白糖期货跨期套利数据回测

本页面展示白糖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

关于白糖期货跨期套利的详细数据分析,请查看文章:。

白糖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

白糖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

白糖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
2025-12-08 5303.00 5324.00 5332.00 5303.00 5230.00 5241.00 5247.00 5227.00 73.00 83.00 85.00 76.00
2025-12-05 5318.00 5303.00 5341.00 5301.00 5252.00 5233.00 5270.00 5230.00 66.00 70.00 71.00 71.00
2025-12-04 5372.00 5328.00 5373.00 5308.00 5300.00 5263.00 5301.00 5249.00 72.00 65.00 72.00 59.00
2025-12-03 5376.00 5366.00 5380.00 5359.00 5313.00 5297.00 5316.00 5294.00 63.00 69.00 64.00 65.00
2025-12-02 5390.00 5382.00 5400.00 5360.00 5343.00 5344.00 5359.00 5321.00 47.00 38.00 41.00 39.00
2025-12-01 5405.00 5405.00 5407.00 5384.00 5364.00 5363.00 5365.00 5346.00 41.00 42.00 42.00 38.00
2025-11-28 5409.00 5400.00 5418.00 5392.00 5328.00 5327.00 5341.00 5320.00 81.00 73.00 77.00 72.00
2025-11-27 5384.00 5403.00 5413.00 5375.00 5346.00 5359.00 5368.00 5335.00 38.00 44.00 45.00 40.00
2025-11-26 5389.00 5379.00 5402.00 5377.00 5351.00 5337.00 5367.00 5334.00 38.00 42.00 35.00 43.00
2025-11-25 5380.00 5387.00 5404.00 5373.00 5350.00 5353.00 5372.00 5345.00 30.00 34.00 32.00 28.00
2025-11-24 5354.00 5370.00 5387.00 5336.00 5325.00 5346.00 5354.00 5307.00 29.00 24.00 33.00 29.00
2025-11-21 5374.00 5353.00 5389.00 5342.00 5349.00 5328.00 5359.00 5321.00 25.00 25.00 30.00 21.00
2025-11-20 5391.00 5366.00 5398.00 5363.00 5347.00 5320.00 5352.00 5319.00 44.00 46.00 46.00 44.00
2025-11-19 5407.00 5381.00 5419.00 5375.00 5367.00 5353.00 5384.00 5342.00 40.00 28.00 35.00 33.00
2025-11-18 5458.00 5407.00 5469.00 5405.00 5427.00 5374.00 5430.00 5372.00 31.00 33.00 39.00 33.00
2025-11-17 5481.00 5458.00 5485.00 5452.00 5440.00 5422.00 5446.00 5416.00 41.00 36.00 39.00 36.00
2025-11-14 5508.00 5470.00 5509.00 5468.00 5467.00 5431.00 5467.00 5431.00 41.00 39.00 42.00 37.00
2025-11-13 5475.00 5512.00 5515.00 5458.00 5435.00 5466.00 5468.00 5419.00 40.00 46.00 47.00 39.00
2025-11-12 5481.00 5478.00 5485.00 5467.00 5435.00 5439.00 5446.00 5429.00 46.00 39.00 39.00 38.00
2025-11-11 5478.00 5480.00 5490.00 5474.00 5433.00 5442.00 5450.00 5431.00 45.00 38.00 40.00 43.00
2025-11-10 5457.00 5475.00 5477.00 5450.00 5415.00 5432.00 5434.00 5414.00 42.00 43.00 43.00 36.00
2025-11-07 5456.00 5457.00 5460.00 5436.00 5416.00 5420.00 5425.00 5404.00 40.00 37.00 35.00 32.00
2025-11-06 5445.00 5448.00 5454.00 5426.00 5413.00 5413.00 5420.00 5395.00 32.00 35.00 34.00 31.00
2025-11-05 5473.00 5441.00 5477.00 5434.00 5449.00 5414.00 5449.00 5406.00 24.00 27.00 28.00 28.00
2025-11-04 5493.00 5481.00 5508.00 5474.00 5460.00 5455.00 5472.00 5447.00 33.00 26.00 36.00 27.00
2025-11-03 5479.00 5499.00 5504.00 5458.00 5438.00 5460.00 5465.00 5423.00 41.00 39.00 39.00 35.00
2025-10-31 5461.00 5483.00 5495.00 5450.00 5426.00 5440.00 5451.00 5412.00 35.00 43.00 44.00 38.00
2025-10-30 5491.00 5472.00 5500.00 5465.00 5451.00 5431.00 5463.00 5426.00 40.00 41.00 37.00 39.00
2025-10-29 5480.00 5494.00 5500.00 5473.00 5450.00 5459.00 5463.00 5439.00 30.00 35.00 37.00 34.00
2025-10-28 5423.00 5483.00 5492.00 5422.00 5399.00 5448.00 5457.00 5397.00 24.00 35.00 35.00 25.00
2025-10-27 5425.00 5445.00 5451.00 5414.00 5409.00 5425.00 5428.00 5397.00 16.00 20.00 23.00 17.00
2025-10-24 5453.00 5446.00 5464.00 5434.00 5428.00 5427.00 5443.00 5417.00 25.00 19.00 21.00 17.00
2025-10-23 5421.00 5457.00 5464.00 5400.00 5408.00 5437.00 5443.00 5383.00 13.00 20.00 21.00 17.00
2025-10-22 5425.00 5426.00 5434.00 5394.00 5407.00 5408.00 5414.00 5374.00 18.00 18.00 20.00 20.00
2025-10-21 5439.00 5438.00 5445.00 5423.00 5421.00 5418.00 5430.00 5407.00 18.00 20.00 15.00 16.00
2025-10-20 5417.00 5428.00 5451.00 5412.00 5402.00 5413.00 5435.00 5396.00 15.00 15.00 16.00 16.00
2025-10-17 5420.00 5412.00 5430.00 5403.00 5398.00 5394.00 5412.00 5388.00 22.00 18.00 18.00 15.00
2025-10-16 5394.00 5408.00 5412.00 5389.00 5381.00 5391.00 5395.00 5375.00 13.00 17.00 17.00 14.00
2025-10-15 5391.00 5403.00 5416.00 5386.00 5384.00 5388.00 5401.00 5373.00 7.00 15.00 15.00 13.00
2025-10-14 5430.00 5397.00 5432.00 5382.00 5420.00 5384.00 5420.00 5370.00 10.00 13.00 12.00 12.00
2025-10-13 5490.00 5470.00 5503.00 5451.00 5485.00 5454.00 5490.00 5438.00 5.00 16.00 13.00 13.00
2025-10-10 5521.00 5496.00 5537.00 5490.00 5506.00 5485.00 5520.00 5478.00 15.00 11.00 17.00 12.00
2025-10-09 5498.00 5528.00 5542.00 5481.00 5527.00 5555.00 5578.00 5511.00 -29.00 -27.00 -36.00 -30.00
2025-09-30 5478.00 5493.00 5504.00 5465.00 5502.00 5524.00 5544.00 5499.00 -24.00 -31.00 -40.00 -34.00
2025-09-29 5485.00 5479.00 5505.00 5473.00 5519.00 5513.00 5530.00 5503.00 -34.00 -34.00 -25.00 -30.00
2025-09-26 5486.00 5478.00 5510.00 5477.00 5519.00 5507.00 5537.00 5506.00 -33.00 -29.00 -27.00 -29.00
2025-09-25 5492.00 5485.00 5518.00 5481.00 5542.00 5515.00 5556.00 5509.00 -50.00 -30.00 -38.00 -28.00
2025-09-24 5444.00 5497.00 5508.00 5443.00 5506.00 5542.00 5553.00 5506.00 -62.00 -45.00 -45.00 -63.00
2025-09-23 5451.00 5444.00 5457.00 5424.00 5500.00 5507.00 5516.00 5479.00 -49.00 -63.00 -59.00 -55.00
2025-09-22 5473.00 5452.00 5478.00 5444.00 5500.00 5497.00 5520.00 5477.00 -27.00 -45.00 -42.00 -33.00
2025-09-19 5467.00 5461.00 5475.00 5448.00 5454.00 5446.00 5458.00 5434.00 13.00 15.00 17.00 14.00
2025-09-18 5526.00 5474.00 5536.00 5462.00 5535.00 5493.00 5546.00 5469.00 -9.00 -19.00 -10.00 -7.00
2025-09-17 5546.00 5529.00 5552.00 5522.00 5551.00 5536.00 5551.00 5521.00 -5.00 -7.00 1.00 1.00
2025-09-16 5557.00 5547.00 5572.00 5540.00 5553.00 5547.00 5572.00 5531.00 4.00 0.00 0.00 9.00
2025-09-15 5535.00 5549.00 5564.00 5532.00 5530.00 5550.00 5570.00 5530.00 5.00 -1.00 -6.00 2.00
2025-09-12 5546.00 5540.00 5555.00 5534.00 5559.00 5540.00 5566.00 5532.00 -13.00 0.00 -11.00 2.00
2025-09-11 5545.00 5556.00 5558.00 5527.00 5551.00 5570.00 5573.00 5541.00 -6.00 -14.00 -15.00 -14.00
2025-09-10 5520.00 5535.00 5548.00 5518.00 5533.00 5546.00 5561.00 5506.00 -13.00 -11.00 -13.00 12.00
2025-09-09 5535.00 5518.00 5538.00 5509.00 5530.00 5526.00 5558.00 5511.00 5.00 -8.00 -20.00 -2.00
2025-09-08 5518.00 5527.00 5539.00 5503.00 5506.00 5527.00 5535.00 5489.00 12.00 0.00 4.00 14.00
2025-09-05 5526.00 5523.00 5537.00 5509.00 5549.00 5518.00 5572.00 5512.00 -23.00 5.00 -35.00 -3.00
2025-09-04 5566.00 5533.00 5566.00 5531.00 5585.00 5554.00 5585.00 5546.00 -19.00 -21.00 -19.00 -15.00
2025-09-03 5580.00 5562.00 5586.00 5556.00 5575.00 5576.00 5583.00 5553.00 5.00 -14.00 3.00 3.00
2025-09-02 5613.00 5599.00 5624.00 5566.00 5597.00 5589.00 5612.00 5557.00 16.00 10.00 12.00 9.00
2025-09-01 5600.00 5609.00 5612.00 5589.00 5582.00 5597.00 5601.00 5571.00 18.00 12.00 11.00 18.00
2025-08-29 5610.00 5604.00 5616.00 5584.00 5595.00 5591.00 5603.00 5566.00 15.00 13.00 13.00 18.00
2025-08-28 5623.00 5602.00 5629.00 5586.00 5602.00 5588.00 5609.00 5572.00 21.00 14.00 20.00 14.00
2025-08-27 5632.00 5620.00 5639.00 5612.00 5625.00 5604.00 5625.00 5597.00 7.00 16.00 14.00 15.00
2025-08-26 5685.00 5632.00 5688.00 5622.00 5668.00 5618.00 5671.00 5608.00 17.00 14.00 17.00 14.00
2025-08-25 5672.00 5688.00 5696.00 5672.00 5659.00 5672.00 5674.00 5653.00 13.00 16.00 22.00 19.00
2025-08-22 5678.00 5670.00 5686.00 5663.00 5675.00 5652.00 5681.00 5647.00 3.00 18.00 5.00 16.00
2025-08-21 5686.00 5688.00 5703.00 5682.00 5688.00 5682.00 5705.00 5679.00 -2.00 6.00 -2.00 3.00
2025-08-20 5667.00 5676.00 5678.00 5642.00 5671.00 5676.00 5679.00 5649.00 -4.00 0.00 -1.00 -7.00
2025-08-19 5672.00 5661.00 5683.00 5658.00 5688.00 5667.00 5692.00 5664.00 -16.00 -6.00 -9.00 -6.00
2025-08-18 5653.00 5672.00 5674.00 5636.00 5730.00 5736.00 5736.00 5714.00 -77.00 -64.00 -62.00 -78.00
2025-08-15 5643.00 5664.00 5666.00 5634.00 5704.00 5740.00 5740.00 5702.00 -61.00 -76.00 -74.00 -68.00
2025-08-14 5660.00 5659.00 5672.00 5647.00 5728.00 5723.00 5728.00 5707.00 -68.00 -64.00 -56.00 -60.00
2025-08-13 5620.00 5657.00 5668.00 5617.00 5722.00 5722.00 5729.00 5703.00 -102.00 -65.00 -61.00 -86.00
2025-08-12 5580.00 5608.00 5612.00 5573.00 5688.00 5706.00 5711.00 5663.00 -108.00 -98.00 -99.00 -90.00
2025-08-11 5584.00 5573.00 5587.00 5561.00 5691.00 5678.00 5696.00 5663.00 -107.00 -105.00 -109.00 -102.00
2025-08-08 5602.00 5573.00 5603.00 5554.00 5680.00 5680.00 5709.00 5671.00 -78.00 -107.00 -106.00 -117.00
2025-08-07 5680.00 5667.00 5697.00 5657.00 5621.00 5585.00 5636.00 5585.00 59.00 82.00 61.00 72.00
2025-08-06 5680.00 5683.00 5702.00 5675.00 5623.00 5628.00 5637.00 5615.00 57.00 55.00 65.00 60.00
2025-08-05 5727.00 5697.00 5730.00 5691.00 5646.00 5638.00 5650.00 5622.00 81.00 59.00 80.00 69.00
2025-08-04 5730.00 5718.00 5735.00 5709.00 5618.00 5636.00 5639.00 5612.00 112.00 82.00 96.00 97.00
2025-08-01 5782.00 5733.00 5794.00 5731.00 5649.00 5620.00 5663.00 5619.00 133.00 113.00 131.00 112.00
2025-07-31 5800.00 5793.00 5822.00 5785.00 5666.00 5655.00 5686.00 5642.00 134.00 138.00 136.00 143.00
2025-07-30 5860.00 5804.00 5878.00 5800.00 5726.00 5666.00 5737.00 5664.00 134.00 138.00 141.00 136.00
2025-07-29 5840.00 5867.00 5870.00 5840.00 5700.00 5731.00 5734.00 5692.00 140.00 136.00 136.00 148.00
2025-07-28 5872.00 5845.00 5893.00 5838.00 5705.00 5702.00 5711.00 5674.00 167.00 143.00 182.00 164.00
2025-07-25 5875.00 5876.00 5887.00 5863.00 5675.00 5706.00 5707.00 5675.00 200.00 170.00 180.00 188.00
2025-07-24 5835.00 5866.00 5884.00 5820.00 5658.00 5668.00 5688.00 5641.00 177.00 198.00 196.00 179.00
2025-07-23 5810.00 5834.00 5844.00 5805.00 5638.00 5656.00 5666.00 5635.00 172.00 178.00 178.00 170.00
2025-07-22 5828.00 5823.00 5846.00 5811.00 5657.00 5653.00 5676.00 5643.00 171.00 170.00 170.00 168.00
2025-07-21 5840.00 5839.00 5854.00 5823.00 5725.00 5735.00 5744.00 5718.00 115.00 104.00 110.00 105.00
2025-07-18 5840.00 5826.00 5845.00 5808.00 5730.00 5717.00 5737.00 5708.00 110.00 109.00 108.00 100.00
2025-07-17 5802.00 5828.00 5833.00 5784.00 5695.00 5720.00 5722.00 5676.00 107.00 108.00 111.00 108.00
2025-07-16 5813.00 5808.00 5825.00 5786.00 5700.00 5695.00 5718.00 5680.00 113.00 113.00 107.00 106.00
2025-07-15 5811.00 5802.00 5818.00 5780.00 5636.00 5635.00 5639.00 5611.00 175.00 167.00 179.00 169.00
2025-07-14 5801.00 5817.00 5837.00 5801.00 5687.00 5687.00 5706.00 5682.00 114.00 130.00 131.00 119.00
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