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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-01-14 | 22425.00 | 22160.00 | 22460.00 | 22030.00 | 22750.00 | 22750.00 | 22750.00 | 22750.00 | -325.00 | -590.00 | -290.00 | -720.00 |
| 2020-01-08 | 22180.00 | 22180.00 | 22210.00 | 21995.00 | 22685.00 | 22700.00 | 22705.00 | 22685.00 | -505.00 | -520.00 | -495.00 | -690.00 |
| 2020-01-06 | 21905.00 | 22035.00 | 22100.00 | 21770.00 | 19760.00 | 19510.00 | 19760.00 | 19500.00 | 2145.00 | 2525.00 | 2340.00 | 2270.00 |
| 2020-01-03 | 22015.00 | 21985.00 | 22160.00 | 21910.00 | 19700.00 | 19930.00 | 19930.00 | 19700.00 | 2315.00 | 2055.00 | 2230.00 | 2210.00 |
| 2020-01-02 | 22145.00 | 21980.00 | 22395.00 | 21880.00 | 19500.00 | 19705.00 | 19935.00 | 19500.00 | 2645.00 | 2275.00 | 2460.00 | 2380.00 |
| 2019-12-31 | 22180.00 | 22110.00 | 22240.00 | 22015.00 | 19160.00 | 19290.00 | 19615.00 | 19000.00 | 3020.00 | 2820.00 | 2625.00 | 3015.00 |
| 2019-12-30 | 21700.00 | 22170.00 | 22325.00 | 21645.00 | 19520.00 | 19150.00 | 19690.00 | 19140.00 | 2180.00 | 3020.00 | 2635.00 | 2505.00 |
| 2019-12-27 | 21455.00 | 21695.00 | 21755.00 | 21435.00 | 19330.00 | 19545.00 | 19545.00 | 19310.00 | 2125.00 | 2150.00 | 2210.00 | 2125.00 |
| 2019-12-26 | 21320.00 | 21455.00 | 21490.00 | 21320.00 | 19240.00 | 19380.00 | 19385.00 | 19115.00 | 2080.00 | 2075.00 | 2105.00 | 2205.00 |
| 2019-12-25 | 21430.00 | 21355.00 | 21455.00 | 21320.00 | 19720.00 | 19555.00 | 19720.00 | 19555.00 | 1710.00 | 1800.00 | 1735.00 | 1765.00 |
| 2019-12-24 | 21385.00 | 21425.00 | 21480.00 | 21385.00 | 19590.00 | 19585.00 | 19800.00 | 19575.00 | 1795.00 | 1840.00 | 1680.00 | 1810.00 |
| 2019-12-23 | 21425.00 | 21385.00 | 21540.00 | 21340.00 | 19565.00 | 19735.00 | 19735.00 | 19545.00 | 1860.00 | 1650.00 | 1805.00 | 1795.00 |
| 2019-12-20 | 21430.00 | 21445.00 | 21500.00 | 21400.00 | 19520.00 | 19580.00 | 19725.00 | 19520.00 | 1910.00 | 1865.00 | 1775.00 | 1880.00 |
| 2019-12-19 | 21345.00 | 21450.00 | 21470.00 | 21305.00 | 19630.00 | 19585.00 | 19630.00 | 19460.00 | 1715.00 | 1865.00 | 1840.00 | 1845.00 |
| 2019-12-18 | 21405.00 | 21355.00 | 21455.00 | 21305.00 | 19350.00 | 19480.00 | 19680.00 | 19350.00 | 2055.00 | 1875.00 | 1775.00 | 1955.00 |
| 2019-12-17 | 21365.00 | 21400.00 | 21435.00 | 21335.00 | 20275.00 | 19655.00 | 20320.00 | 19655.00 | 1090.00 | 1745.00 | 1115.00 | 1680.00 |
| 2019-12-16 | 21405.00 | 21375.00 | 21455.00 | 21190.00 | 20600.00 | 20370.00 | 20600.00 | 20305.00 | 805.00 | 1005.00 | 855.00 | 885.00 |
| 2019-12-13 | 21275.00 | 21380.00 | 21490.00 | 21210.00 | 20565.00 | 20620.00 | 20700.00 | 20560.00 | 710.00 | 760.00 | 790.00 | 650.00 |
| 2019-12-12 | 21135.00 | 21295.00 | 21315.00 | 21135.00 | 20650.00 | 20645.00 | 20800.00 | 20495.00 | 485.00 | 650.00 | 515.00 | 640.00 |
| 2019-12-11 | 21115.00 | 21135.00 | 21265.00 | 21110.00 | 20800.00 | 20665.00 | 20900.00 | 20660.00 | 315.00 | 470.00 | 365.00 | 450.00 |
| 2019-12-10 | 21195.00 | 21150.00 | 21195.00 | 21090.00 | 20810.00 | 20845.00 | 20855.00 | 20780.00 | 385.00 | 305.00 | 340.00 | 310.00 |
| 2019-12-09 | 21290.00 | 21205.00 | 21290.00 | 21160.00 | 20845.00 | 20855.00 | 20920.00 | 20065.00 | 445.00 | 350.00 | 370.00 | 1095.00 |
| 2019-12-06 | 21040.00 | 21245.00 | 21250.00 | 20960.00 | 20755.00 | 20815.00 | 20945.00 | 20655.00 | 285.00 | 430.00 | 305.00 | 305.00 |
| 2019-12-05 | 20920.00 | 21025.00 | 21025.00 | 20870.00 | 20650.00 | 20725.00 | 20745.00 | 20610.00 | 270.00 | 300.00 | 280.00 | 260.00 |
| 2019-12-04 | 20855.00 | 20860.00 | 20930.00 | 20815.00 | 20500.00 | 20645.00 | 20660.00 | 20425.00 | 355.00 | 215.00 | 270.00 | 390.00 |
| 2019-12-03 | 20630.00 | 20545.00 | 20705.00 | 20455.00 | 21060.00 | 20970.00 | 21170.00 | 20900.00 | -430.00 | -425.00 | -465.00 | -445.00 |
| 2019-12-02 | 20785.00 | 20640.00 | 20880.00 | 20610.00 | 20415.00 | 21090.00 | 21335.00 | 20415.00 | 370.00 | -450.00 | -455.00 | 195.00 |
| 2019-11-29 | 20730.00 | 20790.00 | 20815.00 | 20670.00 | 22055.00 | 21275.00 | 22055.00 | 21205.00 | -1325.00 | -485.00 | -1240.00 | -535.00 |
| 2019-11-28 | 20810.00 | 20695.00 | 20900.00 | 20660.00 | 21290.00 | 21200.00 | 21290.00 | 21200.00 | -480.00 | -505.00 | -390.00 | -540.00 |
| 2019-11-27 | 20845.00 | 20800.00 | 20915.00 | 20755.00 | 21485.00 | 21195.00 | 21485.00 | 21195.00 | -640.00 | -395.00 | -570.00 | -440.00 |
| 2019-11-26 | 20680.00 | 20870.00 | 20970.00 | 20605.00 | 21510.00 | 21510.00 | 21510.00 | 21510.00 | -830.00 | -640.00 | -540.00 | -905.00 |
| 2019-11-25 | 20540.00 | 20655.00 | 20695.00 | 20510.00 | 20990.00 | 21290.00 | 21290.00 | 20990.00 | -450.00 | -635.00 | -595.00 | -480.00 |
| 2019-11-22 | 20665.00 | 20555.00 | 20705.00 | 20555.00 | 21340.00 | 21250.00 | 21410.00 | 21250.00 | -675.00 | -695.00 | -705.00 | -695.00 |
| 2019-11-19 | 20905.00 | 20710.00 | 20950.00 | 20665.00 | 21495.00 | 21495.00 | 21495.00 | 21495.00 | -590.00 | -785.00 | -545.00 | -830.00 |
| 2019-11-14 | 20920.00 | 21050.00 | 21085.00 | 20855.00 | 21620.00 | 21700.00 | 21735.00 | 21565.00 | -700.00 | -650.00 | -650.00 | -710.00 |
| 2019-11-13 | 20620.00 | 20910.00 | 20925.00 | 20580.00 | 21280.00 | 21455.00 | 21610.00 | 21280.00 | -660.00 | -545.00 | -685.00 | -700.00 |
| 2019-11-12 | 20635.00 | 20600.00 | 20655.00 | 20445.00 | 21150.00 | 21170.00 | 21170.00 | 21150.00 | -515.00 | -570.00 | -515.00 | -705.00 |
| 2019-11-07 | 21125.00 | 20980.00 | 21160.00 | 20930.00 | 21540.00 | 21540.00 | 21540.00 | 21540.00 | -415.00 | -560.00 | -380.00 | -610.00 |
| 2019-11-06 | 21140.00 | 21125.00 | 21155.00 | 21045.00 | 21635.00 | 21635.00 | 21635.00 | 21635.00 | -495.00 | -510.00 | -480.00 | -590.00 |
| 2019-10-31 | 21065.00 | 21150.00 | 21340.00 | 21060.00 | 21475.00 | 21665.00 | 21690.00 | 21475.00 | -410.00 | -515.00 | -350.00 | -415.00 |
| 2019-10-29 | 20975.00 | 21060.00 | 21160.00 | 20915.00 | 21430.00 | 21605.00 | 21605.00 | 21430.00 | -455.00 | -545.00 | -445.00 | -515.00 |
| 2019-10-28 | 20875.00 | 20985.00 | 21180.00 | 20795.00 | 21610.00 | 21450.00 | 21710.00 | 21285.00 | -735.00 | -465.00 | -530.00 | -490.00 |
| 2019-10-15 | 20665.00 | 20605.00 | 20790.00 | 20540.00 | 21185.00 | 21185.00 | 21185.00 | 21185.00 | -520.00 | -580.00 | -395.00 | -645.00 |
| 2019-09-30 | 20100.00 | 20055.00 | 20190.00 | 19900.00 | 21715.00 | 21715.00 | 21715.00 | 21715.00 | -1615.00 | -1660.00 | -1525.00 | -1815.00 |
| 2019-09-25 | 20535.00 | 20510.00 | 20580.00 | 20480.00 | 20800.00 | 20800.00 | 20800.00 | 20800.00 | -265.00 | -290.00 | -220.00 | -320.00 |
| 2019-09-24 | 20775.00 | 20535.00 | 20880.00 | 20535.00 | 21000.00 | 21000.00 | 21000.00 | 21000.00 | -225.00 | -465.00 | -120.00 | -465.00 |
| 2019-09-18 | 21230.00 | 20850.00 | 21280.00 | 20780.00 | 21470.00 | 21215.00 | 21470.00 | 21215.00 | -240.00 | -365.00 | -190.00 | -435.00 |
| 2019-09-17 | 21385.00 | 21235.00 | 21520.00 | 21110.00 | 21650.00 | 21660.00 | 21660.00 | 21650.00 | -265.00 | -425.00 | -140.00 | -540.00 |
| 2019-09-16 | 21555.00 | 21310.00 | 21900.00 | 21260.00 | 21570.00 | 21570.00 | 21570.00 | 21570.00 | -15.00 | -260.00 | 330.00 | -310.00 |
| 2019-09-12 | 21110.00 | 21250.00 | 21305.00 | 20980.00 | 21400.00 | 21580.00 | 21580.00 | 21400.00 | -290.00 | -330.00 | -275.00 | -420.00 |
| 2019-09-10 | 20835.00 | 21110.00 | 21175.00 | 20805.00 | 21400.00 | 21325.00 | 21400.00 | 21325.00 | -565.00 | -215.00 | -225.00 | -520.00 |
| 2019-09-06 | 20495.00 | 20840.00 | 21200.00 | 20495.00 | 21180.00 | 21190.00 | 21190.00 | 21180.00 | -685.00 | -350.00 | 10.00 | -685.00 |
| 2019-08-16 | 20565.00 | 20515.00 | 20590.00 | 20485.00 | 21200.00 | 21200.00 | 21200.00 | 21200.00 | -635.00 | -685.00 | -610.00 | -715.00 |
| 2019-08-14 | 20410.00 | 20660.00 | 20920.00 | 20305.00 | 21305.00 | 21305.00 | 21305.00 | 21305.00 | -895.00 | -645.00 | -385.00 | -1000.00 |
| 2019-08-09 | 20370.00 | 20345.00 | 20520.00 | 20285.00 | 21225.00 | 21225.00 | 21225.00 | 21225.00 | -855.00 | -880.00 | -705.00 | -940.00 |
| 2019-08-07 | 20505.00 | 20390.00 | 20590.00 | 20315.00 | 20945.00 | 20945.00 | 20945.00 | 20945.00 | -440.00 | -555.00 | -355.00 | -630.00 |
| 2019-07-29 | 21495.00 | 21425.00 | 21940.00 | 21255.00 | 21860.00 | 21885.00 | 21885.00 | 21860.00 | -365.00 | -460.00 | 55.00 | -605.00 |
| 2019-07-10 | 21180.00 | 21310.00 | 21410.00 | 20975.00 | 21795.00 | 22005.00 | 22480.00 | 21795.00 | -615.00 | -695.00 | -1070.00 | -820.00 |
| 2019-07-03 | 22220.00 | 22080.00 | 22220.00 | 21905.00 | 22975.00 | 22975.00 | 22975.00 | 22975.00 | -755.00 | -895.00 | -755.00 | -1070.00 |
| 2019-06-25 | 21440.00 | 21570.00 | 21575.00 | 21355.00 | 22400.00 | 23145.00 | 23145.00 | 22400.00 | -960.00 | -1575.00 | -1570.00 | -1045.00 |
| 2019-06-24 | 21495.00 | 21450.00 | 21625.00 | 21415.00 | 22580.00 | 22205.00 | 22580.00 | 22205.00 | -1085.00 | -755.00 | -955.00 | -790.00 |
| 2019-06-21 | 21730.00 | 21500.00 | 21745.00 | 21360.00 | 22145.00 | 22110.00 | 22480.00 | 22110.00 | -415.00 | -610.00 | -735.00 | -750.00 |
| 2019-06-19 | 21230.00 | 21775.00 | 21900.00 | 21195.00 | 22180.00 | 21985.00 | 22180.00 | 21985.00 | -950.00 | -210.00 | -280.00 | -790.00 |
| 2019-06-18 | 21255.00 | 21215.00 | 21385.00 | 21090.00 | 21555.00 | 21500.00 | 21650.00 | 21500.00 | -300.00 | -285.00 | -265.00 | -410.00 |
| 2019-06-14 | 21395.00 | 21310.00 | 21515.00 | 21250.00 | 21520.00 | 21465.00 | 21545.00 | 21415.00 | -125.00 | -155.00 | -30.00 | -165.00 |
| 2019-06-13 | 21230.00 | 21375.00 | 21585.00 | 21185.00 | 21705.00 | 21610.00 | 21705.00 | 21610.00 | -475.00 | -235.00 | -120.00 | -425.00 |
| 2019-06-11 | 20960.00 | 21205.00 | 21205.00 | 20805.00 | 21070.00 | 21070.00 | 21070.00 | 21070.00 | -110.00 | 135.00 | 135.00 | -265.00 |
| 2019-06-10 | 20670.00 | 20955.00 | 21045.00 | 20515.00 | 21120.00 | 21015.00 | 21120.00 | 21015.00 | -450.00 | -60.00 | -75.00 | -500.00 |
| 2019-06-06 | 21050.00 | 20770.00 | 21110.00 | 20525.00 | 20565.00 | 20775.00 | 20775.00 | 20565.00 | 485.00 | -5.00 | 335.00 | -40.00 |
| 2019-06-04 | 21150.00 | 21135.00 | 21180.00 | 20835.00 | 21060.00 | 21130.00 | 21130.00 | 20905.00 | 90.00 | 5.00 | 50.00 | -70.00 |
| 2019-06-03 | 21605.00 | 21095.00 | 21750.00 | 20870.00 | 21360.00 | 21070.00 | 21360.00 | 20885.00 | 245.00 | 25.00 | 390.00 | -15.00 |
| 2019-05-31 | 21750.00 | 21705.00 | 21830.00 | 21650.00 | 21410.00 | 21710.00 | 21800.00 | 21410.00 | 340.00 | -5.00 | 30.00 | 240.00 |
| 2019-05-29 | 22050.00 | 22060.00 | 22225.00 | 22000.00 | 22030.00 | 21935.00 | 22100.00 | 21935.00 | 20.00 | 125.00 | 125.00 | 65.00 |
| 2019-05-28 | 21885.00 | 22030.00 | 22055.00 | 21885.00 | 21790.00 | 21750.00 | 21855.00 | 21750.00 | 95.00 | 280.00 | 200.00 | 135.00 |
| 2019-05-27 | 22025.00 | 21860.00 | 22155.00 | 21765.00 | 22010.00 | 21865.00 | 22015.00 | 21770.00 | 15.00 | -5.00 | 140.00 | -5.00 |
| 2019-05-24 | 21955.00 | 21925.00 | 22120.00 | 21825.00 | 21920.00 | 21740.00 | 21920.00 | 21740.00 | 35.00 | 185.00 | 200.00 | 85.00 |
| 2019-05-23 | 22005.00 | 21820.00 | 22040.00 | 21535.00 | 21625.00 | 21505.00 | 21735.00 | 21445.00 | 380.00 | 315.00 | 305.00 | 90.00 |
| 2019-05-22 | 22410.00 | 21930.00 | 22640.00 | 21500.00 | 22440.00 | 21620.00 | 22440.00 | 21500.00 | -30.00 | 310.00 | 200.00 | 0.00 |
| 2019-05-21 | 22350.00 | 22410.00 | 22740.00 | 22125.00 | 22175.00 | 22390.00 | 22470.00 | 22045.00 | 175.00 | 20.00 | 270.00 | 80.00 |
| 2019-05-20 | 22900.00 | 22370.00 | 23190.00 | 22200.00 | 22850.00 | 22060.00 | 22850.00 | 21955.00 | 50.00 | 310.00 | 340.00 | 245.00 |
| 2019-05-17 | 23170.00 | 23075.00 | 23340.00 | 22980.00 | 23025.00 | 22895.00 | 23025.00 | 22820.00 | 145.00 | 180.00 | 315.00 | 160.00 |
| 2019-05-16 | 22865.00 | 23240.00 | 23320.00 | 22860.00 | 22685.00 | 23100.00 | 23125.00 | 22685.00 | 180.00 | 140.00 | 195.00 | 175.00 |
| 2019-05-15 | 22355.00 | 22920.00 | 23085.00 | 22265.00 | 22570.00 | 22730.00 | 22785.00 | 22400.00 | -215.00 | 190.00 | 300.00 | -135.00 |
| 2019-05-14 | 22835.00 | 22165.00 | 23340.00 | 22140.00 | 22980.00 | 22300.00 | 23345.00 | 22295.00 | -145.00 | -135.00 | -5.00 | -155.00 |
| 2019-05-13 | 24610.00 | 23570.00 | 24695.00 | 23570.00 | 24410.00 | 23510.00 | 24490.00 | 23510.00 | 200.00 | 60.00 | 205.00 | 60.00 |
| 2019-05-10 | 24495.00 | 24595.00 | 24645.00 | 24485.00 | 24465.00 | 24465.00 | 24465.00 | 24465.00 | 30.00 | 130.00 | 180.00 | 20.00 |
| 2019-05-09 | 24900.00 | 24515.00 | 24900.00 | 24510.00 | 24710.00 | 24455.00 | 24710.00 | 24455.00 | 190.00 | 60.00 | 190.00 | 55.00 |
| 2019-05-08 | 25020.00 | 24800.00 | 25020.00 | 24775.00 | 24985.00 | 24535.00 | 24985.00 | 24535.00 | 35.00 | 265.00 | 35.00 | 240.00 |
| 2019-04-30 | 24785.00 | 24980.00 | 25090.00 | 24740.00 | 24860.00 | 24905.00 | 24930.00 | 24860.00 | -75.00 | 75.00 | 160.00 | -120.00 |
| 2019-04-29 | 24760.00 | 24880.00 | 24895.00 | 24740.00 | 24745.00 | 24745.00 | 24745.00 | 24745.00 | 15.00 | 135.00 | 150.00 | -5.00 |
| 2019-04-26 | 24765.00 | 24850.00 | 25040.00 | 24765.00 | 23190.00 | 22355.00 | 23190.00 | 22300.00 | 1575.00 | 2495.00 | 1850.00 | 2465.00 |
| 2019-04-25 | 24960.00 | 24910.00 | 25000.00 | 24755.00 | 22315.00 | 23210.00 | 23210.00 | 22315.00 | 2645.00 | 1700.00 | 1790.00 | 2440.00 |
| 2019-04-24 | 24890.00 | 24830.00 | 25070.00 | 24775.00 | 24665.00 | 24730.00 | 24875.00 | 24610.00 | 225.00 | 100.00 | 195.00 | 165.00 |
| 2019-04-23 | 24905.00 | 24880.00 | 24970.00 | 24735.00 | 24885.00 | 24905.00 | 25020.00 | 24885.00 | 20.00 | -25.00 | -50.00 | -150.00 |
| 2019-04-22 | 24955.00 | 24910.00 | 25085.00 | 24815.00 | 24880.00 | 24905.00 | 25060.00 | 24770.00 | 75.00 | 5.00 | 25.00 | 45.00 |
| 2019-04-19 | 24380.00 | 24990.00 | 25130.00 | 24380.00 | 24850.00 | 24860.00 | 25080.00 | 24650.00 | -470.00 | 130.00 | 50.00 | -270.00 |
| 2019-04-18 | 24325.00 | 24460.00 | 24515.00 | 24320.00 | 23885.00 | 23880.00 | 23915.00 | 23880.00 | 440.00 | 580.00 | 600.00 | 440.00 |
| 2019-04-17 | 24050.00 | 24420.00 | 24660.00 | 24050.00 | 24080.00 | 24080.00 | 24315.00 | 24080.00 | -30.00 | 340.00 | 345.00 | -30.00 |
| 2019-04-16 | 24170.00 | 24140.00 | 24170.00 | 23635.00 | 25020.00 | 24875.00 | 25020.00 | 24840.00 | -850.00 | -735.00 | -850.00 | -1205.00 |
| 2019-04-15 | 24575.00 | 24360.00 | 24575.00 | 23955.00 | 25205.00 | 25070.00 | 25205.00 | 25070.00 | -630.00 | -710.00 | -630.00 | -1115.00 |