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:
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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。
关于生猪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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-03-22 | 13200.00 | 12935.00 | 13235.00 | 12900.00 | 16860.00 | 16925.00 | 17150.00 | 16760.00 | -3660.00 | -3990.00 | -3915.00 | -3860.00 |
| 2022-03-21 | 12750.00 | 13115.00 | 13170.00 | 12720.00 | 16425.00 | 16800.00 | 16915.00 | 16425.00 | -3675.00 | -3685.00 | -3745.00 | -3705.00 |
| 2022-03-18 | 12620.00 | 12650.00 | 12830.00 | 12590.00 | 16200.00 | 16390.00 | 16760.00 | 16125.00 | -3580.00 | -3740.00 | -3930.00 | -3535.00 |
| 2022-03-17 | 12600.00 | 12630.00 | 12660.00 | 12530.00 | 16680.00 | 16200.00 | 16750.00 | 16080.00 | -4080.00 | -3570.00 | -4090.00 | -3550.00 |
| 2022-03-16 | 12810.00 | 12625.00 | 12910.00 | 12595.00 | 16910.00 | 16760.00 | 17070.00 | 16620.00 | -4100.00 | -4135.00 | -4160.00 | -4025.00 |
| 2022-03-15 | 12815.00 | 12810.00 | 12960.00 | 12720.00 | 17460.00 | 16910.00 | 17575.00 | 16520.00 | -4645.00 | -4100.00 | -4615.00 | -3800.00 |
| 2022-03-14 | 13010.00 | 12840.00 | 13110.00 | 12810.00 | 17700.00 | 17460.00 | 17790.00 | 17460.00 | -4690.00 | -4620.00 | -4680.00 | -4650.00 |
| 2022-03-11 | 13295.00 | 13130.00 | 13390.00 | 13080.00 | 18000.00 | 17735.00 | 18090.00 | 17670.00 | -4705.00 | -4605.00 | -4700.00 | -4590.00 |
| 2022-03-10 | 13430.00 | 13320.00 | 13620.00 | 13310.00 | 17760.00 | 18000.00 | 18245.00 | 17615.00 | -4330.00 | -4680.00 | -4625.00 | -4305.00 |
| 2022-03-09 | 13315.00 | 13420.00 | 13580.00 | 13295.00 | 17645.00 | 17770.00 | 18160.00 | 17505.00 | -4330.00 | -4350.00 | -4580.00 | -4210.00 |
| 2022-03-08 | 13530.00 | 13290.00 | 13545.00 | 13210.00 | 17790.00 | 17580.00 | 17920.00 | 17410.00 | -4260.00 | -4290.00 | -4375.00 | -4200.00 |
| 2022-03-07 | 13795.00 | 13385.00 | 13795.00 | 13375.00 | 17455.00 | 17765.00 | 17880.00 | 17305.00 | -3660.00 | -4380.00 | -4085.00 | -3930.00 |
| 2022-03-04 | 13880.00 | 13890.00 | 14000.00 | 13790.00 | 17460.00 | 17465.00 | 17550.00 | 17405.00 | -3580.00 | -3575.00 | -3550.00 | -3615.00 |
| 2022-03-03 | 14180.00 | 13870.00 | 14185.00 | 13860.00 | 17660.00 | 17470.00 | 17660.00 | 17395.00 | -3480.00 | -3600.00 | -3475.00 | -3535.00 |
| 2022-03-02 | 14150.00 | 14135.00 | 14285.00 | 14085.00 | 17600.00 | 17565.00 | 17760.00 | 17470.00 | -3450.00 | -3430.00 | -3475.00 | -3385.00 |
| 2022-03-01 | 14350.00 | 14080.00 | 14450.00 | 14040.00 | 11730.00 | 11385.00 | 11850.00 | 11070.00 | 2620.00 | 2695.00 | 2600.00 | 2970.00 |
| 2022-02-28 | 14300.00 | 14275.00 | 14500.00 | 14180.00 | 12345.00 | 11705.00 | 12385.00 | 11705.00 | 1955.00 | 2570.00 | 2115.00 | 2475.00 |
| 2022-02-25 | 14150.00 | 14260.00 | 14330.00 | 14080.00 | 17230.00 | 17295.00 | 17495.00 | 17150.00 | -3080.00 | -3035.00 | -3165.00 | -3070.00 |
| 2022-02-24 | 13950.00 | 14195.00 | 14200.00 | 13885.00 | 12440.00 | 12365.00 | 12460.00 | 12300.00 | 1510.00 | 1830.00 | 1740.00 | 1585.00 |
| 2022-02-23 | 13835.00 | 13950.00 | 14115.00 | 13835.00 | 12405.00 | 12440.00 | 12590.00 | 12355.00 | 1430.00 | 1510.00 | 1525.00 | 1480.00 |
| 2022-02-22 | 13965.00 | 13835.00 | 14015.00 | 13780.00 | 12470.00 | 12365.00 | 12490.00 | 12330.00 | 1495.00 | 1470.00 | 1525.00 | 1450.00 |
| 2022-02-21 | 14210.00 | 13950.00 | 14320.00 | 13925.00 | 12500.00 | 12470.00 | 12660.00 | 12460.00 | 1710.00 | 1480.00 | 1660.00 | 1465.00 |
| 2022-02-18 | 14365.00 | 14190.00 | 14400.00 | 14165.00 | 12795.00 | 12500.00 | 12800.00 | 12470.00 | 1570.00 | 1690.00 | 1600.00 | 1695.00 |
| 2022-02-17 | 14380.00 | 14340.00 | 14480.00 | 14290.00 | 12780.00 | 12785.00 | 12915.00 | 12665.00 | 1600.00 | 1555.00 | 1565.00 | 1625.00 |
| 2022-02-16 | 14175.00 | 14355.00 | 14425.00 | 14115.00 | 12600.00 | 12680.00 | 12740.00 | 12550.00 | 1575.00 | 1675.00 | 1685.00 | 1565.00 |
| 2022-02-15 | 14430.00 | 14175.00 | 14485.00 | 14155.00 | 12570.00 | 12585.00 | 12680.00 | 12355.00 | 1860.00 | 1590.00 | 1805.00 | 1800.00 |
| 2022-02-14 | 14700.00 | 14485.00 | 14805.00 | 14400.00 | 12970.00 | 12620.00 | 12975.00 | 12605.00 | 1730.00 | 1865.00 | 1830.00 | 1795.00 |
| 2022-02-11 | 14575.00 | 14715.00 | 14850.00 | 14505.00 | 13140.00 | 12980.00 | 13205.00 | 12870.00 | 1435.00 | 1735.00 | 1645.00 | 1635.00 |
| 2022-02-10 | 14575.00 | 14630.00 | 14700.00 | 14370.00 | 13200.00 | 13125.00 | 13235.00 | 13060.00 | 1375.00 | 1505.00 | 1465.00 | 1310.00 |
| 2022-02-09 | 14760.00 | 14575.00 | 14885.00 | 14560.00 | 13525.00 | 13265.00 | 13620.00 | 13245.00 | 1235.00 | 1310.00 | 1265.00 | 1315.00 |
| 2022-02-08 | 14700.00 | 14790.00 | 14965.00 | 14530.00 | 13685.00 | 13705.00 | 13810.00 | 13520.00 | 1015.00 | 1085.00 | 1155.00 | 1010.00 |
| 2022-02-07 | 13500.00 | 13705.00 | 13950.00 | 13335.00 | 14500.00 | 14700.00 | 14780.00 | 14320.00 | -1000.00 | -995.00 | -830.00 | -985.00 |
| 2022-01-28 | 13295.00 | 13425.00 | 13500.00 | 13240.00 | 14080.00 | 14420.00 | 14530.00 | 14020.00 | -785.00 | -995.00 | -1030.00 | -780.00 |
| 2022-01-27 | 13485.00 | 13240.00 | 13565.00 | 13205.00 | 14405.00 | 14135.00 | 14470.00 | 14110.00 | -920.00 | -895.00 | -905.00 | -905.00 |
| 2022-01-26 | 13500.00 | 13465.00 | 13585.00 | 13410.00 | 14505.00 | 14400.00 | 14505.00 | 14355.00 | -1005.00 | -935.00 | -920.00 | -945.00 |
| 2022-01-25 | 13515.00 | 13535.00 | 13600.00 | 13460.00 | 14495.00 | 14445.00 | 14575.00 | 14405.00 | -980.00 | -910.00 | -975.00 | -945.00 |
| 2022-01-24 | 13750.00 | 13505.00 | 13750.00 | 13500.00 | 14900.00 | 14515.00 | 14900.00 | 14425.00 | -1150.00 | -1010.00 | -1150.00 | -925.00 |
| 2022-01-21 | 13920.00 | 13850.00 | 13965.00 | 13810.00 | 14950.00 | 14900.00 | 14995.00 | 14890.00 | -1030.00 | -1050.00 | -1030.00 | -1080.00 |
| 2022-01-20 | 13885.00 | 13830.00 | 13935.00 | 13775.00 | 14940.00 | 14910.00 | 14970.00 | 14880.00 | -1055.00 | -1080.00 | -1035.00 | -1105.00 |
| 2022-01-19 | 13910.00 | 13785.00 | 14045.00 | 13760.00 | 14890.00 | 14900.00 | 15025.00 | 14860.00 | -980.00 | -1115.00 | -980.00 | -1100.00 |
| 2022-01-18 | 13790.00 | 13890.00 | 13955.00 | 13790.00 | 14900.00 | 14890.00 | 14935.00 | 14860.00 | -1110.00 | -1000.00 | -980.00 | -1070.00 |
| 2022-01-17 | 13785.00 | 13790.00 | 13975.00 | 13735.00 | 14975.00 | 14885.00 | 15050.00 | 14830.00 | -1190.00 | -1095.00 | -1075.00 | -1095.00 |
| 2022-01-14 | 13660.00 | 13760.00 | 13870.00 | 13580.00 | 14965.00 | 14945.00 | 15090.00 | 14880.00 | -1305.00 | -1185.00 | -1220.00 | -1300.00 |
| 2022-01-13 | 13760.00 | 13710.00 | 13845.00 | 13660.00 | 15050.00 | 14900.00 | 15095.00 | 14880.00 | -1290.00 | -1190.00 | -1250.00 | -1220.00 |
| 2022-01-12 | 13690.00 | 13755.00 | 13900.00 | 13680.00 | 14925.00 | 15040.00 | 15195.00 | 14925.00 | -1235.00 | -1285.00 | -1295.00 | -1245.00 |
| 2022-01-11 | 13480.00 | 13665.00 | 13740.00 | 13425.00 | 14975.00 | 14925.00 | 15085.00 | 14795.00 | -1495.00 | -1260.00 | -1345.00 | -1370.00 |
| 2022-01-10 | 13670.00 | 13510.00 | 13785.00 | 13400.00 | 15250.00 | 15005.00 | 15250.00 | 15000.00 | -1580.00 | -1495.00 | -1465.00 | -1600.00 |
| 2022-01-07 | 14150.00 | 13915.00 | 14180.00 | 13850.00 | 15420.00 | 15330.00 | 15575.00 | 15290.00 | -1270.00 | -1415.00 | -1395.00 | -1440.00 |
| 2022-01-06 | 14250.00 | 14075.00 | 14310.00 | 14050.00 | 15540.00 | 15410.00 | 15660.00 | 15350.00 | -1290.00 | -1335.00 | -1350.00 | -1300.00 |
| 2022-01-05 | 14165.00 | 14245.00 | 14360.00 | 14120.00 | 15210.00 | 15505.00 | 15680.00 | 15210.00 | -1045.00 | -1260.00 | -1320.00 | -1090.00 |
| 2022-01-04 | 14320.00 | 14165.00 | 14425.00 | 14140.00 | 13725.00 | 13800.00 | 13940.00 | 13700.00 | 595.00 | 365.00 | 485.00 | 440.00 |
| 2021-12-31 | 14450.00 | 14450.00 | 14555.00 | 14350.00 | 15395.00 | 15455.00 | 15480.00 | 15345.00 | -945.00 | -1005.00 | -925.00 | -995.00 |
| 2021-12-30 | 14535.00 | 14445.00 | 14600.00 | 14380.00 | 15360.00 | 15395.00 | 15500.00 | 15280.00 | -825.00 | -950.00 | -900.00 | -900.00 |
| 2021-12-29 | 14650.00 | 14535.00 | 14660.00 | 14495.00 | 15300.00 | 15350.00 | 15445.00 | 15300.00 | -650.00 | -815.00 | -785.00 | -805.00 |
| 2021-12-28 | 14550.00 | 14605.00 | 14675.00 | 14350.00 | 15190.00 | 15410.00 | 15475.00 | 15190.00 | -640.00 | -805.00 | -800.00 | -840.00 |
| 2021-12-27 | 14620.00 | 14490.00 | 14860.00 | 14460.00 | 15410.00 | 15370.00 | 15620.00 | 15340.00 | -790.00 | -880.00 | -760.00 | -880.00 |
| 2021-12-24 | 14550.00 | 14580.00 | 14760.00 | 14440.00 | 15300.00 | 15410.00 | 15490.00 | 15300.00 | -750.00 | -830.00 | -730.00 | -860.00 |
| 2021-12-23 | 14100.00 | 14500.00 | 14520.00 | 14070.00 | 15100.00 | 15355.00 | 15365.00 | 15065.00 | -1000.00 | -855.00 | -845.00 | -995.00 |
| 2021-12-22 | 14250.00 | 14075.00 | 14300.00 | 14050.00 | 15115.00 | 15085.00 | 15160.00 | 15050.00 | -865.00 | -1010.00 | -860.00 | -1000.00 |
| 2021-12-21 | 14000.00 | 14220.00 | 14320.00 | 13920.00 | 13945.00 | 14015.00 | 14180.00 | 13830.00 | 55.00 | 205.00 | 140.00 | 90.00 |
| 2021-12-20 | 14150.00 | 14045.00 | 14215.00 | 14045.00 | 14185.00 | 13950.00 | 14185.00 | 13840.00 | -35.00 | 95.00 | 30.00 | 205.00 |
| 2021-12-17 | 14340.00 | 14190.00 | 14480.00 | 14015.00 | 15330.00 | 15115.00 | 15375.00 | 15100.00 | -990.00 | -925.00 | -895.00 | -1085.00 |
| 2021-12-16 | 14395.00 | 14350.00 | 14450.00 | 14300.00 | 15295.00 | 15305.00 | 15390.00 | 15250.00 | -900.00 | -955.00 | -940.00 | -950.00 |
| 2021-12-15 | 14300.00 | 14300.00 | 14420.00 | 14225.00 | 14565.00 | 14575.00 | 14680.00 | 14520.00 | -265.00 | -275.00 | -260.00 | -295.00 |
| 2021-12-14 | 14350.00 | 14260.00 | 14550.00 | 14190.00 | 14795.00 | 14565.00 | 14850.00 | 14555.00 | -445.00 | -305.00 | -300.00 | -365.00 |
| 2021-12-13 | 14090.00 | 14410.00 | 14475.00 | 13925.00 | 14510.00 | 14680.00 | 14890.00 | 14450.00 | -420.00 | -270.00 | -415.00 | -525.00 |
| 2021-12-10 | 14775.00 | 14870.00 | 14950.00 | 14585.00 | 14100.00 | 14260.00 | 14310.00 | 13915.00 | 675.00 | 610.00 | 640.00 | 670.00 |
| 2021-12-09 | 14680.00 | 14775.00 | 14960.00 | 14565.00 | 13830.00 | 14130.00 | 14190.00 | 13735.00 | 850.00 | 645.00 | 770.00 | 830.00 |
| 2021-12-08 | 14965.00 | 14680.00 | 15040.00 | 14560.00 | 14010.00 | 13830.00 | 14055.00 | 13760.00 | 955.00 | 850.00 | 985.00 | 800.00 |
| 2021-12-07 | 15195.00 | 14965.00 | 15340.00 | 14895.00 | 13950.00 | 14010.00 | 14140.00 | 13945.00 | 1245.00 | 955.00 | 1200.00 | 950.00 |
| 2021-12-06 | 15440.00 | 15220.00 | 15590.00 | 15115.00 | 14000.00 | 14015.00 | 14160.00 | 13925.00 | 1440.00 | 1205.00 | 1430.00 | 1190.00 |
| 2021-12-03 | 15695.00 | 15455.00 | 15840.00 | 15390.00 | 14000.00 | 14030.00 | 14205.00 | 13960.00 | 1695.00 | 1425.00 | 1635.00 | 1430.00 |
| 2021-12-02 | 16190.00 | 15685.00 | 16190.00 | 15650.00 | 14350.00 | 14050.00 | 14395.00 | 14000.00 | 1840.00 | 1635.00 | 1795.00 | 1650.00 |
| 2021-12-01 | 16195.00 | 16215.00 | 16320.00 | 16105.00 | 14300.00 | 14360.00 | 14430.00 | 14250.00 | 1895.00 | 1855.00 | 1890.00 | 1855.00 |
| 2021-11-30 | 16000.00 | 16105.00 | 16255.00 | 15890.00 | 14200.00 | 14300.00 | 14395.00 | 14190.00 | 1800.00 | 1805.00 | 1860.00 | 1700.00 |
| 2021-11-29 | 16400.00 | 16080.00 | 16400.00 | 16050.00 | 14600.00 | 14250.00 | 14600.00 | 13900.00 | 1800.00 | 1830.00 | 1800.00 | 2150.00 |
| 2021-11-26 | 16825.00 | 16725.00 | 16950.00 | 16580.00 | 14990.00 | 14850.00 | 15045.00 | 14735.00 | 1835.00 | 1875.00 | 1905.00 | 1845.00 |
| 2021-11-25 | 16605.00 | 16820.00 | 16850.00 | 16560.00 | 14750.00 | 14920.00 | 15000.00 | 14745.00 | 1855.00 | 1900.00 | 1850.00 | 1815.00 |
| 2021-11-24 | 16390.00 | 16560.00 | 16570.00 | 16360.00 | 14520.00 | 14725.00 | 14750.00 | 14520.00 | 1870.00 | 1835.00 | 1820.00 | 1840.00 |
| 2021-11-23 | 16220.00 | 16315.00 | 16450.00 | 16205.00 | 14405.00 | 14505.00 | 14600.00 | 14375.00 | 1815.00 | 1810.00 | 1850.00 | 1830.00 |
| 2021-11-22 | 16600.00 | 16200.00 | 16625.00 | 16155.00 | 14710.00 | 14375.00 | 14720.00 | 14360.00 | 1890.00 | 1825.00 | 1905.00 | 1795.00 |
| 2021-11-19 | 16240.00 | 16490.00 | 16490.00 | 16205.00 | 14600.00 | 14555.00 | 14600.00 | 14470.00 | 1640.00 | 1935.00 | 1890.00 | 1735.00 |
| 2021-11-18 | 16085.00 | 16240.00 | 16300.00 | 16030.00 | 14360.00 | 14500.00 | 14620.00 | 14280.00 | 1725.00 | 1740.00 | 1680.00 | 1750.00 |
| 2021-11-17 | 16205.00 | 16095.00 | 16300.00 | 16050.00 | 14350.00 | 14385.00 | 14450.00 | 14290.00 | 1855.00 | 1710.00 | 1850.00 | 1760.00 |
| 2021-11-16 | 16730.00 | 16280.00 | 16850.00 | 16240.00 | 14560.00 | 14400.00 | 14680.00 | 14350.00 | 2170.00 | 1880.00 | 2170.00 | 1890.00 |
| 2021-11-15 | 16500.00 | 16725.00 | 16830.00 | 16440.00 | 14550.00 | 14575.00 | 14800.00 | 14415.00 | 1950.00 | 2150.00 | 2030.00 | 2025.00 |
| 2021-11-12 | 15860.00 | 16250.00 | 16255.00 | 15760.00 | 14275.00 | 14355.00 | 14425.00 | 14240.00 | 1585.00 | 1895.00 | 1830.00 | 1520.00 |
| 2021-11-11 | 16230.00 | 15915.00 | 16230.00 | 15900.00 | 14430.00 | 14265.00 | 14455.00 | 14200.00 | 1800.00 | 1650.00 | 1775.00 | 1700.00 |
| 2021-11-10 | 16150.00 | 16200.00 | 16320.00 | 15940.00 | 15280.00 | 15280.00 | 15375.00 | 15000.00 | 870.00 | 920.00 | 945.00 | 940.00 |
| 2021-11-09 | 16300.00 | 16155.00 | 16385.00 | 15910.00 | 14610.00 | 14445.00 | 14660.00 | 14360.00 | 1690.00 | 1710.00 | 1725.00 | 1550.00 |
| 2021-11-08 | 16760.00 | 16245.00 | 17020.00 | 16165.00 | 15050.00 | 14605.00 | 15095.00 | 14550.00 | 1710.00 | 1640.00 | 1925.00 | 1615.00 |
| 2021-11-05 | 16715.00 | 16675.00 | 16830.00 | 16410.00 | 15080.00 | 14920.00 | 15080.00 | 14740.00 | 1635.00 | 1755.00 | 1750.00 | 1670.00 |
| 2021-11-04 | 16315.00 | 16705.00 | 16750.00 | 16010.00 | 14860.00 | 14970.00 | 14980.00 | 14680.00 | 1455.00 | 1735.00 | 1770.00 | 1330.00 |
| 2021-11-03 | 16200.00 | 16245.00 | 16450.00 | 16100.00 | 14960.00 | 14860.00 | 14980.00 | 14730.00 | 1240.00 | 1385.00 | 1470.00 | 1370.00 |
| 2021-11-02 | 15880.00 | 16205.00 | 16320.00 | 15610.00 | 14570.00 | 14875.00 | 14965.00 | 14400.00 | 1310.00 | 1330.00 | 1355.00 | 1210.00 |
| 2021-11-01 | 16880.00 | 15885.00 | 16885.00 | 15850.00 | 15050.00 | 14540.00 | 15100.00 | 14510.00 | 1830.00 | 1345.00 | 1785.00 | 1340.00 |
| 2021-10-29 | 17405.00 | 16705.00 | 17530.00 | 16675.00 | 15350.00 | 15050.00 | 15460.00 | 14960.00 | 2055.00 | 1655.00 | 2070.00 | 1715.00 |
| 2021-10-28 | 17495.00 | 17385.00 | 17670.00 | 16895.00 | 15480.00 | 15340.00 | 15610.00 | 15020.00 | 2015.00 | 2045.00 | 2060.00 | 1875.00 |
| 2021-10-27 | 17320.00 | 17495.00 | 17620.00 | 17010.00 | 15355.00 | 15465.00 | 15540.00 | 15185.00 | 1965.00 | 2030.00 | 2080.00 | 1825.00 |
| 2021-10-26 | 17015.00 | 17320.00 | 17330.00 | 16800.00 | 15270.00 | 15385.00 | 15420.00 | 15120.00 | 1745.00 | 1935.00 | 1910.00 | 1680.00 |