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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-26 | 23760.00 | 23120.00 | 23760.00 | 23100.00 | 22180.00 | 21565.00 | 22180.00 | 21500.00 | 1580.00 | 1555.00 | 1580.00 | 1600.00 |
| 2021-05-25 | 24050.00 | 23895.00 | 24300.00 | 23620.00 | 22215.00 | 22160.00 | 22635.00 | 22015.00 | 1835.00 | 1735.00 | 1665.00 | 1605.00 |
| 2021-05-24 | 23880.00 | 23940.00 | 24050.00 | 23430.00 | 22400.00 | 22370.00 | 22480.00 | 22110.00 | 1480.00 | 1570.00 | 1570.00 | 1320.00 |
| 2021-05-21 | 23500.00 | 23890.00 | 24200.00 | 23380.00 | 22000.00 | 22380.00 | 22625.00 | 22000.00 | 1500.00 | 1510.00 | 1575.00 | 1380.00 |
| 2021-05-20 | 23400.00 | 23565.00 | 23870.00 | 23080.00 | 22600.00 | 22120.00 | 22600.00 | 21960.00 | 800.00 | 1445.00 | 1270.00 | 1120.00 |
| 2021-05-19 | 24515.00 | 23550.00 | 24515.00 | 23550.00 | 23100.00 | 22645.00 | 23300.00 | 22645.00 | 1415.00 | 905.00 | 1215.00 | 905.00 |
| 2021-05-18 | 24940.00 | 24585.00 | 25090.00 | 24500.00 | 23500.00 | 23200.00 | 23600.00 | 23100.00 | 1440.00 | 1385.00 | 1490.00 | 1400.00 |
| 2021-05-17 | 24900.00 | 24940.00 | 25000.00 | 24800.00 | 23700.00 | 23465.00 | 23700.00 | 23375.00 | 1200.00 | 1475.00 | 1300.00 | 1425.00 |
| 2021-05-14 | 25020.00 | 24970.00 | 25130.00 | 24420.00 | 23800.00 | 23600.00 | 23805.00 | 23200.00 | 1220.00 | 1370.00 | 1325.00 | 1220.00 |
| 2021-05-13 | 25210.00 | 25020.00 | 25250.00 | 24710.00 | 24000.00 | 23885.00 | 24000.00 | 23700.00 | 1210.00 | 1135.00 | 1250.00 | 1010.00 |
| 2021-05-12 | 25000.00 | 25255.00 | 25500.00 | 25000.00 | 24000.00 | 24035.00 | 24180.00 | 23905.00 | 1000.00 | 1220.00 | 1320.00 | 1095.00 |
| 2021-05-11 | 24960.00 | 24950.00 | 25180.00 | 24750.00 | 23800.00 | 23895.00 | 24215.00 | 23700.00 | 1160.00 | 1055.00 | 965.00 | 1050.00 |
| 2021-05-10 | 26700.00 | 25005.00 | 26750.00 | 24975.00 | 25525.00 | 24055.00 | 25525.00 | 24020.00 | 1175.00 | 950.00 | 1225.00 | 955.00 |
| 2021-05-07 | 26700.00 | 26900.00 | 26945.00 | 26485.00 | 25410.00 | 25750.00 | 25860.00 | 25385.00 | 1290.00 | 1150.00 | 1085.00 | 1100.00 |
| 2021-05-06 | 27000.00 | 26700.00 | 27160.00 | 26405.00 | 25500.00 | 25495.00 | 26055.00 | 25385.00 | 1500.00 | 1205.00 | 1105.00 | 1020.00 |
| 2021-04-30 | 27320.00 | 27290.00 | 27480.00 | 27200.00 | 26080.00 | 25980.00 | 26300.00 | 25890.00 | 1240.00 | 1310.00 | 1180.00 | 1310.00 |
| 2021-04-29 | 27210.00 | 27320.00 | 27385.00 | 27075.00 | 25885.00 | 26020.00 | 26100.00 | 25820.00 | 1325.00 | 1300.00 | 1285.00 | 1255.00 |
| 2021-04-28 | 26875.00 | 27250.00 | 27355.00 | 26850.00 | 25860.00 | 26000.00 | 26080.00 | 25845.00 | 1015.00 | 1250.00 | 1275.00 | 1005.00 |
| 2021-04-27 | 27400.00 | 27035.00 | 27440.00 | 26660.00 | 26000.00 | 25995.00 | 26080.00 | 25800.00 | 1400.00 | 1040.00 | 1360.00 | 860.00 |
| 2021-04-26 | 27680.00 | 27370.00 | 27680.00 | 27330.00 | 26465.00 | 26130.00 | 26465.00 | 26000.00 | 1215.00 | 1240.00 | 1215.00 | 1330.00 |
| 2021-04-23 | 27195.00 | 27720.00 | 27990.00 | 27195.00 | 26285.00 | 26540.00 | 26800.00 | 26210.00 | 910.00 | 1180.00 | 1190.00 | 985.00 |
| 2021-04-22 | 27155.00 | 27195.00 | 27330.00 | 27050.00 | 26305.00 | 26210.00 | 26400.00 | 26210.00 | 850.00 | 985.00 | 930.00 | 840.00 |
| 2021-04-21 | 26995.00 | 27170.00 | 27180.00 | 26755.00 | 26005.00 | 26325.00 | 26360.00 | 25905.00 | 990.00 | 845.00 | 820.00 | 850.00 |
| 2021-04-20 | 27180.00 | 27110.00 | 27480.00 | 27110.00 | 26190.00 | 26205.00 | 26360.00 | 26175.00 | 990.00 | 905.00 | 1120.00 | 935.00 |
| 2021-04-19 | 26900.00 | 27180.00 | 27245.00 | 26800.00 | 26010.00 | 26210.00 | 26340.00 | 26000.00 | 890.00 | 970.00 | 905.00 | 800.00 |
| 2021-04-16 | 27000.00 | 26920.00 | 27150.00 | 26785.00 | 26300.00 | 26100.00 | 26300.00 | 25900.00 | 700.00 | 820.00 | 850.00 | 885.00 |
| 2021-04-15 | 27280.00 | 27190.00 | 27495.00 | 27150.00 | 26305.00 | 26255.00 | 26445.00 | 26205.00 | 975.00 | 935.00 | 1050.00 | 945.00 |
| 2021-04-14 | 27365.00 | 27425.00 | 27700.00 | 27350.00 | 26455.00 | 26320.00 | 26690.00 | 26320.00 | 910.00 | 1105.00 | 1010.00 | 1030.00 |
| 2021-04-13 | 27300.00 | 27605.00 | 27640.00 | 27120.00 | 26495.00 | 26550.00 | 26635.00 | 26240.00 | 805.00 | 1055.00 | 1005.00 | 880.00 |
| 2021-04-12 | 26830.00 | 27095.00 | 27345.00 | 26815.00 | 25900.00 | 26220.00 | 26510.00 | 25900.00 | 930.00 | 875.00 | 835.00 | 915.00 |
| 2021-04-09 | 26995.00 | 26610.00 | 27070.00 | 26465.00 | 25990.00 | 25855.00 | 26080.00 | 25650.00 | 1005.00 | 755.00 | 990.00 | 815.00 |
| 2021-04-08 | 26740.00 | 26920.00 | 27320.00 | 26615.00 | 25705.00 | 26045.00 | 26385.00 | 25705.00 | 1035.00 | 875.00 | 935.00 | 910.00 |
| 2021-04-07 | 27050.00 | 26810.00 | 27120.00 | 26665.00 | 26200.00 | 25900.00 | 26200.00 | 25625.00 | 850.00 | 910.00 | 920.00 | 1040.00 |
| 2021-04-06 | 27230.00 | 27120.00 | 27495.00 | 27060.00 | 26300.00 | 26195.00 | 26430.00 | 26105.00 | 930.00 | 925.00 | 1065.00 | 955.00 |
| 2021-04-02 | 27940.00 | 27660.00 | 27940.00 | 27535.00 | 26615.00 | 26635.00 | 26635.00 | 26350.00 | 1325.00 | 1025.00 | 1305.00 | 1185.00 |
| 2021-04-01 | 27110.00 | 27940.00 | 27995.00 | 26870.00 | 26040.00 | 26650.00 | 26750.00 | 25975.00 | 1070.00 | 1290.00 | 1245.00 | 895.00 |
| 2021-03-31 | 26870.00 | 26985.00 | 27130.00 | 26655.00 | 25990.00 | 25885.00 | 26000.00 | 25700.00 | 880.00 | 1100.00 | 1130.00 | 955.00 |
| 2021-03-30 | 26480.00 | 27030.00 | 27230.00 | 26310.00 | 25635.00 | 25990.00 | 26360.00 | 25580.00 | 845.00 | 1040.00 | 870.00 | 730.00 |
| 2021-03-29 | 27000.00 | 26555.00 | 27030.00 | 26520.00 | 26475.00 | 25775.00 | 26475.00 | 25405.00 | 525.00 | 780.00 | 555.00 | 1115.00 |
| 2021-03-26 | 27500.00 | 27215.00 | 27570.00 | 27215.00 | 26525.00 | 26515.00 | 26680.00 | 26290.00 | 975.00 | 700.00 | 890.00 | 925.00 |
| 2021-03-25 | 27850.00 | 27520.00 | 27980.00 | 27520.00 | 27000.00 | 26685.00 | 27140.00 | 26680.00 | 850.00 | 835.00 | 840.00 | 840.00 |
| 2021-03-24 | 28000.00 | 28000.00 | 28190.00 | 27850.00 | 27000.00 | 27115.00 | 27300.00 | 26900.00 | 1000.00 | 885.00 | 890.00 | 950.00 |
| 2021-03-23 | 28280.00 | 28135.00 | 28325.00 | 27960.00 | 27215.00 | 27160.00 | 27260.00 | 27010.00 | 1065.00 | 975.00 | 1065.00 | 950.00 |
| 2021-03-22 | 28455.00 | 28250.00 | 28470.00 | 27935.00 | 27335.00 | 27185.00 | 27450.00 | 26945.00 | 1120.00 | 1065.00 | 1020.00 | 990.00 |
| 2021-03-19 | 28205.00 | 28505.00 | 28600.00 | 28135.00 | 27300.00 | 27375.00 | 27495.00 | 26800.00 | 905.00 | 1130.00 | 1105.00 | 1335.00 |
| 2021-03-18 | 28470.00 | 28470.00 | 28630.00 | 28365.00 | 27655.00 | 27470.00 | 27700.00 | 27335.00 | 815.00 | 1000.00 | 930.00 | 1030.00 |
| 2021-03-17 | 28390.00 | 28610.00 | 28760.00 | 28310.00 | 27400.00 | 27655.00 | 27765.00 | 27400.00 | 990.00 | 955.00 | 995.00 | 910.00 |
| 2021-03-16 | 28370.00 | 28450.00 | 28695.00 | 28120.00 | 27305.00 | 27495.00 | 27650.00 | 27170.00 | 1065.00 | 955.00 | 1045.00 | 950.00 |
| 2021-03-15 | 28785.00 | 28405.00 | 28995.00 | 28280.00 | 27510.00 | 27260.00 | 27760.00 | 27075.00 | 1275.00 | 1145.00 | 1235.00 | 1205.00 |
| 2021-03-12 | 28880.00 | 28750.00 | 28885.00 | 28485.00 | 27600.00 | 27390.00 | 27765.00 | 27260.00 | 1280.00 | 1360.00 | 1120.00 | 1225.00 |
| 2021-03-11 | 28000.00 | 28595.00 | 28755.00 | 27805.00 | 27200.00 | 27390.00 | 27580.00 | 26930.00 | 800.00 | 1205.00 | 1175.00 | 875.00 |
| 2021-03-10 | 27880.00 | 28050.00 | 28300.00 | 27200.00 | 26900.00 | 27275.00 | 27405.00 | 26160.00 | 980.00 | 775.00 | 895.00 | 1040.00 |
| 2021-03-09 | 28465.00 | 27900.00 | 28615.00 | 27820.00 | 27040.00 | 26885.00 | 27320.00 | 26815.00 | 1425.00 | 1015.00 | 1295.00 | 1005.00 |
| 2021-03-08 | 28550.00 | 28545.00 | 28900.00 | 28400.00 | 27600.00 | 27455.00 | 27715.00 | 27285.00 | 950.00 | 1090.00 | 1185.00 | 1115.00 |
| 2021-03-05 | 28865.00 | 28400.00 | 28880.00 | 27000.00 | 27870.00 | 27480.00 | 27870.00 | 26740.00 | 995.00 | 920.00 | 1010.00 | 260.00 |
| 2021-03-04 | 28745.00 | 28845.00 | 29115.00 | 28550.00 | 27890.00 | 27970.00 | 28100.00 | 27835.00 | 855.00 | 875.00 | 1015.00 | 715.00 |
| 2021-03-03 | 28945.00 | 28785.00 | 29000.00 | 28510.00 | 27920.00 | 27930.00 | 28230.00 | 27610.00 | 1025.00 | 855.00 | 770.00 | 900.00 |
| 2021-03-02 | 29150.00 | 28750.00 | 29250.00 | 28500.00 | 28080.00 | 27920.00 | 28400.00 | 27605.00 | 1070.00 | 830.00 | 850.00 | 895.00 |
| 2021-03-01 | 29430.00 | 29185.00 | 29435.00 | 28800.00 | 27520.00 | 28130.00 | 28255.00 | 27500.00 | 1910.00 | 1055.00 | 1180.00 | 1300.00 |
| 2021-02-26 | 28800.00 | 28970.00 | 29325.00 | 28440.00 | 27100.00 | 27450.00 | 27500.00 | 26835.00 | 1700.00 | 1520.00 | 1825.00 | 1605.00 |
| 2021-02-25 | 29000.00 | 28915.00 | 29140.00 | 28630.00 | 27070.00 | 27010.00 | 27135.00 | 26820.00 | 1930.00 | 1905.00 | 2005.00 | 1810.00 |
| 2021-02-24 | 29600.00 | 28900.00 | 29805.00 | 28600.00 | 27000.00 | 27015.00 | 27705.00 | 26715.00 | 2600.00 | 1885.00 | 2100.00 | 1885.00 |
| 2021-02-23 | 29350.00 | 28980.00 | 29380.00 | 28050.00 | 27600.00 | 27045.00 | 27600.00 | 26300.00 | 1750.00 | 1935.00 | 1780.00 | 1750.00 |
| 2021-02-22 | 28350.00 | 29380.00 | 29430.00 | 28115.00 | 26500.00 | 27395.00 | 27500.00 | 26440.00 | 1850.00 | 1985.00 | 1930.00 | 1675.00 |
| 2021-02-19 | 27100.00 | 28330.00 | 28390.00 | 27055.00 | 25510.00 | 26400.00 | 26435.00 | 25510.00 | 1590.00 | 1930.00 | 1955.00 | 1545.00 |
| 2021-02-18 | 27000.00 | 27000.00 | 27100.00 | 26525.00 | 25450.00 | 26010.00 | 26115.00 | 25450.00 | 1550.00 | 990.00 | 985.00 | 1075.00 |
| 2021-02-10 | 26845.00 | 26705.00 | 26870.00 | 26500.00 | 24860.00 | 24960.00 | 24970.00 | 24800.00 | 1985.00 | 1745.00 | 1900.00 | 1700.00 |
| 2021-02-09 | 26900.00 | 26845.00 | 27110.00 | 26400.00 | 25170.00 | 24960.00 | 25320.00 | 24665.00 | 1730.00 | 1885.00 | 1790.00 | 1735.00 |
| 2021-02-08 | 26225.00 | 26900.00 | 27400.00 | 26225.00 | 24025.00 | 25075.00 | 25455.00 | 24025.00 | 2200.00 | 1825.00 | 1945.00 | 2200.00 |
| 2021-02-05 | 25500.00 | 26170.00 | 26175.00 | 25500.00 | 24120.00 | 24565.00 | 24565.00 | 24065.00 | 1380.00 | 1605.00 | 1610.00 | 1435.00 |
| 2021-02-04 | 25325.00 | 25445.00 | 25485.00 | 25250.00 | 23900.00 | 24015.00 | 24100.00 | 23860.00 | 1425.00 | 1430.00 | 1385.00 | 1390.00 |
| 2021-02-03 | 25300.00 | 25315.00 | 25555.00 | 25210.00 | 23750.00 | 23880.00 | 23960.00 | 23670.00 | 1550.00 | 1435.00 | 1595.00 | 1540.00 |
| 2021-02-02 | 25700.00 | 25380.00 | 26040.00 | 25300.00 | 23905.00 | 23790.00 | 24180.00 | 23655.00 | 1795.00 | 1590.00 | 1860.00 | 1645.00 |
| 2021-02-01 | 25600.00 | 25685.00 | 25970.00 | 25420.00 | 23495.00 | 23510.00 | 23680.00 | 23305.00 | 2105.00 | 2175.00 | 2290.00 | 2115.00 |
| 2021-01-29 | 25295.00 | 25570.00 | 25620.00 | 25280.00 | 23650.00 | 23790.00 | 23920.00 | 23600.00 | 1645.00 | 1780.00 | 1700.00 | 1680.00 |
| 2021-01-28 | 25150.00 | 25190.00 | 25535.00 | 25020.00 | 23550.00 | 23570.00 | 23850.00 | 23300.00 | 1600.00 | 1620.00 | 1685.00 | 1720.00 |
| 2021-01-27 | 25610.00 | 25275.00 | 25645.00 | 25200.00 | 23900.00 | 23690.00 | 23900.00 | 23620.00 | 1710.00 | 1585.00 | 1745.00 | 1580.00 |
| 2021-01-26 | 25100.00 | 25555.00 | 25770.00 | 24925.00 | 23400.00 | 23810.00 | 23980.00 | 23315.00 | 1700.00 | 1745.00 | 1790.00 | 1610.00 |
| 2021-01-25 | 24510.00 | 24930.00 | 25300.00 | 24510.00 | 22930.00 | 23260.00 | 23605.00 | 22600.00 | 1580.00 | 1670.00 | 1695.00 | 1910.00 |
| 2021-01-22 | 24860.00 | 24565.00 | 25045.00 | 24530.00 | 22915.00 | 22840.00 | 23080.00 | 22800.00 | 1945.00 | 1725.00 | 1965.00 | 1730.00 |
| 2021-01-21 | 24910.00 | 24870.00 | 25185.00 | 24800.00 | 22960.00 | 23010.00 | 23210.00 | 22960.00 | 1950.00 | 1860.00 | 1975.00 | 1840.00 |
| 2021-01-20 | 25005.00 | 24910.00 | 25090.00 | 24500.00 | 22960.00 | 23000.00 | 23120.00 | 22600.00 | 2045.00 | 1910.00 | 1970.00 | 1900.00 |
| 2021-01-19 | 25185.00 | 25025.00 | 25390.00 | 24880.00 | 23185.00 | 23050.00 | 23275.00 | 22885.00 | 2000.00 | 1975.00 | 2115.00 | 1995.00 |
| 2021-01-18 | 24825.00 | 25140.00 | 25780.00 | 24805.00 | 22640.00 | 23060.00 | 23565.00 | 22640.00 | 2185.00 | 2080.00 | 2215.00 | 2165.00 |
| 2021-01-15 | 25155.00 | 24725.00 | 25155.00 | 24460.00 | 22800.00 | 22650.00 | 22960.00 | 22300.00 | 2355.00 | 2075.00 | 2195.00 | 2160.00 |
| 2021-01-14 | 25805.00 | 24890.00 | 26155.00 | 24860.00 | 23625.00 | 22700.00 | 23925.00 | 22605.00 | 2180.00 | 2190.00 | 2230.00 | 2255.00 |
| 2021-01-13 | 25830.00 | 25870.00 | 26350.00 | 25715.00 | 23700.00 | 23745.00 | 23995.00 | 23500.00 | 2130.00 | 2125.00 | 2355.00 | 2215.00 |
| 2021-01-12 | 25760.00 | 25560.00 | 26210.00 | 25205.00 | 23250.00 | 23495.00 | 24195.00 | 23160.00 | 2510.00 | 2065.00 | 2015.00 | 2045.00 |
| 2021-01-11 | 26225.00 | 26030.00 | 26720.00 | 26030.00 | 24200.00 | 23250.00 | 24200.00 | 22735.00 | 2025.00 | 2780.00 | 2520.00 | 3295.00 |
| 2021-01-08 | 29500.00 | 26810.00 | 30680.00 | 26385.00 | 26200.00 | 24140.00 | 27990.00 | 24095.00 | 3300.00 | 2670.00 | 2690.00 | 2290.00 |