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
2024-09-06 8226.00 8174.00 8248.00 8158.00 8500.00 8488.00 8552.00 8454.00 -274.00 -314.00 -304.00 -296.00
2024-09-05 8538.00 8472.00 8544.00 8458.00 8244.00 8218.00 8274.00 8212.00 294.00 254.00 270.00 246.00
2024-09-04 8592.00 8510.00 8630.00 8500.00 8310.00 8224.00 8318.00 8224.00 282.00 286.00 312.00 276.00
2024-09-03 8596.00 8620.00 8694.00 8562.00 8300.00 8318.00 8390.00 8262.00 296.00 302.00 304.00 300.00
2024-09-02 8700.00 8594.00 8700.00 8550.00 8376.00 8296.00 8376.00 8282.00 324.00 298.00 324.00 268.00
2024-08-30 8748.00 8736.00 8752.00 8714.00 8420.00 8410.00 8420.00 8384.00 328.00 326.00 332.00 330.00
2024-08-29 8762.00 8732.00 8768.00 8712.00 8446.00 8406.00 8448.00 8390.00 316.00 326.00 320.00 322.00
2024-08-28 8756.00 8756.00 8772.00 8722.00 8460.00 8446.00 8476.00 8424.00 296.00 310.00 296.00 298.00
2024-08-27 8678.00 8756.00 8796.00 8676.00 8400.00 8452.00 8482.00 8390.00 278.00 304.00 314.00 286.00
2024-08-26 8698.00 8664.00 8706.00 8630.00 8420.00 8388.00 8422.00 8368.00 278.00 276.00 284.00 262.00
2024-08-23 8650.00 8666.00 8678.00 8606.00 8390.00 8394.00 8400.00 8348.00 260.00 272.00 278.00 258.00
2024-08-22 8698.00 8662.00 8698.00 8652.00 8476.00 8410.00 8478.00 8402.00 222.00 252.00 220.00 250.00
2024-08-21 8670.00 8692.00 8700.00 8626.00 8456.00 8474.00 8484.00 8420.00 214.00 218.00 216.00 206.00
2024-08-20 8678.00 8666.00 8704.00 8650.00 8468.00 8456.00 8496.00 8446.00 210.00 210.00 208.00 204.00
2024-08-19 8642.00 8676.00 8696.00 8572.00 8448.00 8464.00 8490.00 8388.00 194.00 212.00 206.00 184.00
2024-08-16 8636.00 8636.00 8666.00 8622.00 8440.00 8448.00 8478.00 8440.00 196.00 188.00 188.00 182.00
2024-08-15 8620.00 8622.00 8642.00 8580.00 8430.00 8438.00 8448.00 8398.00 190.00 184.00 194.00 182.00
2024-08-14 8740.00 8622.00 8740.00 8590.00 8550.00 8442.00 8550.00 8402.00 190.00 180.00 190.00 188.00
2024-08-13 8806.00 8756.00 8828.00 8736.00 8632.00 8556.00 8646.00 8538.00 174.00 200.00 182.00 198.00
2024-08-12 8846.00 8806.00 8854.00 8794.00 8690.00 8632.00 8694.00 8610.00 156.00 174.00 160.00 184.00
2024-08-09 8762.00 8840.00 8840.00 8758.00 8592.00 8674.00 8676.00 8592.00 170.00 166.00 164.00 166.00
2024-08-08 8736.00 8760.00 8788.00 8718.00 8566.00 8592.00 8646.00 8550.00 170.00 168.00 142.00 168.00
2024-08-07 8690.00 8718.00 8750.00 8660.00 8542.00 8548.00 8576.00 8516.00 148.00 170.00 174.00 144.00
2024-08-06 8738.00 8700.00 8778.00 8696.00 8594.00 8542.00 8636.00 8536.00 144.00 158.00 142.00 160.00
2024-08-05 8720.00 8714.00 8772.00 8706.00 8542.00 8560.00 8618.00 8540.00 178.00 154.00 154.00 166.00
2024-08-02 8692.00 8720.00 8734.00 8680.00 8530.00 8552.00 8566.00 8512.00 162.00 168.00 168.00 168.00
2024-08-01 8730.00 8710.00 8760.00 8704.00 8554.00 8538.00 8582.00 8526.00 176.00 172.00 178.00 178.00
2024-07-31 8716.00 8724.00 8746.00 8690.00 8544.00 8550.00 8576.00 8518.00 172.00 174.00 170.00 172.00
2024-07-30 8784.00 8710.00 8796.00 8700.00 8600.00 8540.00 8612.00 8518.00 184.00 170.00 184.00 182.00
2024-07-29 8916.00 8778.00 8916.00 8744.00 8712.00 8602.00 8718.00 8580.00 204.00 176.00 198.00 164.00
2024-07-26 8950.00 8966.00 8986.00 8908.00 8758.00 8766.00 8780.00 8710.00 192.00 200.00 206.00 198.00
2024-07-25 8912.00 8936.00 8962.00 8856.00 8732.00 8740.00 8770.00 8686.00 180.00 196.00 192.00 170.00
2024-07-24 8972.00 8926.00 8974.00 8908.00 8788.00 8744.00 8788.00 8732.00 184.00 182.00 186.00 176.00
2024-07-23 8980.00 8966.00 8980.00 8918.00 8800.00 8778.00 8812.00 8752.00 180.00 188.00 168.00 166.00
2024-07-22 8788.00 8940.00 8956.00 8788.00 8624.00 8780.00 8800.00 8624.00 164.00 160.00 156.00 164.00
2024-07-19 8776.00 8724.00 8792.00 8718.00 8632.00 8586.00 8652.00 8574.00 144.00 138.00 140.00 144.00
2024-07-18 8846.00 8798.00 8846.00 8766.00 8690.00 8652.00 8698.00 8624.00 156.00 146.00 148.00 142.00
2024-07-17 8820.00 8838.00 8856.00 8810.00 8640.00 8684.00 8696.00 8640.00 180.00 154.00 160.00 170.00
2024-07-16 8808.00 8794.00 8822.00 8762.00 8632.00 8624.00 8656.00 8592.00 176.00 170.00 166.00 170.00
2024-07-15 8724.00 8794.00 8820.00 8704.00 8596.00 8624.00 8660.00 8582.00 128.00 170.00 160.00 122.00
2024-07-12 8744.00 8716.00 8780.00 8702.00 8620.00 8594.00 8638.00 8580.00 124.00 122.00 142.00 122.00
2024-07-11 8670.00 8730.00 8756.00 8658.00 8546.00 8598.00 8616.00 8532.00 124.00 132.00 140.00 126.00
2024-07-10 8724.00 8670.00 8740.00 8612.00 8584.00 8538.00 8604.00 8490.00 140.00 132.00 136.00 122.00
2024-07-09 8746.00 8746.00 8768.00 8712.00 8598.00 8608.00 8622.00 8574.00 148.00 138.00 146.00 138.00
2024-07-08 8792.00 8756.00 8792.00 8744.00 8632.00 8606.00 8634.00 8598.00 160.00 150.00 158.00 146.00
2024-07-05 8776.00 8788.00 8804.00 8758.00 8604.00 8632.00 8642.00 8604.00 172.00 156.00 162.00 154.00
2024-07-04 8800.00 8782.00 8840.00 8776.00 8630.00 8622.00 8670.00 8618.00 170.00 160.00 170.00 158.00
2024-07-03 8888.00 8812.00 8890.00 8646.00 8706.00 8652.00 8730.00 8536.00 182.00 160.00 160.00 110.00
2024-07-02 8886.00 8892.00 8938.00 8864.00 8694.00 8712.00 8738.00 8676.00 192.00 180.00 200.00 188.00
2024-07-01 8880.00 8868.00 8900.00 8846.00 8694.00 8680.00 8710.00 8660.00 186.00 188.00 190.00 186.00
2024-06-28 8852.00 8880.00 8900.00 8844.00 8680.00 8706.00 8728.00 8678.00 172.00 174.00 172.00 166.00
2024-06-27 8840.00 8844.00 8858.00 8806.00 8690.00 8678.00 8696.00 8650.00 150.00 166.00 162.00 156.00
2024-06-26 8790.00 8818.00 8830.00 8730.00 8610.00 8668.00 8686.00 8578.00 180.00 150.00 144.00 152.00
2024-06-25 8800.00 8796.00 8820.00 8760.00 8596.00 8626.00 8644.00 8552.00 204.00 170.00 176.00 208.00
2024-06-24 8774.00 8786.00 8832.00 8758.00 8592.00 8588.00 8628.00 8574.00 182.00 198.00 204.00 184.00
2024-06-21 8760.00 8774.00 8842.00 8750.00 8588.00 8580.00 8666.00 8570.00 172.00 194.00 176.00 180.00
2024-06-20 8824.00 8814.00 8876.00 8792.00 8668.00 8626.00 8696.00 8616.00 156.00 188.00 180.00 176.00
2024-06-19 8840.00 8824.00 8860.00 8788.00 8690.00 8668.00 8708.00 8640.00 150.00 156.00 152.00 148.00
2024-06-18 8788.00 8810.00 8838.00 8728.00 8658.00 8662.00 8702.00 8616.00 130.00 148.00 136.00 112.00
2024-06-17 8766.00 8760.00 8810.00 8712.00 8652.00 8644.00 8692.00 8588.00 114.00 116.00 118.00 124.00
2024-06-14 8944.00 8856.00 8944.00 8850.00 8790.00 8730.00 8792.00 8722.00 154.00 126.00 152.00 128.00
2024-06-13 9094.00 8944.00 9096.00 8930.00 8906.00 8790.00 8910.00 8788.00 188.00 154.00 186.00 142.00
2024-06-12 9140.00 9082.00 9298.00 9066.00 8946.00 8890.00 9060.00 8876.00 194.00 192.00 238.00 190.00
2024-06-11 9100.00 9120.00 9124.00 9064.00 8946.00 8934.00 8970.00 8898.00 154.00 186.00 154.00 166.00
2024-06-07 9100.00 9064.00 9144.00 9038.00 8960.00 8922.00 8984.00 8884.00 140.00 142.00 160.00 154.00
2024-06-06 9050.00 9070.00 9094.00 9018.00 8890.00 8910.00 8928.00 8854.00 160.00 160.00 166.00 164.00
2024-06-05 9002.00 9032.00 9062.00 8992.00 8866.00 8872.00 8900.00 8842.00 136.00 160.00 162.00 150.00
2024-06-04 9000.00 8986.00 9020.00 8954.00 8850.00 8840.00 8870.00 8814.00 150.00 146.00 150.00 140.00
2024-06-03 9078.00 9012.00 9090.00 9008.00 8906.00 8864.00 8932.00 8854.00 172.00 148.00 158.00 154.00
2024-05-31 9134.00 9070.00 9136.00 9006.00 8978.00 8910.00 8980.00 8888.00 156.00 160.00 156.00 118.00
2024-05-30 9228.00 9150.00 9264.00 9140.00 9050.00 8980.00 9096.00 8976.00 178.00 170.00 168.00 164.00
2024-05-29 9150.00 9228.00 9242.00 9136.00 8990.00 9048.00 9060.00 8974.00 160.00 180.00 182.00 162.00
2024-05-28 9166.00 9150.00 9196.00 9128.00 8998.00 8992.00 9016.00 8970.00 168.00 158.00 180.00 158.00
2024-05-27 9120.00 9142.00 9188.00 9100.00 8970.00 8972.00 9010.00 8948.00 150.00 170.00 178.00 152.00
2024-05-24 9212.00 9154.00 9212.00 9130.00 9038.00 8990.00 9038.00 8968.00 174.00 164.00 174.00 162.00
2024-05-23 9170.00 9206.00 9320.00 9146.00 9000.00 9026.00 9126.00 8978.00 170.00 180.00 194.00 168.00
2024-05-22 9138.00 9192.00 9212.00 9110.00 8980.00 9006.00 9024.00 8946.00 158.00 186.00 188.00 164.00
2024-05-21 9150.00 9144.00 9242.00 9100.00 8968.00 8968.00 9048.00 8934.00 182.00 176.00 194.00 166.00
2024-05-20 9226.00 9142.00 9268.00 9132.00 9042.00 8966.00 9086.00 8954.00 184.00 176.00 182.00 178.00
2024-05-17 9222.00 9258.00 9272.00 9204.00 9040.00 9070.00 9086.00 9026.00 182.00 188.00 186.00 178.00
2024-05-16 9220.00 9228.00 9238.00 9172.00 9024.00 9042.00 9052.00 9000.00 196.00 186.00 186.00 172.00
2024-05-15 9224.00 9198.00 9334.00 9150.00 9030.00 9010.00 9142.00 8986.00 194.00 188.00 192.00 164.00
2024-05-14 9046.00 9256.00 9292.00 9014.00 8920.00 9062.00 9098.00 8868.00 126.00 194.00 194.00 146.00
2024-05-13 8936.00 9032.00 9092.00 8936.00 8814.00 8900.00 8930.00 8814.00 122.00 132.00 162.00 122.00
2024-05-10 8970.00 8936.00 8994.00 8902.00 8832.00 8812.00 8850.00 8784.00 138.00 124.00 144.00 118.00
2024-05-09 9108.00 9008.00 9108.00 8970.00 8926.00 8858.00 8932.00 8834.00 182.00 150.00 176.00 136.00
2024-05-08 9156.00 9130.00 9156.00 9110.00 8972.00 8954.00 8974.00 8932.00 184.00 176.00 182.00 178.00
2024-05-07 9150.00 9178.00 9190.00 9106.00 8924.00 8982.00 8994.00 8920.00 226.00 196.00 196.00 186.00
2024-05-06 9098.00 9122.00 9172.00 9070.00 8916.00 8932.00 8984.00 8890.00 182.00 190.00 188.00 180.00
2024-04-30 9044.00 9016.00 9062.00 9006.00 8900.00 8866.00 8904.00 8854.00 144.00 150.00 158.00 152.00
2024-04-29 9018.00 9038.00 9074.00 9010.00 8888.00 8898.00 8942.00 8880.00 130.00 140.00 132.00 130.00
2024-04-26 9022.00 9006.00 9050.00 8988.00 8878.00 8882.00 8910.00 8858.00 144.00 124.00 140.00 130.00
2024-04-25 9208.00 9024.00 9210.00 9020.00 9018.00 8880.00 9020.00 8876.00 190.00 144.00 190.00 144.00
2024-04-24 9220.00 9202.00 9242.00 9170.00 9028.00 9018.00 9044.00 8990.00 192.00 184.00 198.00 180.00
2024-04-23 9216.00 9224.00 9296.00 9186.00 9028.00 9020.00 9080.00 8990.00 188.00 204.00 216.00 196.00
2024-04-22 9202.00 9180.00 9220.00 9146.00 9014.00 9004.00 9036.00 8966.00 188.00 176.00 184.00 180.00
2024-04-19 9116.00 9196.00 9220.00 9102.00 8968.00 9022.00 9044.00 8944.00 148.00 174.00 176.00 158.00
2024-04-18 9200.00 9132.00 9232.00 9128.00 9030.00 8970.00 9060.00 8960.00 170.00 162.00 172.00 168.00
2024-04-17 9226.00 9168.00 9240.00 9116.00 9070.00 8998.00 9074.00 8958.00 156.00 170.00 166.00 158.00
2024-04-16 9250.00 9234.00 9292.00 9194.00 9108.00 9070.00 9118.00 9020.00 142.00 164.00 174.00 174.00
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