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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-15 | 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 |