花生期货跨期套利数据回测

本页面展示花生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

关于花生期货跨期套利的详细数据分析,请查看文章:。

花生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
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花生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

花生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
2022-03-22 8608.00 8528.00 8624.00 8452.00 9750.00 9752.00 9908.00 9672.00 -1142.00 -1224.00 -1284.00 -1220.00
2022-03-21 8528.00 8594.00 8636.00 8486.00 9496.00 9710.00 9718.00 9478.00 -968.00 -1116.00 -1082.00 -992.00
2022-03-18 8582.00 8532.00 8600.00 8466.00 9460.00 9476.00 9500.00 9430.00 -878.00 -944.00 -900.00 -964.00
2022-03-17 8538.00 8544.00 8586.00 8434.00 9424.00 9424.00 9480.00 9376.00 -886.00 -880.00 -894.00 -942.00
2022-03-16 8458.00 8560.00 8598.00 8454.00 9382.00 9424.00 9488.00 9324.00 -924.00 -864.00 -890.00 -870.00
2022-03-15 8472.00 8414.00 8660.00 8362.00 9504.00 9330.00 9584.00 9272.00 -1032.00 -916.00 -924.00 -910.00
2022-03-14 8400.00 8456.00 8498.00 8356.00 9404.00 9488.00 9522.00 9404.00 -1004.00 -1032.00 -1024.00 -1048.00
2022-03-11 8378.00 8312.00 8454.00 8250.00 9318.00 9344.00 9442.00 9270.00 -940.00 -1032.00 -988.00 -1020.00
2022-03-10 8396.00 8330.00 8410.00 8230.00 9320.00 9296.00 9340.00 9170.00 -924.00 -966.00 -930.00 -940.00
2022-03-09 8438.00 8502.00 8574.00 8404.00 9388.00 9472.00 9542.00 9364.00 -950.00 -970.00 -968.00 -960.00
2022-03-08 8600.00 8422.00 8612.00 8382.00 9460.00 9368.00 9494.00 9332.00 -860.00 -946.00 -882.00 -950.00
2022-03-07 8730.00 8630.00 8848.00 8566.00 9572.00 9482.00 9674.00 9458.00 -842.00 -852.00 -826.00 -892.00
2022-03-04 8500.00 8696.00 8900.00 8500.00 9550.00 9488.00 9838.00 9320.00 -1050.00 -792.00 -938.00 -820.00
2022-03-03 8410.00 8554.00 8568.00 8348.00 9500.00 9572.00 9590.00 9416.00 -1090.00 -1018.00 -1022.00 -1068.00
2022-03-02 8498.00 8366.00 8500.00 8312.00 9666.00 9484.00 9730.00 9454.00 -1168.00 -1118.00 -1230.00 -1142.00
2022-03-01 8400.00 8358.00 8472.00 8272.00 9540.00 9560.00 9656.00 9410.00 -1140.00 -1202.00 -1184.00 -1138.00
2022-02-28 8220.00 8362.00 8404.00 8176.00 9024.00 9448.00 9518.00 9000.00 -804.00 -1086.00 -1114.00 -824.00
2022-02-25 8138.00 8130.00 8212.00 8038.00 8910.00 8972.00 9024.00 8882.00 -772.00 -842.00 -812.00 -844.00
2022-02-24 7990.00 8286.00 8440.00 7964.00 8790.00 9066.00 9208.00 8784.00 -800.00 -780.00 -768.00 -820.00
2022-02-23 7990.00 7976.00 7998.00 7922.00 8750.00 8784.00 8788.00 8726.00 -760.00 -808.00 -790.00 -804.00
2022-02-22 8130.00 7962.00 8146.00 7958.00 8862.00 8752.00 8866.00 8732.00 -732.00 -790.00 -720.00 -774.00
2022-02-21 7990.00 8108.00 8130.00 7990.00 8780.00 8844.00 8858.00 8750.00 -790.00 -736.00 -728.00 -760.00
2022-02-18 7982.00 7976.00 8020.00 7966.00 8808.00 8790.00 8840.00 8780.00 -826.00 -814.00 -820.00 -814.00
2022-02-17 7964.00 7976.00 8014.00 7906.00 8750.00 8804.00 8810.00 8730.00 -786.00 -828.00 -796.00 -824.00
2022-02-16 8016.00 7972.00 8050.00 7966.00 8770.00 8748.00 8788.00 8718.00 -754.00 -776.00 -738.00 -752.00
2022-02-15 7990.00 8022.00 8038.00 7954.00 8694.00 8766.00 8788.00 8690.00 -704.00 -744.00 -750.00 -736.00
2022-02-14 8012.00 7990.00 8040.00 7952.00 8790.00 8700.00 8800.00 8688.00 -778.00 -710.00 -760.00 -736.00
2022-02-11 8082.00 7982.00 8124.00 7980.00 8978.00 8830.00 8984.00 8780.00 -896.00 -848.00 -860.00 -800.00
2022-02-10 8158.00 8098.00 8178.00 8052.00 9020.00 9002.00 9068.00 8968.00 -862.00 -904.00 -890.00 -916.00
2022-02-09 8102.00 8124.00 8154.00 8088.00 8926.00 9000.00 9008.00 8926.00 -824.00 -876.00 -854.00 -838.00
2022-02-08 8168.00 8148.00 8280.00 8120.00 8988.00 8968.00 9038.00 8930.00 -820.00 -820.00 -758.00 -810.00
2022-02-07 8088.00 8166.00 8220.00 8050.00 8860.00 8960.00 9016.00 8834.00 -772.00 -794.00 -796.00 -784.00
2022-01-28 8002.00 8016.00 8032.00 7960.00 8720.00 8766.00 8804.00 8712.00 -718.00 -750.00 -772.00 -752.00
2022-01-27 7938.00 7956.00 8006.00 7918.00 8616.00 8680.00 8700.00 8610.00 -678.00 -724.00 -694.00 -692.00
2022-01-26 7880.00 7902.00 7924.00 7860.00 8530.00 8594.00 8594.00 8520.00 -650.00 -692.00 -670.00 -660.00
2022-01-25 7950.00 7880.00 7998.00 7876.00 8550.00 8510.00 8600.00 8510.00 -600.00 -630.00 -602.00 -634.00
2022-01-24 7992.00 7984.00 8038.00 7966.00 8568.00 8574.00 8616.00 8550.00 -576.00 -590.00 -578.00 -584.00
2022-01-21 8024.00 7992.00 8052.00 7920.00 8582.00 8574.00 8626.00 8510.00 -558.00 -582.00 -574.00 -590.00
2022-01-20 8042.00 8014.00 8072.00 7994.00 8584.00 8590.00 8600.00 8560.00 -542.00 -576.00 -528.00 -566.00
2022-01-19 8010.00 8010.00 8074.00 7980.00 8558.00 8550.00 8618.00 8542.00 -548.00 -540.00 -544.00 -562.00
2022-01-18 8086.00 7994.00 8096.00 7974.00 8608.00 8540.00 8610.00 8512.00 -522.00 -546.00 -514.00 -538.00
2022-01-17 7950.00 8084.00 8086.00 7950.00 8530.00 8592.00 8608.00 8530.00 -580.00 -508.00 -522.00 -580.00
2022-01-14 7850.00 7948.00 7976.00 7834.00 8456.00 8514.00 8528.00 8418.00 -606.00 -566.00 -552.00 -584.00
2022-01-13 7880.00 7862.00 7930.00 7854.00 8476.00 8456.00 8510.00 8446.00 -596.00 -594.00 -580.00 -592.00
2022-01-12 7852.00 7890.00 7916.00 7834.00 8454.00 8482.00 8488.00 8422.00 -602.00 -592.00 -572.00 -588.00
2022-01-11 7850.00 7836.00 7922.00 7810.00 8412.00 8430.00 8484.00 8404.00 -562.00 -594.00 -562.00 -594.00
2022-01-10 8000.00 7798.00 8000.00 7794.00 8506.00 8394.00 8530.00 8386.00 -506.00 -596.00 -530.00 -592.00
2022-01-07 8048.00 8046.00 8094.00 8032.00 7998.00 8000.00 8048.00 7998.00 50.00 46.00 46.00 34.00
2022-01-06 8188.00 8056.00 8238.00 8052.00 8098.00 8002.00 8128.00 8000.00 90.00 54.00 110.00 52.00
2022-01-05 8202.00 8186.00 8240.00 8182.00 8096.00 8098.00 8106.00 8068.00 106.00 88.00 134.00 114.00
2022-01-04 8252.00 8184.00 8274.00 8172.00 7730.00 7828.00 7894.00 7730.00 522.00 356.00 380.00 442.00
2021-12-31 8210.00 8252.00 8258.00 8158.00 7960.00 7818.00 8012.00 7766.00 250.00 434.00 246.00 392.00
2021-12-30 8230.00 8206.00 8252.00 8176.00 7970.00 7974.00 7994.00 7954.00 260.00 232.00 258.00 222.00
2021-12-29 8314.00 8230.00 8314.00 8216.00 8052.00 7982.00 8056.00 7978.00 262.00 248.00 258.00 238.00
2021-12-28 8300.00 8316.00 8350.00 8252.00 8064.00 8066.00 8122.00 8020.00 236.00 250.00 228.00 232.00
2021-12-27 8182.00 8282.00 8288.00 8182.00 7990.00 8040.00 8096.00 7972.00 192.00 242.00 192.00 210.00
2021-12-24 8172.00 8174.00 8200.00 8142.00 7970.00 7978.00 7988.00 7950.00 202.00 196.00 212.00 192.00
2021-12-23 8102.00 8140.00 8184.00 8100.00 7996.00 7956.00 8008.00 7942.00 106.00 184.00 176.00 158.00
2021-12-22 8092.00 8102.00 8156.00 8074.00 7998.00 7982.00 8030.00 7970.00 94.00 120.00 126.00 104.00
2021-12-21 8064.00 8092.00 8104.00 8012.00 7948.00 7992.00 8016.00 7948.00 116.00 100.00 88.00 64.00
2021-12-20 8206.00 8066.00 8232.00 8064.00 8030.00 7948.00 8050.00 7946.00 176.00 118.00 182.00 118.00
2021-12-17 8276.00 8206.00 8316.00 8192.00 8156.00 8056.00 8188.00 8030.00 120.00 150.00 128.00 162.00
2021-12-16 8276.00 8250.00 8298.00 8222.00 8202.00 8160.00 8220.00 8100.00 74.00 90.00 78.00 122.00
2021-12-15 8138.00 8156.00 8166.00 8074.00 8264.00 8250.00 8300.00 8210.00 -126.00 -94.00 -134.00 -136.00
2021-12-14 8052.00 8128.00 8216.00 8040.00 8294.00 8278.00 8334.00 8250.00 -242.00 -150.00 -118.00 -210.00
2021-12-13 7930.00 8032.00 8040.00 7914.00 8146.00 8300.00 8326.00 8142.00 -216.00 -268.00 -286.00 -228.00
2021-12-10 7944.00 7932.00 7974.00 7906.00 8230.00 8146.00 8252.00 8138.00 -286.00 -214.00 -278.00 -232.00
2021-12-09 8000.00 7928.00 8080.00 7926.00 8216.00 8232.00 8282.00 8210.00 -216.00 -304.00 -202.00 -284.00
2021-12-08 8166.00 7998.00 8180.00 7994.00 8242.00 8216.00 8262.00 8192.00 -76.00 -218.00 -82.00 -198.00
2021-12-07 8210.00 8164.00 8236.00 8142.00 8352.00 8248.00 8360.00 8248.00 -142.00 -84.00 -124.00 -106.00
2021-12-06 8166.00 8182.00 8276.00 8158.00 8290.00 8320.00 8386.00 8290.00 -124.00 -138.00 -110.00 -132.00
2021-12-03 8188.00 8128.00 8206.00 8118.00 8234.00 8262.00 8332.00 8206.00 -46.00 -134.00 -126.00 -88.00
2021-12-02 8158.00 8132.00 8194.00 8114.00 8230.00 8196.00 8270.00 8188.00 -72.00 -64.00 -76.00 -74.00
2021-12-01 8176.00 8180.00 8224.00 8140.00 8300.00 8254.00 8310.00 8248.00 -124.00 -74.00 -86.00 -108.00
2021-11-30 8320.00 8176.00 8320.00 8114.00 8490.00 8302.00 8502.00 8250.00 -170.00 -126.00 -182.00 -136.00
2021-11-29 8366.00 8336.00 8428.00 8332.00 8500.00 8500.00 8550.00 8486.00 -134.00 -164.00 -122.00 -154.00
2021-11-26 8508.00 8372.00 8510.00 8372.00 8576.00 8516.00 8610.00 8510.00 -68.00 -144.00 -100.00 -138.00
2021-11-25 8502.00 8534.00 8566.00 8492.00 8518.00 8586.00 8610.00 8518.00 -16.00 -52.00 -44.00 -26.00
2021-11-24 8472.00 8488.00 8520.00 8464.00 8526.00 8510.00 8550.00 8506.00 -54.00 -22.00 -30.00 -42.00
2021-11-23 8556.00 8470.00 8566.00 8470.00 8604.00 8518.00 8606.00 8510.00 -48.00 -48.00 -40.00 -40.00
2021-11-22 8628.00 8542.00 8652.00 8524.00 8626.00 8596.00 8660.00 8568.00 2.00 -54.00 -8.00 -44.00
2021-11-19 8528.00 8632.00 8648.00 8516.00 8570.00 8638.00 8664.00 8570.00 -42.00 -6.00 -16.00 -54.00
2021-11-18 8580.00 8516.00 8592.00 8494.00 8616.00 8566.00 8626.00 8560.00 -36.00 -50.00 -34.00 -66.00
2021-11-17 8546.00 8560.00 8600.00 8532.00 8604.00 8610.00 8632.00 8592.00 -58.00 -50.00 -32.00 -60.00
2021-11-16 8622.00 8528.00 8656.00 8524.00 8684.00 8600.00 8698.00 8580.00 -62.00 -72.00 -42.00 -56.00
2021-11-15 8578.00 8608.00 8650.00 8522.00 8688.00 8674.00 8776.00 8638.00 -110.00 -66.00 -126.00 -116.00
2021-11-12 8746.00 8602.00 8778.00 8600.00 9004.00 8750.00 9044.00 8726.00 -258.00 -148.00 -266.00 -126.00
2021-11-11 8828.00 8730.00 8888.00 8726.00 9072.00 9022.00 9110.00 8982.00 -244.00 -292.00 -222.00 -256.00
2021-11-10 8700.00 8798.00 8810.00 8676.00 9032.00 9050.00 9080.00 8966.00 -332.00 -252.00 -270.00 -290.00
2021-11-09 8784.00 8714.00 8818.00 8700.00 9094.00 9040.00 9128.00 9020.00 -310.00 -326.00 -310.00 -320.00
2021-11-08 8870.00 8784.00 8914.00 8766.00 9162.00 9092.00 9198.00 9064.00 -292.00 -308.00 -284.00 -298.00
2021-11-05 8744.00 8844.00 8940.00 8726.00 9100.00 9154.00 9194.00 9066.00 -356.00 -310.00 -254.00 -340.00
2021-11-04 8856.00 8762.00 8894.00 8690.00 9098.00 9146.00 9148.00 8970.00 -242.00 -384.00 -254.00 -280.00
2021-11-03 8960.00 8906.00 8988.00 8858.00 9208.00 9144.00 9208.00 9100.00 -248.00 -238.00 -220.00 -242.00
2021-11-02 8834.00 8940.00 8958.00 8710.00 9080.00 9152.00 9160.00 8994.00 -246.00 -212.00 -202.00 -284.00
2021-11-01 8820.00 8802.00 8940.00 8760.00 9038.00 9058.00 9150.00 9022.00 -218.00 -256.00 -210.00 -262.00
2021-10-29 8808.00 8796.00 8872.00 8728.00 9034.00 9028.00 9128.00 9002.00 -226.00 -232.00 -256.00 -274.00
2021-10-28 8828.00 8776.00 8912.00 8658.00 9034.00 9040.00 9086.00 8900.00 -206.00 -264.00 -174.00 -242.00
2021-10-27 9002.00 8836.00 9058.00 8818.00 9158.00 9058.00 9258.00 9058.00 -156.00 -222.00 -200.00 -240.00
2021-10-26 9088.00 8992.00 9196.00 8906.00 9242.00 9208.00 9370.00 9078.00 -154.00 -216.00 -174.00 -172.00
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