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
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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
2023-11-14 15820.00 15880.00 15900.00 15750.00 15150.00 15120.00 15165.00 15060.00 670.00 760.00 735.00 690.00
2023-11-13 15710.00 15770.00 15925.00 15680.00 15050.00 15130.00 15165.00 15030.00 660.00 640.00 760.00 650.00
2023-11-10 15600.00 15600.00 15700.00 15525.00 15010.00 15020.00 15080.00 14970.00 590.00 580.00 620.00 555.00
2023-11-09 15640.00 15585.00 15695.00 15390.00 15110.00 15010.00 15135.00 14920.00 530.00 575.00 560.00 470.00
2023-11-08 15730.00 15710.00 15765.00 15580.00 15065.00 15120.00 15135.00 15010.00 665.00 590.00 630.00 570.00
2023-11-07 16015.00 15765.00 16140.00 15730.00 15190.00 15060.00 15275.00 15025.00 825.00 705.00 865.00 705.00
2023-11-06 16200.00 16140.00 16225.00 15905.00 15165.00 15215.00 15230.00 15155.00 1035.00 925.00 995.00 750.00
2023-11-03 16260.00 16150.00 16300.00 16110.00 15195.00 15175.00 15200.00 15145.00 1065.00 975.00 1100.00 965.00
2023-11-02 16100.00 16255.00 16310.00 16100.00 15100.00 15175.00 15200.00 15000.00 1000.00 1080.00 1110.00 1100.00
2023-11-01 16300.00 16180.00 16380.00 16155.00 15230.00 15130.00 15265.00 15105.00 1070.00 1050.00 1115.00 1050.00
2023-10-31 16300.00 16280.00 16360.00 16165.00 15210.00 15205.00 15270.00 15180.00 1090.00 1075.00 1090.00 985.00
2023-10-30 16025.00 16275.00 16295.00 16025.00 15195.00 15235.00 15260.00 15135.00 830.00 1040.00 1035.00 890.00
2023-10-27 15955.00 16070.00 16080.00 15900.00 15160.00 15170.00 15200.00 15100.00 795.00 900.00 880.00 800.00
2023-10-26 15815.00 16045.00 16125.00 15805.00 15205.00 15155.00 15320.00 15140.00 610.00 890.00 805.00 665.00
2023-10-25 16090.00 15880.00 16200.00 15835.00 14990.00 15215.00 15285.00 14960.00 1100.00 665.00 915.00 875.00
2023-10-24 16390.00 16200.00 16425.00 16145.00 15175.00 15085.00 15180.00 15060.00 1215.00 1115.00 1245.00 1085.00
2023-10-23 16120.00 16450.00 16560.00 16110.00 14820.00 14980.00 15200.00 14820.00 1300.00 1470.00 1360.00 1290.00
2023-10-20 16550.00 16245.00 16595.00 16230.00 15470.00 15175.00 15500.00 15155.00 1080.00 1070.00 1095.00 1075.00
2023-10-19 16600.00 16560.00 16650.00 16470.00 15595.00 15510.00 15610.00 15465.00 1005.00 1050.00 1040.00 1005.00
2023-10-18 16765.00 16580.00 16865.00 16530.00 15700.00 15575.00 15775.00 15540.00 1065.00 1005.00 1090.00 990.00
2023-10-17 16770.00 16765.00 16825.00 16665.00 15780.00 15715.00 15780.00 15630.00 990.00 1050.00 1045.00 1035.00
2023-10-16 16765.00 16820.00 16900.00 16710.00 15715.00 15740.00 15850.00 15680.00 1050.00 1080.00 1050.00 1030.00
2023-10-13 16655.00 16625.00 16800.00 16540.00 15755.00 15610.00 15785.00 15525.00 900.00 1015.00 1015.00 1015.00
2023-10-12 16610.00 16680.00 16715.00 16525.00 15685.00 15720.00 15765.00 15560.00 925.00 960.00 950.00 965.00
2023-10-11 15495.00 15630.00 15675.00 15390.00 16330.00 16630.00 16685.00 16285.00 -835.00 -1000.00 -1010.00 -895.00
2023-10-10 15890.00 15555.00 15955.00 15510.00 16590.00 16345.00 16675.00 16330.00 -700.00 -790.00 -720.00 -820.00
2023-10-09 16010.00 15945.00 16180.00 15880.00 16730.00 16645.00 16755.00 16600.00 -720.00 -700.00 -575.00 -720.00
2023-09-28 16650.00 16565.00 16725.00 16510.00 17100.00 16950.00 17150.00 16930.00 -450.00 -385.00 -425.00 -420.00
2023-09-27 16590.00 16610.00 16670.00 16420.00 17150.00 17105.00 17150.00 17010.00 -560.00 -495.00 -480.00 -590.00
2023-09-26 16815.00 16615.00 16815.00 16525.00 17210.00 17105.00 17245.00 17050.00 -395.00 -490.00 -430.00 -525.00
2023-09-25 16980.00 16775.00 17000.00 16720.00 17380.00 17210.00 17420.00 17180.00 -400.00 -435.00 -420.00 -460.00
2023-09-22 16750.00 16765.00 16805.00 16635.00 17135.00 17205.00 17265.00 17105.00 -385.00 -440.00 -460.00 -470.00
2023-09-21 16980.00 16750.00 17035.00 16735.00 17380.00 17170.00 17380.00 17160.00 -400.00 -420.00 -345.00 -425.00
2023-09-20 16785.00 17015.00 17045.00 16720.00 17180.00 17380.00 17390.00 17155.00 -395.00 -365.00 -345.00 -435.00
2023-09-19 16730.00 16800.00 16825.00 16630.00 17100.00 17195.00 17200.00 17075.00 -370.00 -395.00 -375.00 -445.00
2023-09-18 16895.00 16740.00 16895.00 16640.00 17285.00 17125.00 17285.00 17090.00 -390.00 -385.00 -390.00 -450.00
2023-09-15 17100.00 17185.00 17295.00 17040.00 17390.00 17360.00 17510.00 17285.00 -290.00 -175.00 -215.00 -245.00
2023-09-14 16965.00 16990.00 17155.00 16930.00 17440.00 17350.00 17480.00 17310.00 -475.00 -360.00 -325.00 -380.00
2023-09-13 17030.00 16950.00 17030.00 16850.00 17360.00 17380.00 17435.00 17260.00 -330.00 -430.00 -405.00 -410.00
2023-09-12 16765.00 17030.00 17110.00 16765.00 17180.00 17430.00 17440.00 17180.00 -415.00 -400.00 -330.00 -415.00
2023-09-11 16520.00 16700.00 16760.00 16490.00 17095.00 17125.00 17195.00 17060.00 -575.00 -425.00 -435.00 -570.00
2023-09-08 16720.00 16420.00 16795.00 16400.00 17205.00 17000.00 17230.00 17000.00 -485.00 -580.00 -435.00 -600.00
2023-09-07 16730.00 16770.00 16820.00 16640.00 17400.00 17210.00 17500.00 17190.00 -670.00 -440.00 -680.00 -550.00
2023-09-06 16845.00 16730.00 16940.00 16680.00 17460.00 17420.00 17515.00 17370.00 -615.00 -690.00 -575.00 -690.00
2023-09-05 16815.00 16845.00 16920.00 16725.00 17395.00 17460.00 17540.00 17360.00 -580.00 -615.00 -620.00 -635.00
2023-09-04 16600.00 16830.00 16860.00 16520.00 17245.00 17395.00 17460.00 17055.00 -645.00 -565.00 -600.00 -535.00
2023-09-01 16830.00 16840.00 16980.00 16790.00 17020.00 17275.00 17330.00 17020.00 -190.00 -435.00 -350.00 -230.00
2023-08-31 16910.00 16845.00 16925.00 16750.00 17230.00 17195.00 17280.00 17130.00 -320.00 -350.00 -355.00 -380.00
2023-08-30 16850.00 16870.00 17040.00 16795.00 17295.00 17235.00 17300.00 17150.00 -445.00 -365.00 -260.00 -355.00
2023-08-29 17030.00 16780.00 17040.00 16685.00 17050.00 17140.00 17200.00 16980.00 -20.00 -360.00 -160.00 -295.00
2023-08-28 17350.00 16985.00 17350.00 16505.00 17605.00 17120.00 17605.00 16100.00 -255.00 -135.00 -255.00 405.00
2023-08-25 17265.00 17360.00 17490.00 17250.00 17450.00 17520.00 17565.00 17400.00 -185.00 -160.00 -75.00 -150.00
2023-08-24 17250.00 17220.00 17380.00 17180.00 17350.00 17385.00 17465.00 17250.00 -100.00 -165.00 -85.00 -70.00
2023-08-23 16945.00 17275.00 17305.00 16870.00 17105.00 17330.00 17350.00 17065.00 -160.00 -55.00 -45.00 -195.00
2023-08-22 17050.00 16945.00 17075.00 16810.00 17130.00 17105.00 17180.00 17020.00 -80.00 -160.00 -105.00 -210.00
2023-08-21 16790.00 17040.00 17090.00 16725.00 17050.00 17170.00 17185.00 16990.00 -260.00 -130.00 -95.00 -265.00
2023-08-18 16800.00 16655.00 16855.00 16580.00 16990.00 16990.00 17120.00 16960.00 -190.00 -335.00 -265.00 -380.00
2023-08-17 17115.00 16755.00 17175.00 16710.00 17150.00 16985.00 17195.00 16940.00 -35.00 -230.00 -20.00 -230.00
2023-08-16 17260.00 17080.00 17360.00 17025.00 17360.00 17125.00 17430.00 17065.00 -100.00 -45.00 -70.00 -40.00
2023-08-15 17260.00 17245.00 17330.00 17160.00 16160.00 16215.00 16330.00 16160.00 1100.00 1030.00 1000.00 1000.00
2023-08-14 17210.00 17225.00 17380.00 17150.00 16220.00 16225.00 16415.00 16120.00 990.00 1000.00 965.00 1030.00
2023-08-11 17015.00 17220.00 17230.00 16985.00 16000.00 16120.00 16270.00 15985.00 1015.00 1100.00 960.00 1000.00
2023-08-10 17400.00 17075.00 17400.00 17030.00 16465.00 16070.00 16465.00 16030.00 935.00 1005.00 935.00 1000.00
2023-08-09 17425.00 17500.00 17610.00 17360.00 16655.00 16530.00 16675.00 16490.00 770.00 970.00 935.00 870.00
2023-08-08 17500.00 17460.00 17765.00 17400.00 16840.00 16640.00 16930.00 16610.00 660.00 820.00 835.00 790.00
2023-08-07 17440.00 17500.00 17660.00 17295.00 16935.00 16820.00 16995.00 16740.00 505.00 680.00 665.00 555.00
2023-08-04 17310.00 17490.00 17550.00 17280.00 16940.00 16835.00 17055.00 16835.00 370.00 655.00 495.00 445.00
2023-08-03 16880.00 16865.00 17060.00 16800.00 17180.00 17235.00 17480.00 17150.00 -300.00 -370.00 -420.00 -350.00
2023-08-02 17200.00 17055.00 17280.00 16925.00 17660.00 17300.00 17690.00 17225.00 -460.00 -245.00 -410.00 -300.00
2023-08-01 17220.00 16955.00 17235.00 16855.00 17810.00 17515.00 17880.00 17505.00 -590.00 -560.00 -645.00 -650.00
2023-07-31 16795.00 17140.00 17160.00 16665.00 17640.00 17810.00 17845.00 17405.00 -845.00 -670.00 -685.00 -740.00
2023-07-28 16300.00 16520.00 16610.00 16235.00 17215.00 17360.00 17480.00 17105.00 -915.00 -840.00 -870.00 -870.00
2023-07-27 15880.00 16355.00 16415.00 15810.00 16750.00 17215.00 17240.00 16690.00 -870.00 -860.00 -825.00 -880.00
2023-07-26 16050.00 16035.00 16140.00 15880.00 16880.00 16825.00 16885.00 16670.00 -830.00 -790.00 -745.00 -790.00
2023-07-25 16005.00 16040.00 16105.00 15875.00 16845.00 16840.00 16875.00 16680.00 -840.00 -800.00 -770.00 -805.00
2023-07-24 15500.00 15850.00 16000.00 15500.00 16510.00 16720.00 16770.00 16510.00 -1010.00 -870.00 -770.00 -1010.00
2023-07-21 15340.00 15150.00 15360.00 15130.00 16450.00 16250.00 16485.00 16245.00 -1110.00 -1100.00 -1125.00 -1115.00
2023-07-20 15200.00 15340.00 15415.00 15200.00 16410.00 16475.00 16530.00 16410.00 -1210.00 -1135.00 -1115.00 -1210.00
2023-07-19 15130.00 15150.00 15275.00 14985.00 16245.00 16405.00 16485.00 16150.00 -1115.00 -1255.00 -1210.00 -1165.00
2023-07-18 15085.00 15150.00 15230.00 15070.00 16150.00 16275.00 16295.00 16140.00 -1065.00 -1125.00 -1065.00 -1070.00
2023-07-17 15055.00 15015.00 15095.00 14965.00 16100.00 16100.00 16150.00 15990.00 -1045.00 -1085.00 -1055.00 -1025.00
2023-07-14 14960.00 14935.00 15080.00 14840.00 16015.00 16010.00 16060.00 15840.00 -1055.00 -1075.00 -980.00 -1000.00
2023-07-13 15160.00 14925.00 15175.00 14880.00 16200.00 15995.00 16200.00 15970.00 -1040.00 -1070.00 -1025.00 -1090.00
2023-07-12 15265.00 15075.00 15320.00 15040.00 16245.00 16100.00 16305.00 16050.00 -980.00 -1025.00 -985.00 -1010.00
2023-07-11 15220.00 15255.00 15305.00 15170.00 16120.00 16240.00 16285.00 16110.00 -900.00 -985.00 -980.00 -940.00
2023-07-10 15460.00 15245.00 15460.00 15205.00 16550.00 16220.00 16550.00 16205.00 -1090.00 -975.00 -1090.00 -1000.00
2023-07-07 15630.00 15580.00 15675.00 15570.00 16685.00 16650.00 16760.00 16635.00 -1055.00 -1070.00 -1085.00 -1065.00
2023-07-06 15635.00 15665.00 15700.00 15530.00 16680.00 16790.00 16810.00 16625.00 -1045.00 -1125.00 -1110.00 -1095.00
2023-07-05 15700.00 15745.00 15795.00 15650.00 16755.00 16770.00 16810.00 16680.00 -1055.00 -1025.00 -1015.00 -1030.00
2023-07-04 15970.00 15750.00 15970.00 15705.00 16900.00 16735.00 16995.00 16705.00 -930.00 -985.00 -1025.00 -1000.00
2023-07-03 15810.00 15870.00 15890.00 15680.00 16715.00 16850.00 16880.00 16690.00 -905.00 -980.00 -990.00 -1010.00
2023-06-30 15565.00 15510.00 15645.00 15450.00 16545.00 16565.00 16610.00 16465.00 -980.00 -1055.00 -965.00 -1015.00
2023-06-29 15525.00 15555.00 15665.00 15490.00 16535.00 16550.00 16635.00 16475.00 -1010.00 -995.00 -970.00 -985.00
2023-06-28 15685.00 15490.00 15685.00 15445.00 16600.00 16490.00 16615.00 16465.00 -915.00 -1000.00 -930.00 -1020.00
2023-06-27 15410.00 15615.00 15650.00 15410.00 16400.00 16615.00 16620.00 16390.00 -990.00 -1000.00 -970.00 -980.00
2023-06-26 15660.00 15480.00 15715.00 15360.00 16800.00 16420.00 16835.00 16330.00 -1140.00 -940.00 -1120.00 -970.00
2023-06-21 15885.00 15915.00 15970.00 15820.00 16925.00 16995.00 17045.00 16895.00 -1040.00 -1080.00 -1075.00 -1075.00
2023-06-20 15950.00 15890.00 15985.00 15810.00 17000.00 16960.00 17030.00 16885.00 -1050.00 -1070.00 -1045.00 -1075.00
2023-06-19 16120.00 15910.00 16195.00 15870.00 17085.00 16960.00 17265.00 16920.00 -965.00 -1050.00 -1070.00 -1050.00
2023-06-16 16470.00 15985.00 16660.00 15270.00 17320.00 17215.00 17485.00 17095.00 -850.00 -1230.00 -825.00 -1825.00
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