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
2025 40.15 -186.00 200.00 39.92 -182.00 198.00 42.16 -177.00 196.00 39.39 -184.00 188.00
2024 54.62 -340.00 347.00 54.90 -335.00 347.00 58.39 -338.00 350.00 51.38 -343.00 346.00
2023 53.46 -204.00 394.00 51.98 -199.00 393.00 56.66 -212.00 390.00 49.82 -203.00 392.00
2022 -1.43 -103.00 96.00 -0.93 -106.00 90.00 -1.11 -102.00 88.00 -1.32 -106.00 83.00
2021 -4.47 -304.00 327.00 -4.40 -301.00 375.00 -2.98 -289.00 330.00 -5.73 -280.00 327.00
2020 50.26 -165.00 294.00 48.47 -152.00 298.00 54.79 -148.00 304.00 43.74 -169.00 277.00
2019 27.63 -187.00 179.00 28.22 -192.00 173.00 29.96 -187.00 166.00 25.97 -177.00 163.00
2018 -18.38 -70.00 101.00 -18.53 -70.00 99.00 -19.22 -67.00 99.00 -17.18 -67.00 103.00

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
2025-12 41.00 41.00 41.00 41.00 41.00 41.00 41.00 41.00 41.00 38.00 38.00 38.00
2025-11 39.05 24.00 81.00 37.70 24.00 73.00 39.70 28.00 77.00 36.25 21.00 72.00
2025-10 16.29 -29.00 40.00 19.35 -27.00 43.00 19.12 -36.00 44.00 16.94 -30.00 39.00
2025-09 -13.14 -62.00 18.00 -15.00 -63.00 15.00 -16.23 -59.00 17.00 -10.41 -63.00 18.00
2025-08 -5.00 -108.00 133.00 -4.62 -107.00 113.00 -2.62 -109.00 131.00 -5.00 -117.00 112.00
2025-07 142.74 107.00 200.00 143.00 104.00 198.00 146.78 105.00 196.00 140.57 100.00 188.00
2025-06 96.10 -116.00 197.00 98.35 -126.00 192.00 97.90 -138.00 196.00 94.75 -118.00 184.00
2025-05 -80.68 -100.00 -67.00 -83.95 -114.00 -67.00 -81.63 -113.00 -67.00 -82.95 -110.00 -68.00
2025-04 -36.29 -186.00 124.00 -34.62 -182.00 143.00 -29.00 -177.00 137.00 -36.14 -184.00 130.00
2025-03 131.71 95.00 160.00 129.00 93.00 162.00 135.19 102.00 168.00 131.52 97.00 161.00
2025-02 126.67 110.00 141.00 126.56 115.00 145.00 129.44 117.00 143.00 125.06 115.00 139.00
2025-01 11.78 -45.00 140.00 11.39 -46.00 137.00 12.61 -47.00 147.00 10.11 -47.00 142.00
2024-12 -15.68 -69.00 45.00 -17.14 -68.00 42.00 -16.41 -68.00 51.00 -18.59 -70.00 40.00
2024-11 31.38 10.00 71.00 32.48 13.00 78.00 36.00 16.00 78.00 29.95 10.00 56.00
2024-10 13.22 -7.00 32.00 15.11 6.00 29.00 17.44 3.00 31.00 9.83 2.00 20.00
2024-09 -2.16 -20.00 42.00 1.26 -17.00 43.00 2.42 -18.00 45.00 -2.53 -23.00 40.00
2024-08 72.91 -340.00 347.00 77.09 -335.00 347.00 75.59 -338.00 350.00 72.05 -343.00 346.00
2024-07 264.52 233.00 336.00 267.96 235.00 332.00 270.65 239.00 343.00 261.70 234.00 337.00
2024-06 228.16 -150.00 296.00 226.26 -146.00 299.00 234.53 -139.00 300.00 221.21 -148.00 286.00
2024-05 13.55 -149.00 275.00 10.15 -157.00 277.00 14.00 -153.00 281.00 6.50 -153.00 265.00
2024-04 -78.85 -214.00 97.00 -87.00 -225.00 91.00 -73.85 -222.00 212.00 -86.80 -220.00 95.00
2024-03 96.05 54.00 150.00 97.81 58.00 149.00 102.33 57.00 138.00 93.71 54.00 142.00
2024-02 63.73 -26.00 96.00 64.27 -13.00 89.00 67.80 -13.00 98.00 63.40 -22.00 86.00
2024-01 -44.73 -64.00 -15.00 -43.41 -62.00 -22.00 -42.59 -65.00 -20.00 -47.00 -63.00 -25.00
2023-12 -71.14 -204.00 145.00 -73.48 -199.00 146.00 -71.81 -212.00 140.00 -76.71 -203.00 130.00
2023-11 60.59 27.00 85.00 62.55 30.00 84.00 66.86 36.00 89.00 59.18 30.00 80.00
2023-10 35.88 24.00 52.00 33.24 26.00 43.00 37.94 24.00 59.00 31.24 21.00 43.00
2023-09 74.05 40.00 104.00 71.25 38.00 109.00 74.55 39.00 114.00 70.95 37.00 110.00
2023-08 29.48 -129.00 134.00 28.17 -134.00 111.00 31.91 -114.00 118.00 24.52 -144.00 115.00
2023-07 246.33 105.00 304.00 241.43 103.00 307.00 254.38 119.00 312.00 241.43 104.00 292.00
2023-06 236.15 -142.00 394.00 230.30 -141.00 393.00 240.20 -129.00 390.00 229.05 -140.00 392.00
2023-05 14.25 -103.00 97.00 13.30 -125.00 82.00 17.10 -102.00 79.00 12.50 -112.00 77.00
2023-04 15.89 -10.00 43.00 20.47 -4.00 49.00 25.42 -2.00 57.00 14.11 -7.00 32.00
2023-03 8.39 -17.00 40.00 7.74 -16.00 40.00 10.43 -15.00 43.00 5.00 -14.00 27.00
2023-02 -6.45 -21.00 31.00 -7.10 -19.00 28.00 -6.05 -20.00 29.00 -6.70 -14.00 29.00
2023-01 -13.62 -26.00 12.00 -16.19 -25.00 4.00 -13.19 -25.00 2.00 -18.69 -26.00 -3.00
2022-12 -12.50 -49.00 8.00 -11.91 -57.00 10.00 -6.95 -54.00 15.00 -14.73 -54.00 7.00
2022-11 13.82 -54.00 52.00 13.05 -46.00 47.00 12.73 -45.00 38.00 12.95 -62.00 47.00
2022-10 3.69 -12.00 22.00 4.75 -5.00 23.00 2.88 -8.00 19.00 4.81 -5.00 17.00
2022-09 26.71 -5.00 57.00 25.19 0.00 47.00 24.00 -1.00 50.00 26.90 -3.00 51.00
2022-08 -11.61 -103.00 59.00 -8.91 -106.00 70.00 -8.61 -102.00 68.00 -10.09 -106.00 59.00
2022-07 -22.57 -56.00 29.00 -16.05 -37.00 36.00 -17.76 -40.00 34.00 -18.43 -64.00 35.00
2022-06 -24.81 -50.00 58.00 -23.81 -44.00 49.00 -24.71 -46.00 46.00 -23.43 -43.00 47.00
2022-05 40.47 26.00 57.00 39.42 30.00 49.00 37.21 23.00 50.00 39.53 27.00 48.00
2022-04 29.11 -74.00 96.00 28.53 -83.00 90.00 27.95 -80.00 88.00 28.00 -71.00 83.00
2022-03 -60.48 -92.00 -19.00 -59.17 -87.00 -28.00 -58.74 -87.00 -27.00 -59.39 -89.00 -27.00
2022-02 -16.44 -34.00 34.00 -16.19 -30.00 39.00 -15.94 -29.00 36.00 -16.19 -30.00 32.00
2022-01 31.53 17.00 72.00 27.11 20.00 33.00 27.00 22.00 32.00 27.95 20.00 55.00
2021-12 14.00 -80.00 76.00 15.17 -73.00 69.00 15.48 -79.00 72.00 13.78 -76.00 62.00
2021-11 -83.18 -100.00 -57.00 -82.91 -93.00 -57.00 -79.68 -93.00 -59.00 -85.00 -95.00 -69.00
2021-10 -36.62 -105.00 302.00 -30.12 -98.00 375.00 -31.50 -97.00 325.00 -32.94 -96.00 327.00
2021-09 245.60 222.00 274.00 248.95 223.00 273.00 248.70 225.00 277.00 246.35 222.00 265.00
2021-08 55.14 -304.00 327.00 56.64 -301.00 335.00 58.36 -289.00 330.00 51.27 -280.00 323.00
2021-07 -97.18 -225.00 -27.00 -100.45 -240.00 -30.00 -97.32 -226.00 -33.00 -96.55 -237.00 -34.00
2021-06 -62.38 -222.00 49.00 -65.57 -229.00 50.00 -64.05 -221.00 50.00 -64.90 -228.00 49.00
2021-05 44.28 36.00 53.00 43.89 24.00 50.00 44.22 38.00 51.00 43.17 25.00 50.00
2021-04 54.29 28.00 86.00 54.81 39.00 81.00 56.43 38.00 83.00 50.52 22.00 80.00
2021-03 -63.65 -97.00 61.00 -64.83 -92.00 51.00 -64.13 -96.00 60.00 -63.57 -90.00 47.00
2021-02 -66.73 -73.00 -57.00 -67.47 -75.00 -60.00 -65.53 -73.00 -60.00 -69.73 -75.00 -62.00
2021-01 -57.00 -71.00 -39.00 -59.45 -71.00 -44.00 -55.90 -68.00 -34.00 -60.50 -75.00 -45.00
2020-12 -29.13 -63.00 23.00 -28.87 -55.00 25.00 -26.91 -48.00 30.00 -34.13 -58.00 3.00
2020-11 1.90 -22.00 58.00 -1.05 -19.00 39.00 4.62 -25.00 59.00 -4.38 -25.00 36.00
2020-10 57.69 44.00 75.00 57.44 45.00 68.00 64.06 46.00 88.00 49.81 37.00 59.00
2020-09 52.73 7.00 75.00 52.14 -12.00 74.00 56.68 -3.00 84.00 49.09 -15.00 75.00
2020-08 26.90 -62.00 185.00 14.24 -66.00 158.00 27.38 -63.00 168.00 13.10 -74.00 173.00
2020-07 216.61 153.00 294.00 215.52 157.00 298.00 227.04 166.00 304.00 204.70 135.00 277.00
2020-06 167.35 148.00 194.00 168.95 146.00 189.00 176.10 151.00 213.00 161.30 138.00 184.00
2020-05 172.50 122.00 220.00 170.67 125.00 210.00 179.72 125.00 203.00 161.39 111.00 224.00
2020-04 -33.48 -165.00 153.00 -37.29 -152.00 164.00 -35.71 -148.00 147.00 -39.86 -169.00 144.00
2020-03 4.32 -54.00 55.00 6.86 -46.00 55.00 11.45 -45.00 98.00 3.59 -59.00 57.00
2020-02 -17.05 -43.00 8.00 -18.55 -39.00 7.00 -13.60 -38.00 13.00 -20.10 -38.00 4.00
2020-01 -18.19 -31.00 -2.00 -19.06 -34.00 -5.00 -13.75 -26.00 4.00 -20.38 -32.00 -1.00
2019-12 -16.00 -127.00 148.00 -13.23 -103.00 133.00 -10.59 -114.00 136.00 -17.27 -134.00 145.00
2019-11 124.52 94.00 179.00 122.52 101.00 173.00 127.05 101.00 166.00 118.43 92.00 163.00
2019-10 114.44 88.00 149.00 116.56 91.00 156.00 121.44 97.00 165.00 110.33 91.00 149.00
2019-09 90.15 76.00 102.00 88.70 73.00 105.00 83.30 -58.00 104.00 88.15 71.00 108.00
2019-08 56.77 -36.00 108.00 50.95 -77.00 106.00 59.68 -45.00 104.00 47.95 -80.00 110.00
2019-07 41.30 -44.00 93.00 40.26 -44.00 89.00 41.61 -59.00 91.00 36.91 -46.00 84.00
2019-06 -6.74 -28.00 18.00 -9.58 -26.00 18.00 -7.42 -22.00 22.00 -7.47 -25.00 13.00
2019-05 -23.50 -77.00 100.00 -22.10 -73.00 99.00 -27.70 -86.00 67.00 -13.60 -65.00 122.00
2019-04 -78.43 -187.00 52.00 -71.29 -192.00 71.00 -73.19 -187.00 69.00 -70.90 -177.00 46.00
2019-03 15.95 -40.00 35.00 18.90 -27.00 43.00 21.19 -30.00 41.00 9.24 -121.00 35.00
2019-02 20.87 -7.00 68.00 20.20 -11.00 65.00 25.60 -7.00 62.00 17.20 -14.00 57.00
2019-01 0.64 -40.00 44.00 4.77 -41.00 49.00 7.09 -37.00 54.00 1.23 -38.00 46.00
2018-12 -31.40 -54.00 1.00 -31.60 -55.00 -3.00 -29.45 -50.00 10.00 -34.95 -50.00 -9.00
2018-11 -29.05 -64.00 26.00 -24.27 -62.00 42.00 -28.64 -67.00 11.00 -22.55 -57.00 37.00
2018-10 9.11 -70.00 101.00 3.00 -70.00 99.00 3.67 -66.00 99.00 9.11 -67.00 103.00

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
2018-11-27 4879.00 4900.00 4918.00 4873.00 4925.00 4962.00 4984.00 4923.00 -46.00 -62.00 -66.00 -50.00
2018-11-26 4900.00 4874.00 4925.00 4852.00 4918.00 4928.00 4953.00 4894.00 -18.00 -54.00 -28.00 -42.00
2018-11-23 4949.00 4915.00 4974.00 4900.00 4943.00 4933.00 4979.00 4914.00 6.00 -18.00 -5.00 -14.00
2018-11-22 4952.00 4942.00 4953.00 4922.00 4957.00 4938.00 4957.00 4914.00 -5.00 4.00 -4.00 8.00
2018-11-21 4950.00 4947.00 4957.00 4884.00 4924.00 4959.00 4965.00 4857.00 26.00 -12.00 -8.00 27.00
2018-11-20 4960.00 4947.00 4961.00 4920.00 4944.00 4914.00 4950.00 4889.00 16.00 33.00 11.00 31.00
2018-11-19 5003.00 4956.00 5009.00 4920.00 5029.00 4944.00 5036.00 4932.00 -26.00 12.00 -27.00 -12.00
2018-11-16 4982.00 4995.00 5016.00 4980.00 5006.00 5017.00 5029.00 4998.00 -24.00 -22.00 -13.00 -18.00
2018-11-15 4966.00 4987.00 4991.00 4952.00 5002.00 5006.00 5016.00 4980.00 -36.00 -19.00 -25.00 -28.00
2018-11-14 4952.00 4964.00 4974.00 4938.00 4998.00 5001.00 5021.00 4985.00 -46.00 -37.00 -47.00 -47.00
2018-11-13 5034.00 4953.00 5036.00 4950.00 5087.00 4997.00 5089.00 4976.00 -53.00 -44.00 -53.00 -26.00
2018-11-12 5035.00 5002.00 5045.00 4998.00 5075.00 5045.00 5084.00 5020.00 -40.00 -43.00 -39.00 -22.00
2018-11-09 5098.00 5084.00 5109.00 5072.00 5086.00 5042.00 5100.00 5035.00 12.00 42.00 9.00 37.00
2018-11-08 5051.00 5098.00 5100.00 5025.00 5085.00 5089.00 5100.00 5043.00 -34.00 9.00 0.00 -18.00
2018-11-07 5064.00 5043.00 5082.00 5033.00 5112.00 5075.00 5136.00 5070.00 -48.00 -32.00 -54.00 -37.00
2018-11-06 5063.00 5059.00 5095.00 5041.00 5120.00 5108.00 5147.00 5093.00 -57.00 -49.00 -52.00 -52.00
2018-11-05 5028.00 5072.00 5072.00 5006.00 5085.00 5132.00 5139.00 5063.00 -57.00 -60.00 -67.00 -57.00
2018-11-02 5045.00 5017.00 5085.00 4996.00 5097.00 5069.00 5137.00 5053.00 -52.00 -52.00 -52.00 -57.00
2018-11-01 5080.00 5046.00 5131.00 5046.00 5120.00 5095.00 5158.00 5090.00 -40.00 -49.00 -27.00 -44.00
2018-10-31 5075.00 5093.00 5122.00 5061.00 5110.00 5125.00 5150.00 5096.00 -35.00 -32.00 -28.00 -35.00
2018-10-30 5091.00 5085.00 5111.00 5061.00 5157.00 5123.00 5167.00 5112.00 -66.00 -38.00 -56.00 -51.00
2018-10-29 5130.00 5072.00 5150.00 5064.00 5200.00 5138.00 5216.00 5131.00 -70.00 -66.00 -66.00 -67.00
2018-10-26 5185.00 5122.00 5207.00 5114.00 5244.00 5192.00 5263.00 5181.00 -59.00 -70.00 -56.00 -67.00
2018-10-25 5140.00 5176.00 5179.00 5135.00 5191.00 5240.00 5243.00 5188.00 -51.00 -64.00 -64.00 -53.00
2018-10-24 5170.00 5121.00 5182.00 5120.00 5220.00 5171.00 5241.00 5169.00 -50.00 -50.00 -59.00 -49.00
2018-10-23 5196.00 5166.00 5203.00 5147.00 5256.00 5214.00 5263.00 5197.00 -60.00 -48.00 -60.00 -50.00
2018-10-22 5205.00 5193.00 5247.00 5175.00 5215.00 5253.00 5294.00 5202.00 -10.00 -60.00 -47.00 -27.00
2018-10-19 5151.00 5206.00 5245.00 5140.00 5182.00 5226.00 5264.00 5177.00 -31.00 -20.00 -19.00 -37.00
2018-10-18 5152.00 5168.00 5198.00 5135.00 5109.00 5202.00 5222.00 5100.00 43.00 -34.00 -24.00 35.00
2018-10-17 5135.00 5151.00 5154.00 5090.00 5085.00 5105.00 5106.00 5040.00 50.00 46.00 48.00 50.00
2018-10-16 5150.00 5131.00 5188.00 5118.00 5091.00 5074.00 5131.00 5061.00 59.00 57.00 57.00 57.00
2018-10-15 5133.00 5116.00 5159.00 5103.00 5060.00 5062.00 5098.00 5048.00 73.00 54.00 61.00 55.00
2018-10-12 5080.00 5117.00 5118.00 5068.00 5020.00 5055.00 5055.00 5006.00 60.00 62.00 63.00 62.00
2018-10-11 5132.00 5068.00 5159.00 5051.00 5050.00 5006.00 5089.00 4982.00 82.00 62.00 70.00 69.00
2018-10-10 5186.00 5134.00 5222.00 5127.00 5111.00 5059.00 5144.00 5048.00 75.00 75.00 78.00 79.00
2018-10-09 5169.00 5183.00 5249.00 5162.00 5068.00 5102.00 5150.00 5059.00 101.00 81.00 99.00 103.00
2018-10-08 5151.00 5137.00 5167.00 5105.00 5098.00 5038.00 5098.00 5015.00 53.00 99.00 69.00 90.00
导出Excel数据