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
2022-08-17 9662.00 9658.00 9770.00 9606.00 10106.00 10060.00 10196.00 10056.00 -444.00 -402.00 -426.00 -450.00
2022-08-16 9652.00 9662.00 9688.00 9592.00 10130.00 10124.00 10172.00 10068.00 -478.00 -462.00 -484.00 -476.00
2022-08-15 9800.00 9646.00 9800.00 9632.00 10274.00 10132.00 10280.00 10122.00 -474.00 -486.00 -480.00 -490.00
2022-08-12 9812.00 9776.00 9860.00 9702.00 10272.00 10250.00 10330.00 10176.00 -460.00 -474.00 -470.00 -474.00
2022-08-11 9766.00 9786.00 9792.00 9688.00 10220.00 10282.00 10288.00 10166.00 -454.00 -496.00 -496.00 -478.00
2022-08-10 9772.00 9740.00 9888.00 9708.00 10286.00 10208.00 10368.00 10180.00 -514.00 -468.00 -480.00 -472.00
2022-08-09 9812.00 9778.00 9826.00 9736.00 10280.00 10286.00 10336.00 10230.00 -468.00 -508.00 -510.00 -494.00
2022-08-08 9732.00 9822.00 9838.00 9694.00 10106.00 10280.00 10300.00 10106.00 -374.00 -458.00 -462.00 -412.00
2022-08-05 9580.00 9692.00 9724.00 9510.00 9962.00 10078.00 10094.00 9908.00 -382.00 -386.00 -370.00 -398.00
2022-08-04 9570.00 9530.00 9598.00 9460.00 9968.00 9898.00 9980.00 9850.00 -398.00 -368.00 -382.00 -390.00
2022-08-03 9620.00 9628.00 9690.00 9582.00 9978.00 9992.00 10044.00 9930.00 -358.00 -364.00 -354.00 -348.00
2022-08-02 9598.00 9634.00 9714.00 9526.00 9894.00 9976.00 10012.00 9824.00 -296.00 -342.00 -298.00 -298.00
2022-08-01 9770.00 9640.00 9842.00 9550.00 10078.00 9930.00 10122.00 9856.00 -308.00 -290.00 -280.00 -306.00
2022-07-29 9676.00 9726.00 9762.00 9650.00 9950.00 10008.00 10034.00 9940.00 -274.00 -282.00 -272.00 -290.00
2022-07-28 9626.00 9638.00 9728.00 9592.00 9922.00 9926.00 10000.00 9884.00 -296.00 -288.00 -272.00 -292.00
2022-07-27 9420.00 9586.00 9676.00 9392.00 9678.00 9872.00 9962.00 9664.00 -258.00 -286.00 -286.00 -272.00
2022-07-26 9350.00 9388.00 9400.00 9292.00 9620.00 9666.00 9678.00 9584.00 -270.00 -278.00 -278.00 -292.00
2022-07-25 9374.00 9312.00 9386.00 9258.00 9650.00 9594.00 9670.00 9552.00 -276.00 -282.00 -284.00 -294.00
2022-07-22 9330.00 9322.00 9374.00 9264.00 9602.00 9608.00 9642.00 9544.00 -272.00 -286.00 -268.00 -280.00
2022-07-21 9350.00 9384.00 9434.00 9300.00 9640.00 9640.00 9696.00 9580.00 -290.00 -256.00 -262.00 -280.00
2022-07-20 9380.00 9344.00 9516.00 9286.00 9642.00 9620.00 9770.00 9560.00 -262.00 -276.00 -254.00 -274.00
2022-07-19 9448.00 9334.00 9486.00 9304.00 9712.00 9610.00 9746.00 9580.00 -264.00 -276.00 -260.00 -276.00
2022-07-18 9288.00 9408.00 9458.00 9272.00 9570.00 9674.00 9714.00 9550.00 -282.00 -266.00 -256.00 -278.00
2022-07-15 9368.00 9206.00 9394.00 9192.00 9636.00 9482.00 9658.00 9470.00 -268.00 -276.00 -264.00 -278.00
2022-07-14 9374.00 9342.00 9422.00 9318.00 9646.00 9612.00 9704.00 9602.00 -272.00 -270.00 -282.00 -284.00
2022-07-13 9318.00 9324.00 9416.00 9266.00 9576.00 9606.00 9690.00 9536.00 -258.00 -282.00 -274.00 -270.00
2022-07-12 9520.00 9520.00 9560.00 9422.00 9780.00 9776.00 9816.00 9690.00 -260.00 -256.00 -256.00 -268.00
2022-07-11 9652.00 9534.00 9700.00 9480.00 9896.00 9788.00 9928.00 9730.00 -244.00 -254.00 -228.00 -250.00
2022-07-08 9600.00 9582.00 9688.00 9494.00 9816.00 9840.00 9938.00 9750.00 -216.00 -258.00 -250.00 -256.00
2022-07-07 9490.00 9472.00 9560.00 9326.00 9754.00 9736.00 9822.00 9596.00 -264.00 -264.00 -262.00 -270.00
2022-07-06 9520.00 9482.00 9588.00 9254.00 9752.00 9744.00 9842.00 9526.00 -232.00 -262.00 -254.00 -272.00
2022-07-05 9640.00 9606.00 9808.00 9552.00 9912.00 9866.00 10078.00 9810.00 -272.00 -260.00 -270.00 -258.00
2022-07-04 9540.00 9664.00 9720.00 9456.00 9846.00 9930.00 10002.00 9740.00 -306.00 -266.00 -282.00 -284.00
2022-07-01 9614.00 9600.00 9676.00 9510.00 9880.00 9872.00 9930.00 9800.00 -266.00 -272.00 -254.00 -290.00
2022-06-30 9716.00 9712.00 9770.00 9616.00 9960.00 9960.00 9998.00 9868.00 -244.00 -248.00 -228.00 -252.00
2022-06-29 9782.00 9704.00 9820.00 9660.00 10000.00 9940.00 10042.00 9910.00 -218.00 -236.00 -222.00 -250.00
2022-06-28 9630.00 9836.00 9838.00 9496.00 9898.00 10066.00 10080.00 9754.00 -268.00 -230.00 -242.00 -258.00
2022-06-27 9664.00 9558.00 9766.00 9484.00 9890.00 9812.00 9986.00 9750.00 -226.00 -254.00 -220.00 -266.00
2022-06-24 9700.00 9632.00 9756.00 9526.00 9950.00 9830.00 10004.00 9716.00 -250.00 -198.00 -248.00 -190.00
2022-06-23 9722.00 9790.00 9812.00 9584.00 9922.00 10052.00 10078.00 9840.00 -200.00 -262.00 -266.00 -256.00
2022-06-22 10058.00 9700.00 10116.00 9636.00 10318.00 9948.00 10380.00 9892.00 -260.00 -248.00 -264.00 -256.00
2022-06-21 10054.00 10064.00 10182.00 9970.00 10306.00 10334.00 10440.00 10260.00 -252.00 -270.00 -258.00 -290.00
2022-06-20 10032.00 10006.00 10130.00 9896.00 10152.00 10258.00 10332.00 10126.00 -120.00 -252.00 -202.00 -230.00
2022-06-17 10102.00 10034.00 10196.00 9982.00 10210.00 10174.00 10358.00 10140.00 -108.00 -140.00 -162.00 -158.00
2022-06-16 10134.00 10082.00 10228.00 10024.00 10262.00 10182.00 10338.00 10136.00 -128.00 -100.00 -110.00 -112.00
2022-06-15 10168.00 10126.00 10272.00 10120.00 10280.00 10238.00 10360.00 10224.00 -112.00 -112.00 -88.00 -104.00
2022-06-14 10580.00 10208.00 10602.00 10170.00 10596.00 10310.00 10654.00 10262.00 -16.00 -102.00 -52.00 -92.00
2022-06-13 10680.00 10602.00 10810.00 10558.00 10700.00 10644.00 10850.00 10600.00 -20.00 -42.00 -40.00 -42.00
2022-06-10 10294.00 10736.00 10754.00 10254.00 10340.00 10776.00 10792.00 10320.00 -46.00 -40.00 -38.00 -66.00
2022-06-09 10270.00 10224.00 10340.00 10212.00 10352.00 10298.00 10386.00 10286.00 -82.00 -74.00 -46.00 -74.00
2022-06-08 10234.00 10270.00 10324.00 10100.00 10274.00 10318.00 10366.00 10174.00 -40.00 -48.00 -42.00 -74.00
2022-06-07 10326.00 10202.00 10410.00 10108.00 10360.00 10258.00 10450.00 10184.00 -34.00 -56.00 -40.00 -76.00
2022-06-06 10340.00 10336.00 10390.00 10270.00 10356.00 10388.00 10434.00 10324.00 -16.00 -52.00 -44.00 -54.00
2022-06-02 10238.00 10286.00 10438.00 10220.00 10338.00 10316.00 10478.00 10304.00 -100.00 -30.00 -40.00 -84.00
2022-06-01 10272.00 10274.00 10330.00 10220.00 10350.00 10350.00 10398.00 10300.00 -78.00 -76.00 -68.00 -80.00
2022-05-31 10324.00 10336.00 10496.00 10250.00 10376.00 10390.00 10530.00 10318.00 -52.00 -54.00 -34.00 -68.00
2022-05-30 10470.00 10374.00 10518.00 10322.00 10480.00 10416.00 10542.00 10376.00 -10.00 -42.00 -24.00 -54.00
2022-05-27 10650.00 10476.00 10864.00 10426.00 10750.00 10496.00 10922.00 10472.00 -100.00 -20.00 -58.00 -46.00
2022-05-26 10710.00 10574.00 10730.00 10554.00 10810.00 10672.00 10828.00 10654.00 -100.00 -98.00 -98.00 -100.00
2022-05-25 10760.00 10716.00 10818.00 10630.00 10860.00 10836.00 10916.00 10756.00 -100.00 -120.00 -98.00 -126.00
2022-05-24 10540.00 10766.00 10828.00 10510.00 10588.00 10886.00 10948.00 10558.00 -48.00 -120.00 -120.00 -48.00
2022-05-23 10410.00 10556.00 10616.00 10358.00 10412.00 10596.00 10634.00 10398.00 -2.00 -40.00 -18.00 -40.00
2022-05-20 10460.00 10412.00 10702.00 10338.00 10400.00 10432.00 10644.00 10340.00 60.00 -20.00 58.00 -2.00
2022-05-19 10290.00 10470.00 10494.00 10206.00 10292.00 10474.00 10520.00 10252.00 -2.00 -4.00 -26.00 -46.00
2022-05-18 10408.00 10350.00 10448.00 10320.00 10498.00 10370.00 10520.00 10364.00 -90.00 -20.00 -72.00 -44.00
2022-05-17 10400.00 10454.00 10516.00 10312.00 10482.00 10520.00 10598.00 10398.00 -82.00 -66.00 -82.00 -86.00
2022-05-16 9996.00 10410.00 10486.00 9996.00 10110.00 10492.00 10560.00 10110.00 -114.00 -82.00 -74.00 -114.00
2022-05-13 9810.00 9872.00 9890.00 9810.00 9920.00 9998.00 10004.00 9920.00 -110.00 -126.00 -114.00 -110.00
2022-05-12 9806.00 9760.00 9916.00 9708.00 9954.00 9888.00 10028.00 9656.00 -148.00 -128.00 -112.00 52.00
2022-05-11 9650.00 9778.00 9828.00 9628.00 9746.00 9908.00 9942.00 9746.00 -96.00 -130.00 -114.00 -118.00
2022-05-10 9610.00 9668.00 9750.00 9510.00 9784.00 9796.00 9868.00 9706.00 -174.00 -128.00 -118.00 -196.00
2022-05-09 9588.00 9654.00 9712.00 9524.00 9762.00 9842.00 9896.00 9758.00 -174.00 -188.00 -184.00 -234.00
2022-05-06 9658.00 9614.00 9682.00 9558.00 9900.00 9804.00 9902.00 9772.00 -242.00 -190.00 -220.00 -214.00
2022-05-05 9500.00 9696.00 9722.00 9492.00 9650.00 9896.00 9920.00 9650.00 -150.00 -200.00 -198.00 -158.00
2022-04-29 9200.00 9404.00 9450.00 9186.00 9466.00 9634.00 9660.00 9448.00 -266.00 -230.00 -210.00 -262.00
2022-04-28 9182.00 9172.00 9190.00 9106.00 9374.00 9448.00 9454.00 9344.00 -192.00 -276.00 -264.00 -238.00
2022-04-27 9120.00 9138.00 9178.00 9036.00 9346.00 9370.00 9384.00 9270.00 -226.00 -232.00 -206.00 -234.00
2022-04-26 9030.00 9120.00 9150.00 9028.00 9266.00 9330.00 9350.00 9248.00 -236.00 -210.00 -200.00 -220.00
2022-04-25 9010.00 9030.00 9110.00 8970.00 9226.00 9246.00 9306.00 9200.00 -216.00 -216.00 -196.00 -230.00
2022-04-22 9250.00 9024.00 9260.00 9022.00 9432.00 9236.00 9452.00 9234.00 -182.00 -212.00 -192.00 -212.00
2022-04-21 9300.00 9250.00 9334.00 9222.00 9532.00 9452.00 9538.00 9426.00 -232.00 -202.00 -204.00 -204.00
2022-04-20 9496.00 9278.00 9520.00 9276.00 9696.00 9500.00 9700.00 9500.00 -200.00 -222.00 -180.00 -224.00
2022-04-19 9590.00 9486.00 9634.00 9460.00 9720.00 9676.00 9798.00 9650.00 -130.00 -190.00 -164.00 -190.00
2022-04-18 9422.00 9572.00 9590.00 9326.00 9644.00 9716.00 9736.00 9550.00 -222.00 -144.00 -146.00 -224.00
2022-04-15 9426.00 9402.00 9458.00 9362.00 9610.00 9588.00 9636.00 9560.00 -184.00 -186.00 -178.00 -198.00
2022-04-14 9512.00 9414.00 9512.00 9412.00 9662.00 9602.00 9662.00 9602.00 -150.00 -188.00 -150.00 -190.00
2022-04-13 9486.00 9454.00 9510.00 9352.00 9644.00 9630.00 9648.00 9536.00 -158.00 -176.00 -138.00 -184.00
2022-04-12 9456.00 9480.00 9530.00 9426.00 9610.00 9656.00 9686.00 9602.00 -154.00 -176.00 -156.00 -176.00
2022-04-11 9400.00 9456.00 9484.00 9396.00 9558.00 9608.00 9644.00 9558.00 -158.00 -152.00 -160.00 -162.00
2022-04-08 9400.00 9390.00 9418.00 9324.00 9566.00 9558.00 9576.00 9500.00 -166.00 -168.00 -158.00 -176.00
2022-04-07 9318.00 9374.00 9438.00 9308.00 9496.00 9530.00 9582.00 9490.00 -178.00 -156.00 -144.00 -182.00
2022-04-06 9340.00 9352.00 9400.00 9244.00 9482.00 9512.00 9622.00 9400.00 -142.00 -160.00 -222.00 -156.00
2022-04-01 9634.00 9376.00 9644.00 9360.00 8686.00 8670.00 8750.00 8612.00 948.00 706.00 894.00 748.00
2022-03-31 9696.00 9672.00 9696.00 9586.00 8520.00 8526.00 8788.00 8496.00 1176.00 1146.00 908.00 1090.00
2022-03-30 9680.00 9672.00 9730.00 9616.00 8482.00 8504.00 8506.00 8482.00 1198.00 1168.00 1224.00 1134.00
2022-03-29 9700.00 9704.00 9714.00 9576.00 8490.00 8492.00 8510.00 8480.00 1210.00 1212.00 1204.00 1096.00
2022-03-28 9620.00 9700.00 9794.00 9620.00 8520.00 8494.00 8554.00 8488.00 1100.00 1206.00 1240.00 1132.00
2022-03-25 9640.00 9618.00 9722.00 9524.00 8460.00 8510.00 8560.00 8460.00 1180.00 1108.00 1162.00 1064.00
2022-03-24 9920.00 9666.00 9974.00 9614.00 8620.00 8502.00 8640.00 8480.00 1300.00 1164.00 1334.00 1134.00
2022-03-23 8520.00 8534.00 8558.00 8470.00 9760.00 9800.00 9848.00 9708.00 -1240.00 -1266.00 -1290.00 -1238.00
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