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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-17 | 22600.00 | 22515.00 | 22750.00 | 22450.00 | 21580.00 | 21455.00 | 21610.00 | 21400.00 | 1020.00 | 1060.00 | 1140.00 | 1050.00 |
| 2022-08-16 | 22300.00 | 22565.00 | 22660.00 | 22155.00 | 21200.00 | 21425.00 | 21560.00 | 21110.00 | 1100.00 | 1140.00 | 1100.00 | 1045.00 |
| 2022-08-15 | 21705.00 | 22235.00 | 22370.00 | 21705.00 | 19700.00 | 20080.00 | 20080.00 | 19700.00 | 2005.00 | 2155.00 | 2290.00 | 2005.00 |
| 2022-08-12 | 21655.00 | 21790.00 | 21890.00 | 21555.00 | 19620.00 | 19650.00 | 19710.00 | 19535.00 | 2035.00 | 2140.00 | 2180.00 | 2020.00 |
| 2022-08-11 | 21745.00 | 21730.00 | 21955.00 | 21635.00 | 19785.00 | 19615.00 | 19865.00 | 19530.00 | 1960.00 | 2115.00 | 2090.00 | 2105.00 |
| 2022-08-10 | 21915.00 | 21745.00 | 21915.00 | 21605.00 | 19640.00 | 19700.00 | 19915.00 | 19640.00 | 2275.00 | 2045.00 | 2000.00 | 1965.00 |
| 2022-08-09 | 21820.00 | 21950.00 | 22140.00 | 21420.00 | 19800.00 | 19850.00 | 19950.00 | 19470.00 | 2020.00 | 2100.00 | 2190.00 | 1950.00 |
| 2022-08-08 | 22270.00 | 21800.00 | 22450.00 | 21800.00 | 20320.00 | 19875.00 | 20380.00 | 19815.00 | 1950.00 | 1925.00 | 2070.00 | 1985.00 |
| 2022-08-05 | 20555.00 | 20480.00 | 20685.00 | 20385.00 | 22000.00 | 22520.00 | 22520.00 | 21920.00 | -1445.00 | -2040.00 | -1835.00 | -1535.00 |
| 2022-08-04 | 20495.00 | 20505.00 | 20595.00 | 20320.00 | 21900.00 | 21985.00 | 22095.00 | 21720.00 | -1405.00 | -1480.00 | -1500.00 | -1400.00 |
| 2022-08-03 | 20660.00 | 20530.00 | 20785.00 | 20420.00 | 22160.00 | 21985.00 | 22345.00 | 21870.00 | -1500.00 | -1455.00 | -1560.00 | -1450.00 |
| 2022-08-02 | 20750.00 | 20810.00 | 20970.00 | 20600.00 | 21900.00 | 22255.00 | 22370.00 | 21830.00 | -1150.00 | -1445.00 | -1400.00 | -1230.00 |
| 2022-08-01 | 21000.00 | 20810.00 | 21220.00 | 20660.00 | 22290.00 | 22030.00 | 22455.00 | 21860.00 | -1290.00 | -1220.00 | -1235.00 | -1200.00 |
| 2022-07-29 | 21035.00 | 21000.00 | 21390.00 | 20740.00 | 22430.00 | 22300.00 | 22690.00 | 22160.00 | -1395.00 | -1300.00 | -1300.00 | -1420.00 |
| 2022-07-28 | 20655.00 | 20925.00 | 21215.00 | 20655.00 | 22080.00 | 22430.00 | 22530.00 | 22070.00 | -1425.00 | -1505.00 | -1315.00 | -1415.00 |
| 2022-07-27 | 20140.00 | 20685.00 | 20755.00 | 20025.00 | 21440.00 | 22030.00 | 22085.00 | 21430.00 | -1300.00 | -1345.00 | -1330.00 | -1405.00 |
| 2022-07-26 | 20030.00 | 20270.00 | 20550.00 | 19965.00 | 21525.00 | 21530.00 | 21780.00 | 21380.00 | -1495.00 | -1260.00 | -1230.00 | -1415.00 |
| 2022-07-25 | 20500.00 | 20200.00 | 20500.00 | 20130.00 | 22005.00 | 21675.00 | 22050.00 | 21605.00 | -1505.00 | -1475.00 | -1550.00 | -1475.00 |
| 2022-07-22 | 20600.00 | 20970.00 | 20990.00 | 20510.00 | 22100.00 | 22235.00 | 22245.00 | 21875.00 | -1500.00 | -1265.00 | -1255.00 | -1365.00 |
| 2022-07-21 | 21000.00 | 20555.00 | 21160.00 | 20505.00 | 22120.00 | 22070.00 | 22390.00 | 21850.00 | -1120.00 | -1515.00 | -1230.00 | -1345.00 |
| 2022-07-20 | 21500.00 | 21105.00 | 21500.00 | 20850.00 | 22540.00 | 22220.00 | 22635.00 | 21955.00 | -1040.00 | -1115.00 | -1135.00 | -1105.00 |
| 2022-07-19 | 21780.00 | 21550.00 | 21890.00 | 21310.00 | 22980.00 | 22600.00 | 22980.00 | 22465.00 | -1200.00 | -1050.00 | -1090.00 | -1155.00 |
| 2022-07-18 | 21500.00 | 21715.00 | 21815.00 | 21290.00 | 22210.00 | 22730.00 | 22730.00 | 22000.00 | -710.00 | -1015.00 | -915.00 | -710.00 |
| 2022-07-15 | 22180.00 | 21160.00 | 22180.00 | 21100.00 | 22670.00 | 22025.00 | 22740.00 | 22000.00 | -490.00 | -865.00 | -560.00 | -900.00 |
| 2022-07-14 | 22600.00 | 22300.00 | 22785.00 | 22085.00 | 22750.00 | 22790.00 | 23100.00 | 22610.00 | -150.00 | -490.00 | -315.00 | -525.00 |
| 2022-07-13 | 22500.00 | 22685.00 | 22915.00 | 22280.00 | 22700.00 | 22855.00 | 22930.00 | 22455.00 | -200.00 | -170.00 | -15.00 | -175.00 |
| 2022-07-12 | 22800.00 | 22665.00 | 23290.00 | 22380.00 | 22745.00 | 22685.00 | 23220.00 | 22605.00 | 55.00 | -20.00 | 70.00 | -225.00 |
| 2022-07-11 | 22500.00 | 22705.00 | 22860.00 | 21880.00 | 22600.00 | 22780.00 | 22795.00 | 22100.00 | -100.00 | -75.00 | 65.00 | -220.00 |
| 2022-07-08 | 22095.00 | 22940.00 | 22995.00 | 22085.00 | 22360.00 | 22900.00 | 22960.00 | 22270.00 | -265.00 | 40.00 | 35.00 | -185.00 |
| 2022-07-07 | 21120.00 | 21995.00 | 22135.00 | 21090.00 | 21550.00 | 22290.00 | 22440.00 | 21450.00 | -430.00 | -295.00 | -305.00 | -360.00 |
| 2022-07-06 | 21650.00 | 21220.00 | 21860.00 | 20970.00 | 21460.00 | 21535.00 | 21800.00 | 21110.00 | 190.00 | -315.00 | 60.00 | -140.00 |
| 2022-07-05 | 22355.00 | 22215.00 | 22680.00 | 21900.00 | 21855.00 | 21745.00 | 22000.00 | 21435.00 | 500.00 | 470.00 | 680.00 | 465.00 |
| 2022-07-04 | 21870.00 | 22695.00 | 22755.00 | 21590.00 | 21100.00 | 21955.00 | 22470.00 | 21100.00 | 770.00 | 740.00 | 285.00 | 490.00 |
| 2022-07-01 | 20830.00 | 21375.00 | 21380.00 | 20570.00 | 20800.00 | 20855.00 | 20990.00 | 20630.00 | 30.00 | 520.00 | 390.00 | -60.00 |
| 2022-06-30 | 20710.00 | 20830.00 | 20950.00 | 20630.00 | 20680.00 | 20840.00 | 20920.00 | 20670.00 | 30.00 | -10.00 | 30.00 | -40.00 |
| 2022-06-29 | 20700.00 | 20660.00 | 20780.00 | 20405.00 | 20975.00 | 20705.00 | 21000.00 | 20570.00 | -275.00 | -45.00 | -220.00 | -165.00 |
| 2022-06-28 | 20800.00 | 20515.00 | 20970.00 | 20460.00 | 21210.00 | 20845.00 | 21350.00 | 20750.00 | -410.00 | -330.00 | -380.00 | -290.00 |
| 2022-06-27 | 19985.00 | 20650.00 | 20845.00 | 19960.00 | 20935.00 | 21080.00 | 21295.00 | 20915.00 | -950.00 | -430.00 | -450.00 | -955.00 |
| 2022-06-24 | 19740.00 | 19675.00 | 19795.00 | 19585.00 | 20820.00 | 20675.00 | 20845.00 | 20620.00 | -1080.00 | -1000.00 | -1050.00 | -1035.00 |
| 2022-06-23 | 19395.00 | 19770.00 | 19850.00 | 19260.00 | 20700.00 | 20815.00 | 20850.00 | 20435.00 | -1305.00 | -1045.00 | -1000.00 | -1175.00 |
| 2022-06-22 | 19790.00 | 19370.00 | 19955.00 | 19215.00 | 20760.00 | 20625.00 | 21035.00 | 20300.00 | -970.00 | -1255.00 | -1080.00 | -1085.00 |
| 2022-06-21 | 19835.00 | 19725.00 | 19970.00 | 19600.00 | 20850.00 | 20820.00 | 20895.00 | 20675.00 | -1015.00 | -1095.00 | -925.00 | -1075.00 |
| 2022-06-20 | 19635.00 | 19760.00 | 19835.00 | 19565.00 | 20590.00 | 20715.00 | 20760.00 | 20505.00 | -955.00 | -955.00 | -925.00 | -940.00 |
| 2022-06-17 | 19295.00 | 19585.00 | 19650.00 | 19230.00 | 19575.00 | 19850.00 | 19885.00 | 19510.00 | -280.00 | -265.00 | -235.00 | -280.00 |
| 2022-06-16 | 19365.00 | 19330.00 | 19390.00 | 19230.00 | 20400.00 | 20315.00 | 20465.00 | 20240.00 | -1035.00 | -985.00 | -1075.00 | -1010.00 |
| 2022-06-15 | 19355.00 | 19390.00 | 19500.00 | 19270.00 | 20360.00 | 20465.00 | 20475.00 | 20330.00 | -1005.00 | -1075.00 | -975.00 | -1060.00 |
| 2022-06-14 | 19205.00 | 19425.00 | 19465.00 | 19060.00 | 20220.00 | 20345.00 | 20420.00 | 20185.00 | -1015.00 | -920.00 | -955.00 | -1125.00 |
| 2022-06-13 | 19010.00 | 19195.00 | 19300.00 | 19000.00 | 20200.00 | 20215.00 | 20480.00 | 20150.00 | -1190.00 | -1020.00 | -1180.00 | -1150.00 |
| 2022-06-10 | 18735.00 | 18700.00 | 18795.00 | 18460.00 | 20140.00 | 20035.00 | 20200.00 | 19990.00 | -1405.00 | -1335.00 | -1405.00 | -1530.00 |
| 2022-06-09 | 18680.00 | 18725.00 | 18825.00 | 18640.00 | 20080.00 | 20140.00 | 20215.00 | 19995.00 | -1400.00 | -1415.00 | -1390.00 | -1355.00 |
| 2022-06-08 | 18700.00 | 18700.00 | 18855.00 | 18605.00 | 20105.00 | 20020.00 | 20105.00 | 19950.00 | -1405.00 | -1320.00 | -1250.00 | -1345.00 |
| 2022-06-07 | 19250.00 | 18695.00 | 19300.00 | 18600.00 | 20300.00 | 20005.00 | 20320.00 | 19970.00 | -1050.00 | -1310.00 | -1020.00 | -1370.00 |
| 2022-06-06 | 19000.00 | 19250.00 | 19335.00 | 18960.00 | 20300.00 | 20275.00 | 20395.00 | 20165.00 | -1300.00 | -1025.00 | -1060.00 | -1205.00 |
| 2022-06-02 | 18950.00 | 19020.00 | 19080.00 | 18760.00 | 16500.00 | 16500.00 | 16625.00 | 16430.00 | 2450.00 | 2520.00 | 2455.00 | 2330.00 |
| 2022-06-01 | 19050.00 | 18950.00 | 19085.00 | 18860.00 | 20285.00 | 20220.00 | 20285.00 | 20135.00 | -1235.00 | -1270.00 | -1200.00 | -1275.00 |
| 2022-05-31 | 18875.00 | 19080.00 | 19100.00 | 18740.00 | 16600.00 | 16715.00 | 16745.00 | 16460.00 | 2275.00 | 2365.00 | 2355.00 | 2280.00 |
| 2022-05-30 | 18730.00 | 18875.00 | 18945.00 | 18450.00 | 20020.00 | 20190.00 | 20190.00 | 19725.00 | -1290.00 | -1315.00 | -1245.00 | -1275.00 |
| 2022-05-27 | 18675.00 | 18735.00 | 18825.00 | 18530.00 | 19800.00 | 19950.00 | 20000.00 | 19775.00 | -1125.00 | -1215.00 | -1175.00 | -1245.00 |
| 2022-05-26 | 19065.00 | 18670.00 | 19130.00 | 18550.00 | 20030.00 | 19845.00 | 20055.00 | 19810.00 | -965.00 | -1175.00 | -925.00 | -1260.00 |
| 2022-05-25 | 19145.00 | 19125.00 | 19235.00 | 19050.00 | 20200.00 | 20080.00 | 20200.00 | 19985.00 | -1055.00 | -955.00 | -965.00 | -935.00 |
| 2022-05-24 | 19100.00 | 19065.00 | 19165.00 | 18800.00 | 20240.00 | 20050.00 | 20240.00 | 19900.00 | -1140.00 | -985.00 | -1075.00 | -1100.00 |
| 2022-05-23 | 19100.00 | 19095.00 | 19280.00 | 19050.00 | 17030.00 | 16965.00 | 17090.00 | 16930.00 | 2070.00 | 2130.00 | 2190.00 | 2120.00 |
| 2022-05-20 | 19000.00 | 19065.00 | 19180.00 | 18910.00 | 20090.00 | 20090.00 | 20190.00 | 19860.00 | -1090.00 | -1025.00 | -1010.00 | -950.00 |
| 2022-05-19 | 19000.00 | 19065.00 | 19280.00 | 18840.00 | 20100.00 | 20045.00 | 20370.00 | 19870.00 | -1100.00 | -980.00 | -1090.00 | -1030.00 |
| 2022-05-18 | 18970.00 | 18980.00 | 19135.00 | 18720.00 | 20000.00 | 20080.00 | 20285.00 | 19970.00 | -1030.00 | -1100.00 | -1150.00 | -1250.00 |
| 2022-05-17 | 19800.00 | 18820.00 | 19915.00 | 18780.00 | 20800.00 | 19900.00 | 20935.00 | 19825.00 | -1000.00 | -1080.00 | -1020.00 | -1045.00 |
| 2022-05-16 | 19725.00 | 19790.00 | 19850.00 | 19600.00 | 17140.00 | 17210.00 | 17230.00 | 16990.00 | 2585.00 | 2580.00 | 2620.00 | 2610.00 |
| 2022-05-13 | 19355.00 | 19720.00 | 19795.00 | 19350.00 | 16955.00 | 17140.00 | 17170.00 | 16900.00 | 2400.00 | 2580.00 | 2625.00 | 2450.00 |
| 2022-05-12 | 19380.00 | 19335.00 | 19480.00 | 19215.00 | 16950.00 | 16895.00 | 16995.00 | 16780.00 | 2430.00 | 2440.00 | 2485.00 | 2435.00 |
| 2022-05-11 | 18955.00 | 19320.00 | 19380.00 | 18950.00 | 16790.00 | 16945.00 | 17045.00 | 16765.00 | 2165.00 | 2375.00 | 2335.00 | 2185.00 |
| 2022-05-10 | 19100.00 | 18955.00 | 19135.00 | 18820.00 | 16960.00 | 16760.00 | 16960.00 | 16685.00 | 2140.00 | 2195.00 | 2175.00 | 2135.00 |
| 2022-05-09 | 18715.00 | 19155.00 | 19240.00 | 18715.00 | 16605.00 | 16995.00 | 16995.00 | 16600.00 | 2110.00 | 2160.00 | 2245.00 | 2115.00 |
| 2022-05-06 | 18370.00 | 18485.00 | 18495.00 | 18270.00 | 16300.00 | 16370.00 | 16395.00 | 16230.00 | 2070.00 | 2115.00 | 2100.00 | 2040.00 |
| 2022-05-05 | 18390.00 | 18395.00 | 18625.00 | 18200.00 | 16500.00 | 16380.00 | 16600.00 | 16315.00 | 1890.00 | 2015.00 | 2025.00 | 1885.00 |
| 2022-04-29 | 18390.00 | 18555.00 | 18700.00 | 18280.00 | 16560.00 | 16690.00 | 16815.00 | 16510.00 | 1830.00 | 1865.00 | 1885.00 | 1770.00 |
| 2022-04-28 | 18575.00 | 18420.00 | 18615.00 | 18245.00 | 16485.00 | 16580.00 | 16660.00 | 16305.00 | 2090.00 | 1840.00 | 1955.00 | 1940.00 |
| 2022-04-27 | 18290.00 | 18575.00 | 18650.00 | 18205.00 | 16200.00 | 16440.00 | 16540.00 | 16075.00 | 2090.00 | 2135.00 | 2110.00 | 2130.00 |
| 2022-04-26 | 18460.00 | 18330.00 | 18475.00 | 18135.00 | 14130.00 | 14000.00 | 14130.00 | 13965.00 | 4330.00 | 4330.00 | 4345.00 | 4170.00 |
| 2022-04-25 | 18500.00 | 18430.00 | 18680.00 | 18195.00 | 14340.00 | 14135.00 | 14340.00 | 13910.00 | 4160.00 | 4295.00 | 4340.00 | 4285.00 |
| 2022-04-22 | 17730.00 | 18030.00 | 18080.00 | 17605.00 | 13430.00 | 13560.00 | 13650.00 | 13330.00 | 4300.00 | 4470.00 | 4430.00 | 4275.00 |
| 2022-04-21 | 17750.00 | 17800.00 | 18080.00 | 17650.00 | 13350.00 | 13430.00 | 13650.00 | 13320.00 | 4400.00 | 4370.00 | 4430.00 | 4330.00 |
| 2022-04-20 | 18100.00 | 17855.00 | 18440.00 | 17750.00 | 13850.00 | 13430.00 | 13950.00 | 13360.00 | 4250.00 | 4425.00 | 4490.00 | 4390.00 |
| 2022-04-19 | 18000.00 | 18030.00 | 18320.00 | 17920.00 | 13500.00 | 13700.00 | 13855.00 | 13250.00 | 4500.00 | 4330.00 | 4465.00 | 4670.00 |
| 2022-04-18 | 12900.00 | 13400.00 | 13580.00 | 12900.00 | 16880.00 | 17910.00 | 18015.00 | 16880.00 | -3980.00 | -4510.00 | -4435.00 | -3980.00 |
| 2022-04-15 | 12700.00 | 12660.00 | 12765.00 | 12630.00 | 16710.00 | 16640.00 | 16785.00 | 16620.00 | -4010.00 | -3980.00 | -4020.00 | -3990.00 |
| 2022-04-14 | 12800.00 | 12695.00 | 12850.00 | 12615.00 | 16915.00 | 16710.00 | 16935.00 | 16535.00 | -4115.00 | -4015.00 | -4085.00 | -3920.00 |
| 2022-04-13 | 12750.00 | 12750.00 | 12790.00 | 12635.00 | 16855.00 | 16850.00 | 17030.00 | 16805.00 | -4105.00 | -4100.00 | -4240.00 | -4170.00 |
| 2022-04-12 | 12540.00 | 12695.00 | 12780.00 | 12540.00 | 16855.00 | 16905.00 | 17030.00 | 16700.00 | -4315.00 | -4210.00 | -4250.00 | -4160.00 |
| 2022-04-11 | 12650.00 | 12525.00 | 12750.00 | 12360.00 | 17295.00 | 16780.00 | 17385.00 | 16765.00 | -4645.00 | -4255.00 | -4635.00 | -4405.00 |
| 2022-04-08 | 12750.00 | 12675.00 | 12850.00 | 12615.00 | 17400.00 | 17365.00 | 17500.00 | 17270.00 | -4650.00 | -4690.00 | -4650.00 | -4655.00 |
| 2022-04-07 | 12740.00 | 12775.00 | 12825.00 | 12645.00 | 17350.00 | 17460.00 | 17490.00 | 17200.00 | -4610.00 | -4685.00 | -4665.00 | -4555.00 |
| 2022-04-06 | 12955.00 | 12745.00 | 13000.00 | 12705.00 | 17420.00 | 17355.00 | 17520.00 | 17280.00 | -4465.00 | -4610.00 | -4520.00 | -4575.00 |
| 2022-04-01 | 13100.00 | 12955.00 | 13200.00 | 12750.00 | 17525.00 | 17410.00 | 17675.00 | 17165.00 | -4425.00 | -4455.00 | -4475.00 | -4415.00 |
| 2022-03-31 | 12900.00 | 13005.00 | 13160.00 | 12880.00 | 17440.00 | 17510.00 | 17710.00 | 17390.00 | -4540.00 | -4505.00 | -4550.00 | -4510.00 |
| 2022-03-30 | 13060.00 | 12895.00 | 13060.00 | 12820.00 | 17400.00 | 17375.00 | 17555.00 | 17295.00 | -4340.00 | -4480.00 | -4495.00 | -4475.00 |
| 2022-03-29 | 12690.00 | 12990.00 | 13060.00 | 12680.00 | 17120.00 | 17490.00 | 17520.00 | 17070.00 | -4430.00 | -4500.00 | -4460.00 | -4390.00 |
| 2022-03-28 | 12670.00 | 12645.00 | 12730.00 | 12565.00 | 16880.00 | 17100.00 | 17100.00 | 16760.00 | -4210.00 | -4455.00 | -4370.00 | -4195.00 |
| 2022-03-25 | 12880.00 | 12705.00 | 12935.00 | 12625.00 | 16945.00 | 16880.00 | 17180.00 | 16755.00 | -4065.00 | -4175.00 | -4245.00 | -4130.00 |
| 2022-03-24 | 12820.00 | 12850.00 | 12945.00 | 12760.00 | 16795.00 | 16885.00 | 17045.00 | 16780.00 | -3975.00 | -4035.00 | -4100.00 | -4020.00 |
| 2022-03-23 | 12950.00 | 12805.00 | 13010.00 | 12800.00 | 16925.00 | 16790.00 | 16980.00 | 16705.00 | -3975.00 | -3985.00 | -3970.00 | -3905.00 |