | 22625.00 | 22670.00 | 22470.00 | -475.00 | -400.00 | -370.00 | -480.00 |
| 2021-01-12 | 22085.00 | 22020.00 | 22135.00 | 21730.00 | 22475.00 | 22420.00 | 22475.00 | 22290.00 | -390.00 | -400.00 | -340.00 | -560.00 |
| 2021-01-11 | 22390.00 | 21975.00 | 22485.00 | 21975.00 | 22770.00 | 22480.00 | 22780.00 | 22480.00 | -380.00 | -505.00 | -295.00 | -505.00 |
| 2021-01-07 | 22405.00 | 22615.00 | 22640.00 | 22295.00 | 22885.00 | 22855.00 | 22885.00 | 22695.00 | -480.00 | -240.00 | -245.00 | -400.00 |
| 2021-01-06 | 22200.00 | 22375.00 | 22435.00 | 22160.00 | 21455.00 | 21585.00 | 21585.00 | 21450.00 | 745.00 | 790.00 | 850.00 | 710.00 |
| 2021-01-05 | 22260.00 | 22200.00 | 22475.00 | 22095.00 | 21785.00 | 21415.00 | 21785.00 | 21235.00 | 475.00 | 785.00 | 690.00 | 860.00 |
| 2021-01-04 | 21835.00 | 22310.00 | 22330.00 | 21730.00 | 20850.00 | 21415.00 | 21415.00 | 20830.00 | 985.00 | 895.00 | 915.00 | 900.00 |
| 2020-12-31 | 21805.00 | 21870.00 | 21985.00 | 21720.00 | 20505.00 | 20725.00 | 20980.00 | 20480.00 | 1300.00 | 1145.00 | 1005.00 | 1240.00 |
| 2020-12-30 | 21495.00 | 21790.00 | 21845.00 | 21455.00 | 20600.00 | 20620.00 | 20695.00 | 20555.00 | 895.00 | 1170.00 | 1150.00 | 900.00 |
| 2020-12-29 | 21725.00 | 21455.00 | 21820.00 | 21420.00 | 20635.00 | 20585.00 | 20730.00 | 20550.00 | 1090.00 | 870.00 | 1090.00 | 870.00 |