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
2023-01-13 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
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