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
2025-02-13 13000.00 13070.00 13095.00 12995.00 12850.00 12885.00 12965.00 12850.00 150.00 185.00 130.00 145.00
2025-02-12 12960.00 13010.00 13040.00 12930.00 12780.00 12865.00 12890.00 12780.00 180.00 145.00 150.00 150.00
2025-02-11 13000.00 12940.00 13015.00 12900.00 12870.00 12795.00 12935.00 12775.00 130.00 145.00 80.00 125.00
2025-02-10 13120.00 12970.00 13165.00 12935.00 13150.00 12870.00 13150.00 12800.00 -30.00 100.00 15.00 135.00
2025-02-07 13130.00 13065.00 13210.00 13035.00 13140.00 13135.00 13205.00 13090.00 -10.00 -70.00 5.00 -55.00
2025-02-06 13350.00 13220.00 13375.00 13150.00 13255.00 13175.00 13290.00 13135.00 95.00 45.00 85.00 15.00
2025-02-05 13135.00 13385.00 13425.00 13080.00 13180.00 13290.00 13305.00 13080.00 -45.00 95.00 120.00 0.00
2025-01-27 13000.00 13035.00 13190.00 12980.00 12960.00 13040.00 13100.00 12940.00 40.00 -5.00 90.00 40.00
2025-01-24 13035.00 12975.00 13085.00 12855.00 13010.00 12940.00 13035.00 12890.00 25.00 35.00 50.00 -35.00
2025-01-23 12950.00 13000.00 13095.00 12915.00 12970.00 13000.00 13035.00 12950.00 -20.00 0.00 60.00 -35.00
2025-01-22 12950.00 12935.00 12990.00 12885.00 12960.00 12960.00 12985.00 12900.00 -10.00 -25.00 5.00 -15.00
2025-01-21 12825.00 12980.00 13025.00 12810.00 12845.00 12980.00 13005.00 12840.00 -20.00 0.00 20.00 -30.00
2025-01-20 12865.00 12855.00 12930.00 12755.00 12890.00 12885.00 12930.00 12840.00 -25.00 -30.00 0.00 -85.00
2025-01-17 12930.00 12955.00 13090.00 12850.00 12880.00 12925.00 12950.00 12825.00 50.00 30.00 140.00 25.00
2025-01-16 12970.00 12955.00 13050.00 12895.00 12980.00 12885.00 12980.00 12865.00 -10.00 70.00 70.00 30.00
2025-01-15 13020.00 12980.00 13080.00 12885.00 13045.00 12960.00 13050.00 12905.00 -25.00 20.00 30.00 -20.00
2025-01-14 12920.00 13020.00 13075.00 12905.00 12985.00 13010.00 13030.00 12925.00 -65.00 10.00 45.00 -20.00
2025-01-13 12705.00 12940.00 12950.00 12705.00 12870.00 12955.00 12970.00 12820.00 -165.00 -15.00 -20.00 -115.00
2025-01-10 12650.00 12760.00 12810.00 12650.00 12790.00 12865.00 12885.00 12790.00 -140.00 -105.00 -75.00 -140.00
2025-01-09 12925.00 12660.00 12930.00 12600.00 13055.00 12790.00 13070.00 12755.00 -130.00 -130.00 -140.00 -155.00
2025-01-08 12830.00 12895.00 12900.00 12755.00 13000.00 13055.00 13080.00 12925.00 -170.00 -160.00 -180.00 -170.00
2025-01-07 12970.00 12770.00 12970.00 12760.00 13195.00 12975.00 13195.00 12960.00 -225.00 -205.00 -225.00 -200.00
2025-01-06 13045.00 13005.00 13195.00 12935.00 13180.00 13195.00 13315.00 13140.00 -135.00 -190.00 -120.00 -205.00
2025-01-03 13085.00 12950.00 13105.00 12885.00 13390.00 13140.00 13390.00 13130.00 -305.00 -190.00 -285.00 -245.00
2025-01-02 12840.00 13090.00 13095.00 12830.00 14060.00 13505.00 14095.00 13505.00 -1220.00 -415.00 -1000.00 -675.00
2024-12-31 12850.00 12800.00 12905.00 12765.00 13265.00 13190.00 13295.00 13170.00 -415.00 -390.00 -390.00 -405.00
2024-12-30 12770.00 12815.00 12865.00 12720.00 13190.00 13265.00 13275.00 13160.00 -420.00 -450.00 -410.00 -440.00
2024-12-27 12730.00 12785.00 12830.00 12700.00 13200.00 13215.00 13250.00 13145.00 -470.00 -430.00 -420.00 -445.00
2024-12-26 12800.00 12710.00 12850.00 12675.00 13185.00 13175.00 13280.00 13120.00 -385.00 -465.00 -430.00 -445.00
2024-12-25 12875.00 12795.00 12895.00 12735.00 14300.00 14245.00 14320.00 14110.00 -1425.00 -1450.00 -1425.00 -1375.00
2024-12-24 12805.00 12905.00 12935.00 12755.00 14015.00 14310.00 14310.00 13905.00 -1210.00 -1405.00 -1375.00 -1150.00
2024-12-23 12605.00 12740.00 12800.00 12605.00 13255.00 13345.00 13380.00 13240.00 -650.00 -605.00 -580.00 -635.00
2024-12-20 12550.00 12670.00 12710.00 12505.00 13580.00 13640.00 13690.00 13415.00 -1030.00 -970.00 -980.00 -910.00
2024-12-19 12780.00 12560.00 12810.00 12540.00 13955.00 13595.00 13965.00 13555.00 -1175.00 -1035.00 -1155.00 -1015.00
2024-12-18 12905.00 12785.00 12915.00 12685.00 14220.00 13955.00 14240.00 13860.00 -1315.00 -1170.00 -1325.00 -1175.00
2024-12-17 12930.00 12880.00 12975.00 12855.00 14220.00 14240.00 14295.00 14180.00 -1290.00 -1360.00 -1320.00 -1325.00
2024-12-16 13090.00 12925.00 13100.00 12880.00 14400.00 14205.00 14490.00 14150.00 -1310.00 -1280.00 -1390.00 -1270.00
2024-12-13 14375.00 14375.00 14435.00 14285.00 13055.00 13095.00 13160.00 12915.00 1320.00 1280.00 1275.00 1370.00
2024-12-12 14600.00 14395.00 14600.00 14365.00 13100.00 13035.00 13145.00 13005.00 1500.00 1360.00 1455.00 1360.00
2024-12-11 14670.00 14595.00 14720.00 14535.00 13210.00 13130.00 13230.00 13105.00 1460.00 1465.00 1490.00 1430.00
2024-12-10 14635.00 14655.00 14760.00 14545.00 13250.00 13190.00 13315.00 13120.00 1385.00 1465.00 1445.00 1425.00
2024-12-09 14600.00 14610.00 14670.00 14425.00 13315.00 13185.00 13315.00 13165.00 1285.00 1425.00 1355.00 1260.00
2024-12-06 14770.00 14620.00 14800.00 14580.00 13550.00 13315.00 13550.00 13290.00 1220.00 1305.00 1250.00 1290.00
2024-12-05 14755.00 14735.00 14770.00 14540.00 13400.00 13470.00 13505.00 13355.00 1355.00 1265.00 1265.00 1185.00
2024-12-04 14700.00 14725.00 14840.00 14665.00 13320.00 13435.00 13555.00 13300.00 1380.00 1290.00 1285.00 1365.00
2024-12-03 14845.00 14735.00 14880.00 14640.00 13355.00 13320.00 13390.00 13255.00 1490.00 1415.00 1490.00 1385.00
2024-12-02 14995.00 14820.00 15085.00 14790.00 13500.00 13365.00 13535.00 13325.00 1495.00 1455.00 1550.00 1465.00
2024-11-29 15160.00 15075.00 15210.00 15040.00 13650.00 13525.00 13660.00 13525.00 1510.00 1550.00 1550.00 1515.00
2024-11-28 15340.00 15180.00 15365.00 15060.00 13775.00 13660.00 13790.00 13580.00 1565.00 1520.00 1575.00 1480.00
2024-11-27 15250.00 15335.00 15335.00 15235.00 13760.00 13785.00 13790.00 13725.00 1490.00 1550.00 1545.00 1510.00
2024-11-26 15570.00 15250.00 15575.00 15220.00 13875.00 13735.00 13915.00 13715.00 1695.00 1515.00 1660.00 1505.00
2024-11-25 15605.00 15510.00 15670.00 15475.00 13920.00 13870.00 13975.00 13850.00 1685.00 1640.00 1695.00 1625.00
2024-11-22 15530.00 15545.00 15610.00 15470.00 13910.00 13865.00 13955.00 13820.00 1620.00 1680.00 1655.00 1650.00
2024-11-21 15550.00 15505.00 15590.00 15435.00 13915.00 13910.00 13925.00 13830.00 1635.00 1595.00 1665.00 1605.00
2024-11-20 15430.00 15550.00 15565.00 15430.00 13780.00 13890.00 13910.00 13780.00 1650.00 1660.00 1655.00 1650.00
2024-11-19 15245.00 15395.00 15430.00 15245.00 13800.00 13790.00 13850.00 13760.00 1445.00 1605.00 1580.00 1485.00
2024-11-18 15230.00 15280.00 15310.00 15120.00 13745.00 13770.00 13795.00 13690.00 1485.00 1510.00 1515.00 1430.00
2024-11-15 15265.00 15220.00 15315.00 15150.00 13750.00 13745.00 13800.00 13690.00 1515.00 1475.00 1515.00 1460.00
2024-11-14 15650.00 15290.00 15745.00 15260.00 13890.00 13760.00 13965.00 13745.00 1760.00 1530.00 1780.00 1515.00
2024-11-13 15690.00 15650.00 15740.00 15575.00 13870.00 13890.00 13955.00 13850.00 1820.00 1760.00 1785.00 1725.00
2024-11-12 15500.00 15690.00 15700.00 15445.00 13890.00 13900.00 13930.00 13850.00 1610.00 1790.00 1770.00 1595.00
2024-11-11 15350.00 15495.00 15535.00 15240.00 13900.00 13890.00 13920.00 13835.00 1450.00 1605.00 1615.00 1405.00
2024-11-08 15545.00 15400.00 15575.00 15345.00 13955.00 13910.00 14010.00 13865.00 1590.00 1490.00 1565.00 1480.00
2024-11-07 15295.00 15515.00 15550.00 15285.00 13900.00 13955.00 14005.00 13875.00 1395.00 1560.00 1545.00 1410.00
2024-11-06 15255.00 15295.00 15380.00 15215.00 13900.00 13885.00 13930.00 13850.00 1355.00 1410.00 1450.00 1365.00
2024-11-05 15400.00 15345.00 15500.00 15305.00 13805.00 13920.00 14015.00 13805.00 1595.00 1425.00 1485.00 1500.00
2024-11-04 15380.00 15465.00 15600.00 15370.00 13950.00 13950.00 14035.00 13920.00 1430.00 1515.00 1565.00 1450.00
2024-11-01 15170.00 15370.00 15380.00 15090.00 17015.00 17100.00 17200.00 17010.00 -1845.00 -1730.00 -1820.00 -1920.00
2024-10-31 15280.00 15175.00 15340.00 15150.00 13905.00 13865.00 13920.00 13835.00 1375.00 1310.00 1420.00 1315.00
2024-10-30 15185.00 15260.00 15325.00 15165.00 13870.00 13885.00 13930.00 13860.00 1315.00 1375.00 1395.00 1305.00
2024-10-29 15170.00 15155.00 15220.00 15055.00 16800.00 16850.00 16850.00 16755.00 -1630.00 -1695.00 -1630.00 -1700.00
2024-10-28 15145.00 15150.00 15225.00 15055.00 13900.00 13880.00 13940.00 13820.00 1245.00 1270.00 1285.00 1235.00
2024-10-25 15450.00 15215.00 15485.00 15165.00 17085.00 16985.00 17145.00 16960.00 -1635.00 -1770.00 -1660.00 -1795.00
2024-10-24 15365.00 15435.00 15505.00 15335.00 13950.00 13980.00 14050.00 13915.00 1415.00 1455.00 1455.00 1420.00
2024-10-23 15305.00 15385.00 15485.00 15220.00 17105.00 16985.00 17110.00 16845.00 -1800.00 -1600.00 -1625.00 -1625.00
2024-10-22 15245.00 15320.00 15340.00 15155.00 16845.00 17120.00 17130.00 16730.00 -1600.00 -1800.00 -1790.00 -1575.00
2024-10-21 15155.00 15230.00 15290.00 15110.00 16565.00 16815.00 16935.00 16505.00 -1410.00 -1585.00 -1645.00 -1395.00
2024-10-18 15100.00 15155.00 15200.00 14950.00 16560.00 16565.00 16580.00 16370.00 -1460.00 -1410.00 -1380.00 -1420.00
2024-10-17 15235.00 15090.00 15350.00 15035.00 16730.00 16555.00 16745.00 16420.00 -1495.00 -1465.00 -1395.00 -1385.00
2024-10-16 15375.00 15280.00 15415.00 15220.00 16805.00 16745.00 16895.00 16715.00 -1430.00 -1465.00 -1480.00 -1495.00
2024-10-15 15250.00 15375.00 15440.00 15205.00 16735.00 16825.00 16830.00 16635.00 -1485.00 -1450.00 -1390.00 -1430.00
2024-10-14 15295.00 15270.00 15380.00 15170.00 17195.00 16830.00 17200.00 16810.00 -1900.00 -1560.00 -1820.00 -1640.00
2024-10-11 15660.00 15275.00 15745.00 15235.00 17350.00 17300.00 17460.00 17205.00 -1690.00 -2025.00 -1715.00 -1970.00
2024-10-10 16075.00 15630.00 16150.00 15620.00 17635.00 17335.00 17725.00 17280.00 -1560.00 -1705.00 -1575.00 -1660.00
2024-10-09 17360.00 17605.00 17610.00 17335.00 15895.00 16055.00 16080.00 15870.00 1465.00 1550.00 1530.00 1465.00
2024-10-08 17100.00 17285.00 17360.00 17025.00 15990.00 15800.00 15995.00 15755.00 1110.00 1485.00 1365.00 1270.00
2024-09-30 16930.00 17060.00 17275.00 16835.00 15575.00 15935.00 16120.00 15410.00 1355.00 1125.00 1155.00 1425.00
2024-09-27 16855.00 16880.00 16975.00 16765.00 15620.00 15500.00 15735.00 15460.00 1235.00 1380.00 1240.00 1305.00
2024-09-26 16905.00 16790.00 16930.00 16720.00 15870.00 15605.00 15920.00 15590.00 1035.00 1185.00 1010.00 1130.00
2024-09-25 17310.00 16880.00 17370.00 16825.00 15960.00 15840.00 16120.00 15815.00 1350.00 1040.00 1250.00 1010.00
2024-09-24 17350.00 17315.00 17400.00 17180.00 15915.00 15930.00 15990.00 15850.00 1435.00 1385.00 1410.00 1330.00
2024-09-23 17300.00 17295.00 17350.00 17155.00 15770.00 15880.00 15935.00 15635.00 1530.00 1415.00 1415.00 1520.00
2024-09-20 17750.00 17775.00 17850.00 17680.00 16100.00 16020.00 16100.00 15970.00 1650.00 1755.00 1750.00 1710.00
2024-09-19 17600.00 17780.00 17835.00 17565.00 15815.00 16105.00 16130.00 15805.00 1785.00 1675.00 1705.00 1760.00
2024-09-18 17630.00 17580.00 17780.00 17425.00 15940.00 15835.00 16035.00 15785.00 1690.00 1745.00 1745.00 1640.00
2024-09-13 17695.00 17790.00 17800.00 17595.00 16025.00 16040.00 16110.00 15950.00 1670.00 1750.00 1690.00 1645.00
2024-09-12 17750.00 17655.00 17865.00 17580.00 15990.00 15995.00 16150.00 15865.00 1760.00 1660.00 1715.00 1715.00
2024-09-11 18005.00 17755.00 18030.00 17550.00 16050.00 15960.00 16085.00 15715.00 1955.00 1795.00 1945.00 1835.00
2024-09-10 18000.00 17950.00 18085.00 17865.00 16230.00 16035.00 16280.00 16020.00 1770.00 1915.00 1805.00 1845.00
2024-09-09 18240.00 18000.00 18240.00 17915.00 16440.00 16230.00 16460.00 16215.00 1800.00 1770.00 1780.00 1700.00
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