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
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
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