本页面展示粳米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：
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。
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。
关于粳米期货跨期套利的详细数据分析，请查看文章：。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 3456.00 | 3455.00 | 3476.00 | 3444.00 | 3399.00 | 3400.00 | 3408.00 | 3393.00 | 57.00 | 55.00 | 68.00 | 51.00 |
| 2020-03-02 | 3430.00 | 3451.00 | 3474.00 | 3398.00 | 3383.00 | 3395.00 | 3403.00 | 3380.00 | 47.00 | 56.00 | 71.00 | 18.00 |
| 2020-02-28 | 3456.00 | 3425.00 | 3461.00 | 3415.00 | 3388.00 | 3385.00 | 3403.00 | 3385.00 | 68.00 | 40.00 | 58.00 | 30.00 |
| 2020-02-27 | 3478.00 | 3456.00 | 3479.00 | 3452.00 | 3405.00 | 3400.00 | 3412.00 | 3399.00 | 73.00 | 56.00 | 67.00 | 53.00 |
| 2020-02-26 | 3471.00 | 3466.00 | 3501.00 | 3450.00 | 3406.00 | 3402.00 | 3422.00 | 3399.00 | 65.00 | 64.00 | 79.00 | 51.00 |
| 2020-02-25 | 3470.00 | 3465.00 | 3484.00 | 3440.00 | 3411.00 | 3415.00 | 3420.00 | 3401.00 | 59.00 | 50.00 | 64.00 | 39.00 |
| 2020-02-24 | 3445.00 | 3476.00 | 3552.00 | 3445.00 | 3402.00 | 3407.00 | 3449.00 | 3399.00 | 43.00 | 69.00 | 103.00 | 46.00 |
| 2020-02-21 | 3454.00 | 3445.00 | 3464.00 | 3443.00 | 3409.00 | 3400.00 | 3410.00 | 3389.00 | 45.00 | 45.00 | 54.00 | 54.00 |
| 2020-02-20 | 3444.00 | 3447.00 | 3463.00 | 3438.00 | 3413.00 | 3404.00 | 3418.00 | 3399.00 | 31.00 | 43.00 | 45.00 | 39.00 |
| 2020-02-19 | 3455.00 | 3460.00 | 3480.00 | 3454.00 | 3416.00 | 3411.00 | 3428.00 | 3411.00 | 39.00 | 49.00 | 52.00 | 43.00 |
| 2020-02-18 | 3490.00 | 3450.00 | 3496.00 | 3445.00 | 3438.00 | 3408.00 | 3448.00 | 3406.00 | 52.00 | 42.00 | 48.00 | 39.00 |
| 2020-02-17 | 3388.00 | 3515.00 | 3515.00 | 3388.00 | 3356.00 | 3452.00 | 3472.00 | 3356.00 | 32.00 | 63.00 | 43.00 | 32.00 |
| 2020-02-14 | 3407.00 | 3383.00 | 3407.00 | 3351.00 | 3393.00 | 3340.00 | 3393.00 | 3340.00 | 14.00 | 43.00 | 14.00 | 11.00 |
| 2020-02-13 | 3399.00 | 3400.00 | 3410.00 | 3395.00 | 3350.00 | 3355.00 | 3360.00 | 3339.00 | 49.00 | 45.00 | 50.00 | 56.00 |
| 2020-02-12 | 3390.00 | 3396.00 | 3410.00 | 3390.00 | 3356.00 | 3349.00 | 3356.00 | 3346.00 | 34.00 | 47.00 | 54.00 | 44.00 |
| 2020-02-11 | 3414.00 | 3394.00 | 3420.00 | 3388.00 | 3326.00 | 3337.00 | 3355.00 | 3326.00 | 88.00 | 57.00 | 65.00 | 62.00 |
| 2020-02-10 | 3425.00 | 3413.00 | 3429.00 | 3365.00 | 3356.00 | 3338.00 | 3366.00 | 3224.00 | 69.00 | 75.00 | 63.00 | 141.00 |
| 2020-02-07 | 3405.00 | 3418.00 | 3428.00 | 3390.00 | 3361.00 | 3353.00 | 3377.00 | 3347.00 | 44.00 | 65.00 | 51.00 | 43.00 |
| 2020-02-06 | 3384.00 | 3401.00 | 3404.00 | 3378.00 | 3345.00 | 3353.00 | 3360.00 | 3340.00 | 39.00 | 48.00 | 44.00 | 38.00 |
| 2020-02-05 | 3385.00 | 3384.00 | 3395.00 | 3357.00 | 3351.00 | 3354.00 | 3434.00 | 3310.00 | 34.00 | 30.00 | -39.00 | 47.00 |
| 2020-02-04 | 3380.00 | 3383.00 | 3397.00 | 3362.00 | 3333.00 | 3347.00 | 3347.00 | 3323.00 | 47.00 | 36.00 | 50.00 | 39.00 |
| 2020-02-03 | 3324.00 | 3369.00 | 3405.00 | 3280.00 | 3000.00 | 3000.00 | 3000.00 | 3000.00 | 324.00 | 369.00 | 405.00 | 280.00 |
| 2020-01-22 | 3347.00 | 3325.00 | 3347.00 | 3324.00 | 3330.00 | 3338.00 | 3338.00 | 3312.00 | 17.00 | -13.00 | 9.00 | 12.00 |
| 2020-01-20 | 3343.00 | 3340.00 | 3355.00 | 3334.00 | 3346.00 | 3340.00 | 3350.00 | 3340.00 | -3.00 | 0.00 | 5.00 | -6.00 |
| 2020-01-16 | 3348.00 | 3347.00 | 3352.00 | 3341.00 | 3043.00 | 3260.00 | 3260.00 | 3043.00 | 305.00 | 87.00 | 92.00 | 298.00 |
| 2020-01-14 | 3356.00 | 3362.00 | 3373.00 | 3352.00 | 3352.00 | 3360.00 | 3363.00 | 3345.00 | 4.00 | 2.00 | 10.00 | 7.00 |
| 2020-01-13 | 3350.00 | 3361.00 | 3362.00 | 3342.00 | 3368.00 | 3351.00 | 3369.00 | 3350.00 | -18.00 | 10.00 | -7.00 | -8.00 |
| 2020-01-10 | 3339.00 | 3348.00 | 3357.00 | 3339.00 | 3381.00 | 3355.00 | 3381.00 | 3355.00 | -42.00 | -7.00 | -24.00 | -16.00 |
| 2020-01-09 | 3347.00 | 3339.00 | 3358.00 | 3339.00 | 3409.00 | 3355.00 | 3409.00 | 3355.00 | -62.00 | -16.00 | -51.00 | -16.00 |
| 2020-01-08 | 3333.00 | 3349.00 | 3370.00 | 3326.00 | 3365.00 | 3368.00 | 3368.00 | 3350.00 | -32.00 | -19.00 | 2.00 | -24.00 |
| 2020-01-07 | 3321.00 | 3338.00 | 3340.00 | 3321.00 | 3345.00 | 3379.00 | 3379.00 | 3342.00 | -24.00 | -41.00 | -39.00 | -21.00 |
| 2020-01-06 | 3344.00 | 3326.00 | 3355.00 | 3325.00 | 3040.00 | 3040.00 | 3040.00 | 3040.00 | 304.00 | 286.00 | 315.00 | 285.00 |
| 2020-01-03 | 3353.00 | 3348.00 | 3370.00 | 3341.00 | 3096.00 | 3000.00 | 3120.00 | 2968.00 | 257.00 | 348.00 | 250.00 | 373.00 |
| 2020-01-02 | 3369.00 | 3359.00 | 3373.00 | 3353.00 | 3056.00 | 3000.00 | 3105.00 | 3000.00 | 313.00 | 359.00 | 268.00 | 353.00 |
| 2019-12-31 | 3376.00 | 3367.00 | 3376.00 | 3331.00 | 3221.00 | 3092.00 | 3221.00 | 3091.00 | 155.00 | 275.00 | 155.00 | 240.00 |
| 2019-12-30 | 3371.00 | 3380.00 | 3383.00 | 3367.00 | 3240.00 | 3220.00 | 3253.00 | 3203.00 | 131.00 | 160.00 | 130.00 | 164.00 |
| 2019-12-27 | 3384.00 | 3375.00 | 3396.00 | 3364.00 | 3246.00 | 3247.00 | 3256.00 | 3244.00 | 138.00 | 128.00 | 140.00 | 120.00 |
| 2019-12-26 | 3360.00 | 3370.00 | 3380.00 | 3351.00 | 3246.00 | 3264.00 | 3270.00 | 3233.00 | 114.00 | 106.00 | 110.00 | 118.00 |
| 2019-12-25 | 3407.00 | 3367.00 | 3407.00 | 3277.00 | 3232.00 | 3253.00 | 3296.00 | 3202.00 | 175.00 | 114.00 | 111.00 | 75.00 |
| 2019-12-24 | 3428.00 | 3411.00 | 3428.00 | 3403.00 | 3237.00 | 3249.00 | 3259.00 | 3234.00 | 191.00 | 162.00 | 169.00 | 169.00 |
| 2019-12-23 | 3401.00 | 3417.00 | 3425.00 | 3381.00 | 3239.00 | 3240.00 | 3260.00 | 3215.00 | 162.00 | 177.00 | 165.00 | 166.00 |
| 2019-12-20 | 3452.00 | 3407.00 | 3462.00 | 3400.00 | 3298.00 | 3216.00 | 3308.00 | 3211.00 | 154.00 | 191.00 | 154.00 | 189.00 |
| 2019-12-19 | 3450.00 | 3446.00 | 3453.00 | 3439.00 | 3346.00 | 3297.00 | 3346.00 | 3297.00 | 104.00 | 149.00 | 107.00 | 142.00 |
| 2019-12-18 | 3462.00 | 3451.00 | 3471.00 | 3451.00 | 3380.00 | 3346.00 | 3389.00 | 3342.00 | 82.00 | 105.00 | 82.00 | 109.00 |
| 2019-12-17 | 3463.00 | 3463.00 | 3475.00 | 3460.00 | 3386.00 | 3380.00 | 3395.00 | 3380.00 | 77.00 | 83.00 | 80.00 | 80.00 |
| 2019-12-16 | 3452.00 | 3468.00 | 3470.00 | 3450.00 | 3410.00 | 3403.00 | 3418.00 | 3380.00 | 42.00 | 65.00 | 52.00 | 70.00 |
| 2019-12-13 | 3460.00 | 3455.00 | 3462.00 | 3443.00 | 3396.00 | 3389.00 | 3403.00 | 3388.00 | 64.00 | 66.00 | 59.00 | 55.00 |
| 2019-12-12 | 3406.00 | 3396.00 | 3406.00 | 3390.00 | 3457.00 | 3459.00 | 3466.00 | 3456.00 | -51.00 | -63.00 | -60.00 | -66.00 |
| 2019-12-11 | 3423.00 | 3400.00 | 3424.00 | 3383.00 | 3456.00 | 3461.00 | 3465.00 | 3456.00 | -33.00 | -61.00 | -41.00 | -73.00 |
| 2019-12-10 | 3429.00 | 3418.00 | 3450.00 | 3310.00 | 3456.00 | 3462.00 | 3470.00 | 3450.00 | -27.00 | -44.00 | -20.00 | -140.00 |
| 2019-12-09 | 3432.00 | 3419.00 | 3448.00 | 3419.00 | 3466.00 | 3460.00 | 3466.00 | 3460.00 | -34.00 | -41.00 | -18.00 | -41.00 |
| 2019-12-06 | 3426.00 | 3436.00 | 3449.00 | 3425.00 | 3454.00 | 3461.00 | 3469.00 | 3433.00 | -28.00 | -25.00 | -20.00 | -8.00 |
| 2019-12-05 | 3440.00 | 3423.00 | 3461.00 | 3417.00 | 3462.00 | 3451.00 | 3469.00 | 3450.00 | -22.00 | -28.00 | -8.00 | -33.00 |
| 2019-12-04 | 3508.00 | 3439.00 | 3515.00 | 3435.00 | 3496.00 | 3461.00 | 3496.00 | 3450.00 | 12.00 | -22.00 | 19.00 | -15.00 |
| 2019-12-03 | 3536.00 | 3508.00 | 3544.00 | 3502.00 | 3500.00 | 3495.00 | 3500.00 | 3492.00 | 36.00 | 13.00 | 44.00 | 10.00 |
| 2019-12-02 | 3572.00 | 3544.00 | 3577.00 | 3534.00 | 3508.00 | 3500.00 | 3508.00 | 3497.00 | 64.00 | 44.00 | 69.00 | 37.00 |
| 2019-11-29 | 3576.00 | 3575.00 | 3577.00 | 3563.00 | 3497.00 | 3509.00 | 3509.00 | 3495.00 | 79.00 | 66.00 | 68.00 | 68.00 |
| 2019-11-28 | 3598.00 | 3565.00 | 3598.00 | 3565.00 | 3506.00 | 3497.00 | 3509.00 | 3496.00 | 92.00 | 68.00 | 89.00 | 69.00 |
| 2019-11-27 | 3605.00 | 3593.00 | 3609.00 | 3591.00 | 3509.00 | 3507.00 | 3512.00 | 3505.00 | 96.00 | 86.00 | 97.00 | 86.00 |
| 2019-11-26 | 3609.00 | 3608.00 | 3614.00 | 3605.00 | 3510.00 | 3508.00 | 3524.00 | 3505.00 | 99.00 | 100.00 | 90.00 | 100.00 |
| 2019-11-25 | 3608.00 | 3608.00 | 3613.00 | 3604.00 | 3511.00 | 3508.00 | 3514.00 | 3504.00 | 97.00 | 100.00 | 99.00 | 100.00 |
| 2019-11-22 | 3615.00 | 3603.00 | 3615.00 | 3603.00 | 3510.00 | 3512.00 | 3515.00 | 3508.00 | 105.00 | 91.00 | 100.00 | 95.00 |
| 2019-11-21 | 3614.00 | 3613.00 | 3619.00 | 3603.00 | 3520.00 | 3508.00 | 3522.00 | 3507.00 | 94.00 | 105.00 | 97.00 | 96.00 |
| 2019-11-20 | 3620.00 | 3619.00 | 3620.00 | 3612.00 | 3520.00 | 3520.00 | 3525.00 | 3512.00 | 100.00 | 99.00 | 95.00 | 100.00 |
| 2019-11-19 | 3622.00 | 3620.00 | 3756.00 | 3589.00 | 3528.00 | 3524.00 | 3530.00 | 3510.00 | 94.00 | 96.00 | 226.00 | 79.00 |
| 2019-11-18 | 3611.00 | 3621.00 | 3626.00 | 3610.00 | 3526.00 | 3525.00 | 3529.00 | 3521.00 | 85.00 | 96.00 | 97.00 | 89.00 |
| 2019-11-15 | 3611.00 | 3612.00 | 3625.00 | 3607.00 | 3526.00 | 3525.00 | 3530.00 | 3519.00 | 85.00 | 87.00 | 95.00 | 88.00 |
| 2019-11-14 | 3608.00 | 3612.00 | 3614.00 | 3606.00 | 3526.00 | 3529.00 | 3530.00 | 3525.00 | 82.00 | 83.00 | 84.00 | 81.00 |
| 2019-11-13 | 3610.00 | 3610.00 | 3616.00 | 3608.00 | 3526.00 | 3529.00 | 3533.00 | 3526.00 | 84.00 | 81.00 | 83.00 | 82.00 |
| 2019-11-12 | 3605.00 | 3605.00 | 3614.00 | 3605.00 | 3524.00 | 3529.00 | 3530.00 | 3523.00 | 81.00 | 76.00 | 84.00 | 82.00 |
| 2019-11-11 | 3610.00 | 3603.00 | 3617.00 | 3603.00 | 3535.00 | 3526.00 | 3535.00 | 3525.00 | 75.00 | 77.00 | 82.00 | 78.00 |
| 2019-11-08 | 3619.00 | 3610.00 | 3624.00 | 3610.00 | 3539.00 | 3533.00 | 3544.00 | 3529.00 | 80.00 | 77.00 | 80.00 | 81.00 |
| 2019-11-07 | 3620.00 | 3619.00 | 3626.00 | 3610.00 | 3536.00 | 3534.00 | 3541.00 | 3532.00 | 84.00 | 85.00 | 85.00 | 78.00 |
| 2019-11-06 | 3615.00 | 3620.00 | 3620.00 | 3610.00 | 3534.00 | 3540.00 | 3546.00 | 3533.00 | 81.00 | 80.00 | 74.00 | 77.00 |
| 2019-11-05 | 3624.00 | 3615.00 | 3631.00 | 3596.00 | 3546.00 | 3540.00 | 3548.00 | 3533.00 | 78.00 | 75.00 | 83.00 | 63.00 |
| 2019-11-04 | 3624.00 | 3621.00 | 3630.00 | 3621.00 | 3540.00 | 3543.00 | 3549.00 | 3536.00 | 84.00 | 78.00 | 81.00 | 85.00 |
| 2019-11-01 | 3628.00 | 3624.00 | 3630.00 | 3620.00 | 3535.00 | 3536.00 | 3542.00 | 3535.00 | 93.00 | 88.00 | 88.00 | 85.00 |
| 2019-10-31 | 3620.00 | 3629.00 | 3649.00 | 3618.00 | 3540.00 | 3542.00 | 3549.00 | 3535.00 | 80.00 | 87.00 | 100.00 | 83.00 |
| 2019-10-30 | 3624.00 | 3620.00 | 3624.00 | 3617.00 | 3532.00 | 3539.00 | 3539.00 | 3532.00 | 92.00 | 81.00 | 85.00 | 85.00 |
| 2019-10-29 | 3618.00 | 3622.00 | 3624.00 | 3614.00 | 3534.00 | 3533.00 | 3540.00 | 3533.00 | 84.00 | 89.00 | 84.00 | 81.00 |
| 2019-10-28 | 3617.00 | 3620.00 | 3625.00 | 3617.00 | 3539.00 | 3532.00 | 3543.00 | 3532.00 | 78.00 | 88.00 | 82.00 | 85.00 |
| 2019-10-25 | 3619.00 | 3617.00 | 3627.00 | 3613.00 | 3542.00 | 3535.00 | 3545.00 | 3530.00 | 77.00 | 82.00 | 82.00 | 83.00 |
| 2019-10-24 | 3629.00 | 3624.00 | 3640.00 | 3609.00 | 3546.00 | 3536.00 | 3546.00 | 3536.00 | 83.00 | 88.00 | 94.00 | 73.00 |
| 2019-10-23 | 3616.00 | 3618.00 | 3629.00 | 3610.00 | 3549.00 | 3539.00 | 3549.00 | 3536.00 | 67.00 | 79.00 | 80.00 | 74.00 |
| 2019-10-22 | 3630.00 | 3618.00 | 3635.00 | 3609.00 | 3536.00 | 3545.00 | 3548.00 | 3532.00 | 94.00 | 73.00 | 87.00 | 77.00 |
| 2019-10-21 | 3636.00 | 3630.00 | 3640.00 | 3630.00 | 3547.00 | 3536.00 | 3554.00 | 3534.00 | 89.00 | 94.00 | 86.00 | 96.00 |
| 2019-10-18 | 3635.00 | 3639.00 | 3640.00 | 3634.00 | 3547.00 | 3541.00 | 3552.00 | 3541.00 | 88.00 | 98.00 | 88.00 | 93.00 |
| 2019-10-17 | 3642.00 | 3639.00 | 3643.00 | 3632.00 | 3546.00 | 3547.00 | 3550.00 | 3538.00 | 96.00 | 92.00 | 93.00 | 94.00 |
| 2019-10-16 | 3631.00 | 3637.00 | 3643.00 | 3630.00 | 3551.00 | 3551.00 | 3553.00 | 3541.00 | 80.00 | 86.00 | 90.00 | 89.00 |
| 2019-10-15 | 3634.00 | 3634.00 | 3649.00 | 3634.00 | 3551.00 | 3550.00 | 3557.00 | 3550.00 | 83.00 | 84.00 | 92.00 | 84.00 |
| 2019-10-14 | 3641.00 | 3641.00 | 3648.00 | 3631.00 | 3551.00 | 3557.00 | 3560.00 | 3548.00 | 90.00 | 84.00 | 88.00 | 83.00 |
| 2019-10-11 | 3650.00 | 3641.00 | 3650.00 | 3639.00 | 3565.00 | 3557.00 | 3565.00 | 3555.00 | 85.00 | 84.00 | 85.00 | 84.00 |
| 2019-10-10 | 3655.00 | 3648.00 | 3655.00 | 3643.00 | 3562.00 | 3560.00 | 3562.00 | 3557.00 | 93.00 | 88.00 | 93.00 | 86.00 |
| 2019-10-09 | 3642.00 | 3648.00 | 3660.00 | 3640.00 | 3560.00 | 3555.00 | 3568.00 | 3552.00 | 82.00 | 93.00 | 92.00 | 88.00 |
| 2019-10-08 | 3636.00 | 3642.00 | 3649.00 | 3630.00 | 3553.00 | 3548.00 | 3553.00 | 3540.00 | 83.00 | 94.00 | 96.00 | 90.00 |
| 2019-09-30 | 3642.00 | 3639.00 | 3654.00 | 3638.00 | 3557.00 | 3555.00 | 3560.00 | 3542.00 | 85.00 | 84.00 | 94.00 | 96.00 |
| 2019-09-27 | 3650.00 | 3645.00 | 3668.00 | 3640.00 | 3571.00 | 3557.00 | 3571.00 | 3550.00 | 79.00 | 88.00 | 97.00 | 90.00 |
| 2019-09-26 | 3651.00 | 3665.00 | 3680.00 | 3650.00 | 3573.00 | 3565.00 | 3579.00 | 3565.00 | 78.00 | 100.00 | 101.00 | 85.00 |
| 2019-09-25 | 3666.00 | 3655.00 | 3674.00 | 3645.00 | 3572.00 | 3565.00 | 3574.00 | 3560.00 | 94.00 | 90.00 | 100.00 | 85.00 |
| 2019-09-24 | 3666.00 | 3673.00 | 3677.00 | 3655.00 | 3572.00 | 3576.00 | 3579.00 | 3572.00 | 94.00 | 97.00 | 98.00 | 83.00 |