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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-13 | 14850.00 | 14820.00 | 15115.00 | 14775.00 | 16600.00 | 16600.00 | 16785.00 | 16575.00 | -1750.00 | -1780.00 | -1670.00 | -1800.00 |
| 2023-01-12 | 14835.00 | 14795.00 | 14995.00 | 14735.00 | 16610.00 | 16600.00 | 16865.00 | 16510.00 | -1775.00 | -1805.00 | -1870.00 | -1775.00 |
| 2023-01-11 | 15210.00 | 14870.00 | 15400.00 | 14830.00 | 17000.00 | 16610.00 | 17000.00 | 16560.00 | -1790.00 | -1740.00 | -1600.00 | -1730.00 |
| 2023-01-10 | 15700.00 | 15400.00 | 15850.00 | 15365.00 | 17335.00 | 17015.00 | 17435.00 | 16985.00 | -1635.00 | -1615.00 | -1585.00 | -1620.00 |
| 2023-01-09 | 15780.00 | 15760.00 | 16065.00 | 15580.00 | 17500.00 | 17370.00 | 17645.00 | 17225.00 | -1720.00 | -1610.00 | -1580.00 | -1645.00 |
| 2023-01-06 | 15950.00 | 15780.00 | 15980.00 | 15565.00 | 17520.00 | 17555.00 | 17730.00 | 17340.00 | -1570.00 | -1775.00 | -1750.00 | -1775.00 |
| 2023-01-05 | 15600.00 | 15890.00 | 16045.00 | 15600.00 | 17345.00 | 17580.00 | 17685.00 | 17260.00 | -1745.00 | -1690.00 | -1640.00 | -1660.00 |
| 2023-01-04 | 15620.00 | 15720.00 | 15850.00 | 15560.00 | 17085.00 | 17360.00 | 17430.00 | 17035.00 | -1465.00 | -1640.00 | -1580.00 | -1475.00 |
| 2023-01-03 | 15390.00 | 15615.00 | 15815.00 | 15385.00 | 17025.00 | 17100.00 | 17245.00 | 16895.00 | -1635.00 | -1485.00 | -1430.00 | -1510.00 |
| 2022-12-30 | 16000.00 | 16145.00 | 16365.00 | 15830.00 | 17230.00 | 17335.00 | 17460.00 | 17010.00 | -1230.00 | -1190.00 | -1095.00 | -1180.00 |
| 2022-12-29 | 16705.00 | 16300.00 | 16720.00 | 16225.00 | 17900.00 | 17400.00 | 17900.00 | 17345.00 | -1195.00 | -1100.00 | -1180.00 | -1120.00 |
| 2022-12-28 | 16650.00 | 16765.00 | 16910.00 | 16600.00 | 17800.00 | 17900.00 | 18000.00 | 17670.00 | -1150.00 | -1135.00 | -1090.00 | -1070.00 |
| 2022-12-27 | 16760.00 | 16810.00 | 16885.00 | 16635.00 | 18020.00 | 18000.00 | 18160.00 | 17835.00 | -1260.00 | -1190.00 | -1275.00 | -1200.00 |
| 2022-12-26 | 16575.00 | 16930.00 | 17000.00 | 16515.00 | 16155.00 | 16550.00 | 16550.00 | 16115.00 | 420.00 | 380.00 | 450.00 | 400.00 |
| 2022-12-23 | 16290.00 | 15900.00 | 16430.00 | 15850.00 | 17480.00 | 17310.00 | 17540.00 | 17210.00 | -1190.00 | -1410.00 | -1110.00 | -1360.00 |
| 2022-12-22 | 16050.00 | 16420.00 | 16470.00 | 15825.00 | 15000.00 | 15735.00 | 15760.00 | 14895.00 | 1050.00 | 685.00 | 710.00 | 930.00 |
| 2022-12-21 | 15740.00 | 16000.00 | 16055.00 | 15520.00 | 14840.00 | 14965.00 | 15060.00 | 14535.00 | 900.00 | 1035.00 | 995.00 | 985.00 |
| 2022-12-20 | 15355.00 | 15735.00 | 15880.00 | 15355.00 | 15050.00 | 14955.00 | 15430.00 | 14800.00 | 305.00 | 780.00 | 450.00 | 555.00 |
| 2022-12-19 | 15800.00 | 15470.00 | 15980.00 | 15410.00 | 16065.00 | 15615.00 | 16260.00 | 15615.00 | -265.00 | -145.00 | -280.00 | -205.00 |
| 2022-12-16 | 16500.00 | 15895.00 | 16545.00 | 15830.00 | 17720.00 | 16450.00 | 17740.00 | 16450.00 | -1220.00 | -555.00 | -1195.00 | -620.00 |
| 2022-12-15 | 16590.00 | 16640.00 | 16775.00 | 16360.00 | 18000.00 | 17850.00 | 18235.00 | 17700.00 | -1410.00 | -1210.00 | -1460.00 | -1340.00 |
| 2022-12-14 | 17600.00 | 17860.00 | 17905.00 | 17600.00 | 16550.00 | 16495.00 | 16595.00 | 16250.00 | 1050.00 | 1365.00 | 1310.00 | 1350.00 |
| 2022-12-13 | 18200.00 | 17745.00 | 18300.00 | 17530.00 | 17350.00 | 16480.00 | 17400.00 | 16420.00 | 850.00 | 1265.00 | 900.00 | 1110.00 |
| 2022-12-12 | 17650.00 | 17895.00 | 18155.00 | 17650.00 | 16620.00 | 17125.00 | 17225.00 | 16620.00 | 1030.00 | 770.00 | 930.00 | 1030.00 |
| 2022-12-09 | 19355.00 | 19000.00 | 19470.00 | 18865.00 | 18050.00 | 17875.00 | 18085.00 | 17720.00 | 1305.00 | 1125.00 | 1385.00 | 1145.00 |
| 2022-12-08 | 19890.00 | 19160.00 | 19900.00 | 19130.00 | 18005.00 | 17855.00 | 18195.00 | 17800.00 | 1885.00 | 1305.00 | 1705.00 | 1330.00 |
| 2022-12-07 | 20900.00 | 20155.00 | 20900.00 | 20130.00 | 18825.00 | 18360.00 | 18905.00 | 18335.00 | 2075.00 | 1795.00 | 1995.00 | 1795.00 |
| 2022-12-06 | 20900.00 | 20990.00 | 21065.00 | 20835.00 | 18735.00 | 18970.00 | 19045.00 | 18640.00 | 2165.00 | 2020.00 | 2020.00 | 2195.00 |
| 2022-12-05 | 21005.00 | 21055.00 | 21260.00 | 20855.00 | 18630.00 | 18780.00 | 18920.00 | 18630.00 | 2375.00 | 2275.00 | 2340.00 | 2225.00 |
| 2022-12-02 | 20775.00 | 21365.00 | 21435.00 | 20720.00 | 18555.00 | 18985.00 | 19000.00 | 18545.00 | 2220.00 | 2380.00 | 2435.00 | 2175.00 |
| 2022-12-01 | 20450.00 | 20795.00 | 20845.00 | 20425.00 | 18400.00 | 18520.00 | 18635.00 | 18375.00 | 2050.00 | 2275.00 | 2210.00 | 2050.00 |
| 2022-11-30 | 20490.00 | 20485.00 | 20570.00 | 20405.00 | 18515.00 | 18400.00 | 18585.00 | 18340.00 | 1975.00 | 2085.00 | 1985.00 | 2065.00 |
| 2022-11-29 | 20700.00 | 20515.00 | 20740.00 | 20360.00 | 18765.00 | 18570.00 | 18780.00 | 18340.00 | 1935.00 | 1945.00 | 1960.00 | 2020.00 |
| 2022-11-28 | 20455.00 | 20645.00 | 20770.00 | 20360.00 | 18450.00 | 18715.00 | 18765.00 | 18380.00 | 2005.00 | 1930.00 | 2005.00 | 1980.00 |
| 2022-11-25 | 20440.00 | 20305.00 | 20485.00 | 20150.00 | 17880.00 | 17745.00 | 17935.00 | 17695.00 | 2560.00 | 2560.00 | 2550.00 | 2455.00 |
| 2022-11-24 | 20150.00 | 20305.00 | 20395.00 | 20055.00 | 18200.00 | 18330.00 | 18420.00 | 18200.00 | 1950.00 | 1975.00 | 1975.00 | 1855.00 |
| 2022-11-23 | 20590.00 | 20195.00 | 20675.00 | 20150.00 | 18900.00 | 18365.00 | 18900.00 | 18350.00 | 1690.00 | 1830.00 | 1775.00 | 1800.00 |
| 2022-11-22 | 20915.00 | 20895.00 | 21055.00 | 20765.00 | 18985.00 | 19005.00 | 19105.00 | 18900.00 | 1930.00 | 1890.00 | 1950.00 | 1865.00 |
| 2022-11-21 | 21150.00 | 20900.00 | 21270.00 | 20805.00 | 19180.00 | 18985.00 | 19225.00 | 18965.00 | 1970.00 | 1915.00 | 2045.00 | 1840.00 |
| 2022-11-18 | 21500.00 | 21365.00 | 21720.00 | 21300.00 | 19435.00 | 19280.00 | 19510.00 | 19265.00 | 2065.00 | 2085.00 | 2210.00 | 2035.00 |
| 2022-11-17 | 21790.00 | 21605.00 | 21900.00 | 21500.00 | 19670.00 | 19435.00 | 19670.00 | 19380.00 | 2120.00 | 2170.00 | 2230.00 | 2120.00 |
| 2022-11-16 | 21710.00 | 21755.00 | 21790.00 | 21400.00 | 19720.00 | 19560.00 | 19730.00 | 19375.00 | 1990.00 | 2195.00 | 2060.00 | 2025.00 |
| 2022-11-15 | 21545.00 | 21790.00 | 21800.00 | 21425.00 | 19590.00 | 19700.00 | 19780.00 | 19460.00 | 1955.00 | 2090.00 | 2020.00 | 1965.00 |
| 2022-11-14 | 21710.00 | 21590.00 | 21740.00 | 21360.00 | 19560.00 | 19600.00 | 19780.00 | 19450.00 | 2150.00 | 1990.00 | 1960.00 | 1910.00 |
| 2022-11-11 | 21240.00 | 21540.00 | 21670.00 | 21180.00 | 19500.00 | 19680.00 | 19770.00 | 19300.00 | 1740.00 | 1860.00 | 1900.00 | 1880.00 |
| 2022-11-10 | 21500.00 | 21155.00 | 21680.00 | 21025.00 | 19500.00 | 19280.00 | 19530.00 | 19200.00 | 2000.00 | 1875.00 | 2150.00 | 1825.00 |
| 2022-11-09 | 21300.00 | 21215.00 | 21420.00 | 21125.00 | 19485.00 | 19345.00 | 19520.00 | 19155.00 | 1815.00 | 1870.00 | 1900.00 | 1970.00 |
| 2022-11-08 | 22230.00 | 21500.00 | 22230.00 | 21500.00 | 19920.00 | 19495.00 | 19960.00 | 19495.00 | 2310.00 | 2005.00 | 2270.00 | 2005.00 |
| 2022-11-07 | 22090.00 | 22275.00 | 22300.00 | 21910.00 | 20060.00 | 19995.00 | 20060.00 | 19800.00 | 2030.00 | 2280.00 | 2240.00 | 2110.00 |
| 2022-11-04 | 21975.00 | 22200.00 | 22495.00 | 21955.00 | 20000.00 | 20000.00 | 20270.00 | 19955.00 | 1975.00 | 2200.00 | 2225.00 | 2000.00 |
| 2022-11-03 | 22250.00 | 21975.00 | 22270.00 | 21825.00 | 20100.00 | 20035.00 | 20200.00 | 19950.00 | 2150.00 | 1940.00 | 2070.00 | 1875.00 |
| 2022-11-02 | 21655.00 | 22290.00 | 22340.00 | 21530.00 | 19790.00 | 20220.00 | 20230.00 | 19750.00 | 1865.00 | 2070.00 | 2110.00 | 1780.00 |
| 2022-11-01 | 21800.00 | 21655.00 | 22000.00 | 21430.00 | 19950.00 | 19765.00 | 19960.00 | 19705.00 | 1850.00 | 1890.00 | 2040.00 | 1725.00 |
| 2022-10-31 | 22230.00 | 21870.00 | 22460.00 | 21640.00 | 20100.00 | 19970.00 | 20385.00 | 19810.00 | 2130.00 | 1900.00 | 2075.00 | 1830.00 |
| 2022-10-28 | 22290.00 | 21910.00 | 22330.00 | 21810.00 | 20200.00 | 19965.00 | 20200.00 | 19705.00 | 2090.00 | 1945.00 | 2130.00 | 2105.00 |
| 2022-10-27 | 22550.00 | 22370.00 | 22625.00 | 22180.00 | 20405.00 | 20275.00 | 20525.00 | 20180.00 | 2145.00 | 2095.00 | 2100.00 | 2000.00 |
| 2022-10-26 | 22800.00 | 22410.00 | 22895.00 | 22390.00 | 20680.00 | 20355.00 | 20795.00 | 20315.00 | 2120.00 | 2055.00 | 2100.00 | 2075.00 |
| 2022-10-25 | 22500.00 | 22980.00 | 22995.00 | 22420.00 | 20345.00 | 20760.00 | 20825.00 | 20310.00 | 2155.00 | 2220.00 | 2170.00 | 2110.00 |
| 2022-10-24 | 23105.00 | 22520.00 | 23205.00 | 22505.00 | 20700.00 | 20315.00 | 20700.00 | 20290.00 | 2405.00 | 2205.00 | 2505.00 | 2215.00 |
| 2022-10-21 | 23320.00 | 23435.00 | 23500.00 | 23200.00 | 20550.00 | 20885.00 | 20895.00 | 20545.00 | 2770.00 | 2550.00 | 2605.00 | 2655.00 |
| 2022-10-20 | 23480.00 | 23350.00 | 23680.00 | 23125.00 | 20650.00 | 20590.00 | 20890.00 | 20520.00 | 2830.00 | 2760.00 | 2790.00 | 2605.00 |
| 2022-10-19 | 24000.00 | 23590.00 | 24020.00 | 23550.00 | 21110.00 | 20710.00 | 21180.00 | 20660.00 | 2890.00 | 2880.00 | 2840.00 | 2890.00 |
| 2022-10-18 | 23830.00 | 24045.00 | 24050.00 | 23730.00 | 20760.00 | 21100.00 | 21140.00 | 20615.00 | 3070.00 | 2945.00 | 2910.00 | 3115.00 |
| 2022-10-17 | 23430.00 | 23780.00 | 23830.00 | 23350.00 | 20005.00 | 20605.00 | 20630.00 | 20005.00 | 3425.00 | 3175.00 | 3200.00 | 3345.00 |
| 2022-10-14 | 24100.00 | 23880.00 | 24300.00 | 23555.00 | 26320.00 | 26195.00 | 26395.00 | 25805.00 | -2220.00 | -2315.00 | -2095.00 | -2250.00 |
| 2022-10-13 | 24050.00 | 23975.00 | 24060.00 | 23820.00 | 20480.00 | 20580.00 | 20650.00 | 20430.00 | 3570.00 | 3395.00 | 3410.00 | 3390.00 |
| 2022-10-12 | 23820.00 | 23935.00 | 24150.00 | 23750.00 | 25655.00 | 25995.00 | 26275.00 | 25655.00 | -1835.00 | -2060.00 | -2125.00 | -1905.00 |
| 2022-10-11 | 23800.00 | 23785.00 | 23835.00 | 23460.00 | 20215.00 | 20390.00 | 20405.00 | 20090.00 | 3585.00 | 3395.00 | 3430.00 | 3370.00 |
| 2022-10-10 | 23650.00 | 23765.00 | 23950.00 | 23275.00 | 24645.00 | 24650.00 | 24650.00 | 24405.00 | -995.00 | -885.00 | -700.00 | -1130.00 |
| 2022-09-30 | 22340.00 | 22590.00 | 22620.00 | 22220.00 | 22845.00 | 23035.00 | 23055.00 | 22720.00 | -505.00 | -445.00 | -435.00 | -500.00 |
| 2022-09-29 | 22495.00 | 22350.00 | 22500.00 | 22175.00 | 22895.00 | 22855.00 | 22900.00 | 22740.00 | -400.00 | -505.00 | -400.00 | -565.00 |
| 2022-09-28 | 22420.00 | 22400.00 | 22480.00 | 22135.00 | 22700.00 | 22760.00 | 22885.00 | 22625.00 | -280.00 | -360.00 | -405.00 | -490.00 |
| 2022-09-27 | 21820.00 | 22410.00 | 22445.00 | 21670.00 | 22230.00 | 22695.00 | 22755.00 | 22005.00 | -410.00 | -285.00 | -310.00 | -335.00 |
| 2022-09-26 | 22220.00 | 21795.00 | 22250.00 | 21635.00 | 22700.00 | 22425.00 | 22770.00 | 22185.00 | -480.00 | -630.00 | -520.00 | -550.00 |
| 2022-09-23 | 22195.00 | 22305.00 | 22380.00 | 22015.00 | 22735.00 | 22800.00 | 22970.00 | 22500.00 | -540.00 | -495.00 | -590.00 | -485.00 |
| 2022-09-22 | 22650.00 | 22165.00 | 22855.00 | 22160.00 | 22870.00 | 22625.00 | 22920.00 | 22580.00 | -220.00 | -460.00 | -65.00 | -420.00 |
| 2022-09-21 | 22745.00 | 22625.00 | 22910.00 | 22520.00 | 22755.00 | 22830.00 | 22945.00 | 22710.00 | -10.00 | -205.00 | -35.00 | -190.00 |
| 2022-09-20 | 23385.00 | 22745.00 | 23450.00 | 22715.00 | 23015.00 | 22700.00 | 23015.00 | 22680.00 | 370.00 | 45.00 | 435.00 | 35.00 |
| 2022-09-19 | 23535.00 | 23400.00 | 23620.00 | 23300.00 | 22790.00 | 22930.00 | 22970.00 | 22720.00 | 745.00 | 470.00 | 650.00 | 580.00 |
| 2022-09-16 | 23290.00 | 23395.00 | 23580.00 | 23280.00 | 22610.00 | 22640.00 | 22945.00 | 22580.00 | 680.00 | 755.00 | 635.00 | 700.00 |
| 2022-09-15 | 23400.00 | 23290.00 | 23440.00 | 23080.00 | 22545.00 | 22560.00 | 22590.00 | 22390.00 | 855.00 | 730.00 | 850.00 | 690.00 |
| 2022-09-14 | 23275.00 | 23370.00 | 23475.00 | 23240.00 | 22430.00 | 22600.00 | 22650.00 | 22415.00 | 845.00 | 770.00 | 825.00 | 825.00 |
| 2022-09-13 | 23305.00 | 23315.00 | 23540.00 | 23200.00 | 22610.00 | 22480.00 | 22680.00 | 22410.00 | 695.00 | 835.00 | 860.00 | 790.00 |
| 2022-09-09 | 23000.00 | 23090.00 | 23150.00 | 22890.00 | 22255.00 | 22310.00 | 22355.00 | 22200.00 | 745.00 | 780.00 | 795.00 | 690.00 |
| 2022-09-08 | 23360.00 | 22940.00 | 23395.00 | 22930.00 | 22530.00 | 22290.00 | 22585.00 | 22245.00 | 830.00 | 650.00 | 810.00 | 685.00 |
| 2022-09-07 | 23000.00 | 23350.00 | 23375.00 | 22645.00 | 22305.00 | 22550.00 | 22615.00 | 22105.00 | 695.00 | 800.00 | 760.00 | 540.00 |
| 2022-09-06 | 23380.00 | 23030.00 | 23475.00 | 23020.00 | 22485.00 | 22245.00 | 22520.00 | 22180.00 | 895.00 | 785.00 | 955.00 | 840.00 |
| 2022-09-05 | 23270.00 | 23380.00 | 23645.00 | 23150.00 | 22710.00 | 22515.00 | 22800.00 | 22380.00 | 560.00 | 865.00 | 845.00 | 770.00 |
| 2022-09-02 | 23200.00 | 23025.00 | 23360.00 | 22880.00 | 22620.00 | 22430.00 | 22640.00 | 22380.00 | 580.00 | 595.00 | 720.00 | 500.00 |
| 2022-09-01 | 23355.00 | 23285.00 | 23490.00 | 23120.00 | 22675.00 | 22690.00 | 22770.00 | 22465.00 | 680.00 | 595.00 | 720.00 | 655.00 |
| 2022-08-31 | 23585.00 | 23340.00 | 23660.00 | 23330.00 | 22730.00 | 22605.00 | 22990.00 | 22550.00 | 855.00 | 735.00 | 670.00 | 780.00 |
| 2022-08-30 | 23450.00 | 23585.00 | 23600.00 | 23305.00 | 22445.00 | 22745.00 | 22785.00 | 22340.00 | 1005.00 | 840.00 | 815.00 | 965.00 |
| 2022-08-29 | 23825.00 | 23590.00 | 23970.00 | 22805.00 | 20895.00 | 20710.00 | 20895.00 | 20335.00 | 2930.00 | 2880.00 | 3075.00 | 2470.00 |
| 2022-08-26 | 23700.00 | 23810.00 | 23810.00 | 23530.00 | 20385.00 | 20650.00 | 20725.00 | 20385.00 | 3315.00 | 3160.00 | 3085.00 | 3145.00 |
| 2022-08-25 | 23290.00 | 23710.00 | 23720.00 | 23230.00 | 22010.00 | 22210.00 | 22250.00 | 21910.00 | 1280.00 | 1500.00 | 1470.00 | 1320.00 |
| 2022-08-24 | 23330.00 | 23265.00 | 23480.00 | 23110.00 | 22085.00 | 21935.00 | 22190.00 | 21825.00 | 1245.00 | 1330.00 | 1290.00 | 1285.00 |
| 2022-08-23 | 23360.00 | 23360.00 | 23500.00 | 23210.00 | 22485.00 | 22050.00 | 22485.00 | 21905.00 | 875.00 | 1310.00 | 1015.00 | 1305.00 |
| 2022-08-22 | 22980.00 | 23305.00 | 23350.00 | 22835.00 | 21975.00 | 22000.00 | 22065.00 | 21765.00 | 1005.00 | 1305.00 | 1285.00 | 1070.00 |
| 2022-08-19 | 22500.00 | 22785.00 | 22880.00 | 22435.00 | 21380.00 | 21595.00 | 21730.00 | 21345.00 | 1120.00 | 1190.00 | 1150.00 | 1090.00 |
| 2022-08-18 | 22590.00 | 22555.00 | 22685.00 | 22400.00 | 21490.00 | 21410.00 | 21530.00 | 21370.00 | 1100.00 | 1145.00 | 1155.00 | 1030.00 |