生猪期货跨期套利数据回测

本页面展示生猪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

关于生猪期货跨期套利的详细数据分析,请查看文章:。

生猪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

生猪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

生猪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
2025-12-05 11385.00 11385.00 11445.00 11335.00 11180.00 11085.00 11210.00 11080.00 205.00 300.00 235.00 255.00
2025-12-04 11490.00 11385.00 11490.00 11375.00 11245.00 11190.00 11250.00 11180.00 245.00 195.00 240.00 195.00
2025-12-03 11455.00 11490.00 11535.00 11425.00 11250.00 11235.00 11280.00 11205.00 205.00 255.00 255.00 220.00
2025-12-02 11495.00 11455.00 11585.00 11415.00 11195.00 11255.00 11305.00 11175.00 300.00 200.00 280.00 240.00
2025-12-01 11520.00 11495.00 11575.00 11460.00 11300.00 11205.00 11320.00 11175.00 220.00 290.00 255.00 285.00
2025-11-28 11580.00 11465.00 11595.00 11435.00 11285.00 11250.00 11325.00 11240.00 295.00 215.00 270.00 195.00
2025-11-27 11540.00 11585.00 11605.00 11500.00 11360.00 11315.00 11385.00 11300.00 180.00 270.00 220.00 200.00
2025-11-26 11415.00 11540.00 11570.00 11350.00 11310.00 11365.00 11420.00 11235.00 105.00 175.00 150.00 115.00
2025-11-25 11350.00 11415.00 11445.00 11300.00 11300.00 11295.00 11325.00 11260.00 50.00 120.00 120.00 40.00
2025-11-24 11390.00 11400.00 11480.00 11360.00 11300.00 11295.00 11390.00 11265.00 90.00 105.00 90.00 95.00
2025-11-21 11430.00 11350.00 11485.00 11330.00 11315.00 11245.00 11340.00 11220.00 115.00 105.00 145.00 110.00
2025-11-20 11555.00 11440.00 11560.00 11355.00 11330.00 11315.00 11365.00 11260.00 225.00 125.00 195.00 95.00
2025-11-19 11550.00 11560.00 11605.00 11520.00 11360.00 11350.00 11410.00 11325.00 190.00 210.00 195.00 195.00
2025-11-18 11720.00 11535.00 11770.00 11520.00 11480.00 11355.00 11510.00 11350.00 240.00 180.00 260.00 170.00
2025-11-17 11675.00 11695.00 11740.00 11605.00 11540.00 11470.00 11555.00 11390.00 135.00 225.00 185.00 215.00
2025-11-14 11860.00 11775.00 11885.00 11730.00 11610.00 11565.00 11630.00 11540.00 250.00 210.00 255.00 190.00
2025-11-13 11780.00 11860.00 11865.00 11690.00 11530.00 11605.00 11610.00 11470.00 250.00 255.00 255.00 220.00
2025-11-12 11740.00 11795.00 11845.00 11720.00 11440.00 11525.00 11550.00 11435.00 300.00 270.00 295.00 285.00
2025-11-11 11950.00 11755.00 11995.00 11750.00 11555.00 11465.00 11630.00 11450.00 395.00 290.00 365.00 300.00
2025-11-10 11930.00 11955.00 12050.00 11915.00 11500.00 11555.00 11580.00 11495.00 430.00 400.00 470.00 420.00
2025-11-07 11925.00 11865.00 12015.00 11820.00 11485.00 11465.00 11525.00 11420.00 440.00 400.00 490.00 400.00
2025-11-06 11945.00 11940.00 11975.00 11860.00 11490.00 11490.00 11525.00 11430.00 455.00 450.00 450.00 430.00
2025-11-05 11680.00 11945.00 12000.00 11660.00 11360.00 11490.00 11550.00 11315.00 320.00 455.00 450.00 345.00
2025-11-04 11720.00 11685.00 11895.00 11650.00 11320.00 11360.00 11540.00 11270.00 400.00 325.00 355.00 380.00
2025-11-03 11700.00 11735.00 11815.00 11580.00 11345.00 11315.00 11385.00 11235.00 355.00 420.00 430.00 345.00
2025-10-31 11880.00 11815.00 11935.00 11810.00 11420.00 11375.00 11450.00 11350.00 460.00 440.00 485.00 460.00
2025-10-30 12145.00 11880.00 12185.00 11855.00 11570.00 11410.00 11585.00 11380.00 575.00 470.00 600.00 475.00
2025-10-29 12150.00 12185.00 12210.00 12100.00 11600.00 11570.00 11645.00 11520.00 550.00 615.00 565.00 580.00
2025-10-28 12280.00 12160.00 12380.00 12145.00 11725.00 11620.00 11760.00 11590.00 555.00 540.00 620.00 555.00
2025-10-27 12385.00 12330.00 12445.00 12250.00 11700.00 11725.00 11750.00 11635.00 685.00 605.00 695.00 615.00
2025-10-24 12160.00 12175.00 12235.00 12025.00 11580.00 11570.00 11615.00 11450.00 580.00 605.00 620.00 575.00
2025-10-23 12230.00 12200.00 12355.00 12190.00 11590.00 11610.00 11690.00 11565.00 640.00 590.00 665.00 625.00
2025-10-22 12230.00 12220.00 12275.00 12135.00 11650.00 11585.00 11655.00 11520.00 580.00 635.00 620.00 615.00
2025-10-21 12170.00 12235.00 12315.00 11930.00 11490.00 11525.00 11540.00 11310.00 680.00 710.00 775.00 620.00
2025-10-20 11800.00 12155.00 12280.00 11800.00 11200.00 11410.00 11515.00 11200.00 600.00 745.00 765.00 600.00
2025-10-17 11910.00 11670.00 11950.00 11655.00 11135.00 11050.00 11265.00 11020.00 775.00 620.00 685.00 635.00
2025-10-16 12175.00 11905.00 12175.00 11880.00 11430.00 11165.00 11495.00 11165.00 745.00 740.00 680.00 715.00
2025-10-15 11555.00 11400.00 11590.00 11400.00 12405.00 12195.00 12480.00 12160.00 -850.00 -795.00 -890.00 -760.00
2025-10-14 11200.00 11450.00 11470.00 11200.00 12160.00 12405.00 12435.00 12155.00 -960.00 -955.00 -965.00 -955.00
2025-10-13 11400.00 11125.00 11430.00 11120.00 12260.00 12135.00 12285.00 12085.00 -860.00 -1010.00 -855.00 -965.00
2025-10-10 11580.00 11320.00 11580.00 11320.00 12155.00 12140.00 12310.00 12130.00 -575.00 -820.00 -730.00 -810.00
2025-10-09 11710.00 11595.00 11905.00 11535.00 12335.00 12165.00 12375.00 12135.00 -625.00 -570.00 -470.00 -600.00
2025-09-30 12335.00 12355.00 12400.00 12220.00 12755.00 12825.00 12835.00 12665.00 -420.00 -470.00 -435.00 -445.00
2025-09-29 12550.00 12295.00 12560.00 12240.00 13045.00 12785.00 13060.00 12745.00 -495.00 -490.00 -500.00 -505.00
2025-09-26 12660.00 12575.00 12680.00 12570.00 13300.00 13100.00 13300.00 13090.00 -640.00 -525.00 -620.00 -520.00
2025-09-25 12730.00 12685.00 12760.00 12665.00 13360.00 13310.00 13380.00 13295.00 -630.00 -625.00 -620.00 -630.00
2025-09-24 12665.00 12730.00 12770.00 12645.00 13225.00 13345.00 13370.00 13210.00 -560.00 -615.00 -600.00 -565.00
2025-09-23 12760.00 12665.00 12840.00 12655.00 13310.00 13215.00 13395.00 13210.00 -550.00 -550.00 -555.00 -555.00
2025-09-22 12835.00 12795.00 12920.00 12780.00 13350.00 13345.00 13490.00 13335.00 -515.00 -550.00 -570.00 -555.00
2025-09-19 12815.00 12825.00 12880.00 12770.00 13330.00 13350.00 13385.00 13285.00 -515.00 -525.00 -505.00 -515.00
2025-09-18 12900.00 12830.00 12965.00 12820.00 13350.00 13330.00 13480.00 13330.00 -450.00 -500.00 -515.00 -510.00
2025-09-17 13110.00 13000.00 13160.00 12995.00 13690.00 13510.00 13690.00 13510.00 -580.00 -510.00 -530.00 -515.00
2025-09-16 13325.00 13160.00 13335.00 13125.00 13850.00 13680.00 13850.00 13645.00 -525.00 -520.00 -515.00 -520.00
2025-09-15 13150.00 13275.00 13290.00 13120.00 13675.00 13745.00 13755.00 13590.00 -525.00 -470.00 -465.00 -470.00
2025-09-12 13320.00 13255.00 13435.00 13235.00 13750.00 13690.00 13800.00 13660.00 -430.00 -435.00 -365.00 -425.00
2025-09-11 13350.00 13320.00 13370.00 13285.00 13785.00 13730.00 13810.00 13675.00 -435.00 -410.00 -440.00 -390.00
2025-09-10 13215.00 13315.00 13400.00 13210.00 13635.00 13740.00 13805.00 13630.00 -420.00 -425.00 -405.00 -420.00
2025-09-09 13290.00 13230.00 13310.00 13170.00 13745.00 13655.00 13785.00 13625.00 -455.00 -425.00 -475.00 -455.00
2025-09-08 13215.00 13305.00 13385.00 13145.00 13690.00 13760.00 13900.00 13670.00 -475.00 -455.00 -515.00 -525.00
2025-09-05 13365.00 13325.00 13380.00 13230.00 13755.00 13760.00 13805.00 13640.00 -390.00 -435.00 -425.00 -410.00
2025-09-04 13550.00 13365.00 13550.00 13355.00 13885.00 13740.00 13905.00 13735.00 -335.00 -375.00 -355.00 -380.00
2025-09-03 13575.00 13550.00 13600.00 13510.00 13865.00 13915.00 13935.00 13840.00 -290.00 -365.00 -335.00 -330.00
2025-09-02 13630.00 13595.00 13645.00 13500.00 13865.00 13860.00 13895.00 13770.00 -235.00 -265.00 -250.00 -270.00
2025-09-01 13700.00 13625.00 13710.00 13545.00 13935.00 13840.00 13985.00 13785.00 -235.00 -215.00 -275.00 -240.00
2025-08-29 13630.00 13555.00 13670.00 13525.00 13970.00 13870.00 14005.00 13865.00 -340.00 -315.00 -335.00 -340.00
2025-08-28 13715.00 13590.00 13750.00 13570.00 14050.00 13940.00 14095.00 13925.00 -335.00 -350.00 -345.00 -355.00
2025-08-27 13800.00 13745.00 13865.00 13700.00 14200.00 14080.00 14215.00 14070.00 -400.00 -335.00 -350.00 -370.00
2025-08-26 13800.00 13860.00 13895.00 13770.00 14240.00 14200.00 14250.00 14155.00 -440.00 -340.00 -355.00 -385.00
2025-08-25 13950.00 13910.00 14015.00 13860.00 14180.00 14240.00 14260.00 14160.00 -230.00 -330.00 -245.00 -300.00
2025-08-22 13925.00 13840.00 13965.00 13830.00 14205.00 14145.00 14280.00 14130.00 -280.00 -305.00 -315.00 -300.00
2025-08-21 13810.00 13765.00 13815.00 13725.00 14135.00 14105.00 14150.00 14070.00 -325.00 -340.00 -335.00 -345.00
2025-08-20 13900.00 13775.00 13900.00 13685.00 14160.00 14110.00 14175.00 14015.00 -260.00 -335.00 -275.00 -330.00
2025-08-19 13855.00 13900.00 13930.00 13810.00 14140.00 14200.00 14220.00 14125.00 -285.00 -300.00 -290.00 -315.00
2025-08-18 13880.00 13820.00 13975.00 13750.00 14200.00 14160.00 14255.00 14075.00 -320.00 -340.00 -280.00 -325.00
2025-08-15 13905.00 13945.00 13950.00 13870.00 14150.00 14225.00 14235.00 14095.00 -245.00 -280.00 -285.00 -225.00
2025-08-14 14060.00 13900.00 14095.00 13880.00 14300.00 14130.00 14325.00 14120.00 -240.00 -230.00 -230.00 -240.00
2025-08-13 14205.00 14045.00 14240.00 13975.00 14395.00 14295.00 14480.00 14270.00 -190.00 -250.00 -240.00 -295.00
2025-08-12 14140.00 14230.00 14300.00 14140.00 14375.00 14425.00 14470.00 14325.00 -235.00 -195.00 -170.00 -185.00
2025-08-11 14225.00 14140.00 14325.00 14115.00 14415.00 14365.00 14510.00 14340.00 -190.00 -225.00 -185.00 -225.00
2025-08-08 14120.00 14180.00 14250.00 14055.00 14350.00 14415.00 14490.00 14320.00 -230.00 -235.00 -240.00 -265.00
2025-08-07 13965.00 14100.00 14170.00 13920.00 13810.00 13870.00 13885.00 13770.00 155.00 230.00 285.00 150.00
2025-08-06 13855.00 14010.00 14060.00 13820.00 13880.00 13810.00 13890.00 13775.00 -25.00 200.00 170.00 45.00
2025-08-05 13945.00 13885.00 13980.00 13825.00 13900.00 13880.00 13980.00 13850.00 45.00 5.00 0.00 -25.00
2025-08-04 13975.00 13940.00 13975.00 13770.00 13800.00 13905.00 13960.00 13700.00 175.00 35.00 15.00 70.00
2025-08-01 14085.00 14055.00 14160.00 13880.00 13915.00 13850.00 14015.00 13730.00 170.00 205.00 145.00 150.00
2025-07-31 14100.00 14075.00 14180.00 14065.00 14405.00 14145.00 14440.00 14145.00 -305.00 -70.00 -260.00 -80.00
2025-07-30 14175.00 14075.00 14240.00 14005.00 14460.00 14390.00 14535.00 14310.00 -285.00 -315.00 -295.00 -305.00
2025-07-29 14350.00 14150.00 14350.00 14085.00 14520.00 14400.00 14540.00 14355.00 -170.00 -250.00 -190.00 -270.00
2025-07-28 14180.00 14125.00 14410.00 13995.00 14410.00 14495.00 14770.00 14300.00 -230.00 -370.00 -360.00 -305.00
2025-07-25 14350.00 14385.00 14560.00 14335.00 14570.00 14615.00 14830.00 14565.00 -220.00 -230.00 -270.00 -230.00
2025-07-24 14460.00 14365.00 14495.00 14205.00 14895.00 14550.00 14895.00 14390.00 -435.00 -185.00 -400.00 -185.00
2025-07-23 14400.00 14590.00 15150.00 14400.00 14150.00 14300.00 14745.00 14085.00 250.00 290.00 405.00 315.00
2025-07-22 14360.00 14380.00 14415.00 14285.00 13890.00 13960.00 13990.00 13835.00 470.00 420.00 425.00 450.00
2025-07-21 14185.00 14365.00 14510.00 14160.00 13700.00 13870.00 14030.00 13690.00 485.00 495.00 480.00 470.00
2025-07-18 14065.00 14135.00 14185.00 14060.00 13555.00 13635.00 13665.00 13535.00 510.00 500.00 520.00 525.00
2025-07-17 14000.00 14060.00 14075.00 13905.00 13505.00 13535.00 13540.00 13460.00 495.00 525.00 535.00 445.00
2025-07-16 14235.00 14010.00 14250.00 14000.00 13615.00 13490.00 13650.00 13480.00 620.00 520.00 600.00 520.00
2025-07-15 14255.00 14250.00 14360.00 14230.00 13630.00 13620.00 13675.00 13590.00 625.00 630.00 685.00 640.00
2025-07-14 14300.00 14285.00 14305.00 14185.00 13610.00 13605.00 13650.00 13555.00 690.00 680.00 655.00 630.00
2025-07-11 14380.00 14345.00 14400.00 14315.00 13700.00 13645.00 13735.00 13635.00 680.00 700.00 665.00 680.00
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