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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-25 | 17460.00 | 17185.00 | 17470.00 | 16860.00 | 15595.00 | 15390.00 | 15950.00 | 15215.00 | 1865.00 | 1795.00 | 1520.00 | 1645.00 |
| 2021-10-22 | 15820.00 | 16325.00 | 16350.00 | 15820.00 | 14700.00 | 14860.00 | 14860.00 | 14700.00 | 1120.00 | 1465.00 | 1490.00 | 1120.00 |
| 2021-10-21 | 16150.00 | 15815.00 | 16480.00 | 15700.00 | 15010.00 | 14660.00 | 15140.00 | 14615.00 | 1140.00 | 1155.00 | 1340.00 | 1085.00 |
| 2021-10-20 | 16350.00 | 16225.00 | 16600.00 | 15695.00 | 15150.00 | 15015.00 | 15405.00 | 14780.00 | 1200.00 | 1210.00 | 1195.00 | 915.00 |
| 2021-10-19 | 15835.00 | 16375.00 | 16455.00 | 15600.00 | 15150.00 | 15200.00 | 15390.00 | 14940.00 | 685.00 | 1175.00 | 1065.00 | 660.00 |
| 2021-10-18 | 15990.00 | 15845.00 | 16220.00 | 15590.00 | 15080.00 | 15170.00 | 15550.00 | 15035.00 | 910.00 | 675.00 | 670.00 | 555.00 |
| 2021-10-15 | 14700.00 | 15175.00 | 15230.00 | 14685.00 | 14510.00 | 14760.00 | 14855.00 | 14510.00 | 190.00 | 415.00 | 375.00 | 175.00 |
| 2021-10-14 | 15400.00 | 14685.00 | 15480.00 | 14680.00 | 15030.00 | 14510.00 | 15030.00 | 14500.00 | 370.00 | 175.00 | 450.00 | 180.00 |
| 2021-10-13 | 15600.00 | 15410.00 | 15970.00 | 14845.00 | 15320.00 | 15090.00 | 15740.00 | 14825.00 | 280.00 | 320.00 | 230.00 | 20.00 |
| 2021-10-12 | 15500.00 | 15290.00 | 15780.00 | 15030.00 | 15350.00 | 15155.00 | 15670.00 | 14920.00 | 150.00 | 135.00 | 110.00 | 110.00 |
| 2021-10-11 | 14500.00 | 15285.00 | 15285.00 | 14375.00 | 14335.00 | 15295.00 | 15295.00 | 14335.00 | 165.00 | -10.00 | -10.00 | 40.00 |
| 2021-10-08 | 14005.00 | 14225.00 | 14335.00 | 13920.00 | 13850.00 | 14250.00 | 14315.00 | 13850.00 | 155.00 | -25.00 | 20.00 | 70.00 |
| 2021-09-30 | 13810.00 | 13880.00 | 14125.00 | 13725.00 | 13710.00 | 13880.00 | 14100.00 | 13705.00 | 100.00 | 0.00 | 25.00 | 20.00 |
| 2021-09-29 | 13920.00 | 13870.00 | 14100.00 | 13660.00 | 13775.00 | 13795.00 | 13900.00 | 13540.00 | 145.00 | 75.00 | 200.00 | 120.00 |
| 2021-09-28 | 14380.00 | 13920.00 | 14565.00 | 13900.00 | 14005.00 | 13825.00 | 14230.00 | 13730.00 | 375.00 | 95.00 | 335.00 | 170.00 |
| 2021-09-27 | 13580.00 | 14360.00 | 14400.00 | 13540.00 | 13490.00 | 14090.00 | 14115.00 | 13385.00 | 90.00 | 270.00 | 285.00 | 155.00 |
| 2021-09-24 | 13500.00 | 13670.00 | 13785.00 | 13365.00 | 14270.00 | 14575.00 | 14695.00 | 14210.00 | -770.00 | -905.00 | -910.00 | -845.00 |
| 2021-09-23 | 13675.00 | 13600.00 | 13870.00 | 13450.00 | 13260.00 | 13185.00 | 13360.00 | 13120.00 | 415.00 | 415.00 | 510.00 | 330.00 |
| 2021-09-22 | 13900.00 | 13685.00 | 14060.00 | 13530.00 | 13490.00 | 13300.00 | 13550.00 | 13200.00 | 410.00 | 385.00 | 510.00 | 330.00 |
| 2021-09-17 | 14545.00 | 14175.00 | 14750.00 | 14135.00 | 13895.00 | 13600.00 | 13955.00 | 13510.00 | 650.00 | 575.00 | 795.00 | 625.00 |
| 2021-09-16 | 14145.00 | 14580.00 | 14845.00 | 13760.00 | 13755.00 | 13835.00 | 14185.00 | 13345.00 | 390.00 | 745.00 | 660.00 | 415.00 |
| 2021-09-15 | 14335.00 | 14110.00 | 14480.00 | 14105.00 | 15300.00 | 14890.00 | 15380.00 | 14790.00 | -965.00 | -780.00 | -900.00 | -685.00 |
| 2021-09-14 | 14640.00 | 14385.00 | 14695.00 | 14365.00 | 15195.00 | 15315.00 | 15660.00 | 15160.00 | -555.00 | -930.00 | -965.00 | -795.00 |
| 2021-09-13 | 15055.00 | 14575.00 | 15055.00 | 14550.00 | 15060.00 | 15195.00 | 15345.00 | 14890.00 | -5.00 | -620.00 | -290.00 | -340.00 |
| 2021-09-10 | 14875.00 | 15070.00 | 15245.00 | 14765.00 | 14290.00 | 14475.00 | 14645.00 | 14205.00 | 585.00 | 595.00 | 600.00 | 560.00 |
| 2021-09-09 | 15500.00 | 14995.00 | 15500.00 | 14955.00 | 14600.00 | 14290.00 | 14600.00 | 14260.00 | 900.00 | 705.00 | 900.00 | 695.00 |
| 2021-09-08 | 15900.00 | 15585.00 | 15980.00 | 15575.00 | 14950.00 | 14705.00 | 15000.00 | 14695.00 | 950.00 | 880.00 | 980.00 | 880.00 |
| 2021-09-07 | 16040.00 | 15910.00 | 16160.00 | 15850.00 | 15000.00 | 14930.00 | 15055.00 | 14920.00 | 1040.00 | 980.00 | 1105.00 | 930.00 |
| 2021-09-06 | 16050.00 | 15965.00 | 16180.00 | 15770.00 | 14980.00 | 14960.00 | 15070.00 | 14785.00 | 1070.00 | 1005.00 | 1110.00 | 985.00 |
| 2021-09-03 | 16045.00 | 16090.00 | 16300.00 | 15880.00 | 14995.00 | 15000.00 | 15195.00 | 14715.00 | 1050.00 | 1090.00 | 1105.00 | 1165.00 |
| 2021-09-02 | 16540.00 | 16085.00 | 16675.00 | 16040.00 | 15300.00 | 14905.00 | 15355.00 | 14865.00 | 1240.00 | 1180.00 | 1320.00 | 1175.00 |
| 2021-09-01 | 16800.00 | 16565.00 | 16900.00 | 16300.00 | 13820.00 | 13300.00 | 15140.00 | 12935.00 | 2980.00 | 3265.00 | 1760.00 | 3365.00 |
| 2021-08-31 | 16645.00 | 16760.00 | 16940.00 | 16620.00 | 14305.00 | 13820.00 | 14470.00 | 13810.00 | 2340.00 | 2940.00 | 2470.00 | 2810.00 |
| 2021-08-30 | 17080.00 | 16430.00 | 17080.00 | 16415.00 | 14265.00 | 14080.00 | 14265.00 | 13960.00 | 2815.00 | 2350.00 | 2815.00 | 2455.00 |
| 2021-08-27 | 17150.00 | 17175.00 | 17250.00 | 17005.00 | 14675.00 | 14360.00 | 14675.00 | 14350.00 | 2475.00 | 2815.00 | 2575.00 | 2655.00 |
| 2021-08-26 | 16940.00 | 17140.00 | 17250.00 | 16940.00 | 14650.00 | 14675.00 | 14960.00 | 14520.00 | 2290.00 | 2465.00 | 2290.00 | 2420.00 |
| 2021-08-25 | 16895.00 | 16985.00 | 17065.00 | 16800.00 | 15110.00 | 14650.00 | 15185.00 | 14610.00 | 1785.00 | 2335.00 | 1880.00 | 2190.00 |
| 2021-08-24 | 17000.00 | 16895.00 | 17055.00 | 16740.00 | 15500.00 | 15100.00 | 15580.00 | 15100.00 | 1500.00 | 1795.00 | 1475.00 | 1640.00 |
| 2021-08-23 | 17500.00 | 17000.00 | 17580.00 | 16955.00 | 15620.00 | 15565.00 | 15735.00 | 15515.00 | 1880.00 | 1435.00 | 1845.00 | 1440.00 |
| 2021-08-20 | 17370.00 | 17775.00 | 17945.00 | 17310.00 | 15620.00 | 15860.00 | 15995.00 | 15620.00 | 1750.00 | 1915.00 | 1950.00 | 1690.00 |
| 2021-08-19 | 17600.00 | 17360.00 | 17600.00 | 17260.00 | 15970.00 | 15595.00 | 16075.00 | 15505.00 | 1630.00 | 1765.00 | 1525.00 | 1755.00 |
| 2021-08-18 | 16035.00 | 15995.00 | 16225.00 | 15965.00 | 17995.00 | 17685.00 | 18100.00 | 17655.00 | -1960.00 | -1690.00 | -1875.00 | -1690.00 |
| 2021-08-17 | 16160.00 | 16075.00 | 16260.00 | 15955.00 | 18130.00 | 18030.00 | 18190.00 | 17860.00 | -1970.00 | -1955.00 | -1930.00 | -1905.00 |
| 2021-08-16 | 16800.00 | 16160.00 | 16880.00 | 16140.00 | 18140.00 | 18130.00 | 18350.00 | 18080.00 | -1340.00 | -1970.00 | -1470.00 | -1940.00 |
| 2021-08-13 | 17000.00 | 16720.00 | 17080.00 | 16680.00 | 18250.00 | 18140.00 | 18385.00 | 18020.00 | -1250.00 | -1420.00 | -1305.00 | -1340.00 |
| 2021-08-12 | 17000.00 | 17055.00 | 17195.00 | 16870.00 | 18100.00 | 18275.00 | 18305.00 | 18100.00 | -1100.00 | -1220.00 | -1110.00 | -1230.00 |
| 2021-08-11 | 16990.00 | 17085.00 | 17150.00 | 16830.00 | 18100.00 | 18310.00 | 18390.00 | 18005.00 | -1110.00 | -1225.00 | -1240.00 | -1175.00 |
| 2021-08-10 | 17320.00 | 17025.00 | 17450.00 | 17005.00 | 18590.00 | 18155.00 | 18735.00 | 17930.00 | -1270.00 | -1130.00 | -1285.00 | -925.00 |
| 2021-08-09 | 17700.00 | 17365.00 | 17930.00 | 17325.00 | 18710.00 | 18625.00 | 18860.00 | 18550.00 | -1010.00 | -1260.00 | -930.00 | -1225.00 |
| 2021-08-06 | 17260.00 | 17550.00 | 17600.00 | 17260.00 | 18480.00 | 18680.00 | 18715.00 | 18415.00 | -1220.00 | -1130.00 | -1115.00 | -1155.00 |
| 2021-08-05 | 17400.00 | 17400.00 | 17520.00 | 17215.00 | 18600.00 | 18515.00 | 18645.00 | 18440.00 | -1200.00 | -1115.00 | -1125.00 | -1225.00 |
| 2021-08-04 | 17785.00 | 17440.00 | 18030.00 | 17435.00 | 18750.00 | 18655.00 | 18775.00 | 18630.00 | -965.00 | -1215.00 | -745.00 | -1195.00 |
| 2021-08-03 | 18050.00 | 17785.00 | 18255.00 | 17705.00 | 18600.00 | 18780.00 | 18860.00 | 18405.00 | -550.00 | -995.00 | -605.00 | -700.00 |
| 2021-08-02 | 18585.00 | 18160.00 | 18600.00 | 17855.00 | 19010.00 | 18640.00 | 19050.00 | 18615.00 | -425.00 | -480.00 | -450.00 | -760.00 |
| 2021-07-30 | 18645.00 | 18765.00 | 18900.00 | 18645.00 | 19200.00 | 19070.00 | 19245.00 | 19005.00 | -555.00 | -305.00 | -345.00 | -360.00 |
| 2021-07-29 | 18500.00 | 18600.00 | 18750.00 | 18445.00 | 19205.00 | 19185.00 | 19230.00 | 19085.00 | -705.00 | -585.00 | -480.00 | -640.00 |
| 2021-07-28 | 18520.00 | 18430.00 | 18520.00 | 18335.00 | 19200.00 | 19105.00 | 19215.00 | 19050.00 | -680.00 | -675.00 | -695.00 | -715.00 |
| 2021-07-27 | 18385.00 | 18390.00 | 18520.00 | 18310.00 | 19235.00 | 19200.00 | 19275.00 | 19080.00 | -850.00 | -810.00 | -755.00 | -770.00 |
| 2021-07-26 | 18500.00 | 18460.00 | 18600.00 | 18200.00 | 19300.00 | 19245.00 | 19325.00 | 19100.00 | -800.00 | -785.00 | -725.00 | -900.00 |
| 2021-07-23 | 18300.00 | 18295.00 | 18485.00 | 18050.00 | 19190.00 | 19060.00 | 19190.00 | 18950.00 | -890.00 | -765.00 | -705.00 | -900.00 |
| 2021-07-22 | 18700.00 | 18375.00 | 18700.00 | 18375.00 | 19220.00 | 19215.00 | 19370.00 | 19180.00 | -520.00 | -840.00 | -670.00 | -805.00 |
| 2021-07-21 | 18950.00 | 18740.00 | 19050.00 | 18600.00 | 19500.00 | 19355.00 | 19580.00 | 19150.00 | -550.00 | -615.00 | -530.00 | -550.00 |
| 2021-07-20 | 18750.00 | 18840.00 | 19070.00 | 18700.00 | 19120.00 | 19420.00 | 19525.00 | 19020.00 | -370.00 | -580.00 | -455.00 | -320.00 |
| 2021-07-19 | 18500.00 | 18785.00 | 18895.00 | 18450.00 | 19100.00 | 19100.00 | 19200.00 | 18830.00 | -600.00 | -315.00 | -305.00 | -380.00 |
| 2021-07-16 | 18125.00 | 18400.00 | 18480.00 | 18075.00 | 18660.00 | 19005.00 | 19010.00 | 18630.00 | -535.00 | -605.00 | -530.00 | -555.00 |
| 2021-07-15 | 18080.00 | 18120.00 | 18275.00 | 17955.00 | 18550.00 | 18675.00 | 18750.00 | 18510.00 | -470.00 | -555.00 | -475.00 | -555.00 |
| 2021-07-14 | 18260.00 | 18210.00 | 18385.00 | 17905.00 | 18575.00 | 18600.00 | 18730.00 | 18340.00 | -315.00 | -390.00 | -345.00 | -435.00 |
| 2021-07-13 | 18760.00 | 18270.00 | 18825.00 | 18210.00 | 19025.00 | 18595.00 | 19130.00 | 18500.00 | -265.00 | -325.00 | -305.00 | -290.00 |
| 2021-07-12 | 19000.00 | 18760.00 | 19000.00 | 18730.00 | 19050.00 | 19025.00 | 19230.00 | 19000.00 | -50.00 | -265.00 | -230.00 | -270.00 |
| 2021-07-09 | 19000.00 | 19165.00 | 19200.00 | 18850.00 | 19100.00 | 19220.00 | 19230.00 | 18975.00 | -100.00 | -55.00 | -30.00 | -125.00 |
| 2021-07-08 | 18700.00 | 18865.00 | 18950.00 | 18510.00 | 18970.00 | 19055.00 | 19130.00 | 18875.00 | -270.00 | -190.00 | -180.00 | -365.00 |
| 2021-07-07 | 18900.00 | 18625.00 | 19100.00 | 18340.00 | 19075.00 | 18960.00 | 19180.00 | 18830.00 | -175.00 | -335.00 | -80.00 | -490.00 |
| 2021-07-06 | 18800.00 | 18985.00 | 19045.00 | 18740.00 | 18880.00 | 19130.00 | 19185.00 | 18810.00 | -80.00 | -145.00 | -140.00 | -70.00 |
| 2021-07-05 | 18800.00 | 18745.00 | 19105.00 | 18620.00 | 18660.00 | 18940.00 | 19140.00 | 18655.00 | 140.00 | -195.00 | -35.00 | -35.00 |
| 2021-07-02 | 18980.00 | 18580.00 | 18980.00 | 18435.00 | 18750.00 | 18545.00 | 18830.00 | 18500.00 | 230.00 | 35.00 | 150.00 | -65.00 |
| 2021-07-01 | 19480.00 | 18890.00 | 19615.00 | 18730.00 | 19290.00 | 18720.00 | 19290.00 | 18665.00 | 190.00 | 170.00 | 325.00 | 65.00 |
| 2021-06-30 | 19200.00 | 19370.00 | 19480.00 | 19065.00 | 19160.00 | 19090.00 | 19320.00 | 18960.00 | 40.00 | 280.00 | 160.00 | 105.00 |
| 2021-06-29 | 18820.00 | 19240.00 | 19285.00 | 18820.00 | 19050.00 | 19175.00 | 19300.00 | 18950.00 | -230.00 | 65.00 | -15.00 | -130.00 |
| 2021-06-28 | 19600.00 | 18925.00 | 19800.00 | 18620.00 | 19610.00 | 19105.00 | 19810.00 | 18830.00 | -10.00 | -180.00 | -10.00 | -210.00 |
| 2021-06-25 | 17980.00 | 18925.00 | 18940.00 | 17980.00 | 18440.00 | 19260.00 | 19325.00 | 18410.00 | -460.00 | -335.00 | -385.00 | -430.00 |
| 2021-06-24 | 18200.00 | 17840.00 | 18350.00 | 17665.00 | 18800.00 | 18370.00 | 18850.00 | 18290.00 | -600.00 | -530.00 | -500.00 | -625.00 |
| 2021-06-23 | 17100.00 | 18160.00 | 18165.00 | 17100.00 | 17900.00 | 18785.00 | 18850.00 | 17900.00 | -800.00 | -625.00 | -685.00 | -800.00 |
| 2021-06-22 | 16690.00 | 17040.00 | 17280.00 | 16675.00 | 17300.00 | 17835.00 | 18160.00 | 17255.00 | -610.00 | -795.00 | -880.00 | -580.00 |
| 2021-06-21 | 17400.00 | 16735.00 | 17490.00 | 16710.00 | 18000.00 | 17295.00 | 18000.00 | 17265.00 | -600.00 | -560.00 | -510.00 | -555.00 |
| 2021-06-18 | 18200.00 | 17600.00 | 18415.00 | 17600.00 | 18570.00 | 18020.00 | 18645.00 | 18000.00 | -370.00 | -420.00 | -230.00 | -400.00 |
| 2021-06-17 | 18890.00 | 18465.00 | 19150.00 | 18400.00 | 19075.00 | 18705.00 | 19200.00 | 18665.00 | -185.00 | -240.00 | -50.00 | -265.00 |
| 2021-06-16 | 18810.00 | 18970.00 | 19270.00 | 18800.00 | 19295.00 | 19120.00 | 19510.00 | 19000.00 | -485.00 | -150.00 | -240.00 | -200.00 |
| 2021-06-15 | 19310.00 | 18810.00 | 19495.00 | 18550.00 | 19525.00 | 19210.00 | 19550.00 | 19070.00 | -215.00 | -400.00 | -55.00 | -520.00 |
| 2021-06-11 | 19930.00 | 19795.00 | 20150.00 | 19730.00 | 19745.00 | 19650.00 | 19820.00 | 19510.00 | 185.00 | 145.00 | 330.00 | 220.00 |
| 2021-06-10 | 20050.00 | 19935.00 | 20440.00 | 19860.00 | 19715.00 | 19715.00 | 19850.00 | 19500.00 | 335.00 | 220.00 | 590.00 | 360.00 |
| 2021-06-09 | 19620.00 | 20215.00 | 20670.00 | 19555.00 | 19400.00 | 19695.00 | 19980.00 | 19200.00 | 220.00 | 520.00 | 690.00 | 355.00 |
| 2021-06-08 | 20200.00 | 19770.00 | 20395.00 | 19735.00 | 19615.00 | 19355.00 | 19920.00 | 19320.00 | 585.00 | 415.00 | 475.00 | 415.00 |
| 2021-06-07 | 19670.00 | 20025.00 | 20355.00 | 19310.00 | 19150.00 | 19605.00 | 19750.00 | 18810.00 | 520.00 | 420.00 | 605.00 | 500.00 |
| 2021-06-04 | 20500.00 | 19870.00 | 20500.00 | 19830.00 | 19695.00 | 19230.00 | 19695.00 | 19190.00 | 805.00 | 640.00 | 805.00 | 640.00 |
| 2021-06-03 | 21500.00 | 20640.00 | 21500.00 | 20170.00 | 19950.00 | 19790.00 | 20090.00 | 19200.00 | 1550.00 | 850.00 | 1410.00 | 970.00 |
| 2021-06-02 | 21980.00 | 21525.00 | 22190.00 | 21435.00 | 20090.00 | 20085.00 | 20190.00 | 19920.00 | 1890.00 | 1440.00 | 2000.00 | 1515.00 |
| 2021-06-01 | 22360.00 | 22025.00 | 22520.00 | 22000.00 | 20200.00 | 20095.00 | 20270.00 | 19960.00 | 2160.00 | 1930.00 | 2250.00 | 2040.00 |
| 2021-05-31 | 22410.00 | 22245.00 | 22695.00 | 22035.00 | 20665.00 | 20145.00 | 20675.00 | 20120.00 | 1745.00 | 2100.00 | 2020.00 | 1915.00 |
| 2021-05-28 | 22425.00 | 22485.00 | 23395.00 | 22425.00 | 21000.00 | 20660.00 | 21475.00 | 20650.00 | 1425.00 | 1825.00 | 1920.00 | 1775.00 |
| 2021-05-27 | 23000.00 | 22445.00 | 23000.00 | 22400.00 | 21500.00 | 20900.00 | 21500.00 | 20880.00 | 1500.00 | 1545.00 | 1500.00 | 1520.00 |