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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 3558.00 | 3577.00 | 3583.00 | 3558.00 | 3579.00 | 3592.00 | 3599.00 | 3578.00 | -21.00 | -15.00 | -16.00 | -20.00 |
| 2023-11-14 | 3512.00 | 3564.00 | 3567.00 | 3509.00 | 3573.00 | 3579.00 | 3579.00 | 3565.00 | -61.00 | -15.00 | -12.00 | -56.00 |
| 2023-11-13 | 3536.00 | 3511.00 | 3536.00 | 3508.00 | 3568.00 | 3575.00 | 3578.00 | 3568.00 | -32.00 | -64.00 | -42.00 | -60.00 |
| 2023-11-10 | 3531.00 | 3535.00 | 3545.00 | 3530.00 | 3543.00 | 3569.00 | 3574.00 | 3543.00 | -12.00 | -34.00 | -29.00 | -13.00 |
| 2023-11-09 | 3538.00 | 3531.00 | 3543.00 | 3524.00 | 3543.00 | 3543.00 | 3549.00 | 3535.00 | -5.00 | -12.00 | -6.00 | -11.00 |
| 2023-11-08 | 3551.00 | 3536.00 | 3554.00 | 3524.00 | 3550.00 | 3545.00 | 3550.00 | 3503.00 | 1.00 | -9.00 | 4.00 | 21.00 |
| 2023-11-07 | 3587.00 | 3550.00 | 3592.00 | 3547.00 | 3619.00 | 3553.00 | 3625.00 | 3552.00 | -32.00 | -3.00 | -33.00 | -5.00 |
| 2023-11-06 | 3591.00 | 3586.00 | 3601.00 | 3578.00 | 3590.00 | 3618.00 | 3630.00 | 3589.00 | 1.00 | -32.00 | -29.00 | -11.00 |
| 2023-11-03 | 3580.00 | 3597.00 | 3600.00 | 3575.00 | 3593.00 | 3597.00 | 3598.00 | 3580.00 | -13.00 | 0.00 | 2.00 | -5.00 |
| 2023-11-02 | 3597.00 | 3582.00 | 3608.00 | 3573.00 | 3609.00 | 3594.00 | 3618.00 | 3587.00 | -12.00 | -12.00 | -10.00 | -14.00 |
| 2023-11-01 | 3590.00 | 3600.00 | 3604.00 | 3585.00 | 3590.00 | 3616.00 | 3618.00 | 3573.00 | 0.00 | -16.00 | -14.00 | 12.00 |
| 2023-10-31 | 3575.00 | 3594.00 | 3630.00 | 3573.00 | 3545.00 | 3579.00 | 3601.00 | 3542.00 | 30.00 | 15.00 | 29.00 | 31.00 |
| 2023-10-30 | 3560.00 | 3577.00 | 3583.00 | 3539.00 | 3521.00 | 3545.00 | 3546.00 | 3512.00 | 39.00 | 32.00 | 37.00 | 27.00 |
| 2023-10-27 | 3574.00 | 3558.00 | 3577.00 | 3556.00 | 3535.00 | 3523.00 | 3539.00 | 3522.00 | 39.00 | 35.00 | 38.00 | 34.00 |
| 2023-10-26 | 3565.00 | 3575.00 | 3576.00 | 3548.00 | 3544.00 | 3537.00 | 3548.00 | 3526.00 | 21.00 | 38.00 | 28.00 | 22.00 |
| 2023-10-25 | 3563.00 | 3566.00 | 3570.00 | 3562.00 | 3463.00 | 3463.00 | 3464.00 | 3459.00 | 100.00 | 103.00 | 106.00 | 103.00 |
| 2023-10-24 | 3564.00 | 3562.00 | 3577.00 | 3560.00 | 3458.00 | 3465.00 | 3466.00 | 3457.00 | 106.00 | 97.00 | 111.00 | 103.00 |
| 2023-10-23 | 3541.00 | 3566.00 | 3582.00 | 3540.00 | 3455.00 | 3462.00 | 3465.00 | 3450.00 | 86.00 | 104.00 | 117.00 | 90.00 |
| 2023-10-20 | 3541.00 | 3540.00 | 3545.00 | 3536.00 | 3455.00 | 3450.00 | 3457.00 | 3448.00 | 86.00 | 90.00 | 88.00 | 88.00 |
| 2023-10-19 | 3535.00 | 3540.00 | 3545.00 | 3535.00 | 3456.00 | 3453.00 | 3461.00 | 3448.00 | 79.00 | 87.00 | 84.00 | 87.00 |
| 2023-10-18 | 3540.00 | 3541.00 | 3548.00 | 3533.00 | 3465.00 | 3456.00 | 3468.00 | 3456.00 | 75.00 | 85.00 | 80.00 | 77.00 |
| 2023-10-17 | 3540.00 | 3539.00 | 3551.00 | 3534.00 | 3471.00 | 3463.00 | 3474.00 | 3463.00 | 69.00 | 76.00 | 77.00 | 71.00 |
| 2023-10-16 | 3543.00 | 3541.00 | 3546.00 | 3539.00 | 3476.00 | 3468.00 | 3478.00 | 3466.00 | 67.00 | 73.00 | 68.00 | 73.00 |
| 2023-10-13 | 3548.00 | 3541.00 | 3559.00 | 3539.00 | 3495.00 | 3476.00 | 3495.00 | 3472.00 | 53.00 | 65.00 | 64.00 | 67.00 |
| 2023-10-12 | 3519.00 | 3544.00 | 3552.00 | 3519.00 | 3481.00 | 3477.00 | 3493.00 | 3471.00 | 38.00 | 67.00 | 59.00 | 48.00 |
| 2023-10-11 | 3492.00 | 3521.00 | 3533.00 | 3490.00 | 3467.00 | 3477.00 | 3484.00 | 3460.00 | 25.00 | 44.00 | 49.00 | 30.00 |
| 2023-10-10 | 3501.00 | 3490.00 | 3511.00 | 3488.00 | 3482.00 | 3461.00 | 3491.00 | 3458.00 | 19.00 | 29.00 | 20.00 | 30.00 |
| 2023-10-09 | 3526.00 | 3482.00 | 3526.00 | 3480.00 | 3548.00 | 3499.00 | 3548.00 | 3485.00 | -22.00 | -17.00 | -22.00 | -5.00 |
| 2023-09-28 | 3548.00 | 3526.00 | 3548.00 | 3525.00 | 3558.00 | 3562.00 | 3564.00 | 3556.00 | -10.00 | -36.00 | -16.00 | -31.00 |
| 2023-09-27 | 3550.00 | 3537.00 | 3550.00 | 3522.00 | 3554.00 | 3563.00 | 3567.00 | 3550.00 | -4.00 | -26.00 | -17.00 | -28.00 |
| 2023-09-26 | 3574.00 | 3541.00 | 3584.00 | 3540.00 | 3573.00 | 3552.00 | 3579.00 | 3551.00 | 1.00 | -11.00 | 5.00 | -11.00 |
| 2023-09-25 | 3562.00 | 3569.00 | 3570.00 | 3551.00 | 3580.00 | 3575.00 | 3580.00 | 3570.00 | -18.00 | -6.00 | -10.00 | -19.00 |
| 2023-09-22 | 3552.00 | 3557.00 | 3562.00 | 3546.00 | 3583.00 | 3578.00 | 3587.00 | 3569.00 | -31.00 | -21.00 | -25.00 | -23.00 |
| 2023-09-21 | 3568.00 | 3552.00 | 3572.00 | 3544.00 | 3586.00 | 3582.00 | 3590.00 | 3575.00 | -18.00 | -30.00 | -18.00 | -31.00 |
| 2023-09-20 | 3566.00 | 3568.00 | 3573.00 | 3559.00 | 3584.00 | 3586.00 | 3594.00 | 3579.00 | -18.00 | -18.00 | -21.00 | -20.00 |
| 2023-09-19 | 3575.00 | 3566.00 | 3583.00 | 3565.00 | 3661.00 | 3658.00 | 3667.00 | 3655.00 | -86.00 | -92.00 | -84.00 | -90.00 |
| 2023-09-18 | 3589.00 | 3576.00 | 3595.00 | 3576.00 | 3618.00 | 3610.00 | 3619.00 | 3606.00 | -29.00 | -34.00 | -24.00 | -30.00 |
| 2023-09-15 | 3582.00 | 3589.00 | 3602.00 | 3573.00 | 3647.00 | 3672.00 | 3678.00 | 3647.00 | -65.00 | -83.00 | -76.00 | -74.00 |
| 2023-09-14 | 3587.00 | 3585.00 | 3589.00 | 3571.00 | 3676.00 | 3651.00 | 3678.00 | 3648.00 | -89.00 | -66.00 | -89.00 | -77.00 |
| 2023-09-13 | 3581.00 | 3587.00 | 3592.00 | 3579.00 | 3670.00 | 3677.00 | 3679.00 | 3669.00 | -89.00 | -90.00 | -87.00 | -90.00 |
| 2023-09-12 | 3588.00 | 3583.00 | 3596.00 | 3579.00 | 3669.00 | 3676.00 | 3678.00 | 3667.00 | -81.00 | -93.00 | -82.00 | -88.00 |
| 2023-09-11 | 3583.00 | 3589.00 | 3597.00 | 3580.00 | 3605.00 | 3617.00 | 3621.00 | 3605.00 | -22.00 | -28.00 | -24.00 | -25.00 |
| 2023-09-08 | 3603.00 | 3579.00 | 3609.00 | 3578.00 | 3658.00 | 3646.00 | 3659.00 | 3644.00 | -55.00 | -67.00 | -50.00 | -66.00 |
| 2023-09-07 | 3622.00 | 3605.00 | 3623.00 | 3602.00 | 3642.00 | 3627.00 | 3643.00 | 3625.00 | -20.00 | -22.00 | -20.00 | -23.00 |
| 2023-09-06 | 3658.00 | 3619.00 | 3663.00 | 3618.00 | 3670.00 | 3639.00 | 3682.00 | 3637.00 | -12.00 | -20.00 | -19.00 | -19.00 |
| 2023-09-05 | 3675.00 | 3654.00 | 3682.00 | 3649.00 | 3670.00 | 3664.00 | 3674.00 | 3653.00 | 5.00 | -10.00 | 8.00 | -4.00 |
| 2023-09-04 | 3649.00 | 3675.00 | 3694.00 | 3648.00 | 3640.00 | 3666.00 | 3675.00 | 3638.00 | 9.00 | 9.00 | 19.00 | 10.00 |
| 2023-09-01 | 3666.00 | 3657.00 | 3673.00 | 3654.00 | 3658.00 | 3642.00 | 3658.00 | 3635.00 | 8.00 | 15.00 | 15.00 | 19.00 |
| 2023-08-31 | 3636.00 | 3653.00 | 3666.00 | 3636.00 | 3670.00 | 3665.00 | 3679.00 | 3660.00 | -34.00 | -12.00 | -13.00 | -24.00 |
| 2023-08-30 | 3634.00 | 3647.00 | 3659.00 | 3621.00 | 3662.00 | 3670.00 | 3679.00 | 3632.00 | -28.00 | -23.00 | -20.00 | -11.00 |
| 2023-08-29 | 3618.00 | 3637.00 | 3645.00 | 3618.00 | 3639.00 | 3661.00 | 3666.00 | 3636.00 | -21.00 | -24.00 | -21.00 | -18.00 |
| 2023-08-28 | 3638.00 | 3624.00 | 3638.00 | 3612.00 | 3638.00 | 3640.00 | 3640.00 | 3622.00 | 0.00 | -16.00 | -2.00 | -10.00 |
| 2023-08-25 | 3606.00 | 3626.00 | 3630.00 | 3602.00 | 3622.00 | 3630.00 | 3638.00 | 3619.00 | -16.00 | -4.00 | -8.00 | -17.00 |
| 2023-08-24 | 3599.00 | 3610.00 | 3620.00 | 3598.00 | 3610.00 | 3625.00 | 3634.00 | 3610.00 | -11.00 | -15.00 | -14.00 | -12.00 |
| 2023-08-23 | 3602.00 | 3599.00 | 3613.00 | 3590.00 | 3618.00 | 3609.00 | 3619.00 | 3596.00 | -16.00 | -10.00 | -6.00 | -6.00 |
| 2023-08-22 | 3600.00 | 3607.00 | 3614.00 | 3571.00 | 3617.00 | 3614.00 | 3622.00 | 3576.00 | -17.00 | -7.00 | -8.00 | -5.00 |
| 2023-08-21 | 3585.00 | 3597.00 | 3617.00 | 3577.00 | 3597.00 | 3613.00 | 3622.00 | 3591.00 | -12.00 | -16.00 | -5.00 | -14.00 |
| 2023-08-18 | 3557.00 | 3583.00 | 3595.00 | 3553.00 | 3577.00 | 3600.00 | 3606.00 | 3577.00 | -20.00 | -17.00 | -11.00 | -24.00 |
| 2023-08-17 | 3551.00 | 3554.00 | 3562.00 | 3541.00 | 3568.00 | 3567.00 | 3568.00 | 3557.00 | -17.00 | -13.00 | -6.00 | -16.00 |
| 2023-08-16 | 3523.00 | 3548.00 | 3563.00 | 3518.00 | 3579.00 | 3583.00 | 3597.00 | 3568.00 | -56.00 | -35.00 | -34.00 | -50.00 |
| 2023-08-15 | 3500.00 | 3523.00 | 3523.00 | 3489.00 | 3560.00 | 3569.00 | 3572.00 | 3543.00 | -60.00 | -46.00 | -49.00 | -54.00 |
| 2023-08-14 | 3515.00 | 3505.00 | 3515.00 | 3488.00 | 3549.00 | 3554.00 | 3560.00 | 3545.00 | -34.00 | -49.00 | -45.00 | -57.00 |
| 2023-08-11 | 3491.00 | 3504.00 | 3508.00 | 3491.00 | 3554.00 | 3552.00 | 3559.00 | 3543.00 | -63.00 | -48.00 | -51.00 | -52.00 |
| 2023-08-10 | 3518.00 | 3500.00 | 3530.00 | 3496.00 | 3559.00 | 3550.00 | 3570.00 | 3547.00 | -41.00 | -50.00 | -40.00 | -51.00 |
| 2023-08-09 | 3530.00 | 3519.00 | 3535.00 | 3513.00 | 3532.00 | 3546.00 | 3555.00 | 3524.00 | -2.00 | -27.00 | -20.00 | -11.00 |
| 2023-08-08 | 3559.00 | 3528.00 | 3564.00 | 3524.00 | 3541.00 | 3532.00 | 3542.00 | 3515.00 | 18.00 | -4.00 | 22.00 | 9.00 |
| 2023-08-07 | 3547.00 | 3556.00 | 3660.00 | 3547.00 | 3475.00 | 3473.00 | 3535.00 | 3472.00 | 72.00 | 83.00 | 125.00 | 75.00 |
| 2023-08-04 | 3540.00 | 3547.00 | 3555.00 | 3539.00 | 3471.00 | 3473.00 | 3479.00 | 3470.00 | 69.00 | 74.00 | 76.00 | 69.00 |
| 2023-08-03 | 3553.00 | 3542.00 | 3562.00 | 3539.00 | 3485.00 | 3472.00 | 3486.00 | 3467.00 | 68.00 | 70.00 | 76.00 | 72.00 |
| 2023-08-02 | 3546.00 | 3558.00 | 3558.00 | 3542.00 | 3522.00 | 3528.00 | 3529.00 | 3520.00 | 24.00 | 30.00 | 29.00 | 22.00 |
| 2023-08-01 | 3574.00 | 3553.00 | 3574.00 | 3541.00 | 3545.00 | 3525.00 | 3547.00 | 3520.00 | 29.00 | 28.00 | 27.00 | 21.00 |
| 2023-07-31 | 3550.00 | 3569.00 | 3586.00 | 3540.00 | 3534.00 | 3545.00 | 3567.00 | 3523.00 | 16.00 | 24.00 | 19.00 | 17.00 |
| 2023-07-28 | 3540.00 | 3552.00 | 3562.00 | 3540.00 | 3521.00 | 3537.00 | 3544.00 | 3521.00 | 19.00 | 15.00 | 18.00 | 19.00 |
| 2023-07-27 | 3550.00 | 3544.00 | 3565.00 | 3540.00 | 3493.00 | 3493.00 | 3505.00 | 3486.00 | 57.00 | 51.00 | 60.00 | 54.00 |
| 2023-07-26 | 3533.00 | 3544.00 | 3554.00 | 3529.00 | 3486.00 | 3490.00 | 3498.00 | 3483.00 | 47.00 | 54.00 | 56.00 | 46.00 |
| 2023-07-25 | 3566.00 | 3535.00 | 3572.00 | 3533.00 | 3492.00 | 3489.00 | 3498.00 | 3484.00 | 74.00 | 46.00 | 74.00 | 49.00 |
| 2023-07-24 | 3493.00 | 3492.00 | 3502.00 | 3487.00 | 3571.00 | 3567.00 | 3574.00 | 3560.00 | -78.00 | -75.00 | -72.00 | -73.00 |
| 2023-07-21 | 3492.00 | 3491.00 | 3508.00 | 3486.00 | 3568.00 | 3566.00 | 3576.00 | 3551.00 | -76.00 | -75.00 | -68.00 | -65.00 |
| 2023-07-20 | 3504.00 | 3493.00 | 3505.00 | 3489.00 | 3569.00 | 3570.00 | 3573.00 | 3557.00 | -65.00 | -77.00 | -68.00 | -68.00 |
| 2023-07-19 | 3516.00 | 3498.00 | 3523.00 | 3481.00 | 3559.00 | 3571.00 | 3575.00 | 3552.00 | -43.00 | -73.00 | -52.00 | -71.00 |
| 2023-07-18 | 3519.00 | 3519.00 | 3528.00 | 3515.00 | 3561.00 | 3580.00 | 3584.00 | 3561.00 | -42.00 | -61.00 | -56.00 | -46.00 |
| 2023-07-17 | 3551.00 | 3519.00 | 3551.00 | 3513.00 | 3556.00 | 3548.00 | 3556.00 | 3533.00 | -5.00 | -29.00 | -5.00 | -20.00 |
| 2023-07-14 | 3552.00 | 3545.00 | 3577.00 | 3542.00 | 3556.00 | 3554.00 | 3564.00 | 3545.00 | -4.00 | -9.00 | 13.00 | -3.00 |
| 2023-07-13 | 3514.00 | 3546.00 | 3550.00 | 3513.00 | 3536.00 | 3556.00 | 3556.00 | 3535.00 | -22.00 | -10.00 | -6.00 | -22.00 |
| 2023-07-12 | 3522.00 | 3515.00 | 3529.00 | 3512.00 | 3554.00 | 3536.00 | 3556.00 | 3534.00 | -32.00 | -21.00 | -27.00 | -22.00 |
| 2023-07-11 | 3520.00 | 3524.00 | 3529.00 | 3513.00 | 3500.00 | 3488.00 | 3502.00 | 3486.00 | 20.00 | 36.00 | 27.00 | 27.00 |
| 2023-07-10 | 3524.00 | 3519.00 | 3525.00 | 3510.00 | 3497.00 | 3500.00 | 3504.00 | 3472.00 | 27.00 | 19.00 | 21.00 | 38.00 |
| 2023-07-07 | 3525.00 | 3518.00 | 3528.00 | 3513.00 | 3480.00 | 3494.00 | 3498.00 | 3467.00 | 45.00 | 24.00 | 30.00 | 46.00 |
| 2023-07-06 | 3513.00 | 3521.00 | 3525.00 | 3506.00 | 3460.00 | 3482.00 | 3482.00 | 3450.00 | 53.00 | 39.00 | 43.00 | 56.00 |
| 2023-07-05 | 3519.00 | 3512.00 | 3521.00 | 3507.00 | 3461.00 | 3457.00 | 3467.00 | 3455.00 | 58.00 | 55.00 | 54.00 | 52.00 |
| 2023-07-04 | 3511.00 | 3515.00 | 3525.00 | 3506.00 | 3451.00 | 3457.00 | 3463.00 | 3450.00 | 60.00 | 58.00 | 62.00 | 56.00 |
| 2023-07-03 | 3524.00 | 3512.00 | 3533.00 | 3506.00 | 3453.00 | 3448.00 | 3458.00 | 3444.00 | 71.00 | 64.00 | 75.00 | 62.00 |
| 2023-06-30 | 3539.00 | 3517.00 | 3540.00 | 3514.00 | 3459.00 | 3450.00 | 3466.00 | 3448.00 | 80.00 | 67.00 | 74.00 | 66.00 |
| 2023-06-29 | 3554.00 | 3536.00 | 3560.00 | 3533.00 | 3545.00 | 3541.00 | 3561.00 | 3541.00 | 9.00 | -5.00 | -1.00 | -8.00 |
| 2023-06-28 | 3548.00 | 3548.00 | 3555.00 | 3531.00 | 3468.00 | 3469.00 | 3477.00 | 3459.00 | 80.00 | 79.00 | 78.00 | 72.00 |
| 2023-06-27 | 3456.00 | 3461.00 | 3465.00 | 3450.00 | 3531.00 | 3539.00 | 3539.00 | 3523.00 | -75.00 | -78.00 | -74.00 | -73.00 |
| 2023-06-26 | 3457.00 | 3456.00 | 3470.00 | 3449.00 | 3520.00 | 3522.00 | 3526.00 | 3511.00 | -63.00 | -66.00 | -56.00 | -62.00 |
| 2023-06-21 | 3453.00 | 3455.00 | 3468.00 | 3448.00 | 3504.00 | 3518.00 | 3521.00 | 3503.00 | -51.00 | -63.00 | -53.00 | -55.00 |
| 2023-06-20 | 3481.00 | 3452.00 | 3489.00 | 3446.00 | 3535.00 | 3506.00 | 3537.00 | 3502.00 | -54.00 | -54.00 | -48.00 | -56.00 |
| 2023-06-19 | 3479.00 | 3483.00 | 3492.00 | 3475.00 | 3470.00 | 3497.00 | 3502.00 | 3470.00 | 9.00 | -14.00 | -10.00 | 5.00 |