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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-06 | 18320.00 | 18430.00 | 18450.00 | 18265.00 | 16490.00 | 16505.00 | 16555.00 | 16415.00 | 1830.00 | 1925.00 | 1895.00 | 1850.00 |
| 2024-09-05 | 18365.00 | 18275.00 | 18525.00 | 18265.00 | 16615.00 | 16485.00 | 16745.00 | 16485.00 | 1750.00 | 1790.00 | 1780.00 | 1780.00 |
| 2024-09-04 | 18400.00 | 18360.00 | 18485.00 | 18325.00 | 16775.00 | 16645.00 | 16790.00 | 16615.00 | 1625.00 | 1715.00 | 1695.00 | 1710.00 |
| 2024-09-03 | 18190.00 | 18425.00 | 18445.00 | 18160.00 | 16720.00 | 16800.00 | 16810.00 | 16670.00 | 1470.00 | 1625.00 | 1635.00 | 1490.00 |
| 2024-09-02 | 18240.00 | 18170.00 | 18320.00 | 18085.00 | 16745.00 | 16725.00 | 16805.00 | 16650.00 | 1495.00 | 1445.00 | 1515.00 | 1435.00 |
| 2024-08-30 | 18195.00 | 18255.00 | 18310.00 | 18180.00 | 16565.00 | 16700.00 | 16730.00 | 16565.00 | 1630.00 | 1555.00 | 1580.00 | 1615.00 |
| 2024-08-29 | 18120.00 | 18155.00 | 18220.00 | 18065.00 | 16670.00 | 16600.00 | 16755.00 | 16560.00 | 1450.00 | 1555.00 | 1465.00 | 1505.00 |
| 2024-08-28 | 17880.00 | 18130.00 | 18135.00 | 17850.00 | 16480.00 | 16705.00 | 16760.00 | 16480.00 | 1400.00 | 1425.00 | 1375.00 | 1370.00 |
| 2024-08-27 | 17850.00 | 17880.00 | 17910.00 | 17770.00 | 16400.00 | 16535.00 | 16540.00 | 16355.00 | 1450.00 | 1345.00 | 1370.00 | 1415.00 |
| 2024-08-26 | 17900.00 | 17915.00 | 18035.00 | 17820.00 | 16490.00 | 16455.00 | 16540.00 | 16380.00 | 1410.00 | 1460.00 | 1495.00 | 1440.00 |
| 2024-08-23 | 18270.00 | 17865.00 | 18270.00 | 17855.00 | 16775.00 | 16420.00 | 16785.00 | 16365.00 | 1495.00 | 1445.00 | 1485.00 | 1490.00 |
| 2024-08-22 | 18150.00 | 18260.00 | 18290.00 | 18110.00 | 16565.00 | 16760.00 | 16790.00 | 16545.00 | 1585.00 | 1500.00 | 1500.00 | 1565.00 |
| 2024-08-21 | 18380.00 | 18155.00 | 18395.00 | 18130.00 | 16650.00 | 16565.00 | 16665.00 | 16515.00 | 1730.00 | 1590.00 | 1730.00 | 1615.00 |
| 2024-08-20 | 18525.00 | 18400.00 | 18575.00 | 18325.00 | 16665.00 | 16650.00 | 16765.00 | 16605.00 | 1860.00 | 1750.00 | 1810.00 | 1720.00 |
| 2024-08-19 | 18375.00 | 18505.00 | 18530.00 | 18300.00 | 16600.00 | 16700.00 | 16755.00 | 16515.00 | 1775.00 | 1805.00 | 1775.00 | 1785.00 |
| 2024-08-16 | 18695.00 | 18590.00 | 18700.00 | 18540.00 | 16775.00 | 16720.00 | 16860.00 | 16670.00 | 1920.00 | 1870.00 | 1840.00 | 1870.00 |
| 2024-08-15 | 18890.00 | 18730.00 | 19010.00 | 18630.00 | 16935.00 | 16815.00 | 17115.00 | 16665.00 | 1955.00 | 1915.00 | 1895.00 | 1965.00 |
| 2024-08-14 | 18550.00 | 18790.00 | 18820.00 | 18445.00 | 19665.00 | 19925.00 | 20000.00 | 19640.00 | -1115.00 | -1135.00 | -1180.00 | -1195.00 |
| 2024-08-13 | 18550.00 | 18525.00 | 18620.00 | 18420.00 | 19580.00 | 19715.00 | 19765.00 | 19565.00 | -1030.00 | -1190.00 | -1145.00 | -1145.00 |
| 2024-08-12 | 18505.00 | 18595.00 | 18685.00 | 18325.00 | 19285.00 | 19630.00 | 19700.00 | 19190.00 | -780.00 | -1035.00 | -1015.00 | -865.00 |
| 2024-08-09 | 18265.00 | 18545.00 | 18550.00 | 18265.00 | 19190.00 | 19260.00 | 19295.00 | 19160.00 | -925.00 | -715.00 | -745.00 | -895.00 |
| 2024-08-08 | 18185.00 | 18250.00 | 18365.00 | 18120.00 | 19185.00 | 19155.00 | 19195.00 | 19050.00 | -1000.00 | -905.00 | -830.00 | -930.00 |
| 2024-08-07 | 17825.00 | 18190.00 | 18195.00 | 17810.00 | 19060.00 | 19190.00 | 19210.00 | 19020.00 | -1235.00 | -1000.00 | -1015.00 | -1210.00 |
| 2024-08-06 | 19265.00 | 19045.00 | 19270.00 | 19000.00 | 18190.00 | 17850.00 | 18235.00 | 17815.00 | 1075.00 | 1195.00 | 1035.00 | 1185.00 |
| 2024-08-05 | 19205.00 | 19175.00 | 19365.00 | 19055.00 | 18190.00 | 18170.00 | 18345.00 | 18120.00 | 1015.00 | 1005.00 | 1020.00 | 935.00 |
| 2024-08-02 | 18605.00 | 18965.00 | 18980.00 | 18550.00 | 17900.00 | 18070.00 | 18095.00 | 17750.00 | 705.00 | 895.00 | 885.00 | 800.00 |
| 2024-08-01 | 18650.00 | 18605.00 | 18690.00 | 18555.00 | 18025.00 | 17920.00 | 18025.00 | 17835.00 | 625.00 | 685.00 | 665.00 | 720.00 |
| 2024-07-31 | 18550.00 | 18675.00 | 18690.00 | 18495.00 | 18025.00 | 18005.00 | 18080.00 | 17820.00 | 525.00 | 670.00 | 610.00 | 675.00 |
| 2024-07-30 | 18540.00 | 18525.00 | 18640.00 | 18415.00 | 17940.00 | 17975.00 | 18145.00 | 17920.00 | 600.00 | 550.00 | 495.00 | 495.00 |
| 2024-07-29 | 18385.00 | 18505.00 | 18560.00 | 18280.00 | 17735.00 | 17990.00 | 17995.00 | 17665.00 | 650.00 | 515.00 | 565.00 | 615.00 |
| 2024-07-26 | 18600.00 | 18310.00 | 18600.00 | 18235.00 | 17750.00 | 17685.00 | 17760.00 | 17570.00 | 850.00 | 625.00 | 840.00 | 665.00 |
| 2024-07-25 | 18645.00 | 18585.00 | 18660.00 | 18455.00 | 17880.00 | 17750.00 | 17890.00 | 17635.00 | 765.00 | 835.00 | 770.00 | 820.00 |
| 2024-07-24 | 18650.00 | 18680.00 | 18810.00 | 18605.00 | 17890.00 | 17880.00 | 17955.00 | 17825.00 | 760.00 | 800.00 | 855.00 | 780.00 |
| 2024-07-23 | 18640.00 | 18685.00 | 18775.00 | 18580.00 | 17960.00 | 17925.00 | 18040.00 | 17865.00 | 680.00 | 760.00 | 735.00 | 715.00 |
| 2024-07-22 | 18395.00 | 18670.00 | 18730.00 | 18310.00 | 17850.00 | 17950.00 | 18065.00 | 17765.00 | 545.00 | 720.00 | 665.00 | 545.00 |
| 2024-07-19 | 18395.00 | 18395.00 | 18435.00 | 18260.00 | 16535.00 | 16430.00 | 16590.00 | 16410.00 | 1860.00 | 1965.00 | 1845.00 | 1850.00 |
| 2024-07-18 | 18200.00 | 18335.00 | 18420.00 | 18180.00 | 17760.00 | 17835.00 | 17895.00 | 17760.00 | 440.00 | 500.00 | 525.00 | 420.00 |
| 2024-07-17 | 18200.00 | 18240.00 | 18295.00 | 18135.00 | 17850.00 | 17845.00 | 17905.00 | 17735.00 | 350.00 | 395.00 | 390.00 | 400.00 |
| 2024-07-16 | 18245.00 | 18225.00 | 18320.00 | 18175.00 | 17830.00 | 17815.00 | 17950.00 | 17770.00 | 415.00 | 410.00 | 370.00 | 405.00 |
| 2024-07-15 | 18015.00 | 18245.00 | 18450.00 | 18010.00 | 17800.00 | 17840.00 | 18010.00 | 17730.00 | 215.00 | 405.00 | 440.00 | 280.00 |
| 2024-07-12 | 17900.00 | 17835.00 | 17935.00 | 17685.00 | 17795.00 | 17715.00 | 17830.00 | 17600.00 | 105.00 | 120.00 | 105.00 | 85.00 |
| 2024-07-11 | 17580.00 | 17845.00 | 17900.00 | 17530.00 | 17740.00 | 17760.00 | 17780.00 | 17665.00 | -160.00 | 85.00 | 120.00 | -135.00 |
| 2024-07-10 | 18010.00 | 17510.00 | 18030.00 | 17505.00 | 18030.00 | 17670.00 | 18035.00 | 17580.00 | -20.00 | -160.00 | -5.00 | -75.00 |
| 2024-07-09 | 17930.00 | 18075.00 | 18085.00 | 17815.00 | 18080.00 | 18035.00 | 18100.00 | 17905.00 | -150.00 | 40.00 | -15.00 | -90.00 |
| 2024-07-08 | 17980.00 | 17935.00 | 18125.00 | 17880.00 | 18250.00 | 18080.00 | 18310.00 | 18015.00 | -270.00 | -145.00 | -185.00 | -135.00 |
| 2024-07-05 | 17855.00 | 17845.00 | 17925.00 | 17740.00 | 18210.00 | 18165.00 | 18275.00 | 18050.00 | -355.00 | -320.00 | -350.00 | -310.00 |
| 2024-07-04 | 17860.00 | 17855.00 | 17965.00 | 17830.00 | 18280.00 | 18205.00 | 18350.00 | 18145.00 | -420.00 | -350.00 | -385.00 | -315.00 |
| 2024-07-03 | 17795.00 | 17870.00 | 17885.00 | 17675.00 | 18160.00 | 18270.00 | 18280.00 | 18085.00 | -365.00 | -400.00 | -395.00 | -410.00 |
| 2024-07-02 | 17660.00 | 17790.00 | 17860.00 | 17660.00 | 18005.00 | 18160.00 | 18210.00 | 17995.00 | -345.00 | -370.00 | -350.00 | -335.00 |
| 2024-07-01 | 17560.00 | 17695.00 | 17750.00 | 17520.00 | 17850.00 | 18005.00 | 18040.00 | 17800.00 | -290.00 | -310.00 | -290.00 | -280.00 |
| 2024-06-28 | 17630.00 | 17620.00 | 17710.00 | 17565.00 | 17825.00 | 17850.00 | 17940.00 | 17825.00 | -195.00 | -230.00 | -230.00 | -260.00 |
| 2024-06-27 | 17580.00 | 17615.00 | 17670.00 | 17480.00 | 17890.00 | 17870.00 | 17960.00 | 17815.00 | -310.00 | -255.00 | -290.00 | -335.00 |
| 2024-06-26 | 17285.00 | 17580.00 | 17610.00 | 17250.00 | 17700.00 | 17890.00 | 17910.00 | 17685.00 | -415.00 | -310.00 | -300.00 | -435.00 |
| 2024-06-25 | 17495.00 | 17250.00 | 17510.00 | 17185.00 | 17900.00 | 17700.00 | 17940.00 | 17660.00 | -405.00 | -450.00 | -430.00 | -475.00 |
| 2024-06-24 | 17300.00 | 17400.00 | 17480.00 | 17210.00 | 17815.00 | 17860.00 | 17930.00 | 17720.00 | -515.00 | -460.00 | -450.00 | -510.00 |
| 2024-06-21 | 17540.00 | 17475.00 | 17615.00 | 17420.00 | 17975.00 | 17950.00 | 18080.00 | 17890.00 | -435.00 | -475.00 | -465.00 | -470.00 |
| 2024-06-20 | 17630.00 | 17565.00 | 17765.00 | 17520.00 | 18020.00 | 18000.00 | 18150.00 | 17935.00 | -390.00 | -435.00 | -385.00 | -415.00 |
| 2024-06-19 | 17580.00 | 17640.00 | 17680.00 | 17515.00 | 17900.00 | 18045.00 | 18110.00 | 17885.00 | -320.00 | -405.00 | -430.00 | -370.00 |
| 2024-06-18 | 17625.00 | 17545.00 | 17695.00 | 17515.00 | 17930.00 | 17865.00 | 18005.00 | 17830.00 | -305.00 | -320.00 | -310.00 | -315.00 |
| 2024-06-17 | 17880.00 | 17645.00 | 17880.00 | 17610.00 | 18050.00 | 17945.00 | 18075.00 | 17895.00 | -170.00 | -300.00 | -195.00 | -285.00 |
| 2024-06-14 | 17900.00 | 17880.00 | 17960.00 | 17795.00 | 18000.00 | 18080.00 | 18140.00 | 17970.00 | -100.00 | -200.00 | -180.00 | -175.00 |
| 2024-06-13 | 18210.00 | 17820.00 | 18230.00 | 17705.00 | 18205.00 | 17965.00 | 18220.00 | 17815.00 | 5.00 | -145.00 | 10.00 | -110.00 |
| 2024-06-12 | 18385.00 | 18330.00 | 18505.00 | 18280.00 | 18450.00 | 18360.00 | 18465.00 | 18310.00 | -65.00 | -30.00 | 40.00 | -30.00 |
| 2024-06-11 | 18140.00 | 18345.00 | 18360.00 | 17925.00 | 18320.00 | 18395.00 | 18400.00 | 18080.00 | -180.00 | -50.00 | -40.00 | -155.00 |
| 2024-06-07 | 18210.00 | 17960.00 | 18335.00 | 17900.00 | 17650.00 | 17350.00 | 17705.00 | 17235.00 | 560.00 | 610.00 | 630.00 | 665.00 |
| 2024-06-06 | 18155.00 | 18165.00 | 18195.00 | 17990.00 | 18040.00 | 18085.00 | 18175.00 | 17985.00 | 115.00 | 80.00 | 20.00 | 5.00 |
| 2024-06-05 | 18185.00 | 18060.00 | 18265.00 | 18055.00 | 17250.00 | 17290.00 | 17365.00 | 17210.00 | 935.00 | 770.00 | 900.00 | 845.00 |
| 2024-06-04 | 18305.00 | 18180.00 | 18355.00 | 18140.00 | 17300.00 | 17245.00 | 17495.00 | 17160.00 | 1005.00 | 935.00 | 860.00 | 980.00 |
| 2024-06-03 | 18280.00 | 18275.00 | 18700.00 | 18125.00 | 18500.00 | 18515.00 | 18800.00 | 18425.00 | -220.00 | -240.00 | -100.00 | -300.00 |
| 2024-05-31 | 17890.00 | 17965.00 | 18065.00 | 17760.00 | 16495.00 | 16590.00 | 16595.00 | 16435.00 | 1395.00 | 1375.00 | 1470.00 | 1325.00 |
| 2024-05-30 | 17980.00 | 17905.00 | 18015.00 | 17825.00 | 16595.00 | 16490.00 | 16645.00 | 16425.00 | 1385.00 | 1415.00 | 1370.00 | 1400.00 |
| 2024-05-29 | 17930.00 | 17920.00 | 18020.00 | 17815.00 | 18285.00 | 18270.00 | 18390.00 | 18185.00 | -355.00 | -350.00 | -370.00 | -370.00 |
| 2024-05-28 | 18225.00 | 17860.00 | 18380.00 | 17850.00 | 16755.00 | 16525.00 | 16925.00 | 16495.00 | 1470.00 | 1335.00 | 1455.00 | 1355.00 |
| 2024-05-27 | 18305.00 | 18175.00 | 18380.00 | 18140.00 | 18600.00 | 18505.00 | 18745.00 | 18460.00 | -295.00 | -330.00 | -365.00 | -320.00 |
| 2024-05-24 | 18155.00 | 18225.00 | 18310.00 | 18115.00 | 18600.00 | 18585.00 | 18640.00 | 18455.00 | -445.00 | -360.00 | -330.00 | -340.00 |
| 2024-05-23 | 18470.00 | 18175.00 | 18485.00 | 18100.00 | 18815.00 | 18490.00 | 18865.00 | 18400.00 | -345.00 | -315.00 | -380.00 | -300.00 |
| 2024-05-22 | 18300.00 | 18450.00 | 18485.00 | 18300.00 | 18605.00 | 18790.00 | 18830.00 | 18605.00 | -305.00 | -340.00 | -345.00 | -305.00 |
| 2024-05-21 | 18110.00 | 18270.00 | 18315.00 | 18075.00 | 18475.00 | 18575.00 | 18640.00 | 18455.00 | -365.00 | -305.00 | -325.00 | -380.00 |
| 2024-05-20 | 18250.00 | 18125.00 | 18470.00 | 18105.00 | 18400.00 | 18535.00 | 18725.00 | 18400.00 | -150.00 | -410.00 | -255.00 | -295.00 |
| 2024-05-17 | 18100.00 | 18255.00 | 18330.00 | 18055.00 | 16330.00 | 16420.00 | 16445.00 | 16275.00 | 1770.00 | 1835.00 | 1885.00 | 1780.00 |
| 2024-05-16 | 18055.00 | 18040.00 | 18110.00 | 17950.00 | 16285.00 | 16280.00 | 16330.00 | 16200.00 | 1770.00 | 1760.00 | 1780.00 | 1750.00 |
| 2024-05-15 | 18200.00 | 18010.00 | 18225.00 | 17930.00 | 18350.00 | 18210.00 | 18395.00 | 18150.00 | -150.00 | -200.00 | -170.00 | -220.00 |
| 2024-05-14 | 18175.00 | 18120.00 | 18265.00 | 18030.00 | 18260.00 | 18285.00 | 18415.00 | 18155.00 | -85.00 | -165.00 | -150.00 | -125.00 |
| 2024-05-13 | 17990.00 | 18175.00 | 18245.00 | 17905.00 | 16200.00 | 16260.00 | 16390.00 | 16175.00 | 1790.00 | 1915.00 | 1855.00 | 1730.00 |
| 2024-05-10 | 17780.00 | 18070.00 | 18125.00 | 17505.00 | 18060.00 | 18230.00 | 18270.00 | 17800.00 | -280.00 | -160.00 | -145.00 | -295.00 |
| 2024-05-09 | 17780.00 | 17770.00 | 17825.00 | 17600.00 | 18030.00 | 18055.00 | 18165.00 | 17935.00 | -250.00 | -285.00 | -340.00 | -335.00 |
| 2024-05-08 | 17590.00 | 17735.00 | 17830.00 | 17590.00 | 15785.00 | 15895.00 | 15915.00 | 15730.00 | 1805.00 | 1840.00 | 1915.00 | 1860.00 |
| 2024-05-07 | 17695.00 | 17625.00 | 17880.00 | 17605.00 | 17895.00 | 17910.00 | 18170.00 | 17880.00 | -200.00 | -285.00 | -290.00 | -275.00 |
| 2024-05-06 | 17300.00 | 17615.00 | 17645.00 | 17235.00 | 15565.00 | 15690.00 | 15710.00 | 15500.00 | 1735.00 | 1925.00 | 1935.00 | 1735.00 |
| 2024-04-30 | 17335.00 | 17345.00 | 17455.00 | 17265.00 | 15650.00 | 15565.00 | 15710.00 | 15555.00 | 1685.00 | 1780.00 | 1745.00 | 1710.00 |
| 2024-04-29 | 17620.00 | 17335.00 | 17635.00 | 17280.00 | 15810.00 | 15605.00 | 15820.00 | 15600.00 | 1810.00 | 1730.00 | 1815.00 | 1680.00 |
| 2024-04-26 | 17455.00 | 17670.00 | 17745.00 | 17415.00 | 15880.00 | 15885.00 | 15975.00 | 15770.00 | 1575.00 | 1785.00 | 1770.00 | 1645.00 |
| 2024-04-25 | 17840.00 | 17515.00 | 17875.00 | 17460.00 | 16230.00 | 15900.00 | 16240.00 | 15860.00 | 1610.00 | 1615.00 | 1635.00 | 1600.00 |
| 2024-04-24 | 17820.00 | 17855.00 | 17925.00 | 17665.00 | 16175.00 | 16225.00 | 16250.00 | 16020.00 | 1645.00 | 1630.00 | 1675.00 | 1645.00 |
| 2024-04-23 | 18005.00 | 17735.00 | 18130.00 | 17680.00 | 16350.00 | 16160.00 | 16425.00 | 16135.00 | 1655.00 | 1575.00 | 1705.00 | 1545.00 |
| 2024-04-22 | 18200.00 | 17990.00 | 18345.00 | 17965.00 | 16410.00 | 16340.00 | 16425.00 | 16320.00 | 1790.00 | 1650.00 | 1920.00 | 1645.00 |
| 2024-04-19 | 17980.00 | 18170.00 | 18190.00 | 17860.00 | 16350.00 | 16350.00 | 16430.00 | 16225.00 | 1630.00 | 1820.00 | 1760.00 | 1635.00 |
| 2024-04-18 | 17810.00 | 17965.00 | 18060.00 | 17650.00 | 16350.00 | 16360.00 | 16485.00 | 16265.00 | 1460.00 | 1605.00 | 1575.00 | 1385.00 |
| 2024-04-17 | 17730.00 | 17840.00 | 17870.00 | 17650.00 | 16250.00 | 16375.00 | 16410.00 | 16160.00 | 1480.00 | 1465.00 | 1460.00 | 1490.00 |
| 2024-04-16 | 18015.00 | 17665.00 | 18135.00 | 17540.00 | 16285.00 | 16155.00 | 16360.00 | 16100.00 | 1730.00 | 1510.00 | 1775.00 | 1440.00 |