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
2025-07-10 14255.00 14375.00 14445.00 14205.00 13595.00 13695.00 13745.00 13565.00 660.00 680.00 700.00 640.00
2025-07-09 14240.00 14265.00 14270.00 14175.00 13640.00 13600.00 13675.00 13540.00 600.00 665.00 595.00 635.00
2025-07-08 14240.00 14275.00 14300.00 14230.00 13700.00 13685.00 13720.00 13645.00 540.00 590.00 580.00 585.00
2025-07-07 14250.00 14245.00 14310.00 14205.00 13655.00 13685.00 13790.00 13610.00 595.00 560.00 520.00 595.00
2025-07-04 14310.00 14305.00 14420.00 14280.00 13655.00 13720.00 13840.00 13635.00 655.00 585.00 580.00 645.00
2025-07-03 14345.00 14370.00 14420.00 14250.00 13530.00 13665.00 13700.00 13495.00 815.00 705.00 720.00 755.00
2025-07-02 13880.00 14340.00 14375.00 13880.00 13340.00 13550.00 13595.00 13340.00 540.00 790.00 780.00 540.00
2025-07-01 13880.00 13865.00 13940.00 13840.00 13370.00 13390.00 13435.00 13365.00 510.00 475.00 505.00 475.00
2025-06-30 14020.00 13870.00 14040.00 13820.00 13450.00 13355.00 13475.00 13320.00 570.00 515.00 565.00 500.00
2025-06-27 14050.00 14005.00 14080.00 13945.00 13500.00 13445.00 13500.00 13415.00 550.00 560.00 580.00 530.00
2025-06-26 14010.00 14040.00 14080.00 13990.00 13470.00 13475.00 13530.00 13430.00 540.00 565.00 550.00 560.00
2025-06-25 13935.00 14000.00 14015.00 13930.00 13450.00 13485.00 13490.00 13445.00 485.00 515.00 525.00 485.00
2025-06-24 13980.00 13940.00 14060.00 13905.00 13480.00 13465.00 13530.00 13390.00 500.00 475.00 530.00 515.00
2025-06-23 13995.00 13980.00 14010.00 13925.00 13455.00 13490.00 13510.00 13425.00 540.00 490.00 500.00 500.00
2025-06-20 13780.00 13895.00 13900.00 13780.00 13345.00 13445.00 13450.00 13345.00 435.00 450.00 450.00 435.00
2025-06-19 13820.00 13760.00 13845.00 13715.00 13420.00 13340.00 13425.00 13335.00 400.00 420.00 420.00 380.00
2025-06-18 13800.00 13835.00 13880.00 13765.00 13370.00 13400.00 13425.00 13340.00 430.00 435.00 455.00 425.00
2025-06-17 13780.00 13815.00 13855.00 13755.00 13380.00 13385.00 13445.00 13345.00 400.00 430.00 410.00 410.00
2025-06-16 13800.00 13780.00 13850.00 13750.00 13400.00 13380.00 13440.00 13365.00 400.00 400.00 410.00 385.00
2025-06-13 13750.00 13790.00 13840.00 13710.00 13370.00 13410.00 13465.00 13360.00 380.00 380.00 375.00 350.00
2025-06-12 13600.00 13750.00 13770.00 13540.00 13330.00 13390.00 13415.00 13290.00 270.00 360.00 355.00 250.00
2025-06-11 13600.00 13600.00 13670.00 13570.00 13285.00 13325.00 13365.00 13270.00 315.00 275.00 305.00 300.00
2025-06-10 13535.00 13595.00 13635.00 13485.00 13165.00 13225.00 13260.00 13120.00 370.00 370.00 375.00 365.00
2025-06-09 13430.00 13475.00 13505.00 13350.00 13025.00 13070.00 13135.00 13000.00 405.00 405.00 370.00 350.00
2025-06-06 13500.00 13460.00 13565.00 13425.00 13355.00 13335.00 13410.00 13290.00 145.00 125.00 155.00 135.00
2025-06-05 13490.00 13485.00 13530.00 13445.00 13315.00 13345.00 13375.00 13295.00 175.00 140.00 155.00 150.00
2025-06-04 13500.00 13490.00 13520.00 13390.00 13290.00 13325.00 13345.00 13230.00 210.00 165.00 175.00 160.00
2025-06-03 13580.00 13510.00 13645.00 13485.00 13440.00 13310.00 13455.00 13285.00 140.00 200.00 190.00 200.00
2025-05-30 13610.00 13605.00 13695.00 13575.00 13250.00 13410.00 13410.00 13225.00 360.00 195.00 285.00 350.00
2025-05-29 13560.00 13640.00 13690.00 13380.00 13110.00 13240.00 13345.00 12990.00 450.00 400.00 345.00 390.00
2025-05-28 13575.00 13560.00 13605.00 13510.00 13185.00 13110.00 13195.00 13065.00 390.00 450.00 410.00 445.00
2025-05-27 13600.00 13560.00 13610.00 13495.00 13255.00 13250.00 13275.00 13195.00 345.00 310.00 335.00 300.00
2025-05-26 13565.00 13600.00 13640.00 13550.00 13210.00 13275.00 13325.00 13210.00 355.00 325.00 315.00 340.00
2025-05-23 13580.00 13515.00 13630.00 13475.00 13235.00 13205.00 13265.00 13160.00 345.00 310.00 365.00 315.00
2025-05-22 13625.00 13580.00 13685.00 13515.00 13250.00 13240.00 13275.00 13160.00 375.00 340.00 410.00 355.00
2025-05-21 13670.00 13650.00 13695.00 13610.00 13370.00 13285.00 13370.00 13260.00 300.00 365.00 325.00 350.00
2025-05-20 13695.00 13690.00 13730.00 13665.00 13310.00 13355.00 13400.00 13295.00 385.00 335.00 330.00 370.00
2025-05-19 13655.00 13685.00 13730.00 13590.00 13315.00 13300.00 13380.00 13270.00 340.00 385.00 350.00 320.00
2025-05-16 13780.00 13660.00 13800.00 13650.00 13485.00 13405.00 13500.00 13395.00 295.00 255.00 300.00 255.00
2025-05-15 14015.00 13780.00 14015.00 13735.00 13600.00 13495.00 13625.00 13450.00 415.00 285.00 390.00 285.00
2025-05-14 13885.00 14020.00 14060.00 13885.00 13580.00 13645.00 13670.00 13545.00 305.00 375.00 390.00 340.00
2025-05-13 13870.00 13885.00 13910.00 13845.00 13540.00 13575.00 13580.00 13510.00 330.00 310.00 330.00 335.00
2025-05-12 13900.00 13870.00 13930.00 13855.00 13515.00 13525.00 13570.00 13480.00 385.00 345.00 360.00 375.00
2025-05-09 13925.00 13925.00 13975.00 13820.00 13485.00 13495.00 13535.00 13460.00 440.00 430.00 440.00 360.00
2025-05-08 13950.00 13910.00 13985.00 13865.00 13535.00 13480.00 13550.00 13470.00 415.00 430.00 435.00 395.00
2025-05-07 13940.00 13985.00 14035.00 13940.00 13550.00 13535.00 13560.00 13500.00 390.00 450.00 475.00 440.00
2025-05-06 13890.00 13960.00 13970.00 13855.00 13500.00 13500.00 13515.00 13445.00 390.00 460.00 455.00 410.00
2025-04-30 13905.00 13910.00 13970.00 13870.00 13480.00 13445.00 13480.00 13410.00 425.00 465.00 490.00 460.00
2025-04-29 14075.00 13930.00 14130.00 13910.00 13500.00 13450.00 13500.00 13405.00 575.00 480.00 630.00 505.00
2025-04-28 14120.00 14130.00 14230.00 14100.00 13555.00 13485.00 13555.00 13450.00 565.00 645.00 675.00 650.00
2025-04-25 14130.00 14150.00 14175.00 14095.00 13505.00 13540.00 13560.00 13485.00 625.00 610.00 615.00 610.00
2025-04-24 14345.00 14135.00 14360.00 13530.00 13560.00 13495.00 13560.00 13390.00 785.00 640.00 800.00 140.00
2025-04-23 14480.00 14365.00 14490.00 14325.00 13645.00 13590.00 13680.00 13565.00 835.00 775.00 810.00 760.00
2025-04-22 14515.00 14485.00 14560.00 14455.00 13660.00 13670.00 13705.00 13635.00 855.00 815.00 855.00 820.00
2025-04-21 14390.00 14555.00 14580.00 14360.00 13650.00 13680.00 13715.00 13575.00 740.00 875.00 865.00 785.00
2025-04-18 14425.00 14465.00 14525.00 14385.00 13725.00 13875.00 13890.00 13710.00 700.00 590.00 635.00 675.00
2025-04-17 14375.00 14435.00 14440.00 14305.00 13615.00 13630.00 13660.00 13565.00 760.00 805.00 780.00 740.00
2025-04-16 14495.00 14325.00 14530.00 14275.00 13525.00 13545.00 13570.00 13520.00 970.00 780.00 960.00 755.00
2025-04-15 14450.00 14510.00 14540.00 14400.00 13550.00 13565.00 13580.00 13490.00 900.00 945.00 960.00 910.00
2025-04-14 14480.00 14470.00 14645.00 14425.00 13580.00 13580.00 13610.00 13470.00 900.00 890.00 1035.00 955.00
2025-04-11 14280.00 14345.00 14390.00 14235.00 13355.00 13380.00 13390.00 13315.00 925.00 965.00 1000.00 920.00
2025-04-10 14220.00 14295.00 14395.00 14085.00 13550.00 13290.00 13550.00 12735.00 670.00 1005.00 845.00 1350.00
2025-04-09 13590.00 13485.00 13645.00 13460.00 14185.00 14290.00 14365.00 14145.00 -595.00 -805.00 -720.00 -685.00
2025-04-08 13350.00 13590.00 13650.00 13340.00 13940.00 14185.00 14240.00 13910.00 -590.00 -595.00 -590.00 -570.00
2025-04-07 13315.00 13330.00 13500.00 13260.00 13895.00 13900.00 14220.00 13880.00 -580.00 -570.00 -720.00 -620.00
2025-04-03 13230.00 13270.00 13300.00 13205.00 13840.00 13860.00 13925.00 13810.00 -610.00 -590.00 -625.00 -605.00
2025-04-02 13200.00 13230.00 13265.00 13170.00 13980.00 13880.00 13980.00 13870.00 -780.00 -650.00 -715.00 -700.00
2025-04-01 13245.00 13240.00 13290.00 13170.00 13990.00 13930.00 14080.00 13800.00 -745.00 -690.00 -790.00 -630.00
2025-03-31 13305.00 13245.00 13310.00 13220.00 14025.00 13945.00 14085.00 13880.00 -720.00 -700.00 -775.00 -660.00
2025-03-28 13500.00 13225.00 13500.00 13205.00 14095.00 14000.00 14145.00 13990.00 -595.00 -775.00 -645.00 -785.00
2025-03-27 13550.00 13515.00 13550.00 13470.00 14100.00 14120.00 14180.00 14100.00 -550.00 -605.00 -630.00 -630.00
2025-03-26 13455.00 13535.00 13550.00 13420.00 13550.00 13590.00 13600.00 13520.00 -95.00 -55.00 -50.00 -100.00
2025-03-25 13455.00 13455.00 13530.00 13430.00 13545.00 13525.00 13630.00 13490.00 -90.00 -70.00 -100.00 -60.00
2025-03-24 13390.00 13475.00 13500.00 13365.00 13420.00 13525.00 13570.00 13410.00 -30.00 -50.00 -70.00 -45.00
2025-03-21 13515.00 13355.00 13570.00 13335.00 13465.00 13395.00 13520.00 13350.00 50.00 -40.00 50.00 -15.00
2025-03-20 13660.00 13515.00 13720.00 13475.00 13535.00 13475.00 13590.00 13450.00 125.00 40.00 130.00 25.00
2025-03-19 13720.00 13620.00 13785.00 13580.00 13600.00 13530.00 13665.00 13505.00 120.00 90.00 120.00 75.00
2025-03-18 13600.00 13705.00 13720.00 13525.00 14085.00 14205.00 14220.00 14065.00 -485.00 -500.00 -500.00 -540.00
2025-03-17 13505.00 13605.00 13705.00 13505.00 14050.00 14090.00 14205.00 14040.00 -545.00 -485.00 -500.00 -535.00
2025-03-14 13360.00 13565.00 13585.00 13355.00 13345.00 13450.00 13450.00 13345.00 15.00 115.00 135.00 10.00
2025-03-13 13380.00 13335.00 13380.00 13285.00 13395.00 13345.00 13395.00 13340.00 -15.00 -10.00 -15.00 -55.00
2025-03-12 13445.00 13410.00 13490.00 13380.00 14025.00 14020.00 14070.00 14005.00 -580.00 -610.00 -580.00 -625.00
2025-03-11 13295.00 13465.00 13475.00 13230.00 14010.00 14050.00 14065.00 13980.00 -715.00 -585.00 -590.00 -750.00
2025-03-10 13210.00 13310.00 13380.00 13210.00 14010.00 14035.00 14125.00 14010.00 -800.00 -725.00 -745.00 -800.00
2025-03-07 13100.00 13145.00 13175.00 13065.00 13980.00 13985.00 14015.00 13945.00 -880.00 -840.00 -840.00 -880.00
2025-03-06 13055.00 13090.00 13130.00 13005.00 13945.00 13990.00 14000.00 13915.00 -890.00 -900.00 -870.00 -910.00
2025-03-05 13160.00 13070.00 13210.00 13065.00 14015.00 13945.00 14050.00 13935.00 -855.00 -875.00 -840.00 -870.00
2025-03-04 13100.00 13195.00 13325.00 13050.00 14000.00 14045.00 14080.00 13950.00 -900.00 -850.00 -755.00 -900.00
2025-03-03 12950.00 13125.00 13150.00 12940.00 13615.00 13575.00 13715.00 13385.00 -665.00 -450.00 -565.00 -445.00
2025-02-28 12945.00 12935.00 12975.00 12905.00 13920.00 13915.00 13955.00 13890.00 -975.00 -980.00 -980.00 -985.00
2025-02-27 12920.00 12945.00 12955.00 12900.00 13950.00 13920.00 13985.00 13880.00 -1030.00 -975.00 -1030.00 -980.00
2025-02-26 13015.00 12925.00 13040.00 12900.00 13150.00 13175.00 13210.00 13125.00 -135.00 -250.00 -170.00 -225.00
2025-02-25 13020.00 13010.00 13050.00 12990.00 14110.00 14030.00 14110.00 14005.00 -1090.00 -1020.00 -1060.00 -1015.00
2025-02-24 12960.00 13000.00 13010.00 12840.00 14110.00 14070.00 14110.00 14030.00 -1150.00 -1070.00 -1100.00 -1190.00
2025-02-21 13050.00 12985.00 13090.00 12970.00 13030.00 12960.00 13030.00 12940.00 20.00 25.00 60.00 30.00
2025-02-20 13070.00 13050.00 13080.00 12990.00 14120.00 14140.00 14160.00 14090.00 -1050.00 -1090.00 -1080.00 -1100.00
2025-02-19 13050.00 13045.00 13090.00 12965.00 13075.00 13045.00 13085.00 13005.00 -25.00 0.00 5.00 -40.00
2025-02-18 13010.00 13050.00 13130.00 13010.00 12930.00 13015.00 13105.00 12930.00 80.00 35.00 25.00 80.00
2025-02-17 13000.00 13015.00 13065.00 12970.00 12895.00 12925.00 12930.00 12865.00 105.00 90.00 135.00 105.00
2025-02-14 13090.00 12975.00 13120.00 12930.00 12900.00 12845.00 12945.00 12795.00 190.00 130.00 175.00 135.00
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