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
暂无数据

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
暂无数据

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
2025-07-11 4105.00 4101.00 4118.00 4081.00 4042.00 4046.00 4056.00 4026.00 63.00 55.00 62.00 55.00
2025-07-10 4112.00 4105.00 4120.00 4098.00 4048.00 4042.00 4050.00 4034.00 64.00 63.00 70.00 64.00
2025-07-09 4103.00 4111.00 4120.00 4098.00 4042.00 4045.00 4056.00 4038.00 61.00 66.00 64.00 60.00
2025-07-08 4083.00 4104.00 4118.00 4068.00 4033.00 4042.00 4051.00 4022.00 50.00 62.00 67.00 46.00
2025-07-07 4103.00 4079.00 4113.00 4075.00 4050.00 4030.00 4059.00 4030.00 53.00 49.00 54.00 45.00
2025-07-04 4147.00 4111.00 4161.00 4105.00 4073.00 4054.00 4087.00 4052.00 74.00 57.00 74.00 53.00
2025-07-03 4153.00 4141.00 4162.00 4139.00 4082.00 4071.00 4088.00 4071.00 71.00 70.00 74.00 68.00
2025-07-02 4125.00 4151.00 4157.00 4121.00 4061.00 4082.00 4083.00 4059.00 64.00 69.00 74.00 62.00
2025-07-01 4136.00 4127.00 4147.00 4116.00 4078.00 4064.00 4084.00 4055.00 58.00 63.00 63.00 61.00
2025-06-30 4141.00 4141.00 4159.00 4137.00 4078.00 4078.00 4093.00 4073.00 63.00 63.00 66.00 64.00
2025-06-27 4154.00 4140.00 4159.00 4133.00 4088.00 4074.00 4093.00 4065.00 66.00 66.00 66.00 68.00
2025-06-26 4169.00 4150.00 4169.00 4142.00 4105.00 4082.00 4105.00 4077.00 64.00 68.00 64.00 65.00
2025-06-25 4227.00 4169.00 4228.00 4164.00 4142.00 4102.00 4143.00 4099.00 85.00 67.00 85.00 65.00
2025-06-24 4236.00 4227.00 4254.00 4217.00 4162.00 4139.00 4167.00 4133.00 74.00 88.00 87.00 84.00
2025-06-23 4270.00 4250.00 4282.00 4234.00 4178.00 4166.00 4191.00 4156.00 92.00 84.00 91.00 78.00
2025-06-20 4237.00 4259.00 4270.00 4234.00 4158.00 4170.00 4180.00 4151.00 79.00 89.00 90.00 83.00
2025-06-19 4250.00 4233.00 4250.00 4206.00 4231.00 4222.00 4231.00 4195.00 19.00 11.00 19.00 11.00
2025-06-18 4248.00 4258.00 4279.00 4242.00 4238.00 4239.00 4259.00 4229.00 10.00 19.00 20.00 13.00
2025-06-17 4237.00 4247.00 4253.00 4220.00 4226.00 4234.00 4241.00 4208.00 11.00 13.00 12.00 12.00
2025-06-16 4241.00 4242.00 4263.00 4234.00 4246.00 4228.00 4248.00 4223.00 -5.00 14.00 15.00 11.00
2025-06-13 4200.00 4241.00 4246.00 4189.00 4202.00 4239.00 4244.00 4188.00 -2.00 2.00 2.00 1.00
2025-06-12 4163.00 4198.00 4218.00 4162.00 4175.00 4197.00 4218.00 4167.00 -12.00 1.00 0.00 -5.00
2025-06-11 4166.00 4163.00 4186.00 4162.00 4195.00 4168.00 4208.00 4166.00 -29.00 -5.00 -22.00 -4.00
2025-06-10 4135.00 4199.00 4217.00 4131.00 4098.00 4168.00 4186.00 4098.00 37.00 31.00 31.00 33.00
2025-06-09 4149.00 4138.00 4157.00 4126.00 4102.00 4099.00 4119.00 4091.00 47.00 39.00 38.00 35.00
2025-06-06 4136.00 4149.00 4163.00 4125.00 4098.00 4102.00 4116.00 4083.00 38.00 47.00 47.00 42.00
2025-06-05 4130.00 4138.00 4144.00 4110.00 4108.00 4094.00 4108.00 4067.00 22.00 44.00 36.00 43.00
2025-06-04 4128.00 4123.00 4137.00 4103.00 4121.00 4101.00 4124.00 4082.00 7.00 22.00 13.00 21.00
2025-06-03 4117.00 4134.00 4145.00 4108.00 4109.00 4120.00 4139.00 4101.00 8.00 14.00 6.00 7.00
2025-05-30 4119.00 4117.00 4134.00 4106.00 4122.00 4109.00 4129.00 4100.00 -3.00 8.00 5.00 6.00
2025-05-29 4129.00 4120.00 4132.00 4093.00 4120.00 4117.00 4132.00 4092.00 9.00 3.00 0.00 1.00
2025-05-28 4146.00 4119.00 4151.00 4116.00 4145.00 4120.00 4153.00 4116.00 1.00 -1.00 -2.00 0.00
2025-05-27 4145.00 4144.00 4154.00 4106.00 4142.00 4146.00 4155.00 4109.00 3.00 -2.00 -1.00 -3.00
2025-05-26 4170.00 4144.00 4180.00 4144.00 4166.00 4142.00 4177.00 4141.00 4.00 2.00 3.00 3.00
2025-05-23 4201.00 4172.00 4218.00 4171.00 4203.00 4172.00 4220.00 4171.00 -2.00 0.00 -2.00 0.00
2025-05-22 4225.00 4194.00 4234.00 4188.00 4229.00 4198.00 4236.00 4192.00 -4.00 -4.00 -2.00 -4.00
2025-05-21 4191.00 4225.00 4228.00 4183.00 4191.00 4229.00 4232.00 4187.00 0.00 -4.00 -4.00 -4.00
2025-05-20 4178.00 4191.00 4208.00 4167.00 4186.00 4194.00 4207.00 4171.00 -8.00 -3.00 1.00 -4.00
2025-05-19 4173.00 4182.00 4200.00 4161.00 4171.00 4189.00 4203.00 4166.00 2.00 -7.00 -3.00 -5.00
2025-05-16 4164.00 4168.00 4181.00 4150.00 4172.00 4171.00 4188.00 4158.00 -8.00 -3.00 -7.00 -8.00
2025-05-15 4174.00 4172.00 4212.00 4158.00 4168.00 4181.00 4213.00 4160.00 6.00 -9.00 -1.00 -2.00
2025-05-14 4160.00 4174.00 4189.00 4135.00 4165.00 4174.00 4182.00 4138.00 -5.00 0.00 7.00 -3.00
2025-05-13 4170.00 4160.00 4179.00 4142.00 4184.00 4161.00 4185.00 4148.00 -14.00 -1.00 -6.00 -6.00
2025-05-12 4162.00 4176.00 4185.00 4127.00 4165.00 4184.00 4188.00 4132.00 -3.00 -8.00 -3.00 -5.00
2025-05-09 4161.00 4153.00 4200.00 4151.00 4180.00 4161.00 4205.00 4160.00 -19.00 -8.00 -5.00 -9.00
2025-05-08 4228.00 4154.00 4230.00 4138.00 4237.00 4165.00 4240.00 4150.00 -9.00 -11.00 -10.00 -12.00
2025-05-07 4213.00 4236.00 4249.00 4205.00 4215.00 4246.00 4260.00 4213.00 -2.00 -10.00 -11.00 -8.00
2025-05-06 4165.00 4209.00 4226.00 4126.00 4190.00 4219.00 4229.00 4143.00 -25.00 -10.00 -3.00 -17.00
2025-04-30 4168.00 4188.00 4206.00 4161.00 4186.00 4202.00 4218.00 4175.00 -18.00 -14.00 -12.00 -14.00
2025-04-29 4219.00 4162.00 4228.00 4156.00 4234.00 4178.00 4245.00 4172.00 -15.00 -16.00 -17.00 -16.00
2025-04-28 4231.00 4225.00 4246.00 4196.00 4251.00 4243.00 4264.00 4217.00 -20.00 -18.00 -18.00 -21.00
2025-04-25 4290.00 4237.00 4320.00 4216.00 4300.00 4255.00 4332.00 4235.00 -10.00 -18.00 -12.00 -19.00
2025-04-24 4239.00 4298.00 4335.00 4234.00 4258.00 4308.00 4346.00 4258.00 -19.00 -10.00 -11.00 -24.00
2025-04-23 4260.00 4240.00 4270.00 4228.00 4280.00 4264.00 4292.00 4253.00 -20.00 -24.00 -22.00 -25.00
2025-04-22 4170.00 4260.00 4273.00 4157.00 4125.00 4224.00 4238.00 4125.00 45.00 36.00 35.00 32.00
2025-04-21 4087.00 4133.00 4139.00 4076.00 4122.00 4166.00 4173.00 4103.00 -35.00 -33.00 -34.00 -27.00
2025-04-18 4152.00 4087.00 4157.00 4083.00 4188.00 4116.00 4188.00 4111.00 -36.00 -29.00 -31.00 -28.00
2025-04-17 4172.00 4167.00 4180.00 4135.00 4196.00 4198.00 4205.00 4165.00 -24.00 -31.00 -25.00 -30.00
2025-04-16 4195.00 4160.00 4198.00 4141.00 4216.00 4181.00 4222.00 4162.00 -21.00 -21.00 -24.00 -21.00
2025-04-15 4190.00 4191.00 4205.00 4173.00 4226.00 4215.00 4230.00 4202.00 -36.00 -24.00 -25.00 -29.00
2025-04-14 4193.00 4202.00 4219.00 4155.00 4222.00 4232.00 4248.00 4182.00 -29.00 -30.00 -29.00 -27.00
2025-04-11 4100.00 4186.00 4236.00 4100.00 4121.00 4217.00 4260.00 4121.00 -21.00 -31.00 -24.00 -21.00
2025-04-10 4088.00 4107.00 4124.00 4060.00 4117.00 4134.00 4152.00 4093.00 -29.00 -27.00 -28.00 -33.00
2025-04-09 4075.00 4074.00 4092.00 4048.00 4117.00 4106.00 4123.00 4081.00 -42.00 -32.00 -31.00 -33.00
2025-04-08 4027.00 4078.00 4100.00 4027.00 4045.00 4107.00 4127.00 4045.00 -18.00 -29.00 -27.00 -18.00
2025-04-07 4100.00 4027.00 4100.00 3989.00 4066.00 4045.00 4107.00 3998.00 34.00 -18.00 -7.00 -9.00
2025-04-03 3956.00 3979.00 3982.00 3944.00 3974.00 3992.00 3996.00 3961.00 -18.00 -13.00 -14.00 -17.00
2025-04-02 3893.00 3954.00 3968.00 3888.00 3920.00 3974.00 3984.00 3913.00 -27.00 -20.00 -16.00 -25.00
2025-04-01 3906.00 3887.00 3922.00 3875.00 3936.00 3913.00 3949.00 3904.00 -30.00 -26.00 -27.00 -29.00
2025-03-31 3895.00 3907.00 3935.00 3882.00 3918.00 3936.00 3958.00 3910.00 -23.00 -29.00 -23.00 -28.00
2025-03-28 3868.00 3889.00 3894.00 3859.00 3891.00 3914.00 3919.00 3886.00 -23.00 -25.00 -25.00 -27.00
2025-03-27 3878.00 3864.00 3887.00 3854.00 3910.00 3890.00 3910.00 3883.00 -32.00 -26.00 -23.00 -29.00
2025-03-26 3879.00 3877.00 3913.00 3875.00 3906.00 3906.00 3938.00 3901.00 -27.00 -29.00 -25.00 -26.00
2025-03-25 3888.00 3881.00 3899.00 3873.00 3922.00 3905.00 3927.00 3902.00 -34.00 -24.00 -28.00 -29.00
2025-03-24 3884.00 3888.00 3896.00 3865.00 3921.00 3918.00 3926.00 3895.00 -37.00 -30.00 -30.00 -30.00
2025-03-21 3855.00 3887.00 3906.00 3848.00 3871.00 3917.00 3934.00 3871.00 -16.00 -30.00 -28.00 -23.00
2025-03-20 3906.00 3854.00 3917.00 3848.00 3934.00 3883.00 3946.00 3879.00 -28.00 -29.00 -29.00 -31.00
2025-03-19 3933.00 3917.00 3946.00 3912.00 3962.00 3946.00 3978.00 3942.00 -29.00 -29.00 -32.00 -30.00
2025-03-18 3986.00 3940.00 3996.00 3935.00 4017.00 3974.00 4028.00 3970.00 -31.00 -34.00 -32.00 -35.00
2025-03-17 4010.00 3986.00 4033.00 3979.00 4041.00 4017.00 4062.00 4011.00 -31.00 -31.00 -29.00 -32.00
2025-03-14 4008.00 4009.00 4018.00 3991.00 4036.00 4037.00 4044.00 4022.00 -28.00 -28.00 -26.00 -31.00
2025-03-13 4000.00 4007.00 4017.00 3988.00 4034.00 4034.00 4044.00 4017.00 -34.00 -27.00 -27.00 -29.00
2025-03-12 4068.00 4016.00 4073.00 4016.00 4098.00 4045.00 4098.00 4044.00 -30.00 -29.00 -25.00 -28.00
2025-03-11 4153.00 4068.00 4154.00 4061.00 4166.00 4090.00 4166.00 4085.00 -13.00 -22.00 -12.00 -24.00
2025-03-10 4130.00 4153.00 4204.00 4115.00 4146.00 4164.00 4211.00 4124.00 -16.00 -11.00 -7.00 -9.00
2025-03-07 4175.00 4137.00 4188.00 4121.00 4170.00 4146.00 4188.00 4129.00 5.00 -9.00 0.00 -8.00
2025-03-06 4183.00 4176.00 4199.00 4153.00 4178.00 4174.00 4199.00 4154.00 5.00 2.00 0.00 -1.00
2025-03-05 4240.00 4175.00 4270.00 4171.00 4247.00 4173.00 4263.00 4171.00 -7.00 2.00 7.00 0.00
2025-03-04 4239.00 4252.00 4299.00 4217.00 4232.00 4248.00 4294.00 4213.00 7.00 4.00 5.00 4.00
2025-03-03 4210.00 4239.00 4282.00 4206.00 4219.00 4237.00 4278.00 4203.00 -9.00 2.00 4.00 3.00
2025-02-28 4233.00 4218.00 4244.00 4199.00 4237.00 4215.00 4240.00 4200.00 -4.00 3.00 4.00 -1.00
2025-02-27 4105.00 4232.00 4234.00 4094.00 4115.00 4232.00 4232.00 4101.00 -10.00 0.00 2.00 -7.00
2025-02-26 4130.00 4105.00 4142.00 4083.00 4146.00 4112.00 4148.00 4092.00 -16.00 -7.00 -6.00 -9.00
2025-02-25 4144.00 4142.00 4158.00 4112.00 4149.00 4150.00 4163.00 4124.00 -5.00 -8.00 -5.00 -12.00
2025-02-24 4066.00 4138.00 4145.00 4066.00 4082.00 4146.00 4153.00 4076.00 -16.00 -8.00 -8.00 -10.00
2025-02-21 4031.00 4072.00 4105.00 4026.00 3965.00 4013.00 4043.00 3964.00 66.00 59.00 62.00 62.00
2025-02-20 4029.00 4023.00 4031.00 4003.00 4040.00 4036.00 4047.00 4017.00 -11.00 -13.00 -16.00 -14.00
2025-02-19 4025.00 4029.00 4045.00 4024.00 4035.00 4046.00 4059.00 4035.00 -10.00 -17.00 -14.00 -11.00
2025-02-18 4018.00 4020.00 4032.00 4004.00 4038.00 4035.00 4043.00 4020.00 -20.00 -15.00 -11.00 -16.00
2025-02-17 4070.00 4010.00 4080.00 4007.00 4081.00 4026.00 4087.00 4020.00 -11.00 -16.00 -7.00 -13.00
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