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
2024-04-16 6326.00 6303.00 6346.00 6262.00 6480.00 6491.00 6496.00 6439.00 -154.00 -188.00 -150.00 -177.00
2024-04-15 6383.00 6333.00 6416.00 6315.00 6512.00 6477.00 6542.00 6463.00 -129.00 -144.00 -126.00 -148.00
2024-04-12 6438.00 6394.00 6445.00 6368.00 6538.00 6526.00 6559.00 6498.00 -100.00 -132.00 -114.00 -130.00
2024-04-11 6510.00 6455.00 6528.00 6408.00 6587.00 6565.00 6606.00 6523.00 -77.00 -110.00 -78.00 -115.00
2024-04-10 6498.00 6503.00 6518.00 6477.00 6577.00 6575.00 6592.00 6555.00 -79.00 -72.00 -74.00 -78.00
2024-04-09 6591.00 6581.00 6609.00 6555.00 6516.00 6502.00 6532.00 6471.00 75.00 79.00 77.00 84.00
2024-04-08 6576.00 6604.00 6644.00 6552.00 6480.00 6521.00 6562.00 6470.00 96.00 83.00 82.00 82.00
2024-04-03 6598.00 6598.00 6630.00 6576.00 6501.00 6514.00 6542.00 6482.00 97.00 84.00 88.00 94.00
2024-04-02 6650.00 6621.00 6672.00 6591.00 6555.00 6530.00 6576.00 6501.00 95.00 91.00 96.00 90.00
2024-04-01 6520.00 6638.00 6795.00 6505.00 6426.00 6549.00 6583.00 6410.00 94.00 89.00 212.00 95.00
2024-03-29 6500.00 6510.00 6539.00 6475.00 6425.00 6419.00 6445.00 6392.00 75.00 91.00 94.00 83.00
2024-03-28 6444.00 6472.00 6491.00 6433.00 6365.00 6393.00 6405.00 6357.00 79.00 79.00 86.00 76.00
2024-03-27 6480.00 6483.00 6525.00 6455.00 6386.00 6403.00 6428.00 6376.00 94.00 80.00 97.00 79.00
2024-03-26 6462.00 6462.00 6495.00 6450.00 6359.00 6366.00 6388.00 6350.00 103.00 96.00 107.00 100.00
2024-03-25 6557.00 6461.00 6560.00 6428.00 6446.00 6356.00 6448.00 6331.00 111.00 105.00 112.00 97.00
2024-03-22 6539.00 6542.00 6557.00 6507.00 6450.00 6433.00 6456.00 6397.00 89.00 109.00 101.00 110.00
2024-03-21 6458.00 6526.00 6569.00 6450.00 6333.00 6430.00 6470.00 6321.00 125.00 96.00 99.00 129.00
2024-03-20 6536.00 6489.00 6556.00 6471.00 6400.00 6363.00 6418.00 6340.00 136.00 126.00 138.00 131.00
2024-03-19 6562.00 6570.00 6586.00 6531.00 6428.00 6438.00 6448.00 6411.00 134.00 132.00 138.00 120.00
2024-03-18 6540.00 6556.00 6569.00 6525.00 6390.00 6428.00 6431.00 6383.00 150.00 128.00 138.00 142.00
2024-03-15 6505.00 6536.00 6547.00 6460.00 6396.00 6387.00 6413.00 6346.00 109.00 149.00 134.00 114.00
2024-03-14 6458.00 6491.00 6515.00 6418.00 6354.00 6379.00 6395.00 6313.00 104.00 112.00 120.00 105.00
2024-03-13 6453.00 6474.00 6480.00 6432.00 6360.00 6371.00 6378.00 6336.00 93.00 103.00 102.00 96.00
2024-03-12 6330.00 6447.00 6449.00 6316.00 6240.00 6352.00 6352.00 6231.00 90.00 95.00 97.00 85.00
2024-03-11 6298.00 6306.00 6319.00 6269.00 6213.00 6221.00 6225.00 6194.00 85.00 85.00 94.00 75.00
2024-03-08 6254.00 6305.00 6310.00 6250.00 6171.00 6217.00 6219.00 6171.00 83.00 88.00 91.00 79.00
2024-03-07 6275.00 6266.00 6316.00 6265.00 6200.00 6189.00 6226.00 6189.00 75.00 77.00 90.00 76.00
2024-03-06 6290.00 6265.00 6325.00 6260.00 6198.00 6186.00 6230.00 6182.00 92.00 79.00 95.00 78.00
2024-03-05 6272.00 6283.00 6302.00 6236.00 6199.00 6192.00 6218.00 6160.00 73.00 91.00 84.00 76.00
2024-03-04 6229.00 6274.00 6281.00 6225.00 6166.00 6199.00 6206.00 6162.00 63.00 75.00 75.00 63.00
2024-03-01 6255.00 6254.00 6258.00 6204.00 6201.00 6196.00 6201.00 6150.00 54.00 58.00 57.00 54.00
2024-02-29 6279.00 6289.00 6294.00 6256.00 6219.00 6234.00 6239.00 6204.00 60.00 55.00 55.00 52.00
2024-02-28 6260.00 6276.00 6313.00 6252.00 6204.00 6223.00 6250.00 6190.00 56.00 53.00 63.00 62.00
2024-02-27 6250.00 6248.00 6279.00 6245.00 6188.00 6188.00 6216.00 6178.00 62.00 60.00 63.00 67.00
2024-02-26 6284.00 6233.00 6292.00 6227.00 6227.00 6166.00 6232.00 6162.00 57.00 67.00 60.00 65.00
2024-02-23 6334.00 6282.00 6360.00 6281.00 6279.00 6224.00 6298.00 6223.00 55.00 58.00 62.00 58.00
2024-02-22 6357.00 6368.00 6379.00 6343.00 6295.00 6306.00 6311.00 6277.00 62.00 62.00 68.00 66.00
2024-02-21 6370.00 6362.00 6385.00 6334.00 6300.00 6297.00 6320.00 6272.00 70.00 65.00 65.00 62.00
2024-02-20 6495.00 6369.00 6495.00 6363.00 6399.00 6299.00 6406.00 6294.00 96.00 70.00 89.00 69.00
2024-02-19 6506.00 6497.00 6527.00 6481.00 6450.00 6414.00 6457.00 6401.00 56.00 83.00 70.00 80.00
2024-02-08 6559.00 6566.00 6596.00 6549.00 6473.00 6491.00 6514.00 6469.00 86.00 75.00 82.00 80.00
2024-02-07 6512.00 6547.00 6547.00 6486.00 6441.00 6464.00 6467.00 6417.00 71.00 83.00 80.00 69.00
2024-02-06 6547.00 6494.00 6550.00 6484.00 6462.00 6421.00 6472.00 6413.00 85.00 73.00 78.00 71.00
2024-02-05 6480.00 6538.00 6588.00 6475.00 6395.00 6454.00 6491.00 6389.00 85.00 84.00 97.00 86.00
2024-02-02 6471.00 6482.00 6524.00 6451.00 6390.00 6393.00 6426.00 6365.00 81.00 89.00 98.00 86.00
2024-02-01 6456.00 6471.00 6490.00 6451.00 6482.00 6484.00 6503.00 6473.00 -26.00 -13.00 -13.00 -22.00
2024-01-31 6445.00 6461.00 6496.00 6415.00 6460.00 6483.00 6516.00 6440.00 -15.00 -22.00 -20.00 -25.00
2024-01-30 6495.00 6439.00 6502.00 6435.00 6523.00 6465.00 6525.00 6462.00 -28.00 -26.00 -23.00 -27.00
2024-01-29 6450.00 6473.00 6494.00 6426.00 6478.00 6500.00 6517.00 6455.00 -28.00 -27.00 -23.00 -29.00
2024-01-26 6510.00 6439.00 6539.00 6436.00 6548.00 6469.00 6564.00 6468.00 -38.00 -30.00 -25.00 -32.00
2024-01-25 6490.00 6506.00 6527.00 6446.00 6525.00 6544.00 6565.00 6489.00 -35.00 -38.00 -38.00 -43.00
2024-01-24 6440.00 6474.00 6490.00 6423.00 6482.00 6513.00 6531.00 6465.00 -42.00 -39.00 -41.00 -42.00
2024-01-23 6445.00 6443.00 6450.00 6422.00 6475.00 6481.00 6496.00 6465.00 -30.00 -38.00 -46.00 -43.00
2024-01-22 6387.00 6448.00 6450.00 6385.00 6426.00 6485.00 6486.00 6420.00 -39.00 -37.00 -36.00 -35.00
2024-01-19 6351.00 6390.00 6402.00 6337.00 6380.00 6423.00 6431.00 6376.00 -29.00 -33.00 -29.00 -39.00
2024-01-18 6350.00 6340.00 6364.00 6318.00 6400.00 6378.00 6409.00 6364.00 -50.00 -38.00 -45.00 -46.00
2024-01-17 6315.00 6345.00 6358.00 6306.00 6366.00 6392.00 6404.00 6356.00 -51.00 -47.00 -46.00 -50.00
2024-01-16 6271.00 6293.00 6298.00 6242.00 6331.00 6348.00 6355.00 6299.00 -60.00 -55.00 -57.00 -57.00
2024-01-15 6274.00 6269.00 6319.00 6256.00 6328.00 6321.00 6365.00 6309.00 -54.00 -52.00 -46.00 -53.00
2024-01-12 6284.00 6281.00 6295.00 6260.00 6334.00 6333.00 6344.00 6309.00 -50.00 -52.00 -49.00 -49.00
2024-01-11 6235.00 6282.00 6299.00 6203.00 6298.00 6333.00 6349.00 6262.00 -63.00 -51.00 -50.00 -59.00
2024-01-10 6328.00 6218.00 6338.00 6197.00 6370.00 6280.00 6384.00 6260.00 -42.00 -62.00 -46.00 -63.00
2024-01-09 6329.00 6316.00 6347.00 6302.00 6385.00 6365.00 6394.00 6356.00 -56.00 -49.00 -47.00 -54.00
2024-01-08 6290.00 6313.00 6338.00 6272.00 6345.00 6365.00 6392.00 6335.00 -55.00 -52.00 -54.00 -63.00
2024-01-05 6327.00 6308.00 6343.00 6298.00 6375.00 6360.00 6385.00 6351.00 -48.00 -52.00 -42.00 -53.00
2024-01-04 6338.00 6324.00 6342.00 6286.00 6386.00 6372.00 6397.00 6337.00 -48.00 -48.00 -55.00 -51.00
2024-01-03 6302.00 6330.00 6333.00 6285.00 6361.00 6376.00 6387.00 6345.00 -59.00 -46.00 -54.00 -60.00
2024-01-02 6263.00 6304.00 6305.00 6233.00 6327.00 6365.00 6370.00 6294.00 -64.00 -61.00 -65.00 -61.00
2023-12-29 6299.00 6307.00 6385.00 6269.00 6374.00 6367.00 6450.00 6343.00 -75.00 -60.00 -65.00 -74.00
2023-12-28 6262.00 6298.00 6322.00 6261.00 6341.00 6365.00 6392.00 6341.00 -79.00 -67.00 -70.00 -80.00
2023-12-27 6294.00 6280.00 6294.00 6256.00 6378.00 6360.00 6378.00 6342.00 -84.00 -80.00 -84.00 -86.00
2023-12-26 6237.00 6288.00 6305.00 6217.00 6293.00 6373.00 6384.00 6286.00 -56.00 -85.00 -79.00 -69.00
2023-12-25 6252.00 6237.00 6283.00 6227.00 6319.00 6297.00 6334.00 6281.00 -67.00 -60.00 -51.00 -54.00
2023-12-22 6152.00 6248.00 6267.00 6147.00 6229.00 6308.00 6319.00 6223.00 -77.00 -60.00 -52.00 -76.00
2023-12-21 6176.00 6195.00 6215.00 6137.00 6257.00 6270.00 6290.00 6221.00 -81.00 -75.00 -75.00 -84.00
2023-12-20 6125.00 6170.00 6182.00 6116.00 6229.00 6247.00 6266.00 6207.00 -104.00 -77.00 -84.00 -91.00
2023-12-19 6180.00 6106.00 6207.00 6105.00 6265.00 6201.00 6290.00 6200.00 -85.00 -95.00 -83.00 -95.00
2023-12-18 6230.00 6214.00 6260.00 6181.00 6310.00 6295.00 6331.00 6262.00 -80.00 -81.00 -71.00 -81.00
2023-12-15 6238.00 6238.00 6290.00 6190.00 6320.00 6317.00 6375.00 6281.00 -82.00 -79.00 -85.00 -91.00
2023-12-14 6312.00 6239.00 6324.00 6210.00 6383.00 6324.00 6400.00 6299.00 -71.00 -85.00 -76.00 -89.00
2023-12-13 6200.00 6279.00 6303.00 6183.00 6400.00 6478.00 6515.00 6386.00 -200.00 -199.00 -212.00 -203.00
2023-12-12 6230.00 6252.00 6271.00 6205.00 6434.00 6448.00 6466.00 6400.00 -204.00 -196.00 -195.00 -195.00
2023-12-11 6359.00 6294.00 6367.00 6273.00 6519.00 6484.00 6536.00 6457.00 -160.00 -190.00 -169.00 -184.00
2023-12-08 6278.00 6371.00 6394.00 6223.00 6421.00 6542.00 6558.00 6375.00 -143.00 -171.00 -164.00 -152.00
2023-12-07 6314.00 6282.00 6342.00 6159.00 6441.00 6421.00 6488.00 6304.00 -127.00 -139.00 -146.00 -145.00
2023-12-06 6431.00 6356.00 6448.00 6284.00 6520.00 6473.00 6563.00 6408.00 -89.00 -117.00 -115.00 -124.00
2023-12-05 6645.00 6574.00 6655.00 6557.00 6500.00 6463.00 6519.00 6450.00 145.00 111.00 136.00 107.00
2023-12-04 6619.00 6609.00 6640.00 6555.00 6486.00 6463.00 6500.00 6430.00 133.00 146.00 140.00 125.00
2023-12-01 6736.00 6620.00 6737.00 6590.00 6644.00 6504.00 6645.00 6460.00 92.00 116.00 92.00 130.00
2023-11-30 6811.00 6738.00 6828.00 6732.00 6739.00 6654.00 6754.00 6652.00 72.00 84.00 74.00 80.00
2023-11-29 6823.00 6810.00 6842.00 6790.00 6750.00 6739.00 6760.00 6723.00 73.00 71.00 82.00 67.00
2023-11-28 6813.00 6838.00 6852.00 6792.00 6740.00 6768.00 6776.00 6717.00 73.00 70.00 76.00 75.00
2023-11-27 6870.00 6806.00 6883.00 6801.00 6794.00 6734.00 6800.00 6733.00 76.00 72.00 83.00 68.00
2023-11-24 6820.00 6880.00 6885.00 6816.00 6744.00 6801.00 6804.00 6742.00 76.00 79.00 81.00 74.00
2023-11-23 6860.00 6814.00 6860.00 6795.00 6790.00 6744.00 6794.00 6730.00 70.00 70.00 66.00 65.00
2023-11-22 6833.00 6861.00 6876.00 6822.00 6780.00 6796.00 6802.00 6763.00 53.00 65.00 74.00 59.00
2023-11-21 6855.00 6843.00 6918.00 6841.00 6770.00 6781.00 6836.00 6768.00 85.00 62.00 82.00 73.00
2023-11-20 6847.00 6855.00 6881.00 6835.00 6785.00 6780.00 6802.00 6766.00 62.00 75.00 79.00 69.00
2023-11-17 6896.00 6851.00 6921.00 6846.00 6834.00 6785.00 6856.00 6781.00 62.00 66.00 65.00 65.00
2023-11-16 6934.00 6899.00 6942.00 6884.00 6863.00 6841.00 6863.00 6826.00 71.00 58.00 79.00 58.00
导出Excel数据