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
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
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