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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-15 | 17890.00 | 18060.00 | 18140.00 | 17805.00 | 16200.00 | 16285.00 | 16380.00 | 16145.00 | 1690.00 | 1775.00 | 1760.00 | 1660.00 |
| 2024-04-12 | 18150.00 | 17885.00 | 18185.00 | 17865.00 | 16295.00 | 16275.00 | 16395.00 | 16160.00 | 1855.00 | 1610.00 | 1790.00 | 1705.00 |
| 2024-04-11 | 18400.00 | 18120.00 | 18420.00 | 18060.00 | 14750.00 | 14730.00 | 14845.00 | 14650.00 | 3650.00 | 3390.00 | 3575.00 | 3410.00 |
| 2024-04-10 | 18500.00 | 18445.00 | 18650.00 | 18350.00 | 15225.00 | 14810.00 | 15270.00 | 14760.00 | 3275.00 | 3635.00 | 3380.00 | 3590.00 |
| 2024-04-09 | 18300.00 | 18595.00 | 18635.00 | 18170.00 | 15130.00 | 15205.00 | 15260.00 | 15095.00 | 3170.00 | 3390.00 | 3375.00 | 3075.00 |
| 2024-04-08 | 18225.00 | 18300.00 | 18405.00 | 18115.00 | 15200.00 | 15125.00 | 15265.00 | 15105.00 | 3025.00 | 3175.00 | 3140.00 | 3010.00 |
| 2024-04-03 | 14985.00 | 15070.00 | 15110.00 | 14945.00 | 17665.00 | 18260.00 | 18265.00 | 17665.00 | -2680.00 | -3190.00 | -3155.00 | -2720.00 |
| 2024-04-02 | 15080.00 | 15010.00 | 15135.00 | 14935.00 | 17790.00 | 17720.00 | 17790.00 | 17600.00 | -2710.00 | -2710.00 | -2655.00 | -2665.00 |
| 2024-04-01 | 15150.00 | 15130.00 | 15225.00 | 15035.00 | 17700.00 | 17730.00 | 17755.00 | 17530.00 | -2550.00 | -2600.00 | -2530.00 | -2495.00 |
| 2024-03-29 | 15230.00 | 15030.00 | 15330.00 | 15010.00 | 17735.00 | 17545.00 | 17800.00 | 17485.00 | -2505.00 | -2515.00 | -2470.00 | -2475.00 |
| 2024-03-28 | 15305.00 | 15230.00 | 15355.00 | 15100.00 | 17560.00 | 17735.00 | 17745.00 | 17405.00 | -2255.00 | -2505.00 | -2390.00 | -2305.00 |
| 2024-03-27 | 15555.00 | 15355.00 | 15640.00 | 15275.00 | 17740.00 | 17655.00 | 17875.00 | 17555.00 | -2185.00 | -2300.00 | -2235.00 | -2280.00 |
| 2024-03-26 | 15765.00 | 15565.00 | 15825.00 | 15530.00 | 17850.00 | 17780.00 | 17940.00 | 17765.00 | -2085.00 | -2215.00 | -2115.00 | -2235.00 |
| 2024-03-25 | 15650.00 | 15695.00 | 15805.00 | 15485.00 | 17690.00 | 17835.00 | 17850.00 | 17640.00 | -2040.00 | -2140.00 | -2045.00 | -2155.00 |
| 2024-03-22 | 15505.00 | 15565.00 | 15625.00 | 15460.00 | 16615.00 | 16650.00 | 16720.00 | 16475.00 | -1110.00 | -1085.00 | -1095.00 | -1015.00 |
| 2024-03-21 | 15650.00 | 15555.00 | 15920.00 | 15540.00 | 17770.00 | 17560.00 | 17855.00 | 17465.00 | -2120.00 | -2005.00 | -1935.00 | -1925.00 |
| 2024-03-20 | 15605.00 | 15610.00 | 15650.00 | 15455.00 | 17720.00 | 17740.00 | 17775.00 | 17575.00 | -2115.00 | -2130.00 | -2125.00 | -2120.00 |
| 2024-03-19 | 15560.00 | 15550.00 | 15620.00 | 15445.00 | 17680.00 | 17710.00 | 17735.00 | 17510.00 | -2120.00 | -2160.00 | -2115.00 | -2065.00 |
| 2024-03-18 | 15135.00 | 15495.00 | 15560.00 | 15130.00 | 17400.00 | 17640.00 | 17730.00 | 17395.00 | -2265.00 | -2145.00 | -2170.00 | -2265.00 |
| 2024-03-15 | 15000.00 | 15165.00 | 15180.00 | 14900.00 | 17210.00 | 17395.00 | 17395.00 | 17135.00 | -2210.00 | -2230.00 | -2215.00 | -2235.00 |
| 2024-03-14 | 15150.00 | 14990.00 | 15175.00 | 14960.00 | 17320.00 | 17225.00 | 17340.00 | 17185.00 | -2170.00 | -2235.00 | -2165.00 | -2225.00 |
| 2024-03-13 | 15250.00 | 15130.00 | 15295.00 | 15055.00 | 17250.00 | 17320.00 | 17400.00 | 17115.00 | -2000.00 | -2190.00 | -2105.00 | -2060.00 |
| 2024-03-12 | 15195.00 | 15285.00 | 15340.00 | 15175.00 | 17040.00 | 17270.00 | 17300.00 | 17025.00 | -1845.00 | -1985.00 | -1960.00 | -1850.00 |
| 2024-03-11 | 15185.00 | 15155.00 | 15285.00 | 15105.00 | 16880.00 | 17005.00 | 17035.00 | 16880.00 | -1695.00 | -1850.00 | -1750.00 | -1775.00 |
| 2024-03-08 | 15015.00 | 15125.00 | 15185.00 | 14975.00 | 16875.00 | 16870.00 | 16940.00 | 16770.00 | -1860.00 | -1745.00 | -1755.00 | -1795.00 |
| 2024-03-07 | 15065.00 | 15010.00 | 15130.00 | 14960.00 | 16105.00 | 16065.00 | 16170.00 | 16035.00 | -1040.00 | -1055.00 | -1040.00 | -1075.00 |
| 2024-03-06 | 14775.00 | 15070.00 | 15075.00 | 14715.00 | 16780.00 | 16875.00 | 16880.00 | 16725.00 | -2005.00 | -1805.00 | -1805.00 | -2010.00 |
| 2024-03-05 | 14705.00 | 14765.00 | 14810.00 | 14695.00 | 16785.00 | 16750.00 | 16820.00 | 16720.00 | -2080.00 | -1985.00 | -2010.00 | -2025.00 |
| 2024-03-04 | 14765.00 | 14700.00 | 14825.00 | 14655.00 | 16700.00 | 16765.00 | 16895.00 | 16670.00 | -1935.00 | -2065.00 | -2070.00 | -2015.00 |
| 2024-03-01 | 14695.00 | 14745.00 | 14770.00 | 14605.00 | 13250.00 | 13575.00 | 13600.00 | 13210.00 | 1445.00 | 1170.00 | 1170.00 | 1395.00 |
| 2024-02-29 | 14705.00 | 14740.00 | 14795.00 | 14655.00 | 13325.00 | 13230.00 | 13340.00 | 13220.00 | 1380.00 | 1510.00 | 1455.00 | 1435.00 |
| 2024-02-28 | 14775.00 | 14735.00 | 14870.00 | 14705.00 | 13360.00 | 13285.00 | 13420.00 | 13255.00 | 1415.00 | 1450.00 | 1450.00 | 1450.00 |
| 2024-02-27 | 14680.00 | 14735.00 | 14830.00 | 14650.00 | 13150.00 | 13315.00 | 13345.00 | 13115.00 | 1530.00 | 1420.00 | 1485.00 | 1535.00 |
| 2024-02-26 | 14660.00 | 14635.00 | 14750.00 | 14570.00 | 13195.00 | 13120.00 | 13230.00 | 13050.00 | 1465.00 | 1515.00 | 1520.00 | 1520.00 |
| 2024-02-23 | 14615.00 | 14705.00 | 14740.00 | 14565.00 | 13200.00 | 13150.00 | 13265.00 | 13080.00 | 1415.00 | 1555.00 | 1475.00 | 1485.00 |
| 2024-02-22 | 14310.00 | 14660.00 | 14805.00 | 14310.00 | 13230.00 | 13230.00 | 13405.00 | 13070.00 | 1080.00 | 1430.00 | 1400.00 | 1240.00 |
| 2024-02-21 | 14465.00 | 14365.00 | 14470.00 | 14280.00 | 13390.00 | 13225.00 | 13400.00 | 13210.00 | 1075.00 | 1140.00 | 1070.00 | 1070.00 |
| 2024-02-20 | 14550.00 | 14510.00 | 14655.00 | 14485.00 | 13520.00 | 13405.00 | 13595.00 | 13365.00 | 1030.00 | 1105.00 | 1060.00 | 1120.00 |
| 2024-02-19 | 13600.00 | 13600.00 | 13665.00 | 13365.00 | 14555.00 | 14550.00 | 14575.00 | 14350.00 | -955.00 | -950.00 | -910.00 | -985.00 |
| 2024-02-08 | 13500.00 | 13490.00 | 13615.00 | 13485.00 | 14380.00 | 14465.00 | 14525.00 | 14350.00 | -880.00 | -975.00 | -910.00 | -865.00 |
| 2024-02-07 | 13635.00 | 13490.00 | 13660.00 | 13455.00 | 14380.00 | 14365.00 | 14440.00 | 14315.00 | -745.00 | -875.00 | -780.00 | -860.00 |
| 2024-02-06 | 13595.00 | 13625.00 | 13670.00 | 13555.00 | 14420.00 | 14430.00 | 14520.00 | 14400.00 | -825.00 | -805.00 | -850.00 | -845.00 |
| 2024-02-05 | 13700.00 | 13575.00 | 13710.00 | 13515.00 | 14600.00 | 14435.00 | 14605.00 | 14380.00 | -900.00 | -860.00 | -895.00 | -865.00 |
| 2024-02-02 | 13850.00 | 13585.00 | 13850.00 | 13550.00 | 14565.00 | 14475.00 | 14635.00 | 14425.00 | -715.00 | -890.00 | -785.00 | -875.00 |
| 2024-02-01 | 13950.00 | 13915.00 | 14075.00 | 13885.00 | 14660.00 | 14635.00 | 14785.00 | 14585.00 | -710.00 | -720.00 | -710.00 | -700.00 |
| 2024-01-31 | 13945.00 | 13915.00 | 14035.00 | 13810.00 | 14655.00 | 14630.00 | 14735.00 | 14515.00 | -710.00 | -715.00 | -700.00 | -705.00 |
| 2024-01-30 | 14120.00 | 13810.00 | 14140.00 | 13765.00 | 14900.00 | 14605.00 | 14910.00 | 14565.00 | -780.00 | -795.00 | -770.00 | -800.00 |
| 2024-01-29 | 14210.00 | 14110.00 | 14275.00 | 14050.00 | 15000.00 | 14845.00 | 15045.00 | 14805.00 | -790.00 | -735.00 | -770.00 | -755.00 |
| 2024-01-26 | 14110.00 | 14055.00 | 14150.00 | 13945.00 | 15050.00 | 14905.00 | 15050.00 | 14865.00 | -940.00 | -850.00 | -900.00 | -920.00 |
| 2024-01-25 | 14000.00 | 14105.00 | 14195.00 | 13960.00 | 14930.00 | 15020.00 | 15050.00 | 14900.00 | -930.00 | -915.00 | -855.00 | -940.00 |
| 2024-01-24 | 13815.00 | 13920.00 | 13935.00 | 13815.00 | 14750.00 | 14875.00 | 14910.00 | 14750.00 | -935.00 | -955.00 | -975.00 | -935.00 |
| 2024-01-23 | 13835.00 | 13810.00 | 13875.00 | 13700.00 | 14880.00 | 14765.00 | 14880.00 | 14710.00 | -1045.00 | -955.00 | -1005.00 | -1010.00 |
| 2024-01-22 | 13900.00 | 13855.00 | 14000.00 | 13825.00 | 14900.00 | 14845.00 | 14950.00 | 14815.00 | -1000.00 | -990.00 | -950.00 | -990.00 |
| 2024-01-19 | 13655.00 | 13690.00 | 13735.00 | 13615.00 | 14810.00 | 14765.00 | 14885.00 | 14720.00 | -1155.00 | -1075.00 | -1150.00 | -1105.00 |
| 2024-01-18 | 13685.00 | 13645.00 | 13690.00 | 13570.00 | 14715.00 | 14810.00 | 14835.00 | 14690.00 | -1030.00 | -1165.00 | -1145.00 | -1120.00 |
| 2024-01-17 | 13845.00 | 13645.00 | 13860.00 | 13610.00 | 15000.00 | 14750.00 | 15000.00 | 14720.00 | -1155.00 | -1105.00 | -1140.00 | -1110.00 |
| 2024-01-16 | 13875.00 | 13805.00 | 13940.00 | 13740.00 | 15145.00 | 14945.00 | 15155.00 | 14910.00 | -1270.00 | -1140.00 | -1215.00 | -1170.00 |
| 2024-01-15 | 13600.00 | 13845.00 | 13895.00 | 13565.00 | 14925.00 | 15080.00 | 15100.00 | 14870.00 | -1325.00 | -1235.00 | -1205.00 | -1305.00 |
| 2024-01-12 | 13475.00 | 13545.00 | 13590.00 | 13415.00 | 14820.00 | 14855.00 | 14920.00 | 14780.00 | -1345.00 | -1310.00 | -1330.00 | -1365.00 |
| 2024-01-11 | 13450.00 | 13490.00 | 13525.00 | 13375.00 | 14680.00 | 14830.00 | 14880.00 | 14680.00 | -1230.00 | -1340.00 | -1355.00 | -1305.00 |
| 2024-01-10 | 13480.00 | 13445.00 | 13530.00 | 13385.00 | 14775.00 | 14730.00 | 14780.00 | 14640.00 | -1295.00 | -1285.00 | -1250.00 | -1255.00 |
| 2024-01-09 | 13535.00 | 13535.00 | 13740.00 | 13410.00 | 14700.00 | 14785.00 | 14935.00 | 14625.00 | -1165.00 | -1250.00 | -1195.00 | -1215.00 |
| 2024-01-08 | 13590.00 | 13530.00 | 13680.00 | 13460.00 | 14760.00 | 14720.00 | 14775.00 | 14610.00 | -1170.00 | -1190.00 | -1095.00 | -1150.00 |
| 2024-01-05 | 13800.00 | 13580.00 | 13810.00 | 13545.00 | 14860.00 | 14715.00 | 14895.00 | 14700.00 | -1060.00 | -1135.00 | -1085.00 | -1155.00 |
| 2024-01-04 | 13780.00 | 13750.00 | 13945.00 | 13725.00 | 14860.00 | 14845.00 | 15015.00 | 14835.00 | -1080.00 | -1095.00 | -1070.00 | -1110.00 |
| 2024-01-03 | 13775.00 | 13765.00 | 13845.00 | 13670.00 | 14865.00 | 14850.00 | 14940.00 | 14775.00 | -1090.00 | -1085.00 | -1095.00 | -1105.00 |
| 2024-01-02 | 13585.00 | 13830.00 | 13930.00 | 13510.00 | 14720.00 | 14905.00 | 14990.00 | 14620.00 | -1135.00 | -1075.00 | -1060.00 | -1110.00 |
| 2023-12-29 | 13680.00 | 13715.00 | 13770.00 | 13630.00 | 14900.00 | 14860.00 | 14980.00 | 14810.00 | -1220.00 | -1145.00 | -1210.00 | -1180.00 |
| 2023-12-28 | 13880.00 | 13690.00 | 13880.00 | 13685.00 | 15055.00 | 14915.00 | 15055.00 | 14885.00 | -1175.00 | -1225.00 | -1175.00 | -1200.00 |
| 2023-12-27 | 14100.00 | 13930.00 | 14100.00 | 13870.00 | 15270.00 | 15110.00 | 15270.00 | 15085.00 | -1170.00 | -1180.00 | -1170.00 | -1215.00 |
| 2023-12-26 | 14135.00 | 14120.00 | 14335.00 | 14075.00 | 15385.00 | 15280.00 | 15465.00 | 15260.00 | -1250.00 | -1160.00 | -1130.00 | -1185.00 |
| 2023-12-25 | 14000.00 | 14110.00 | 14155.00 | 13805.00 | 15135.00 | 15350.00 | 15390.00 | 15040.00 | -1135.00 | -1240.00 | -1235.00 | -1235.00 |
| 2023-12-22 | 14115.00 | 13985.00 | 14205.00 | 13880.00 | 15350.00 | 15175.00 | 15375.00 | 15115.00 | -1235.00 | -1190.00 | -1170.00 | -1235.00 |
| 2023-12-21 | 14015.00 | 14110.00 | 14180.00 | 13930.00 | 15200.00 | 15320.00 | 15345.00 | 15160.00 | -1185.00 | -1210.00 | -1165.00 | -1230.00 |
| 2023-12-20 | 13850.00 | 14015.00 | 14120.00 | 13815.00 | 14900.00 | 15215.00 | 15285.00 | 14850.00 | -1050.00 | -1200.00 | -1165.00 | -1035.00 |
| 2023-12-19 | 14285.00 | 13870.00 | 14285.00 | 13860.00 | 15170.00 | 14855.00 | 15235.00 | 14835.00 | -885.00 | -985.00 | -950.00 | -975.00 |
| 2023-12-18 | 14475.00 | 14210.00 | 14520.00 | 14060.00 | 14950.00 | 14915.00 | 15180.00 | 14680.00 | -475.00 | -705.00 | -660.00 | -620.00 |
| 2023-12-15 | 14340.00 | 14325.00 | 14540.00 | 14280.00 | 14650.00 | 14825.00 | 14920.00 | 14650.00 | -310.00 | -500.00 | -380.00 | -370.00 |
| 2023-12-14 | 14520.00 | 14335.00 | 14610.00 | 14250.00 | 14740.00 | 14650.00 | 14845.00 | 14500.00 | -220.00 | -315.00 | -235.00 | -250.00 |
| 2023-12-13 | 14500.00 | 14520.00 | 14705.00 | 14435.00 | 14870.00 | 14740.00 | 15040.00 | 14595.00 | -370.00 | -220.00 | -335.00 | -160.00 |
| 2023-12-12 | 14195.00 | 14640.00 | 14975.00 | 14195.00 | 14050.00 | 14830.00 | 14885.00 | 14035.00 | 145.00 | -190.00 | 90.00 | 160.00 |
| 2023-12-11 | 14400.00 | 14215.00 | 14420.00 | 14125.00 | 14060.00 | 14125.00 | 14200.00 | 13915.00 | 340.00 | 90.00 | 220.00 | 210.00 |
| 2023-12-08 | 13710.00 | 14395.00 | 14485.00 | 13680.00 | 13450.00 | 13930.00 | 14020.00 | 13450.00 | 260.00 | 465.00 | 465.00 | 230.00 |
| 2023-12-07 | 13555.00 | 13500.00 | 13700.00 | 13430.00 | 13800.00 | 13710.00 | 13850.00 | 13635.00 | -245.00 | -210.00 | -150.00 | -205.00 |
| 2023-12-06 | 13405.00 | 13720.00 | 13920.00 | 13240.00 | 13370.00 | 13825.00 | 13870.00 | 13220.00 | 35.00 | -105.00 | 50.00 | 20.00 |
| 2023-12-05 | 13810.00 | 13480.00 | 13820.00 | 13465.00 | 13540.00 | 13370.00 | 13540.00 | 13310.00 | 270.00 | 110.00 | 280.00 | 155.00 |
| 2023-12-04 | 14300.00 | 13910.00 | 14345.00 | 13810.00 | 13755.00 | 13520.00 | 13875.00 | 13505.00 | 545.00 | 390.00 | 470.00 | 305.00 |
| 2023-12-01 | 14515.00 | 14160.00 | 14555.00 | 14070.00 | 14005.00 | 13720.00 | 14005.00 | 13650.00 | 510.00 | 440.00 | 550.00 | 420.00 |
| 2023-11-30 | 14800.00 | 14630.00 | 14910.00 | 14570.00 | 14230.00 | 14060.00 | 14320.00 | 14045.00 | 570.00 | 570.00 | 590.00 | 525.00 |
| 2023-11-29 | 14895.00 | 14810.00 | 14955.00 | 14755.00 | 14400.00 | 14265.00 | 14440.00 | 14225.00 | 495.00 | 545.00 | 515.00 | 530.00 |
| 2023-11-28 | 14705.00 | 14840.00 | 14880.00 | 14565.00 | 14250.00 | 14360.00 | 14380.00 | 14165.00 | 455.00 | 480.00 | 500.00 | 400.00 |
| 2023-11-27 | 15000.00 | 14660.00 | 15115.00 | 14615.00 | 14410.00 | 14205.00 | 14505.00 | 14145.00 | 590.00 | 455.00 | 610.00 | 470.00 |
| 2023-11-24 | 15555.00 | 15430.00 | 15775.00 | 15310.00 | 14580.00 | 14545.00 | 14695.00 | 14460.00 | 975.00 | 885.00 | 1080.00 | 850.00 |
| 2023-11-23 | 15545.00 | 15450.00 | 15610.00 | 15415.00 | 14660.00 | 14540.00 | 14730.00 | 14510.00 | 885.00 | 910.00 | 880.00 | 905.00 |
| 2023-11-22 | 15835.00 | 15555.00 | 15845.00 | 15480.00 | 15000.00 | 14670.00 | 15000.00 | 14635.00 | 835.00 | 885.00 | 845.00 | 845.00 |
| 2023-11-21 | 15885.00 | 15885.00 | 15940.00 | 15805.00 | 15100.00 | 15025.00 | 15115.00 | 15005.00 | 785.00 | 860.00 | 825.00 | 800.00 |
| 2023-11-20 | 15850.00 | 15895.00 | 16000.00 | 15810.00 | 15200.00 | 15085.00 | 15205.00 | 15055.00 | 650.00 | 810.00 | 795.00 | 755.00 |
| 2023-11-17 | 15730.00 | 15600.00 | 15730.00 | 15560.00 | 15045.00 | 15005.00 | 15070.00 | 14970.00 | 685.00 | 595.00 | 660.00 | 590.00 |
| 2023-11-16 | 15820.00 | 15735.00 | 15825.00 | 15665.00 | 15075.00 | 15045.00 | 15115.00 | 15020.00 | 745.00 | 690.00 | 710.00 | 645.00 |
| 2023-11-15 | 15910.00 | 15815.00 | 15980.00 | 15755.00 | 15185.00 | 15115.00 | 15185.00 | 15085.00 | 725.00 | 700.00 | 795.00 | 670.00 |