豆一期货跨期套利数据回测

本页面展示豆一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

关于豆一期货跨期套利的详细数据分析,请查看文章:。

豆一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 11.00 -60.00 92.00 11.02 -54.00 93.00 12.93 -54.00 95.00 9.77 -55.00 88.00
2024 15.19 -240.00 234.00 15.67 -241.00 227.00 16.53 -239.00 238.00 13.65 -240.00 220.00
2023 57.76 -231.00 250.00 59.06 -220.00 254.00 62.45 -193.00 258.00 53.91 -254.00 240.00
2022 82.82 -253.00 421.00 83.80 -255.00 449.00 88.85 -253.00 423.00 77.20 -253.00 412.00
2021 25.24 -176.00 454.00 23.59 -181.00 453.00 27.68 -345.00 456.00 18.85 -170.00 483.00
2020 123.26 -734.00 590.00 120.79 -747.00 553.00 132.29 -740.00 585.00 111.73 -764.00 581.00
2019 -49.38 -359.00 489.00 -49.84 -370.00 556.00 -45.99 -381.00 515.00 -53.83 -364.00 540.00
2018 -148.65 -315.00 263.00 -152.45 -306.00 256.00 -146.38 -299.00 254.00 -154.92 -298.00 237.00

豆一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 -44.00 -44.00 -44.00 -43.00 -43.00 -43.00 -39.00 -39.00 -39.00
2025-11 -16.85 -60.00 5.00 -19.40 -54.00 -3.00 -18.25 -54.00 -1.00 -18.60 -55.00 -1.00
2025-10 13.47 -16.00 35.00 10.65 -14.00 28.00 11.53 -9.00 24.00 14.00 -11.00 51.00
2025-09 4.77 -14.00 44.00 5.95 -6.00 43.00 6.59 -5.00 33.00 4.00 -8.00 30.00
2025-08 -1.43 -55.00 31.00 -0.90 -53.00 35.00 2.29 -34.00 26.00 -3.00 -55.00 27.00
2025-07 64.00 3.00 89.00 64.43 7.00 93.00 69.91 9.00 95.00 59.61 11.00 88.00
2025-06 33.70 -29.00 92.00 38.85 -5.00 89.00 38.30 -22.00 91.00 36.35 -5.00 84.00
2025-05 -4.05 -25.00 9.00 -3.58 -11.00 8.00 -2.32 -11.00 7.00 -4.21 -17.00 6.00
2025-04 -18.52 -42.00 45.00 -20.38 -33.00 36.00 -19.00 -34.00 35.00 -20.67 -33.00 32.00
2025-03 -20.52 -37.00 7.00 -20.57 -34.00 4.00 -18.33 -32.00 7.00 -21.10 -35.00 4.00
2025-02 14.50 -20.00 72.00 13.83 -17.00 73.00 16.67 -16.00 74.00 11.83 -16.00 62.00
2025-01 55.22 -17.00 78.00 55.22 -19.00 74.00 57.22 -17.00 75.00 53.00 -18.00 68.00
2024-12 9.00 -50.00 104.00 9.41 -67.00 103.00 12.73 -67.00 104.00 9.27 -39.00 104.00
2024-11 -33.05 -65.00 -9.00 -34.24 -59.00 -12.00 -31.90 -57.00 -11.00 -37.81 -66.00 -19.00
2024-10 -6.28 -39.00 109.00 -11.50 -41.00 36.00 -8.39 -38.00 39.00 -14.00 -51.00 97.00
2024-09 -39.63 -68.00 72.00 -34.11 -70.00 72.00 -35.16 -68.00 73.00 -39.68 -68.00 62.00
2024-08 11.64 -240.00 234.00 16.59 -241.00 227.00 13.82 -239.00 238.00 15.23 -240.00 220.00
2024-07 114.48 87.00 145.00 114.91 87.00 147.00 117.96 89.00 147.00 111.52 86.00 151.00
2024-06 39.84 -140.00 147.00 40.68 -137.00 144.00 38.00 -147.00 140.00 39.21 -130.00 138.00
2024-05 11.05 -8.00 40.00 14.55 2.00 42.00 14.80 4.00 46.00 12.55 3.00 41.00
2024-04 -5.45 -60.00 44.00 -1.15 -49.00 44.00 -1.70 -36.00 31.00 -3.15 -54.00 30.00
2024-03 33.43 -98.00 77.00 31.81 -80.00 78.00 31.71 -97.00 89.00 31.95 -115.00 79.00
2024-02 -3.27 -81.00 52.00 -3.67 -101.00 66.00 -1.80 -85.00 63.00 -0.87 -77.00 69.00
2024-01 28.50 8.00 47.00 22.64 2.00 37.00 25.91 8.00 38.00 18.55 3.00 36.00
2023-12 17.10 -58.00 60.00 21.05 -31.00 53.00 19.38 -32.00 51.00 16.10 -38.00 48.00
2023-11 42.91 -7.00 100.00 45.27 2.00 75.00 48.32 6.00 79.00 42.27 2.00 84.00
2023-10 16.82 -85.00 67.00 17.18 -68.00 77.00 19.94 -71.00 77.00 12.41 -62.00 68.00
2023-09 27.95 -6.00 88.00 26.30 8.00 61.00 33.60 15.00 80.00 25.15 6.00 72.00
2023-08 33.87 -19.00 90.00 30.43 -30.00 82.00 34.30 -36.00 95.00 28.00 -36.00 78.00
2023-07 95.67 30.00 197.00 87.48 30.00 170.00 98.52 35.00 189.00 88.10 24.00 193.00
2023-06 134.95 -219.00 228.00 144.35 -196.00 221.00 147.30 -188.00 227.00 131.15 -254.00 222.00
2023-05 156.00 10.00 250.00 167.15 45.00 254.00 168.70 37.00 258.00 150.50 29.00 240.00
2023-04 13.63 -231.00 130.00 19.16 -220.00 213.00 20.47 -193.00 164.00 13.79 -219.00 183.00
2023-03 84.30 16.00 135.00 79.04 40.00 111.00 82.83 55.00 118.00 77.22 37.00 123.00
2023-02 63.00 16.00 107.00 62.70 46.00 94.00 65.40 52.00 92.00 60.35 35.00 89.00
2023-01 -14.62 -77.00 48.00 -10.44 -54.00 51.00 -9.19 -46.00 47.00 -19.25 -77.00 41.00
2022-12 -25.68 -253.00 201.00 -16.41 -255.00 242.00 -22.77 -253.00 218.00 -23.36 -253.00 217.00
2022-11 80.77 41.00 111.00 81.41 67.00 97.00 90.14 75.00 114.00 75.41 62.00 102.00
2022-10 30.69 -213.00 122.00 16.88 -213.00 115.00 30.00 -194.00 125.00 16.81 -215.00 113.00
2022-09 98.38 59.00 127.00 100.29 74.00 125.00 110.19 78.00 146.00 95.62 71.00 114.00
2022-08 273.09 -45.00 421.00 265.26 -22.00 449.00 288.04 -15.00 423.00 260.22 -59.00 412.00
2022-07 147.95 76.00 270.00 160.71 72.00 293.00 155.24 100.00 300.00 144.10 70.00 262.00
2022-06 42.57 -80.00 150.00 48.81 -88.00 142.00 51.43 -69.00 153.00 41.76 -89.00 144.00
2022-05 121.84 46.00 180.00 115.63 25.00 157.00 116.95 44.00 156.00 118.89 31.00 164.00
2022-04 111.16 -11.00 165.00 112.32 15.00 147.00 113.11 9.00 147.00 109.74 9.00 145.00
2022-03 53.96 -46.00 281.00 53.04 -7.00 305.00 57.26 -35.00 313.00 43.83 -16.00 280.00
2022-02 42.94 -28.00 130.00 45.31 -21.00 118.00 53.25 -34.00 128.00 32.44 -33.00 103.00
2022-01 -19.16 -56.00 42.00 -15.95 -48.00 50.00 -14.68 -48.00 61.00 -26.26 -108.00 28.00
2021-12 -35.17 -176.00 121.00 -35.96 -181.00 83.00 -30.35 -149.00 88.00 -36.70 -170.00 80.00
2021-11 27.73 -9.00 67.00 22.09 -13.00 67.00 23.14 -10.00 50.00 18.64 -17.00 108.00
2021-10 6.62 -43.00 74.00 11.38 -21.00 74.00 4.25 -345.00 89.00 -2.56 -31.00 34.00
2021-09 -15.55 -33.00 11.00 -15.20 -24.00 2.00 -6.80 -22.00 12.00 -21.25 -30.00 -12.00
2021-08 4.36 -76.00 144.00 9.95 -38.00 118.00 11.86 -41.00 114.00 4.64 -56.00 115.00
2021-07 -31.59 -98.00 71.00 -35.18 -63.00 -13.00 -30.41 -68.00 21.00 -36.77 -77.00 -21.00
2021-06 -22.86 -105.00 29.00 -24.48 -53.00 36.00 -38.05 -270.00 39.00 -28.38 -58.00 10.00
2021-05 33.83 -12.00 74.00 32.56 12.00 44.00 39.44 29.00 58.00 30.44 4.00 56.00
2021-04 2.05 -68.00 113.00 -1.57 -70.00 88.00 10.14 -54.00 99.00 -12.48 -89.00 80.00
2021-03 138.61 -46.00 454.00 132.87 -34.00 453.00 148.87 -35.00 456.00 124.43 -36.00 483.00
2021-02 226.20 28.00 400.00 220.47 6.00 315.00 228.00 19.00 396.00 217.53 3.00 369.00
2021-01 19.15 -43.00 56.00 17.40 -20.00 57.00 21.20 -87.00 55.00 18.60 -30.00 134.00
2020-12 83.22 -52.00 524.00 64.74 -23.00 163.00 78.48 -18.00 170.00 59.74 -26.00 382.00
2020-11 16.00 -49.00 96.00 19.05 -46.00 101.00 29.10 -39.00 106.00 5.14 -52.00 95.00
2020-10 -66.88 -117.00 -20.00 -62.88 -99.00 -27.00 -57.25 -94.00 -12.00 -69.62 -106.00 -4.00
2020-09 -44.05 -116.00 50.00 -51.64 -105.00 49.00 -44.68 -102.00 40.00 -53.41 -105.00 33.00
2020-08 160.48 -310.00 458.00 157.10 -285.00 458.00 178.43 -270.00 460.00 140.10 -290.00 432.00
2020-07 430.26 324.00 523.00 427.83 320.00 533.00 454.74 322.00 536.00 406.52 295.00 480.00
2020-06 446.05 314.00 549.00 443.55 314.00 553.00 458.55 362.00 585.00 427.60 306.00 516.00
2020-05 380.72 -734.00 535.00 384.78 -747.00 540.00 398.67 -740.00 553.00 366.78 -764.00 510.00
2020-04 -300.95 -631.00 348.00 -318.86 -703.00 317.00 -301.48 -625.00 390.00 -309.19 -602.00 317.00
2020-03 175.41 78.00 403.00 185.00 87.00 403.00 183.18 90.00 396.00 175.77 84.00 390.00
2020-02 66.10 21.00 126.00 69.05 45.00 114.00 74.75 37.00 116.00 65.40 44.00 103.00
2020-01 114.94 -38.00 590.00 119.56 -35.00 515.00 117.69 -33.00 521.00 114.38 -38.00 581.00
2019-12 346.36 -359.00 489.00 354.55 -370.00 556.00 353.45 -381.00 515.00 349.05 -364.00 540.00
2019-11 -292.81 -313.00 -265.00 -296.14 -317.00 -270.00 -290.81 -309.00 -263.00 -298.52 -319.00 -270.00
2019-10 -271.39 -313.00 -244.00 -270.33 -297.00 -249.00 -270.94 -301.00 -247.00 -276.67 -297.00 -262.00
2019-09 -214.10 -275.00 -171.00 -218.85 -300.00 -165.00 -211.85 -293.00 -159.00 -222.85 -307.00 -164.00
2019-08 -65.18 -228.00 45.00 -65.68 -205.00 50.00 -61.55 -210.00 53.00 -68.64 -228.00 55.00
2019-07 -14.57 -36.00 8.00 -13.13 -33.00 8.00 -6.96 -21.00 10.00 -18.65 -32.00 -5.00
2019-06 3.79 -17.00 44.00 4.37 -15.00 30.00 10.05 -16.00 46.00 1.26 -21.00 29.00
2019-05 44.90 -10.00 107.00 43.10 -2.00 106.00 49.15 0.00 136.00 39.25 1.00 100.00
2019-04 -36.00 -105.00 104.00 -39.90 -105.00 109.00 -37.33 -104.00 103.00 -41.90 -108.00 99.00
2019-03 -74.10 -88.00 -48.00 -74.90 -87.00 -54.00 -73.24 -86.00 -54.00 -78.38 -97.00 -59.00
2019-02 -43.87 -75.00 5.00 -49.20 -67.00 -15.00 -43.73 -66.00 -13.00 -53.33 -73.00 -26.00
2019-01 -26.55 -77.00 249.00 -24.91 -62.00 239.00 -20.82 -55.00 247.00 -29.59 -66.00 243.00
2018-12 -139.00 -315.00 263.00 -141.80 -306.00 256.00 -134.95 -299.00 254.00 -142.45 -298.00 237.00
2018-11 -211.18 -237.00 -153.00 -214.27 -239.00 -149.00 -208.09 -231.00 -147.00 -219.36 -237.00 -167.00
2018-10 -82.94 -134.00 -35.00 -88.72 -140.00 -33.00 -83.67 -146.00 -29.00 -90.00 -132.00 -51.00

豆一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 3350.00 3303.00 3370.00 3301.00 3560.00 3538.00 3585.00 3531.00 -210.00 -235.00 -215.00 -230.00
2018-11-26 3415.00 3354.00 3427.00 3336.00 3600.00 3564.00 3629.00 3550.00 -185.00 -210.00 -202.00 -214.00
2018-11-23 3418.00 3402.00 3420.00 3362.00 3646.00 3604.00 3650.00 3588.00 -228.00 -202.00 -230.00 -226.00
2018-11-22 3442.00 3415.00 3446.00 3403.00 3670.00 3642.00 3670.00 3632.00 -228.00 -227.00 -224.00 -229.00
2018-11-21 3421.00 3442.00 3447.00 3391.00 3646.00 3666.00 3677.00 3628.00 -225.00 -224.00 -230.00 -237.00
2018-11-20 3439.00 3419.00 3439.00 3377.00 3656.00 3649.00 3661.00 3611.00 -217.00 -230.00 -222.00 -234.00
2018-11-19 3474.00 3430.00 3478.00 3426.00 3693.00 3656.00 3694.00 3654.00 -219.00 -226.00 -216.00 -228.00
2018-11-16 3444.00 3474.00 3495.00 3436.00 3660.00 3694.00 3709.00 3657.00 -216.00 -220.00 -214.00 -221.00
2018-11-15 3447.00 3438.00 3473.00 3417.00 3680.00 3656.00 3699.00 3652.00 -233.00 -218.00 -226.00 -235.00
2018-11-14 3483.00 3451.00 3483.00 3438.00 3695.00 3676.00 3703.00 3659.00 -212.00 -225.00 -220.00 -221.00
2018-11-13 3502.00 3471.00 3509.00 3452.00 3718.00 3695.00 3732.00 3680.00 -216.00 -224.00 -223.00 -228.00
2018-11-12 3460.00 3504.00 3518.00 3460.00 3670.00 3715.00 3725.00 3664.00 -210.00 -211.00 -207.00 -204.00
2018-11-09 3470.00 3475.00 3493.00 3451.00 3671.00 3675.00 3683.00 3658.00 -201.00 -200.00 -190.00 -207.00
2018-11-08 3490.00 3466.00 3502.00 3433.00 3695.00 3672.00 3704.00 3647.00 -205.00 -206.00 -202.00 -214.00
2018-11-07 3480.00 3497.00 3513.00 3456.00 3685.00 3699.00 3707.00 3667.00 -205.00 -202.00 -194.00 -211.00
2018-11-06 3465.00 3473.00 3490.00 3463.00 3678.00 3681.00 3687.00 3669.00 -213.00 -208.00 -197.00 -206.00
2018-11-05 3447.00 3468.00 3494.00 3441.00 3656.00 3678.00 3689.00 3633.00 -209.00 -210.00 -195.00 -192.00
2018-11-02 3558.00 3441.00 3566.00 3397.00 3711.00 3646.00 3719.00 3621.00 -153.00 -205.00 -153.00 -224.00
2018-11-01 3578.00 3559.00 3586.00 3521.00 3732.00 3708.00 3733.00 3688.00 -154.00 -149.00 -147.00 -167.00
2018-10-31 3570.00 3586.00 3592.00 3567.00 3704.00 3726.00 3738.00 3699.00 -134.00 -140.00 -146.00 -132.00
2018-10-30 3622.00 3566.00 3629.00 3562.00 3747.00 3698.00 3748.00 3694.00 -125.00 -132.00 -119.00 -132.00
2018-10-29 3678.00 3626.00 3696.00 3606.00 3786.00 3745.00 3802.00 3726.00 -108.00 -119.00 -106.00 -120.00
2018-10-26 3706.00 3673.00 3716.00 3664.00 3806.00 3782.00 3814.00 3768.00 -100.00 -109.00 -98.00 -104.00
2018-10-25 3710.00 3709.00 3726.00 3682.00 3815.00 3811.00 3826.00 3785.00 -105.00 -102.00 -100.00 -103.00
2018-10-24 3689.00 3708.00 3709.00 3681.00 3801.00 3807.00 3809.00 3774.00 -112.00 -99.00 -100.00 -93.00
2018-10-23 3712.00 3693.00 3730.00 3692.00 3792.00 3796.00 3817.00 3792.00 -80.00 -103.00 -87.00 -100.00
2018-10-22 3733.00 3712.00 3742.00 3704.00 3842.00 3803.00 3842.00 3798.00 -109.00 -91.00 -100.00 -94.00
2018-10-19 3770.00 3737.00 3780.00 3724.00 3860.00 3835.00 3872.00 3830.00 -90.00 -98.00 -92.00 -106.00
2018-10-18 3804.00 3774.00 3831.00 3767.00 3865.00 3863.00 3909.00 3856.00 -61.00 -89.00 -78.00 -89.00
2018-10-17 3803.00 3800.00 3814.00 3776.00 3866.00 3870.00 3877.00 3845.00 -63.00 -70.00 -63.00 -69.00
2018-10-16 3789.00 3801.00 3835.00 3763.00 3856.00 3871.00 3894.00 3833.00 -67.00 -70.00 -59.00 -70.00
2018-10-15 3839.00 3785.00 3849.00 3781.00 3874.00 3857.00 3889.00 3851.00 -35.00 -72.00 -40.00 -70.00
2018-10-12 3801.00 3836.00 3874.00 3795.00 3855.00 3869.00 3903.00 3846.00 -54.00 -33.00 -29.00 -51.00
2018-10-11 3818.00 3801.00 3837.00 3778.00 3879.00 3853.00 3897.00 3842.00 -61.00 -52.00 -60.00 -64.00
2018-10-10 3824.00 3822.00 3832.00 3791.00 3884.00 3892.00 3908.00 3866.00 -60.00 -70.00 -76.00 -75.00
2018-10-09 3826.00 3826.00 3879.00 3807.00 3890.00 3899.00 3958.00 3880.00 -64.00 -73.00 -79.00 -73.00
2018-10-08 3785.00 3830.00 3832.00 3768.00 3850.00 3905.00 3906.00 3843.00 -65.00 -75.00 -74.00 -75.00
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