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
2021-05-26 10206.00 10056.00 10252.00 10050.00 10184.00 10112.00 10234.00 10100.00 22.00 -56.00 18.00 -50.00
2021-05-25 10250.00 10280.00 10300.00 10230.00 10236.00 10244.00 10270.00 10222.00 14.00 36.00 30.00 8.00
2021-05-24 10328.00 10238.00 10360.00 10200.00 10310.00 10200.00 10324.00 10200.00 18.00 38.00 36.00 0.00
2021-05-21 10162.00 10346.00 10458.00 10162.00 10150.00 10322.00 10396.00 10150.00 12.00 24.00 62.00 12.00
2021-05-20 10000.00 10196.00 10266.00 9902.00 10030.00 10174.00 10202.00 9930.00 -30.00 22.00 64.00 -28.00
2021-05-19 10170.00 10140.00 10182.00 10122.00 10132.00 10126.00 10140.00 10106.00 38.00 14.00 42.00 16.00
2021-05-18 10224.00 10210.00 10260.00 10186.00 10176.00 10176.00 10182.00 10150.00 48.00 34.00 78.00 36.00
2021-05-17 10244.00 10238.00 10288.00 10158.00 10140.00 10142.00 10174.00 10124.00 104.00 96.00 114.00 34.00
2021-05-14 10230.00 10184.00 10244.00 10128.00 10230.00 10106.00 10230.00 10046.00 0.00 78.00 14.00 82.00
2021-05-13 10252.00 10264.00 10520.00 10228.00 10198.00 10234.00 10408.00 10178.00 54.00 30.00 112.00 50.00
2021-05-12 10350.00 10292.00 10374.00 10082.00 10320.00 10218.00 10320.00 10120.00 30.00 74.00 54.00 -38.00
2021-05-11 10550.00 10304.00 10562.00 10300.00 10316.00 10250.00 10334.00 10240.00 234.00 54.00 228.00 60.00
2021-05-10 10600.00 10578.00 10650.00 10540.00 10404.00 10358.00 10420.00 10324.00 196.00 220.00 230.00 216.00
2021-05-07 10560.00 10572.00 10646.00 10550.00 10350.00 10394.00 10420.00 10342.00 210.00 178.00 226.00 208.00
2021-05-06 10438.00 10538.00 10568.00 10436.00 10298.00 10340.00 10348.00 10258.00 140.00 198.00 220.00 178.00
2021-04-30 10376.00 10418.00 10446.00 10334.00 10226.00 10228.00 10250.00 10180.00 150.00 190.00 196.00 154.00
2021-04-29 10450.00 10412.00 10458.00 10368.00 10254.00 10254.00 10270.00 10218.00 196.00 158.00 188.00 150.00
2021-04-28 10450.00 10390.00 10468.00 10382.00 10278.00 10220.00 10278.00 10210.00 172.00 170.00 190.00 172.00
2021-04-27 10514.00 10514.00 10548.00 10476.00 10272.00 10308.00 10330.00 10272.00 242.00 206.00 218.00 204.00
2021-04-26 10520.00 10466.00 10578.00 10450.00 10296.00 10258.00 10348.00 10252.00 224.00 208.00 230.00 198.00
2021-04-23 10530.00 10486.00 10580.00 10468.00 10280.00 10254.00 10334.00 10250.00 250.00 232.00 246.00 218.00
2021-04-22 10366.00 10494.00 10520.00 10358.00 10216.00 10270.00 10300.00 10216.00 150.00 224.00 220.00 142.00
2021-04-21 10422.00 10350.00 10430.00 10326.00 10240.00 10216.00 10246.00 10160.00 182.00 134.00 184.00 166.00
2021-04-20 10372.00 10408.00 10418.00 10352.00 10220.00 10254.00 10264.00 10214.00 152.00 154.00 154.00 138.00
2021-04-19 10450.00 10374.00 10628.00 10250.00 10300.00 10234.00 10448.00 10122.00 150.00 140.00 180.00 128.00
2021-04-16 10380.00 10434.00 10446.00 10380.00 10288.00 10276.00 10304.00 10256.00 92.00 158.00 142.00 124.00
2021-04-15 10362.00 10364.00 10398.00 10310.00 10196.00 10250.00 10312.00 10160.00 166.00 114.00 86.00 150.00
2021-04-14 10390.00 10344.00 10416.00 10322.00 10170.00 10184.00 10188.00 10160.00 220.00 160.00 228.00 162.00
2021-04-13 10372.00 10340.00 10390.00 10268.00 10152.00 10210.00 10210.00 10090.00 220.00 130.00 180.00 178.00
2021-04-12 10370.00 10376.00 10446.00 10360.00 10180.00 10186.00 10220.00 10160.00 190.00 190.00 226.00 200.00
2021-04-09 10622.00 10432.00 10630.00 10426.00 10320.00 10234.00 10328.00 10200.00 302.00 198.00 302.00 226.00
2021-04-08 10532.00 10576.00 10606.00 10524.00 10304.00 10310.00 10320.00 10270.00 228.00 266.00 286.00 254.00
2021-04-07 10548.00 10588.00 10750.00 10534.00 10322.00 10306.00 10400.00 10286.00 226.00 282.00 350.00 248.00
2021-04-02 10482.00 10510.00 10534.00 10468.00 10256.00 10308.00 10318.00 10242.00 226.00 202.00 216.00 226.00
2021-04-01 10496.00 10516.00 10574.00 10454.00 10340.00 10280.00 10340.00 10262.00 156.00 236.00 234.00 192.00
2021-03-31 10378.00 10400.00 10426.00 10310.00 10140.00 10228.00 10230.00 10126.00 238.00 172.00 196.00 184.00
2021-03-30 10374.00 10422.00 10430.00 10350.00 10160.00 10186.00 10190.00 10160.00 214.00 236.00 240.00 190.00
2021-03-29 10460.00 10356.00 10514.00 10334.00 10212.00 10164.00 10240.00 10150.00 248.00 192.00 274.00 184.00
2021-03-26 10550.00 10510.00 10582.00 10462.00 10224.00 10238.00 10266.00 10200.00 326.00 272.00 316.00 262.00
2021-03-25 10552.00 10642.00 10684.00 10536.00 10236.00 10278.00 10300.00 10234.00 316.00 364.00 384.00 302.00
2021-03-24 10504.00 10544.00 10556.00 10458.00 10250.00 10228.00 10270.00 10200.00 254.00 316.00 286.00 258.00
2021-03-23 10630.00 10570.00 10638.00 10506.00 10330.00 10272.00 10360.00 10228.00 300.00 298.00 278.00 278.00
2021-03-22 10510.00 10480.00 10600.00 10454.00 10300.00 10286.00 10308.00 10258.00 210.00 194.00 292.00 196.00
2021-03-19 10558.00 10468.00 10560.00 10410.00 10258.00 10268.00 10290.00 10228.00 300.00 200.00 270.00 182.00
2021-03-18 10662.00 10596.00 10702.00 10560.00 10302.00 10284.00 10336.00 10228.00 360.00 312.00 366.00 332.00
2021-03-17 10738.00 10702.00 10762.00 10630.00 10340.00 10328.00 10364.00 10320.00 398.00 374.00 398.00 310.00
2021-03-16 10880.00 10774.00 10940.00 10766.00 10594.00 10594.00 10596.00 10594.00 286.00 180.00 344.00 172.00
2021-03-15 10864.00 10868.00 10890.00 10800.00 10448.00 10404.00 10448.00 10358.00 416.00 464.00 442.00 442.00
2021-03-12 10956.00 10852.00 10956.00 10804.00 10518.00 10414.00 10518.00 10410.00 438.00 438.00 438.00 394.00
2021-03-11 10818.00 10844.00 10880.00 10720.00 10440.00 10420.00 10462.00 10370.00 378.00 424.00 418.00 350.00
2021-03-10 10856.00 10898.00 10980.00 10772.00 10438.00 10470.00 10510.00 10396.00 418.00 428.00 470.00 376.00
2021-03-09 11000.00 10812.00 11064.00 10796.00 10608.00 10400.00 10608.00 10400.00 392.00 412.00 456.00 396.00
2021-03-08 11250.00 11060.00 11300.00 10950.00 10602.00 10574.00 10798.00 10480.00 648.00 486.00 502.00 470.00
2021-03-05 10910.00 10786.00 10940.00 10602.00 10490.00 10394.00 10490.00 10302.00 420.00 392.00 450.00 300.00
2021-03-04 10920.00 10936.00 11022.00 10840.00 10500.00 10500.00 10562.00 10462.00 420.00 436.00 460.00 378.00
2021-03-03 10960.00 10902.00 11018.00 10788.00 10598.00 10488.00 10598.00 10452.00 362.00 414.00 420.00 336.00
2021-03-02 11050.00 10922.00 11210.00 10830.00 10660.00 10514.00 10702.00 10470.00 390.00 408.00 508.00 360.00
2021-03-01 10898.00 11128.00 11288.00 10896.00 10520.00 10660.00 10782.00 10506.00 378.00 468.00 506.00 390.00
2021-02-26 10764.00 10816.00 10860.00 10654.00 10468.00 10476.00 10538.00 10380.00 296.00 340.00 322.00 274.00
2021-02-25 10732.00 10862.00 10920.00 10732.00 10458.00 10540.00 10592.00 10458.00 274.00 322.00 328.00 274.00
2021-02-24 10750.00 10710.00 10798.00 10564.00 10524.00 10448.00 10570.00 10360.00 226.00 262.00 228.00 204.00
2021-02-23 10700.00 10702.00 10966.00 10520.00 10658.00 10488.00 10814.00 10392.00 42.00 214.00 152.00 128.00
2021-02-22 10408.00 10650.00 10732.00 10404.00 10398.00 10628.00 10656.00 10380.00 10.00 22.00 76.00 24.00
2021-02-19 10416.00 10368.00 10422.00 10216.00 10368.00 10332.00 10370.00 10182.00 48.00 36.00 52.00 34.00
2021-02-18 10398.00 10400.00 10498.00 10380.00 10396.00 10370.00 10466.00 10360.00 2.00 30.00 32.00 20.00
2021-02-10 10398.00 10354.00 10424.00 10290.00 10376.00 10340.00 10410.00 10290.00 22.00 14.00 14.00 0.00
2021-02-09 10380.00 10376.00 10444.00 10354.00 10390.00 10370.00 10438.00 10354.00 -10.00 6.00 6.00 0.00
2021-02-08 10290.00 10346.00 10466.00 10284.00 10300.00 10350.00 10458.00 10298.00 -10.00 -4.00 8.00 -14.00
2021-02-05 10340.00 10288.00 10400.00 10266.00 10334.00 10292.00 10400.00 10274.00 6.00 -4.00 0.00 -8.00
2021-02-04 10348.00 10302.00 10416.00 10232.00 10302.00 10314.00 10414.00 10252.00 46.00 -12.00 2.00 -20.00
2021-02-03 10330.00 10304.00 10396.00 10124.00 10398.00 10310.00 10404.00 10168.00 -68.00 -6.00 -8.00 -44.00
2021-02-02 10504.00 10414.00 10754.00 10352.00 10598.00 10450.00 10798.00 10396.00 -94.00 -36.00 -44.00 -44.00
2021-02-01 9866.00 10504.00 10630.00 9866.00 10112.00 10590.00 10660.00 10050.00 -246.00 -86.00 -30.00 -184.00
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