豆二期货跨期套利数据回测

本页面展示豆二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

关于豆二期货跨期套利的详细数据分析,请查看文章:。

豆二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 -36.08 -522.00 219.00 -36.42 -535.00 243.00 -34.92 -577.00 235.00 -37.15 -477.00 217.00
2024 40.14 -240.00 578.00 37.96 -220.00 266.00 42.75 -219.00 336.00 34.79 -223.00 319.00
2023 53.90 -214.00 408.00 52.60 -184.00 353.00 56.56 -233.00 382.00 49.04 -183.00 351.00
2022 99.95 -554.00 421.00 99.26 -780.00 579.00 102.02 -853.00 430.00 98.89 -456.00 531.00
2021 41.05 -309.00 394.00 44.69 -147.00 375.00 50.46 -154.00 405.00 38.66 -152.00 387.00
2020 -12.01 -233.00 124.00 -11.70 -228.00 115.00 -8.22 -257.00 96.00 -15.36 -223.00 108.00
2019 -23.63 -161.00 117.00 -20.92 -162.00 120.00 -17.83 -168.00 144.00 -25.06 -164.00 121.00
2018 -211.23 -408.00 -65.00 -205.92 -403.00 -74.00 -217.95 -499.00 -75.00 -200.42 -398.00 -75.00

豆二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
2025-12 195.67 183.00 219.00 206.33 187.00 243.00 200.50 186.00 235.00 193.17 165.00 217.00
2025-11 63.45 -5.00 213.00 64.65 -1.00 218.00 65.30 2.00 218.00 63.80 4.00 210.00
2025-10 -13.06 -44.00 41.00 -10.53 -32.00 34.00 -9.59 -27.00 32.00 -14.35 -32.00 44.00
2025-09 -27.32 -46.00 -7.00 -26.95 -47.00 -13.00 -22.05 -39.00 -8.00 -30.86 -47.00 -15.00
2025-08 -50.52 -101.00 92.00 -49.24 -99.00 94.00 -49.62 -101.00 100.00 -50.10 -108.00 99.00
2025-07 -28.43 -88.00 74.00 -26.35 -85.00 79.00 -25.17 -86.00 81.00 -28.83 -88.00 72.00
2025-06 76.45 -46.00 164.00 77.10 -46.00 169.00 78.45 -42.00 170.00 77.30 -43.00 155.00
2025-05 159.37 52.00 188.00 160.37 45.00 187.00 163.26 50.00 189.00 155.68 46.00 177.00
2025-04 -58.29 -233.00 203.00 -61.38 -222.00 204.00 -58.14 -221.00 200.00 -60.29 -221.00 197.00
2025-03 -117.86 -162.00 57.00 -121.86 -165.00 52.00 -110.19 -165.00 53.00 -124.48 -164.00 50.00
2025-02 -273.89 -522.00 -89.00 -276.22 -535.00 -70.00 -286.83 -577.00 -66.00 -267.67 -477.00 -97.00
2025-01 -221.56 -305.00 -139.00 -228.83 -306.00 -137.00 -228.00 -320.00 -135.00 -222.17 -291.00 -130.00
2024-12 32.18 -240.00 239.00 33.45 -220.00 240.00 37.45 -219.00 236.00 31.41 -223.00 238.00
2024-11 129.48 -28.00 264.00 125.67 -12.00 266.00 133.05 -21.00 260.00 122.86 -13.00 238.00
2024-10 3.56 -36.00 43.00 -1.17 -33.00 41.00 5.50 -50.00 60.00 -4.78 -40.00 49.00
2024-09 -6.53 -61.00 41.00 -9.84 -48.00 34.00 -1.84 -39.00 58.00 -15.47 -59.00 29.00
2024-08 3.55 -27.00 47.00 7.14 -22.00 47.00 8.23 -17.00 41.00 2.14 -22.00 43.00
2024-07 -6.26 -43.00 86.00 -4.22 -42.00 85.00 -3.30 -39.00 88.00 -6.17 -45.00 81.00
2024-06 46.21 32.00 73.00 49.68 40.00 67.00 51.53 38.00 68.00 47.26 37.00 52.00
2024-05 82.35 40.00 295.00 77.65 51.00 225.00 79.05 53.00 234.00 76.90 50.00 281.00
2024-04 -14.65 -163.00 578.00 -35.70 -158.00 222.00 -20.55 -142.00 336.00 -31.05 -163.00 319.00
2024-03 -38.00 -84.00 18.00 -34.95 -88.00 26.00 -31.00 -81.00 29.00 -40.38 -87.00 21.00
2024-02 110.00 -114.00 192.00 113.47 -130.00 200.00 118.67 -136.00 200.00 100.87 -117.00 185.00
2024-01 151.32 -113.00 237.00 145.82 -152.00 226.00 149.09 -154.00 223.00 142.82 -120.00 207.00
2023-12 41.86 -59.00 207.00 43.14 -50.00 216.00 45.86 -47.00 216.00 33.86 -54.00 195.00
2023-11 12.32 -61.00 68.00 5.55 -55.00 65.00 14.50 -46.00 69.00 5.95 -63.00 81.00
2023-10 77.88 -65.00 167.00 74.35 -4.00 104.00 80.76 -28.00 135.00 68.41 -60.00 109.00
2023-09 76.40 -105.00 178.00 73.10 -112.00 177.00 79.15 -104.00 189.00 63.00 -123.00 188.00
2023-08 62.87 -90.00 264.00 55.96 -118.00 261.00 64.26 -122.00 268.00 64.78 -80.00 248.00
2023-07 39.95 -33.00 105.00 36.19 -34.00 81.00 38.86 -18.00 77.00 33.48 -21.00 72.00
2023-06 23.05 -25.00 83.00 25.90 -19.00 74.00 31.05 -31.00 102.00 24.10 -12.00 88.00
2023-05 43.00 -99.00 153.00 39.05 -97.00 133.00 41.20 -96.00 119.00 30.90 -101.00 114.00
2023-04 55.21 -169.00 215.00 69.42 -150.00 227.00 61.74 -233.00 230.00 55.53 -156.00 204.00
2023-03 45.74 -114.00 106.00 46.30 -61.00 101.00 47.91 -101.00 108.00 42.35 -69.00 102.00
2023-02 87.45 -214.00 408.00 81.50 -184.00 353.00 87.35 -181.00 382.00 77.75 -183.00 351.00
2023-01 99.12 -94.00 199.00 101.00 -55.00 187.00 105.50 -68.00 188.00 107.81 -32.00 182.00
2022-12 83.23 -2.00 130.00 79.50 34.00 149.00 77.27 -27.00 116.00 83.36 6.00 160.00
2022-11 188.68 -554.00 370.00 180.00 -355.00 357.00 179.82 -512.00 367.00 183.14 -456.00 343.00
2022-10 278.00 -431.00 421.00 275.38 -604.00 418.00 285.75 -586.00 412.00 283.94 -203.00 397.00
2022-09 10.76 -466.00 132.00 16.95 -463.00 263.00 8.81 -513.00 185.00 23.71 -306.00 214.00
2022-08 61.74 -3.00 120.00 59.61 -2.00 126.00 64.48 -23.00 131.00 57.78 -12.00 123.00
2022-07 76.05 -86.00 154.00 72.48 -111.00 126.00 77.43 -99.00 133.00 68.00 -114.00 121.00
2022-06 62.19 -55.00 166.00 60.90 -68.00 122.00 66.38 -60.00 122.00 55.71 -45.00 106.00
2022-05 20.68 -89.00 152.00 5.95 -126.00 91.00 17.32 -76.00 117.00 8.00 -111.00 118.00
2022-04 49.42 -20.00 204.00 49.00 7.00 105.00 44.95 15.00 73.00 45.26 10.00 135.00
2022-03 120.13 -20.00 226.00 114.65 -98.00 239.00 134.13 -13.00 259.00 114.43 -16.00 208.00
2022-02 197.75 -535.00 411.00 218.94 -780.00 579.00 205.06 -853.00 430.00 217.56 -424.00 531.00
2022-01 102.58 -169.00 174.00 115.47 -47.00 159.00 117.11 -125.00 175.00 104.00 -130.00 158.00
2021-12 182.57 7.00 296.00 178.70 -51.00 339.00 186.52 -46.00 338.00 177.57 -41.00 280.00
2021-11 91.91 -82.00 193.00 94.05 -88.00 221.00 97.00 -85.00 220.00 87.77 -96.00 193.00
2021-10 123.62 -169.00 394.00 128.38 -147.00 375.00 142.06 -154.00 405.00 128.94 -152.00 387.00
2021-09 25.55 -91.00 215.00 21.75 -80.00 204.00 29.75 -71.00 220.00 12.40 -91.00 174.00
2021-08 -9.00 -46.00 47.00 -7.36 -36.00 39.00 -2.68 -32.00 52.00 -9.18 -75.00 63.00
2021-07 -14.41 -117.00 81.00 -11.59 -63.00 94.00 -6.77 -50.00 101.00 -17.41 -85.00 99.00
2021-06 -30.14 -309.00 115.00 -24.81 -61.00 18.00 -22.76 -77.00 31.00 -30.05 -112.00 37.00
2021-05 -36.06 -121.00 79.00 -28.39 -100.00 80.00 -23.61 -92.00 76.00 -32.06 -93.00 86.00
2021-04 -33.29 -68.00 24.00 -22.95 -67.00 42.00 -18.43 -59.00 36.00 -28.10 -71.00 52.00
2021-03 33.17 -157.00 169.00 36.91 -105.00 171.00 39.91 -149.00 169.00 28.26 -94.00 160.00
2021-02 110.80 -128.00 206.00 127.60 29.00 208.00 129.60 -124.00 226.00 111.33 -24.00 192.00
2021-01 66.85 -1.00 180.00 67.95 -2.00 189.00 80.25 4.00 175.00 56.60 -16.00 138.00
2020-12 15.04 -45.00 73.00 17.61 -26.00 49.00 23.17 -25.00 58.00 9.57 -21.00 38.00
2020-11 14.81 -54.00 87.00 15.33 -43.00 88.00 21.33 -51.00 95.00 8.29 -39.00 75.00
2020-10 -1.75 -53.00 80.00 -2.69 -28.00 63.00 6.75 -33.00 79.00 -9.44 -49.00 29.00
2020-09 -24.64 -78.00 124.00 -20.68 -60.00 115.00 -21.91 -63.00 96.00 -25.32 -69.00 105.00
2020-08 -8.48 -58.00 25.00 -11.33 -54.00 23.00 -0.81 -24.00 77.00 -18.05 -45.00 7.00
2020-07 -11.35 -119.00 51.00 -11.57 -146.00 53.00 -7.09 -143.00 64.00 -7.09 -115.00 108.00
2020-06 -120.90 -233.00 -31.00 -121.70 -228.00 -36.00 -120.75 -257.00 -37.00 -117.65 -223.00 -49.00
2020-05 -4.44 -44.00 50.00 -2.50 -50.00 62.00 2.00 -44.00 67.00 -9.11 -47.00 37.00
2020-04 1.19 -54.00 47.00 -8.71 -40.00 26.00 -6.57 -57.00 37.00 -10.76 -43.00 45.00
2020-03 -9.86 -51.00 23.00 -7.77 -68.00 22.00 -10.41 -78.00 15.00 -8.77 -59.00 42.00
2020-02 11.75 -49.00 71.00 17.75 -22.00 62.00 18.10 -26.00 96.00 12.35 -38.00 50.00
2020-01 -7.00 -45.00 61.00 -5.69 -29.00 36.00 -2.56 -37.00 33.00 -11.75 -43.00 45.00
2019-12 11.00 -23.00 48.00 14.14 -20.00 43.00 22.91 -19.00 88.00 8.05 -29.00 49.00
2019-11 19.76 -27.00 93.00 23.05 -7.00 59.00 16.14 -16.00 50.00 26.19 -1.00 107.00
2019-10 14.56 -30.00 66.00 26.72 -3.00 60.00 29.39 -14.00 67.00 16.56 -23.00 47.00
2019-09 18.75 -23.00 108.00 21.25 -24.00 107.00 30.65 -8.00 104.00 11.10 -48.00 121.00
2019-08 33.91 -32.00 109.00 35.73 -28.00 120.00 39.64 -7.00 144.00 29.09 -26.00 118.00
2019-07 -8.43 -48.00 18.00 -7.83 -52.00 31.00 -13.00 -91.00 16.00 -8.91 -53.00 19.00
2019-06 2.95 -20.00 33.00 2.26 -13.00 28.00 9.63 -7.00 54.00 -3.95 -27.00 31.00
2019-05 -31.95 -140.00 73.00 -22.75 -81.00 22.00 -8.50 -45.00 106.00 -32.65 -140.00 14.00
2019-04 -38.29 -161.00 117.00 -33.90 -162.00 120.00 -34.24 -168.00 116.00 -38.24 -164.00 116.00
2019-03 -120.62 -135.00 -92.00 -121.24 -136.00 -99.00 -119.19 -135.00 -95.00 -122.00 -139.00 -102.00
2019-02 -109.27 -123.00 -97.00 -110.47 -121.00 -95.00 -107.87 -115.00 -94.00 -110.33 -116.00 -100.00
2019-01 -93.32 -117.00 -70.00 -94.73 -116.00 -68.00 -94.64 -117.00 -68.00 -93.09 -115.00 -65.00
2018-12 -92.55 -169.00 -65.00 -88.25 -148.00 -74.00 -93.20 -169.00 -75.00 -89.40 -137.00 -75.00
2018-11 -204.50 -323.00 -140.00 -196.73 -308.00 -139.00 -213.86 -325.00 -163.00 -190.77 -302.00 -144.00
2018-10 -351.33 -408.00 -299.00 -347.89 -403.00 -313.00 -361.56 -499.00 -313.00 -335.56 -398.00 -216.00

豆二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
2018-12-04 3091.00 3045.00 3096.00 3031.00 3240.00 3160.00 3240.00 3152.00 -149.00 -115.00 -144.00 -121.00
2018-12-03 3099.00 3092.00 3116.00 3048.00 3268.00 3240.00 3285.00 3185.00 -169.00 -148.00 -169.00 -137.00
2018-11-30 3080.00 3087.00 3097.00 3071.00 3254.00 3274.00 3288.00 3248.00 -174.00 -187.00 -191.00 -177.00
2018-11-29 3063.00 3080.00 3098.00 3063.00 3251.00 3251.00 3275.00 3244.00 -188.00 -171.00 -177.00 -181.00
2018-11-28 3053.00 3078.00 3085.00 3050.00 3240.00 3249.00 3258.00 3234.00 -187.00 -171.00 -173.00 -184.00
2018-11-27 3076.00 3052.00 3076.00 3039.00 3257.00 3239.00 3292.00 3232.00 -181.00 -187.00 -216.00 -193.00
2018-11-26 3098.00 3061.00 3122.00 3038.00 3327.00 3257.00 3336.00 3240.00 -229.00 -196.00 -214.00 -202.00
2018-11-23 3154.00 3113.00 3170.00 3111.00 3359.00 3326.00 3368.00 3285.00 -205.00 -213.00 -198.00 -174.00
2018-11-22 3164.00 3153.00 3180.00 3146.00 3372.00 3358.00 3375.00 3347.00 -208.00 -205.00 -195.00 -201.00
2018-11-21 3162.00 3179.00 3180.00 3141.00 3339.00 3369.00 3377.00 3314.00 -177.00 -190.00 -197.00 -173.00
2018-11-20 3191.00 3161.00 3195.00 3137.00 3336.00 3339.00 3361.00 3302.00 -145.00 -178.00 -166.00 -165.00
2018-11-19 3216.00 3191.00 3216.00 3190.00 3379.00 3337.00 3379.00 3336.00 -163.00 -146.00 -163.00 -146.00
2018-11-16 3147.00 3209.00 3210.00 3147.00 3306.00 3373.00 3386.00 3301.00 -159.00 -164.00 -176.00 -154.00
2018-11-15 3168.00 3162.00 3180.00 3148.00 3308.00 3304.00 3350.00 3292.00 -140.00 -142.00 -170.00 -144.00
2018-11-14 3181.00 3170.00 3181.00 3145.00 3378.00 3309.00 3386.00 3299.00 -197.00 -139.00 -205.00 -154.00
2018-11-13 3150.00 3166.00 3169.00 3123.00 3393.00 3379.00 3401.00 3336.00 -243.00 -213.00 -232.00 -213.00
2018-11-12 3139.00 3153.00 3158.00 3134.00 3377.00 3393.00 3399.00 3356.00 -238.00 -240.00 -241.00 -222.00
2018-11-09 3165.00 3154.00 3168.00 3142.00 3386.00 3378.00 3393.00 3353.00 -221.00 -224.00 -225.00 -211.00
2018-11-08 3202.00 3160.00 3202.00 3130.00 3425.00 3387.00 3425.00 3340.00 -223.00 -227.00 -223.00 -210.00
2018-11-07 3188.00 3194.00 3206.00 3175.00 3393.00 3424.00 3427.00 3377.00 -205.00 -230.00 -221.00 -202.00
2018-11-06 3188.00 3186.00 3195.00 3175.00 3391.00 3392.00 3418.00 3381.00 -203.00 -206.00 -223.00 -206.00
2018-11-05 3162.00 3186.00 3196.00 3160.00 3341.00 3390.00 3455.00 3338.00 -179.00 -204.00 -259.00 -178.00
2018-11-02 3203.00 3154.00 3218.00 3136.00 3514.00 3341.00 3533.00 3341.00 -311.00 -187.00 -315.00 -205.00
2018-11-01 3224.00 3205.00 3226.00 3186.00 3547.00 3513.00 3551.00 3488.00 -323.00 -308.00 -325.00 -302.00
2018-10-31 3212.00 3223.00 3226.00 3207.00 3529.00 3547.00 3557.00 3528.00 -317.00 -324.00 -331.00 -321.00
2018-10-30 3272.00 3207.00 3272.00 3205.00 3572.00 3528.00 3585.00 3523.00 -300.00 -321.00 -313.00 -318.00
2018-10-29 3284.00 3254.00 3304.00 3251.00 3611.00 3573.00 3632.00 3562.00 -327.00 -319.00 -328.00 -311.00
2018-10-26 3309.00 3299.00 3310.00 3286.00 3649.00 3612.00 3649.00 3597.00 -340.00 -313.00 -339.00 -311.00
2018-10-25 3307.00 3303.00 3316.00 3284.00 3640.00 3630.00 3653.00 3617.00 -333.00 -327.00 -337.00 -333.00
2018-10-24 3316.00 3308.00 3316.00 3300.00 3615.00 3640.00 3642.00 3600.00 -299.00 -332.00 -326.00 -300.00
2018-10-23 3305.00 3301.00 3318.00 3301.00 3625.00 3614.00 3641.00 3610.00 -320.00 -313.00 -323.00 -309.00
2018-10-22 3335.00 3308.00 3335.00 3303.00 3665.00 3626.00 3665.00 3610.00 -330.00 -318.00 -330.00 -307.00
2018-10-19 3330.00 3322.00 3339.00 3314.00 3681.00 3664.00 3690.00 3656.00 -351.00 -342.00 -351.00 -342.00
2018-10-18 3361.00 3333.00 3366.00 3330.00 3710.00 3682.00 3732.00 3678.00 -349.00 -349.00 -366.00 -348.00
2018-10-17 3338.00 3362.00 3362.00 3333.00 3697.00 3711.00 3718.00 3672.00 -359.00 -349.00 -356.00 -339.00
2018-10-16 3336.00 3349.00 3370.00 3329.00 3695.00 3696.00 3742.00 3676.00 -359.00 -347.00 -372.00 -347.00
2018-10-15 3357.00 3333.00 3361.00 3330.00 3729.00 3696.00 3742.00 3690.00 -372.00 -363.00 -381.00 -360.00
2018-10-12 3330.00 3346.00 3366.00 3316.00 3718.00 3724.00 3785.00 3710.00 -388.00 -378.00 -419.00 -394.00
2018-10-11 3359.00 3324.00 3380.00 3320.00 3744.00 3723.00 3769.00 3709.00 -385.00 -399.00 -389.00 -389.00
2018-10-10 3369.00 3361.00 3383.00 3354.00 3750.00 3752.00 3758.00 3570.00 -381.00 -391.00 -375.00 -216.00
2018-10-09 3334.00 3375.00 3418.00 3332.00 3740.00 3749.00 3791.00 3729.00 -406.00 -374.00 -373.00 -397.00
2018-10-08 3288.00 3337.00 3339.00 3288.00 3696.00 3740.00 3838.00 3686.00 -408.00 -403.00 -499.00 -398.00
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