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
2023-06-15 16405.00 16465.00 16550.00 16315.00 17385.00 17315.00 17425.00 17175.00 -980.00 -850.00 -875.00 -860.00
2023-06-14 16230.00 16445.00 16535.00 16140.00 17220.00 17370.00 17410.00 17140.00 -990.00 -925.00 -875.00 -1000.00
2023-06-13 16110.00 16195.00 16340.00 16110.00 14900.00 14810.00 14975.00 14790.00 1210.00 1385.00 1365.00 1320.00
2023-06-12 15910.00 16100.00 16170.00 15850.00 14750.00 14830.00 14940.00 14750.00 1160.00 1270.00 1230.00 1100.00
2023-06-09 15930.00 15905.00 15950.00 15740.00 14790.00 14805.00 14825.00 14715.00 1140.00 1100.00 1125.00 1025.00
2023-06-08 15940.00 15920.00 16095.00 15860.00 14905.00 14830.00 14950.00 14780.00 1035.00 1090.00 1145.00 1080.00
2023-06-07 16175.00 15940.00 16210.00 15915.00 15035.00 14925.00 15045.00 14880.00 1140.00 1015.00 1165.00 1035.00
2023-06-06 15950.00 16175.00 16300.00 15845.00 14980.00 15060.00 15160.00 14825.00 970.00 1115.00 1140.00 1020.00
2023-06-05 16005.00 15865.00 16080.00 15785.00 15190.00 14905.00 15260.00 14865.00 815.00 960.00 820.00 920.00
2023-06-02 16095.00 15880.00 16155.00 15850.00 15240.00 15130.00 15345.00 15115.00 855.00 750.00 810.00 735.00
2023-06-01 15190.00 15215.00 15295.00 15080.00 16055.00 16105.00 16235.00 15920.00 -865.00 -890.00 -940.00 -840.00
2023-05-31 15280.00 15195.00 15395.00 15140.00 16255.00 16120.00 16355.00 16060.00 -975.00 -925.00 -960.00 -920.00
2023-05-30 15535.00 15240.00 15535.00 15200.00 16545.00 16275.00 16550.00 16225.00 -1010.00 -1035.00 -1015.00 -1025.00
2023-05-29 15580.00 15570.00 15640.00 15480.00 16700.00 16585.00 16715.00 16520.00 -1120.00 -1015.00 -1075.00 -1040.00
2023-05-26 15820.00 15780.00 15850.00 15680.00 16760.00 16810.00 16900.00 16720.00 -940.00 -1030.00 -1050.00 -1040.00
2023-05-25 15755.00 15690.00 15815.00 15515.00 16850.00 16790.00 16950.00 16635.00 -1095.00 -1100.00 -1135.00 -1120.00
2023-05-24 15495.00 15745.00 15785.00 15420.00 16550.00 16875.00 16880.00 16550.00 -1055.00 -1130.00 -1095.00 -1130.00
2023-05-23 15250.00 15310.00 15390.00 15230.00 16495.00 16470.00 16625.00 16420.00 -1245.00 -1160.00 -1235.00 -1190.00
2023-05-22 15450.00 15175.00 15450.00 15130.00 16750.00 16420.00 16760.00 16335.00 -1300.00 -1245.00 -1310.00 -1205.00
2023-05-19 15745.00 15470.00 15770.00 15450.00 16880.00 16735.00 16900.00 16685.00 -1135.00 -1265.00 -1130.00 -1235.00
2023-05-18 15565.00 15690.00 15735.00 15465.00 16700.00 16870.00 16915.00 16665.00 -1135.00 -1180.00 -1180.00 -1200.00
2023-05-17 15760.00 15600.00 15805.00 15555.00 16830.00 16795.00 16850.00 16720.00 -1070.00 -1195.00 -1045.00 -1165.00
2023-05-16 15760.00 15860.00 16080.00 15750.00 16845.00 16870.00 17080.00 16825.00 -1085.00 -1010.00 -1000.00 -1075.00
2023-05-15 15730.00 15830.00 15880.00 15605.00 16800.00 16900.00 16920.00 16640.00 -1070.00 -1070.00 -1040.00 -1035.00
2023-05-12 15680.00 15860.00 15930.00 15635.00 16715.00 16890.00 16940.00 16635.00 -1035.00 -1030.00 -1010.00 -1000.00
2023-05-11 15700.00 15580.00 15840.00 15520.00 16710.00 16665.00 16800.00 16565.00 -1010.00 -1085.00 -960.00 -1045.00
2023-05-10 15960.00 15700.00 16035.00 15675.00 16935.00 16730.00 17100.00 16710.00 -975.00 -1030.00 -1065.00 -1035.00
2023-05-09 16165.00 16000.00 16210.00 15960.00 17170.00 17050.00 17215.00 16985.00 -1005.00 -1050.00 -1005.00 -1025.00
2023-05-08 16055.00 16060.00 16120.00 15910.00 17025.00 17165.00 17180.00 16945.00 -970.00 -1105.00 -1060.00 -1035.00
2023-05-05 15900.00 16165.00 16275.00 15755.00 16965.00 17230.00 17340.00 16750.00 -1065.00 -1065.00 -1065.00 -995.00
2023-05-04 16375.00 15905.00 16375.00 15870.00 17330.00 17010.00 17350.00 16950.00 -955.00 -1105.00 -975.00 -1080.00
2023-04-28 16375.00 16520.00 16635.00 16350.00 17295.00 17380.00 17490.00 17275.00 -920.00 -860.00 -855.00 -925.00
2023-04-27 16275.00 16285.00 16465.00 16200.00 17295.00 17200.00 17500.00 17125.00 -1020.00 -915.00 -1035.00 -925.00
2023-04-26 16340.00 16290.00 16550.00 16120.00 17420.00 17370.00 17645.00 17350.00 -1080.00 -1080.00 -1095.00 -1230.00
2023-04-25 17075.00 16345.00 17080.00 16260.00 18050.00 17545.00 18065.00 17545.00 -975.00 -1200.00 -985.00 -1285.00
2023-04-24 17160.00 17080.00 17250.00 16935.00 18020.00 18030.00 18070.00 17870.00 -860.00 -950.00 -820.00 -935.00
2023-04-21 16580.00 16810.00 16870.00 16580.00 17600.00 17860.00 17940.00 17600.00 -1020.00 -1050.00 -1070.00 -1020.00
2023-04-20 16650.00 16560.00 16670.00 16430.00 15005.00 14950.00 15025.00 14905.00 1645.00 1610.00 1645.00 1525.00
2023-04-19 16280.00 16670.00 16725.00 16205.00 14945.00 15060.00 15140.00 14830.00 1335.00 1610.00 1585.00 1375.00
2023-04-18 16240.00 16255.00 16415.00 16100.00 14900.00 14890.00 14995.00 14750.00 1340.00 1365.00 1420.00 1350.00
2023-04-17 15650.00 16130.00 16180.00 15650.00 14600.00 14770.00 14860.00 14570.00 1050.00 1360.00 1320.00 1080.00
2023-04-14 15715.00 15710.00 15850.00 15580.00 14600.00 14645.00 14745.00 14595.00 1115.00 1065.00 1105.00 985.00
2023-04-13 14735.00 14580.00 14770.00 14555.00 16100.00 15720.00 16160.00 15700.00 -1365.00 -1140.00 -1390.00 -1145.00
2023-04-12 14750.00 14760.00 14845.00 14700.00 16230.00 16160.00 16300.00 16140.00 -1480.00 -1400.00 -1455.00 -1440.00
2023-04-11 14790.00 14790.00 14880.00 14725.00 16300.00 16230.00 16395.00 16180.00 -1510.00 -1440.00 -1515.00 -1455.00
2023-04-10 14875.00 14765.00 14920.00 14675.00 16500.00 16300.00 16540.00 16110.00 -1625.00 -1535.00 -1620.00 -1435.00
2023-04-07 14865.00 14965.00 15070.00 14865.00 16630.00 16540.00 16860.00 16535.00 -1765.00 -1575.00 -1790.00 -1670.00
2023-04-06 14830.00 14820.00 14915.00 14770.00 16600.00 16630.00 16700.00 16510.00 -1770.00 -1810.00 -1785.00 -1740.00
2023-04-04 14960.00 14965.00 15030.00 14865.00 16520.00 16655.00 16690.00 16455.00 -1560.00 -1690.00 -1660.00 -1590.00
2023-04-03 15120.00 14940.00 15275.00 14905.00 16635.00 16580.00 16880.00 16495.00 -1515.00 -1640.00 -1605.00 -1590.00
2023-03-31 15095.00 15075.00 15220.00 15010.00 16375.00 16795.00 16800.00 16285.00 -1280.00 -1720.00 -1580.00 -1275.00
2023-03-30 15190.00 15180.00 15240.00 15060.00 16230.00 16375.00 16395.00 16105.00 -1040.00 -1195.00 -1155.00 -1045.00
2023-03-29 15440.00 15180.00 15515.00 15095.00 16500.00 16285.00 16535.00 16165.00 -1060.00 -1105.00 -1020.00 -1070.00
2023-03-28 15435.00 15475.00 15590.00 15405.00 16445.00 16480.00 16570.00 16380.00 -1010.00 -1005.00 -980.00 -975.00
2023-03-27 15440.00 15445.00 15550.00 15360.00 16550.00 16420.00 16600.00 16380.00 -1110.00 -975.00 -1050.00 -1020.00
2023-03-24 15725.00 15720.00 15820.00 15510.00 16830.00 16730.00 16845.00 16600.00 -1105.00 -1010.00 -1025.00 -1090.00
2023-03-23 15875.00 15715.00 15975.00 15680.00 16895.00 16840.00 16980.00 16815.00 -1020.00 -1125.00 -1005.00 -1135.00
2023-03-22 15895.00 15870.00 16060.00 15780.00 16900.00 16880.00 17045.00 16805.00 -1005.00 -1010.00 -985.00 -1025.00
2023-03-21 15790.00 15895.00 15930.00 15580.00 16850.00 16910.00 16970.00 16740.00 -1060.00 -1015.00 -1040.00 -1160.00
2023-03-20 16040.00 15845.00 16125.00 15820.00 17410.00 16990.00 17480.00 16910.00 -1370.00 -1145.00 -1355.00 -1090.00
2023-03-17 15980.00 16040.00 16150.00 15930.00 17410.00 17410.00 17520.00 17385.00 -1430.00 -1370.00 -1370.00 -1455.00
2023-03-16 15995.00 15980.00 16170.00 15770.00 17300.00 17410.00 17500.00 17245.00 -1305.00 -1430.00 -1330.00 -1475.00
2023-03-15 16165.00 16010.00 16300.00 15910.00 17510.00 17330.00 17675.00 17275.00 -1345.00 -1320.00 -1375.00 -1365.00
2023-03-14 15705.00 16245.00 16255.00 15705.00 17060.00 17515.00 17585.00 17020.00 -1355.00 -1270.00 -1330.00 -1315.00
2023-03-13 15650.00 15735.00 15840.00 15580.00 16950.00 17040.00 17130.00 16720.00 -1300.00 -1305.00 -1290.00 -1140.00
2023-03-10 16305.00 15925.00 16420.00 15925.00 17385.00 17070.00 17505.00 16930.00 -1080.00 -1145.00 -1085.00 -1005.00
2023-03-09 16570.00 16280.00 16570.00 16255.00 17545.00 17335.00 17585.00 17330.00 -975.00 -1055.00 -1015.00 -1075.00
2023-03-08 16800.00 16625.00 16860.00 16545.00 17750.00 17590.00 17815.00 17545.00 -950.00 -965.00 -955.00 -1000.00
2023-03-07 16830.00 16825.00 16895.00 16670.00 17820.00 17760.00 17885.00 17670.00 -990.00 -935.00 -990.00 -1000.00
2023-03-06 17075.00 16755.00 17135.00 16750.00 17825.00 17810.00 17960.00 17800.00 -750.00 -1055.00 -825.00 -1050.00
2023-03-03 17150.00 17030.00 17225.00 16900.00 17900.00 17835.00 17930.00 17705.00 -750.00 -805.00 -705.00 -805.00
2023-03-02 17105.00 17250.00 17345.00 17055.00 17850.00 17900.00 17960.00 17820.00 -745.00 -650.00 -615.00 -765.00
2023-03-01 17210.00 17160.00 17350.00 17075.00 14550.00 13905.00 14550.00 13900.00 2660.00 3255.00 2800.00 3175.00
2023-02-28 17150.00 17255.00 17330.00 16950.00 14920.00 14580.00 14955.00 14505.00 2230.00 2675.00 2375.00 2445.00
2023-02-27 17500.00 17105.00 17560.00 17025.00 15210.00 14910.00 15210.00 14855.00 2290.00 2195.00 2350.00 2170.00
2023-02-24 17480.00 17540.00 17595.00 17380.00 15160.00 15135.00 15255.00 15010.00 2320.00 2405.00 2340.00 2370.00
2023-02-23 17690.00 17465.00 17740.00 17365.00 15380.00 15200.00 15490.00 15065.00 2310.00 2265.00 2250.00 2300.00
2023-02-22 17510.00 17680.00 17840.00 17505.00 15525.00 15410.00 15635.00 15350.00 1985.00 2270.00 2205.00 2155.00
2023-02-21 17275.00 17510.00 17525.00 17240.00 14885.00 15465.00 15475.00 14885.00 2390.00 2045.00 2050.00 2355.00
2023-02-20 17600.00 17275.00 17605.00 17150.00 15500.00 15070.00 15580.00 14975.00 2100.00 2205.00 2025.00 2175.00
2023-02-17 17195.00 17510.00 17515.00 17130.00 14815.00 15285.00 15320.00 14730.00 2380.00 2225.00 2195.00 2400.00
2023-02-16 16920.00 17215.00 17245.00 16900.00 14520.00 14730.00 14755.00 14520.00 2400.00 2485.00 2490.00 2380.00
2023-02-15 17000.00 16975.00 17030.00 16840.00 14595.00 14585.00 14625.00 14475.00 2405.00 2390.00 2405.00 2365.00
2023-02-14 16980.00 16880.00 17095.00 16820.00 14720.00 14495.00 14885.00 14455.00 2260.00 2385.00 2210.00 2365.00
2023-02-13 16680.00 16980.00 17000.00 16620.00 14710.00 14690.00 14885.00 14605.00 1970.00 2290.00 2115.00 2015.00
2023-02-10 14440.00 14385.00 14545.00 14265.00 16405.00 16465.00 16580.00 16200.00 -1965.00 -2080.00 -2035.00 -1935.00
2023-02-09 14325.00 14420.00 14520.00 14225.00 16210.00 16445.00 16480.00 16125.00 -1885.00 -2025.00 -1960.00 -1900.00
2023-02-08 14385.00 14325.00 14505.00 14275.00 16285.00 16260.00 16395.00 16215.00 -1900.00 -1935.00 -1890.00 -1940.00
2023-02-07 14510.00 14450.00 14635.00 14430.00 16300.00 16275.00 16470.00 16155.00 -1790.00 -1825.00 -1835.00 -1725.00
2023-02-06 14300.00 14540.00 14600.00 14170.00 16050.00 16265.00 16360.00 15860.00 -1750.00 -1725.00 -1760.00 -1690.00
2023-02-03 14405.00 14070.00 14415.00 14035.00 16325.00 15830.00 16330.00 15650.00 -1920.00 -1760.00 -1915.00 -1615.00
2023-02-02 14495.00 14460.00 14655.00 14415.00 16220.00 16325.00 16565.00 16220.00 -1725.00 -1865.00 -1910.00 -1805.00
2023-02-01 14580.00 14495.00 14670.00 14400.00 16345.00 16320.00 16460.00 16215.00 -1765.00 -1825.00 -1790.00 -1815.00
2023-01-31 14400.00 14555.00 14600.00 14365.00 16460.00 16430.00 16630.00 16365.00 -2060.00 -1875.00 -2030.00 -2000.00
2023-01-30 14500.00 14415.00 14650.00 14270.00 16600.00 16480.00 16765.00 16460.00 -2100.00 -2065.00 -2115.00 -2190.00
2023-01-20 14975.00 15255.00 15395.00 14960.00 16940.00 17015.00 17030.00 16820.00 -1965.00 -1760.00 -1635.00 -1860.00
2023-01-19 15190.00 14970.00 15190.00 14830.00 17015.00 16940.00 17100.00 16845.00 -1825.00 -1970.00 -1910.00 -2015.00
2023-01-18 15045.00 15050.00 15115.00 14965.00 17135.00 17045.00 17145.00 16960.00 -2090.00 -1995.00 -2030.00 -1995.00
2023-01-17 15140.00 14975.00 15285.00 14905.00 17190.00 16975.00 17300.00 16940.00 -2050.00 -2000.00 -2015.00 -2035.00
2023-01-16 15065.00 15180.00 15250.00 15010.00 16815.00 17170.00 17275.00 16815.00 -1750.00 -1990.00 -2025.00 -1805.00
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