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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |