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
暂无数据

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
2021-10-25 8830.00 9030.00 9120.00 8830.00 9050.00 9216.00 9298.00 9050.00 -220.00 -186.00 -178.00 -220.00
2021-10-22 8730.00 8774.00 8868.00 8642.00 8938.00 8998.00 9046.00 8854.00 -208.00 -224.00 -178.00 -212.00
2021-10-21 8964.00 8766.00 9200.00 8728.00 9080.00 8998.00 9354.00 8946.00 -116.00 -232.00 -154.00 -218.00
2021-10-20 8660.00 8844.00 8906.00 8634.00 8896.00 9032.00 9050.00 8862.00 -236.00 -188.00 -144.00 -228.00
2021-10-19 8572.00 8704.00 8814.00 8522.00 8780.00 8938.00 8996.00 8766.00 -208.00 -234.00 -182.00 -244.00
2021-10-18 8570.00 8572.00 8622.00 8508.00 8720.00 8778.00 8820.00 8670.00 -150.00 -206.00 -198.00 -162.00
2021-10-15 8688.00 8560.00 8692.00 8556.00 8772.00 8720.00 8810.00 8706.00 -84.00 -160.00 -118.00 -150.00
2021-10-14 8676.00 8630.00 8760.00 8602.00 8814.00 8750.00 8886.00 8750.00 -138.00 -120.00 -126.00 -148.00
2021-10-13 8780.00 8668.00 8856.00 8440.00 8896.00 8814.00 8948.00 8510.00 -116.00 -146.00 -92.00 -70.00
2021-10-12 8758.00 8790.00 8936.00 8626.00 8860.00 8900.00 9026.00 8676.00 -102.00 -110.00 -90.00 -50.00
2021-10-11 8482.00 8748.00 8814.00 8480.00 8692.00 8850.00 8900.00 8624.00 -210.00 -102.00 -86.00 -144.00
2021-10-08 8512.00 8458.00 8686.00 8448.00 8000.00 8172.00 8198.00 7288.00 512.00 286.00 488.00 1160.00
2021-09-30 8406.00 8442.00 8486.00 8354.00 8054.00 8070.00 8194.00 7750.00 352.00 372.00 292.00 604.00
2021-09-29 8456.00 8386.00 8484.00 8376.00 8186.00 8072.00 8198.00 8072.00 270.00 314.00 286.00 304.00
2021-09-28 8570.00 8464.00 8598.00 8458.00 8300.00 8170.00 8310.00 8154.00 270.00 294.00 288.00 304.00
2021-09-27 8602.00 8594.00 8706.00 8568.00 8328.00 8312.00 8404.00 8282.00 274.00 282.00 302.00 286.00
2021-09-24 8568.00 8546.00 8638.00 8472.00 8432.00 8300.00 8434.00 8292.00 136.00 246.00 204.00 180.00
2021-09-23 8544.00 8564.00 8638.00 8512.00 8350.00 8410.00 8466.00 8332.00 194.00 154.00 172.00 180.00
2021-09-22 8340.00 8538.00 8590.00 8334.00 8260.00 8378.00 8468.00 8256.00 80.00 160.00 122.00 78.00
2021-09-17 8396.00 8354.00 8412.00 8328.00 8300.00 8264.00 8342.00 8248.00 96.00 90.00 70.00 80.00
2021-09-16 8536.00 8380.00 8568.00 8372.00 8486.00 8290.00 8540.00 8280.00 50.00 90.00 28.00 92.00
2021-09-15 8604.00 8546.00 8622.00 8532.00 8650.00 8522.00 8716.00 8520.00 -46.00 24.00 -94.00 12.00
2021-09-14 8572.00 8604.00 8680.00 8570.00 8662.00 8656.00 8748.00 8646.00 -90.00 -52.00 -68.00 -76.00
2021-09-13 8528.00 8588.00 8670.00 8512.00 8550.00 8716.00 8770.00 8550.00 -22.00 -128.00 -100.00 -38.00
2021-09-10 8682.00 8570.00 8716.00 8532.00 8656.00 8582.00 8702.00 8554.00 26.00 -12.00 14.00 -22.00
2021-09-09 8712.00 8700.00 8756.00 8648.00 8620.00 8676.00 8736.00 8608.00 92.00 24.00 20.00 40.00
2021-09-08 8700.00 8616.00 8772.00 8602.00 8762.00 8716.00 8858.00 8690.00 -62.00 -100.00 -86.00 -88.00
2021-09-07 8680.00 8708.00 8720.00 8524.00 8700.00 8774.00 8786.00 8588.00 -20.00 -66.00 -66.00 -64.00
2021-09-06 8650.00 8660.00 8790.00 8604.00 8710.00 8672.00 8752.00 8660.00 -60.00 -12.00 38.00 -56.00
2021-09-03 8526.00 8652.00 8664.00 8500.00 8650.00 8720.00 8730.00 8630.00 -124.00 -68.00 -66.00 -130.00
2021-09-02 8434.00 8512.00 8530.00 8414.00 8606.00 8628.00 8660.00 8580.00 -172.00 -116.00 -130.00 -166.00
2021-09-01 8644.00 8452.00 8666.00 8438.00 8794.00 8618.00 8818.00 8588.00 -150.00 -166.00 -152.00 -150.00
2021-08-31 8656.00 8656.00 8694.00 8628.00 8770.00 8800.00 8822.00 8766.00 -114.00 -144.00 -128.00 -138.00
2021-08-30 8760.00 8628.00 8826.00 8618.00 8862.00 8754.00 8906.00 8740.00 -102.00 -126.00 -80.00 -122.00
2021-08-27 8668.00 8744.00 8772.00 8610.00 8804.00 8860.00 8894.00 8762.00 -136.00 -116.00 -122.00 -152.00
2021-08-26 8728.00 8668.00 8790.00 8658.00 8858.00 8814.00 8932.00 8798.00 -130.00 -146.00 -142.00 -140.00
2021-08-25 8840.00 8732.00 8896.00 8728.00 8950.00 8858.00 8994.00 8852.00 -110.00 -126.00 -98.00 -124.00
2021-08-24 9072.00 8892.00 9094.00 8862.00 9168.00 8998.00 9168.00 8972.00 -96.00 -106.00 -74.00 -110.00
2021-08-23 8960.00 9046.00 9068.00 8958.00 9088.00 9134.00 9150.00 9080.00 -128.00 -88.00 -82.00 -122.00
2021-08-20 9062.00 8922.00 9078.00 8916.00 9162.00 9050.00 9204.00 9030.00 -100.00 -128.00 -126.00 -114.00
2021-08-19 9220.00 9080.00 9258.00 9026.00 9336.00 9196.00 9384.00 9172.00 -116.00 -116.00 -126.00 -146.00
2021-08-18 9310.00 9250.00 9350.00 9234.00 9468.00 9372.00 9520.00 9340.00 -158.00 -122.00 -170.00 -106.00
2021-08-17 9224.00 9326.00 9340.00 9210.00 9310.00 9492.00 9530.00 9310.00 -86.00 -166.00 -190.00 -100.00
2021-08-16 9180.00 9200.00 9284.00 9162.00 9268.00 9288.00 9378.00 9268.00 -88.00 -88.00 -94.00 -106.00
2021-08-13 9140.00 9146.00 9198.00 9106.00 9220.00 9242.00 9270.00 9110.00 -80.00 -96.00 -72.00 -4.00
2021-08-12 9120.00 9102.00 9156.00 9072.00 9290.00 9194.00 9306.00 9182.00 -170.00 -92.00 -150.00 -110.00
2021-08-11 9138.00 9116.00 9158.00 9102.00 9344.00 9286.00 9346.00 9274.00 -206.00 -170.00 -188.00 -172.00
2021-08-10 9144.00 9104.00 9246.00 9082.00 9330.00 9330.00 9414.00 9304.00 -186.00 -226.00 -168.00 -222.00
2021-08-09 9064.00 9132.00 9150.00 9052.00 9276.00 9324.00 9332.00 9266.00 -212.00 -192.00 -182.00 -214.00
2021-08-06 9092.00 9064.00 9146.00 9052.00 9326.00 9276.00 9332.00 9256.00 -234.00 -212.00 -186.00 -204.00
2021-08-05 9130.00 9078.00 9180.00 9076.00 9358.00 9306.00 9378.00 9302.00 -228.00 -228.00 -198.00 -226.00
2021-08-04 9082.00 9138.00 9186.00 9068.00 9308.00 9356.00 9374.00 9302.00 -226.00 -218.00 -188.00 -234.00
2021-08-03 9048.00 9050.00 9124.00 9030.00 9288.00 9284.00 9330.00 9254.00 -240.00 -234.00 -206.00 -224.00
2021-08-02 9056.00 9042.00 9084.00 8980.00 9262.00 9280.00 9310.00 9208.00 -206.00 -238.00 -226.00 -228.00
2021-07-30 9252.00 9076.00 9284.00 9068.00 9422.00 9286.00 9438.00 9264.00 -170.00 -210.00 -154.00 -196.00
2021-07-29 9270.00 9242.00 9296.00 9212.00 9372.00 9406.00 9430.00 9340.00 -102.00 -164.00 -134.00 -128.00
2021-07-28 9200.00 9226.00 9278.00 9124.00 9300.00 9338.00 9380.00 9230.00 -100.00 -112.00 -102.00 -106.00
2021-07-27 9352.00 9172.00 9422.00 9168.00 9446.00 9278.00 9496.00 9276.00 -94.00 -106.00 -74.00 -108.00
2021-07-26 9304.00 9324.00 9516.00 9258.00 9400.00 9408.00 9588.00 9344.00 -96.00 -84.00 -72.00 -86.00
2021-07-23 9316.00 9304.00 9380.00 9230.00 9414.00 9390.00 9466.00 9320.00 -98.00 -86.00 -86.00 -90.00
2021-07-22 9488.00 9270.00 9620.00 9250.00 9600.00 9378.00 9720.00 9350.00 -112.00 -108.00 -100.00 -100.00
2021-07-21 10000.00 9488.00 10000.00 9478.00 10080.00 9592.00 10080.00 9584.00 -80.00 -104.00 -80.00 -106.00
2021-07-20 9420.00 9442.00 9614.00 9334.00 9516.00 9548.00 9688.00 9446.00 -96.00 -106.00 -74.00 -112.00
2021-07-19 9150.00 9510.00 9642.00 9150.00 9248.00 9596.00 9724.00 9248.00 -98.00 -86.00 -82.00 -98.00
2021-07-16 8978.00 9058.00 9100.00 8976.00 9092.00 9172.00 9194.00 9090.00 -114.00 -114.00 -94.00 -114.00
2021-07-15 8950.00 8976.00 9020.00 8930.00 9078.00 9092.00 9126.00 9056.00 -128.00 -116.00 -106.00 -126.00
2021-07-14 8904.00 8956.00 9014.00 8866.00 9038.00 9070.00 9122.00 9000.00 -134.00 -114.00 -108.00 -134.00
2021-07-13 8998.00 8926.00 9028.00 8922.00 9084.00 9038.00 9108.00 9032.00 -86.00 -112.00 -80.00 -110.00
2021-07-12 9036.00 8972.00 9050.00 8942.00 9122.00 9064.00 9132.00 9040.00 -86.00 -92.00 -82.00 -98.00
2021-07-09 9020.00 9002.00 9084.00 8990.00 9104.00 9090.00 9160.00 9080.00 -84.00 -88.00 -76.00 -90.00
2021-07-08 9012.00 9018.00 9036.00 8960.00 9098.00 9106.00 9112.00 9052.00 -86.00 -88.00 -76.00 -92.00
2021-07-07 8986.00 9026.00 9076.00 8976.00 9060.00 9102.00 9142.00 9050.00 -74.00 -76.00 -66.00 -74.00
2021-07-06 9092.00 9072.00 9122.00 9062.00 9172.00 9146.00 9208.00 9132.00 -80.00 -74.00 -86.00 -70.00
2021-07-05 9082.00 9062.00 9136.00 8960.00 9150.00 9142.00 9200.00 9040.00 -68.00 -80.00 -64.00 -80.00
2021-07-02 9148.00 9082.00 9192.00 9068.00 9214.00 9158.00 9246.00 9140.00 -66.00 -76.00 -54.00 -72.00
2021-07-01 9162.00 9164.00 9238.00 9134.00 9214.00 9226.00 9280.00 9200.00 -52.00 -62.00 -42.00 -66.00
2021-06-30 9108.00 9122.00 9162.00 9082.00 9152.00 9182.00 9226.00 9146.00 -44.00 -60.00 -64.00 -64.00
2021-06-29 9130.00 9096.00 9184.00 9090.00 9190.00 9148.00 9232.00 9148.00 -60.00 -52.00 -48.00 -58.00
2021-06-28 8970.00 9114.00 9168.00 8950.00 9046.00 9170.00 9224.00 9030.00 -76.00 -56.00 -56.00 -80.00
2021-06-25 9020.00 9048.00 9076.00 9008.00 9106.00 9114.00 9142.00 9100.00 -86.00 -66.00 -66.00 -92.00
2021-06-24 9088.00 9002.00 9126.00 8996.00 9180.00 9088.00 9200.00 9076.00 -92.00 -86.00 -74.00 -80.00
2021-06-23 8970.00 9072.00 9098.00 8966.00 9064.00 9156.00 9170.00 9060.00 -94.00 -84.00 -72.00 -94.00
2021-06-22 8896.00 8968.00 8988.00 8880.00 8996.00 9050.00 9060.00 8994.00 -100.00 -82.00 -72.00 -114.00
2021-06-21 9018.00 8852.00 9024.00 8850.00 9092.00 8962.00 9092.00 8960.00 -74.00 -110.00 -68.00 -110.00
2021-06-18 9052.00 8994.00 9080.00 8866.00 9170.00 9076.00 9170.00 8982.00 -118.00 -82.00 -90.00 -116.00
2021-06-17 9216.00 9132.00 9240.00 9124.00 9262.00 9210.00 9304.00 9210.00 -46.00 -78.00 -64.00 -86.00
2021-06-16 9248.00 9226.00 9300.00 9172.00 9328.00 9298.00 9366.00 9254.00 -80.00 -72.00 -66.00 -82.00
2021-06-15 9200.00 9248.00 9296.00 9200.00 9280.00 9330.00 9362.00 9248.00 -80.00 -82.00 -66.00 -48.00
2021-06-11 9260.00 9348.00 9400.00 9058.00 9356.00 9418.00 9464.00 9180.00 -96.00 -70.00 -64.00 -122.00
2021-06-10 9200.00 9270.00 9306.00 9186.00 9324.00 9358.00 9396.00 9290.00 -124.00 -88.00 -90.00 -104.00
2021-06-09 9228.00 9212.00 9308.00 9208.00 9320.00 9318.00 9402.00 9296.00 -92.00 -106.00 -94.00 -88.00
2021-06-08 9380.00 9218.00 9428.00 9152.00 9500.00 9306.00 9536.00 9260.00 -120.00 -88.00 -108.00 -108.00
2021-06-07 10010.00 9398.00 10018.00 9348.00 10040.00 9526.00 10040.00 9460.00 -30.00 -128.00 -22.00 -112.00
2021-06-04 10036.00 9984.00 10066.00 9980.00 10070.00 10040.00 10090.00 10038.00 -34.00 -56.00 -24.00 -58.00
2021-06-03 10094.00 10066.00 10120.00 10030.00 10146.00 10098.00 10156.00 10080.00 -52.00 -32.00 -36.00 -50.00
2021-06-02 10026.00 10050.00 10118.00 10006.00 10100.00 10112.00 10148.00 10078.00 -74.00 -62.00 -30.00 -72.00
2021-06-01 10042.00 10012.00 10052.00 9982.00 10100.00 10088.00 10114.00 10070.00 -58.00 -76.00 -62.00 -88.00
2021-05-31 10062.00 10024.00 10078.00 9960.00 10106.00 10088.00 10156.00 10034.00 -44.00 -64.00 -78.00 -74.00
2021-05-28 10122.00 10062.00 10158.00 10050.00 10184.00 10118.00 10216.00 10100.00 -62.00 -56.00 -58.00 -50.00
2021-05-27 10030.00 10040.00 10108.00 9998.00 10120.00 10114.00 10164.00 10090.00 -90.00 -74.00 -56.00 -92.00
导出Excel数据