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
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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
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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
2025-07-11 3594.00 3619.00 3635.00 3586.00 3653.00 3662.00 3682.00 3645.00 -59.00 -43.00 -47.00 -59.00
2025-07-10 3578.00 3597.00 3603.00 3563.00 3635.00 3654.00 3662.00 3629.00 -57.00 -57.00 -59.00 -66.00
2025-07-09 3570.00 3582.00 3592.00 3563.00 3632.00 3643.00 3653.00 3627.00 -62.00 -61.00 -61.00 -64.00
2025-07-08 3568.00 3582.00 3584.00 3557.00 3507.00 3521.00 3525.00 3504.00 61.00 61.00 59.00 53.00
2025-07-07 3591.00 3566.00 3600.00 3561.00 3659.00 3627.00 3662.00 3626.00 -68.00 -61.00 -62.00 -65.00
2025-07-04 3618.00 3589.00 3618.00 3588.00 3684.00 3654.00 3684.00 3652.00 -66.00 -65.00 -66.00 -64.00
2025-07-03 3617.00 3603.00 3640.00 3601.00 3566.00 3557.00 3585.00 3553.00 51.00 46.00 55.00 48.00
2025-07-02 3590.00 3603.00 3608.00 3573.00 3546.00 3559.00 3565.00 3542.00 44.00 44.00 43.00 31.00
2025-07-01 3618.00 3601.00 3624.00 3591.00 3592.00 3566.00 3592.00 3558.00 26.00 35.00 32.00 33.00
2025-06-30 3601.00 3611.00 3626.00 3598.00 3579.00 3578.00 3592.00 3566.00 22.00 33.00 34.00 32.00
2025-06-27 3602.00 3603.00 3611.00 3588.00 3570.00 3576.00 3578.00 3560.00 32.00 27.00 33.00 28.00
2025-06-26 3640.00 3603.00 3647.00 3588.00 3597.00 3567.00 3606.00 3553.00 43.00 36.00 41.00 35.00
2025-06-25 3682.00 3651.00 3684.00 3643.00 3636.00 3606.00 3640.00 3599.00 46.00 45.00 44.00 44.00
2025-06-24 3708.00 3683.00 3717.00 3632.00 3677.00 3640.00 3677.00 3600.00 31.00 43.00 40.00 32.00
2025-06-23 3762.00 3719.00 3765.00 3707.00 3721.00 3677.00 3721.00 3662.00 41.00 42.00 44.00 45.00
2025-06-20 3760.00 3750.00 3776.00 3740.00 3806.00 3796.00 3818.00 3783.00 -46.00 -46.00 -42.00 -43.00
2025-06-19 3730.00 3764.00 3765.00 3722.00 3620.00 3669.00 3680.00 3620.00 110.00 95.00 85.00 102.00
2025-06-18 3717.00 3728.00 3741.00 3717.00 3672.00 3681.00 3692.00 3666.00 45.00 47.00 49.00 51.00
2025-06-17 3700.00 3718.00 3730.00 3677.00 3656.00 3672.00 3678.00 3631.00 44.00 46.00 52.00 46.00
2025-06-16 3643.00 3689.00 3706.00 3632.00 3618.00 3639.00 3655.00 3584.00 25.00 50.00 51.00 48.00
2025-06-13 3655.00 3651.00 3671.00 3642.00 3538.00 3539.00 3556.00 3529.00 117.00 112.00 115.00 113.00
2025-06-12 3646.00 3640.00 3661.00 3625.00 3538.00 3527.00 3549.00 3515.00 108.00 113.00 112.00 110.00
2025-06-11 3638.00 3644.00 3653.00 3629.00 3513.00 3531.00 3533.00 3503.00 125.00 113.00 120.00 126.00
2025-06-10 3630.00 3640.00 3644.00 3619.00 3466.00 3504.00 3507.00 3466.00 164.00 136.00 137.00 153.00
2025-06-09 3608.00 3630.00 3635.00 3605.00 3560.00 3588.00 3590.00 3560.00 48.00 42.00 45.00 45.00
2025-06-06 3555.00 3618.00 3622.00 3550.00 3399.00 3449.00 3452.00 3395.00 156.00 169.00 170.00 155.00
2025-06-05 3560.00 3555.00 3563.00 3537.00 3405.00 3398.00 3412.00 3387.00 155.00 157.00 151.00 150.00
2025-06-04 3541.00 3540.00 3558.00 3523.00 3406.00 3395.00 3414.00 3383.00 135.00 145.00 144.00 140.00
2025-06-03 3541.00 3536.00 3560.00 3523.00 3413.00 3399.00 3416.00 3389.00 128.00 137.00 144.00 134.00
2025-05-30 3560.00 3559.00 3583.00 3547.00 3508.00 3514.00 3533.00 3501.00 52.00 45.00 50.00 46.00
2025-05-29 3565.00 3572.00 3579.00 3529.00 3409.00 3417.00 3426.00 3378.00 156.00 155.00 153.00 151.00
2025-05-28 3585.00 3565.00 3589.00 3560.00 3435.00 3423.00 3441.00 3414.00 150.00 142.00 148.00 146.00
2025-05-27 3542.00 3577.00 3585.00 3540.00 3407.00 3428.00 3433.00 3395.00 135.00 149.00 152.00 145.00
2025-05-26 3561.00 3552.00 3572.00 3543.00 3380.00 3390.00 3396.00 3374.00 181.00 162.00 176.00 169.00
2025-05-23 3566.00 3571.00 3604.00 3561.00 3398.00 3396.00 3424.00 3386.00 168.00 175.00 180.00 175.00
2025-05-22 3565.00 3557.00 3576.00 3540.00 3390.00 3390.00 3402.00 3366.00 175.00 167.00 174.00 174.00
2025-05-21 3533.00 3565.00 3570.00 3517.00 3382.00 3412.00 3415.00 3373.00 151.00 153.00 155.00 144.00
2025-05-20 3510.00 3529.00 3540.00 3481.00 3343.00 3354.00 3366.00 3334.00 167.00 175.00 174.00 147.00
2025-05-19 3510.00 3513.00 3541.00 3499.00 3349.00 3350.00 3366.00 3335.00 161.00 163.00 175.00 164.00
2025-05-16 3549.00 3520.00 3552.00 3501.00 3361.00 3352.00 3367.00 3334.00 188.00 168.00 185.00 167.00
2025-05-15 3566.00 3555.00 3568.00 3531.00 3390.00 3374.00 3390.00 3359.00 176.00 181.00 178.00 172.00
2025-05-14 3523.00 3572.00 3577.00 3514.00 3352.00 3391.00 3399.00 3346.00 171.00 181.00 178.00 168.00
2025-05-13 3550.00 3525.00 3574.00 3518.00 3367.00 3347.00 3385.00 3341.00 183.00 178.00 189.00 177.00
2025-05-12 3545.00 3546.00 3552.00 3503.00 3388.00 3359.00 3388.00 3339.00 157.00 187.00 164.00 164.00
2025-05-09 3553.00 3530.00 3568.00 3527.00 3388.00 3376.00 3405.00 3375.00 165.00 154.00 163.00 152.00
2025-05-08 3547.00 3545.00 3553.00 3512.00 3385.00 3375.00 3385.00 3349.00 162.00 170.00 168.00 163.00
2025-05-07 3540.00 3553.00 3559.00 3529.00 3372.00 3377.00 3388.00 3363.00 168.00 176.00 171.00 166.00
2025-05-06 3550.00 3536.00 3557.00 3526.00 3388.00 3370.00 3388.00 3358.00 162.00 166.00 169.00 168.00
2025-04-30 3577.00 3560.00 3594.00 3551.00 3406.00 3390.00 3436.00 3384.00 171.00 170.00 158.00 167.00
2025-04-29 3613.00 3575.00 3621.00 3573.00 3439.00 3415.00 3445.00 3415.00 174.00 160.00 176.00 158.00
2025-04-28 3681.00 3617.00 3689.00 3602.00 3478.00 3430.00 3489.00 3423.00 203.00 187.00 200.00 179.00
2025-04-25 3697.00 3693.00 3719.00 3681.00 3530.00 3489.00 3534.00 3484.00 167.00 204.00 185.00 197.00
2025-04-24 3684.00 3700.00 3718.00 3672.00 3490.00 3527.00 3554.00 3490.00 194.00 173.00 164.00 182.00
2025-04-23 3678.00 3690.00 3695.00 3655.00 3574.00 3616.00 3617.00 3562.00 104.00 74.00 78.00 93.00
2025-04-22 3654.00 3686.00 3691.00 3633.00 3531.00 3582.00 3584.00 3525.00 123.00 104.00 107.00 108.00
2025-04-21 3602.00 3652.00 3676.00 3602.00 3473.00 3527.00 3536.00 3449.00 129.00 125.00 140.00 153.00
2025-04-18 3471.00 3458.00 3471.00 3439.00 3625.00 3616.00 3639.00 3608.00 -154.00 -158.00 -168.00 -169.00
2025-04-17 3420.00 3456.00 3465.00 3420.00 3610.00 3625.00 3642.00 3601.00 -190.00 -169.00 -177.00 -181.00
2025-04-16 3480.00 3410.00 3495.00 3408.00 3671.00 3597.00 3680.00 3596.00 -191.00 -187.00 -185.00 -188.00
2025-04-15 3533.00 3496.00 3541.00 3493.00 3713.00 3672.00 3727.00 3665.00 -180.00 -176.00 -186.00 -172.00
2025-04-14 3492.00 3526.00 3549.00 3488.00 3692.00 3711.00 3726.00 3688.00 -200.00 -185.00 -177.00 -200.00
2025-04-11 3467.00 3487.00 3520.00 3442.00 3668.00 3688.00 3700.00 3647.00 -201.00 -201.00 -180.00 -205.00
2025-04-10 3499.00 3464.00 3508.00 3436.00 3710.00 3667.00 3716.00 3643.00 -211.00 -203.00 -208.00 -207.00
2025-04-09 3510.00 3482.00 3539.00 3460.00 3743.00 3700.00 3753.00 3671.00 -233.00 -218.00 -214.00 -211.00
2025-04-08 3436.00 3519.00 3529.00 3430.00 3665.00 3741.00 3750.00 3651.00 -229.00 -222.00 -221.00 -221.00
2025-04-07 3586.00 3439.00 3596.00 3422.00 3783.00 3660.00 3793.00 3634.00 -197.00 -221.00 -197.00 -212.00
2025-04-03 3474.00 3486.00 3512.00 3449.00 3640.00 3683.00 3690.00 3635.00 -166.00 -197.00 -178.00 -186.00
2025-04-02 3446.00 3473.00 3491.00 3429.00 3618.00 3648.00 3663.00 3602.00 -172.00 -175.00 -172.00 -173.00
2025-04-01 3487.00 3436.00 3498.00 3426.00 3652.00 3610.00 3664.00 3604.00 -165.00 -174.00 -166.00 -178.00
2025-03-31 3457.00 3495.00 3499.00 3438.00 3619.00 3660.00 3664.00 3601.00 -162.00 -165.00 -165.00 -163.00
2025-03-28 3471.00 3456.00 3492.00 3446.00 3620.00 3617.00 3643.00 3610.00 -149.00 -161.00 -151.00 -164.00
2025-03-27 3446.00 3451.00 3466.00 3423.00 3599.00 3607.00 3616.00 3575.00 -153.00 -156.00 -150.00 -152.00
2025-03-26 3466.00 3441.00 3489.00 3431.00 3605.00 3594.00 3625.00 3593.00 -139.00 -153.00 -136.00 -162.00
2025-03-25 3481.00 3474.00 3505.00 3461.00 3624.00 3612.00 3636.00 3603.00 -143.00 -138.00 -131.00 -142.00
2025-03-24 3506.00 3481.00 3510.00 3454.00 3624.00 3620.00 3632.00 3592.00 -118.00 -139.00 -122.00 -138.00
2025-03-21 3500.00 3505.00 3533.00 3493.00 3632.00 3632.00 3660.00 3624.00 -132.00 -127.00 -127.00 -131.00
2025-03-20 3561.00 3507.00 3594.00 3506.00 3676.00 3639.00 3688.00 3635.00 -115.00 -132.00 -94.00 -129.00
2025-03-19 3572.00 3561.00 3588.00 3546.00 3688.00 3677.00 3699.00 3662.00 -116.00 -116.00 -111.00 -116.00
2025-03-18 3558.00 3569.00 3575.00 3542.00 3665.00 3686.00 3686.00 3660.00 -107.00 -117.00 -111.00 -118.00
2025-03-17 3550.00 3553.00 3586.00 3541.00 3673.00 3665.00 3700.00 3653.00 -123.00 -112.00 -114.00 -112.00
2025-03-14 3532.00 3552.00 3558.00 3519.00 3475.00 3500.00 3505.00 3469.00 57.00 52.00 53.00 50.00
2025-03-13 3449.00 3522.00 3524.00 3448.00 3583.00 3638.00 3642.00 3581.00 -134.00 -116.00 -118.00 -133.00
2025-03-12 3491.00 3462.00 3505.00 3444.00 3625.00 3609.00 3625.00 3575.00 -134.00 -147.00 -120.00 -131.00
2025-03-11 3573.00 3481.00 3578.00 3471.00 3691.00 3608.00 3691.00 3603.00 -118.00 -127.00 -113.00 -132.00
2025-03-10 3516.00 3571.00 3617.00 3479.00 3639.00 3683.00 3714.00 3611.00 -123.00 -112.00 -97.00 -132.00
2025-03-07 3497.00 3510.00 3551.00 3486.00 3641.00 3638.00 3665.00 3625.00 -144.00 -128.00 -114.00 -139.00
2025-03-06 3499.00 3506.00 3510.00 3461.00 3632.00 3645.00 3648.00 3597.00 -133.00 -139.00 -138.00 -136.00
2025-03-05 3595.00 3482.00 3599.00 3474.00 3708.00 3615.00 3708.00 3609.00 -113.00 -133.00 -109.00 -135.00
2025-03-04 3629.00 3597.00 3649.00 3560.00 3710.00 3708.00 3730.00 3664.00 -81.00 -111.00 -81.00 -104.00
2025-03-03 3570.00 3640.00 3658.00 3547.00 3665.00 3722.00 3723.00 3642.00 -95.00 -82.00 -65.00 -95.00
2025-02-28 3571.00 3574.00 3584.00 3551.00 3682.00 3672.00 3686.00 3662.00 -111.00 -98.00 -102.00 -111.00
2025-02-27 3506.00 3574.00 3581.00 3501.00 3630.00 3678.00 3680.00 3628.00 -124.00 -104.00 -99.00 -127.00
2025-02-26 3539.00 3517.00 3539.00 3487.00 3644.00 3637.00 3655.00 3617.00 -105.00 -120.00 -116.00 -130.00
2025-02-25 3538.00 3549.00 3576.00 3515.00 3655.00 3661.00 3683.00 3640.00 -117.00 -112.00 -107.00 -125.00
2025-02-24 3576.00 3546.00 3602.00 3529.00 3675.00 3663.00 3700.00 3646.00 -99.00 -117.00 -98.00 -117.00
2025-02-21 3550.00 3576.00 3616.00 3548.00 3675.00 3687.00 3714.00 3669.00 -125.00 -111.00 -98.00 -121.00
2025-02-20 3541.00 3558.00 3558.00 3514.00 3666.00 3678.00 3678.00 3641.00 -125.00 -120.00 -120.00 -127.00
2025-02-19 3484.00 3527.00 3530.00 3481.00 3614.00 3647.00 3652.00 3606.00 -130.00 -120.00 -122.00 -125.00
2025-02-18 3462.00 3471.00 3491.00 3455.00 3943.00 3933.00 3962.00 3914.00 -481.00 -462.00 -471.00 -459.00
2025-02-17 3537.00 3461.00 3540.00 3448.00 4011.00 3940.00 4042.00 3925.00 -474.00 -479.00 -502.00 -477.00
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