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
暂无数据

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
暂无数据

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
2025-02-14 3477.00 3524.00 3538.00 3476.00 3888.00 3998.00 4033.00 3888.00 -411.00 -474.00 -495.00 -412.00
2025-02-13 3518.00 3492.00 3522.00 3470.00 3923.00 3904.00 3943.00 3854.00 -405.00 -412.00 -421.00 -384.00
2025-02-12 3583.00 3531.00 3584.00 3519.00 4046.00 3943.00 4052.00 3910.00 -463.00 -412.00 -468.00 -391.00
2025-02-11 3607.00 3576.00 3607.00 3565.00 4129.00 4044.00 4135.00 4031.00 -522.00 -468.00 -528.00 -466.00
2025-02-10 3597.00 3589.00 3646.00 3578.00 4030.00 4124.00 4223.00 4030.00 -433.00 -535.00 -577.00 -452.00
2025-02-07 3585.00 3609.00 3617.00 3540.00 3674.00 3679.00 3683.00 3637.00 -89.00 -70.00 -66.00 -97.00
2025-02-06 3567.00 3570.00 3583.00 3533.00 3950.00 3944.00 3974.00 3902.00 -383.00 -374.00 -391.00 -369.00
2025-02-05 3501.00 3576.00 3582.00 3501.00 3834.00 3960.00 3964.00 3829.00 -333.00 -384.00 -382.00 -328.00
2025-01-27 3440.00 3448.00 3450.00 3398.00 3579.00 3585.00 3585.00 3528.00 -139.00 -137.00 -135.00 -130.00
2025-01-24 3451.00 3451.00 3475.00 3431.00 3747.00 3753.00 3770.00 3722.00 -296.00 -302.00 -295.00 -291.00
2025-01-23 3468.00 3444.00 3500.00 3429.00 3773.00 3732.00 3815.00 3693.00 -305.00 -288.00 -315.00 -264.00
2025-01-22 3506.00 3466.00 3516.00 3460.00 3795.00 3772.00 3803.00 3736.00 -289.00 -306.00 -287.00 -276.00
2025-01-21 3447.00 3500.00 3510.00 3424.00 3690.00 3794.00 3830.00 3681.00 -243.00 -294.00 -320.00 -257.00
2025-01-20 3401.00 3447.00 3455.00 3379.00 3585.00 3705.00 3708.00 3575.00 -184.00 -258.00 -253.00 -196.00
2025-01-17 3374.00 3408.00 3410.00 3324.00 3570.00 3609.00 3616.00 3544.00 -196.00 -201.00 -206.00 -220.00
2025-01-16 3403.00 3372.00 3433.00 3363.00 3601.00 3585.00 3625.00 3565.00 -198.00 -213.00 -192.00 -202.00
2025-01-15 3389.00 3403.00 3408.00 3377.00 3590.00 3593.00 3614.00 3588.00 -201.00 -190.00 -206.00 -211.00
2025-01-14 3370.00 3390.00 3416.00 3360.00 3589.00 3597.00 3621.00 3566.00 -219.00 -207.00 -205.00 -206.00
2025-01-13 3270.00 3371.00 3378.00 3255.00 3513.00 3592.00 3599.00 3490.00 -243.00 -221.00 -221.00 -235.00
2025-01-10 3220.00 3269.00 3275.00 3218.00 3463.00 3496.00 3509.00 3453.00 -243.00 -227.00 -234.00 -235.00
2025-01-09 3246.00 3216.00 3254.00 3209.00 3463.00 3458.00 3477.00 3442.00 -217.00 -242.00 -223.00 -233.00
2025-01-08 3261.00 3249.00 3284.00 3243.00 3461.00 3465.00 3490.00 3454.00 -200.00 -216.00 -206.00 -211.00
2025-01-07 3319.00 3263.00 3322.00 3235.00 3518.00 3471.00 3522.00 3452.00 -199.00 -208.00 -200.00 -217.00
2025-01-06 3302.00 3301.00 3334.00 3264.00 3507.00 3507.00 3533.00 3475.00 -205.00 -206.00 -199.00 -211.00
2025-01-03 3350.00 3311.00 3371.00 3300.00 3554.00 3518.00 3573.00 3508.00 -204.00 -207.00 -202.00 -208.00
2025-01-02 3360.00 3357.00 3398.00 3353.00 3567.00 3553.00 3603.00 3549.00 -207.00 -196.00 -205.00 -196.00
2024-12-31 3328.00 3327.00 3351.00 3310.00 3530.00 3541.00 3559.00 3515.00 -202.00 -214.00 -208.00 -205.00
2024-12-30 3304.00 3314.00 3316.00 3288.00 3515.00 3524.00 3527.00 3498.00 -211.00 -210.00 -211.00 -210.00
2024-12-27 3271.00 3305.00 3339.00 3271.00 3511.00 3513.00 3557.00 3494.00 -240.00 -208.00 -218.00 -223.00
2024-12-26 3278.00 3287.00 3292.00 3240.00 3496.00 3507.00 3510.00 3463.00 -218.00 -220.00 -218.00 -223.00
2024-12-25 3243.00 3274.00 3277.00 3240.00 3457.00 3493.00 3496.00 3455.00 -214.00 -219.00 -219.00 -215.00
2024-12-24 3225.00 3245.00 3252.00 3221.00 3427.00 3443.00 3446.00 3419.00 -202.00 -198.00 -194.00 -198.00
2024-12-23 3245.00 3225.00 3260.00 3217.00 3424.00 3421.00 3428.00 3388.00 -179.00 -196.00 -168.00 -171.00
2024-12-20 3160.00 3237.00 3243.00 3152.00 3344.00 3408.00 3409.00 3334.00 -184.00 -171.00 -166.00 -182.00
2024-12-19 3361.00 3328.00 3383.00 3301.00 3180.00 3163.00 3191.00 3137.00 181.00 165.00 192.00 164.00
2024-12-18 3509.00 3371.00 3516.00 3356.00 3272.00 3190.00 3280.00 3185.00 237.00 181.00 236.00 171.00
2024-12-17 3532.00 3520.00 3546.00 3503.00 3332.00 3280.00 3333.00 3273.00 200.00 240.00 213.00 230.00
2024-12-16 3559.00 3547.00 3574.00 3536.00 3320.00 3336.00 3346.00 3298.00 239.00 211.00 228.00 238.00
2024-12-13 3546.00 3545.00 3569.00 3524.00 3347.00 3326.00 3347.00 3314.00 199.00 219.00 222.00 210.00
2024-12-12 3533.00 3540.00 3564.00 3529.00 3350.00 3339.00 3368.00 3338.00 183.00 201.00 196.00 191.00
2024-12-11 3528.00 3540.00 3552.00 3514.00 3365.00 3362.00 3375.00 3353.00 163.00 178.00 177.00 161.00
2024-12-10 3528.00 3520.00 3548.00 3510.00 3358.00 3357.00 3391.00 3346.00 170.00 163.00 157.00 164.00
2024-12-09 3495.00 3520.00 3527.00 3480.00 3338.00 3357.00 3363.00 3328.00 157.00 163.00 164.00 152.00
2024-12-06 3476.00 3492.00 3516.00 3471.00 3335.00 3338.00 3357.00 3319.00 141.00 154.00 159.00 152.00
2024-12-05 3486.00 3478.00 3497.00 3435.00 3360.00 3340.00 3370.00 3306.00 126.00 138.00 127.00 129.00
2024-12-04 3539.00 3492.00 3555.00 3481.00 3418.00 3374.00 3430.00 3365.00 121.00 118.00 125.00 116.00
2024-12-03 3564.00 3533.00 3567.00 3513.00 3440.00 3410.00 3446.00 3392.00 124.00 123.00 121.00 121.00
2024-12-02 3598.00 3568.00 3608.00 3557.00 3481.00 3450.00 3499.00 3438.00 117.00 118.00 109.00 119.00
2024-11-29 3599.00 3589.00 3620.00 3576.00 3465.00 3486.00 3505.00 3455.00 134.00 103.00 115.00 121.00
2024-11-28 3567.00 3581.00 3587.00 3551.00 3464.00 3460.00 3478.00 3449.00 103.00 121.00 109.00 102.00
2024-11-27 3585.00 3573.00 3595.00 3553.00 3476.00 3473.00 3488.00 3453.00 109.00 100.00 107.00 100.00
2024-11-26 3531.00 3572.00 3596.00 3527.00 3440.00 3469.00 3482.00 3439.00 91.00 103.00 114.00 88.00
2024-11-25 3509.00 3544.00 3555.00 3497.00 3521.00 3549.00 3561.00 3510.00 -12.00 -5.00 -6.00 -13.00
2024-11-22 3561.00 3509.00 3573.00 3508.00 3589.00 3521.00 3594.00 3521.00 -28.00 -12.00 -21.00 -13.00
2024-11-21 3595.00 3562.00 3595.00 3554.00 3482.00 3469.00 3486.00 3462.00 113.00 93.00 109.00 92.00
2024-11-20 3633.00 3601.00 3638.00 3586.00 3518.00 3489.00 3518.00 3470.00 115.00 112.00 120.00 116.00
2024-11-19 3617.00 3638.00 3650.00 3597.00 3496.00 3511.00 3516.00 3465.00 121.00 127.00 134.00 132.00
2024-11-18 3637.00 3619.00 3640.00 3605.00 3506.00 3492.00 3523.00 3486.00 131.00 127.00 117.00 119.00
2024-11-15 3739.00 3624.00 3741.00 3609.00 3592.00 3497.00 3593.00 3492.00 147.00 127.00 148.00 117.00
2024-11-14 3777.00 3741.00 3778.00 3730.00 3625.00 3591.00 3627.00 3582.00 152.00 150.00 151.00 148.00
2024-11-13 3840.00 3770.00 3850.00 3765.00 3677.00 3612.00 3689.00 3610.00 163.00 158.00 161.00 155.00
2024-11-12 3881.00 3846.00 3907.00 3838.00 3698.00 3684.00 3718.00 3670.00 183.00 162.00 189.00 168.00
2024-11-11 3845.00 3897.00 3935.00 3835.00 3634.00 3703.00 3715.00 3624.00 211.00 194.00 220.00 211.00
2024-11-08 3925.00 3838.00 3953.00 3824.00 3661.00 3626.00 3693.00 3613.00 264.00 212.00 260.00 211.00
2024-11-07 3810.00 3918.00 3934.00 3809.00 3575.00 3652.00 3676.00 3571.00 235.00 266.00 258.00 238.00
2024-11-06 3760.00 3816.00 3820.00 3750.00 3536.00 3585.00 3589.00 3526.00 224.00 231.00 231.00 224.00
2024-11-05 3780.00 3743.00 3792.00 3740.00 3573.00 3531.00 3578.00 3526.00 207.00 212.00 214.00 214.00
2024-11-04 3726.00 3774.00 3788.00 3723.00 3698.00 3740.00 3754.00 3696.00 28.00 34.00 34.00 27.00
2024-11-01 3740.00 3722.00 3765.00 3713.00 3712.00 3698.00 3735.00 3690.00 28.00 24.00 30.00 23.00
2024-10-31 3734.00 3716.00 3743.00 3708.00 3711.00 3692.00 3717.00 3684.00 23.00 24.00 26.00 24.00
2024-10-30 3719.00 3731.00 3739.00 3668.00 3683.00 3707.00 3710.00 3650.00 36.00 24.00 29.00 18.00
2024-10-29 3691.00 3719.00 3721.00 3653.00 3664.00 3694.00 3694.00 3641.00 27.00 25.00 27.00 12.00
2024-10-28 3693.00 3701.00 3714.00 3635.00 3656.00 3668.00 3692.00 3604.00 37.00 33.00 22.00 31.00
2024-10-25 3731.00 3686.00 3761.00 3685.00 3695.00 3645.00 3701.00 3636.00 36.00 41.00 60.00 49.00
2024-10-24 3699.00 3710.00 3731.00 3684.00 3656.00 3675.00 3687.00 3652.00 43.00 35.00 44.00 32.00
2024-10-23 3638.00 3677.00 3723.00 3630.00 3645.00 3707.00 3773.00 3645.00 -7.00 -30.00 -50.00 -15.00
2024-10-22 3598.00 3629.00 3637.00 3591.00 3626.00 3641.00 3647.00 3616.00 -28.00 -12.00 -10.00 -25.00
2024-10-21 3610.00 3601.00 3634.00 3531.00 3627.00 3626.00 3654.00 3571.00 -17.00 -25.00 -20.00 -40.00
2024-10-18 3584.00 3614.00 3642.00 3553.00 3598.00 3635.00 3656.00 3579.00 -14.00 -21.00 -14.00 -26.00
2024-10-17 3662.00 3580.00 3702.00 3576.00 3660.00 3603.00 3699.00 3597.00 2.00 -23.00 3.00 -21.00
2024-10-16 3611.00 3666.00 3682.00 3610.00 3623.00 3667.00 3674.00 3617.00 -12.00 -1.00 8.00 -7.00
2024-10-15 3645.00 3616.00 3684.00 3609.00 3640.00 3625.00 3680.00 3616.00 5.00 -9.00 4.00 -7.00
2024-10-14 3624.00 3651.00 3692.00 3585.00 3641.00 3652.00 3694.00 3607.00 -17.00 -1.00 -2.00 -22.00
2024-10-11 3655.00 3616.00 3677.00 3608.00 3668.00 3634.00 3687.00 3627.00 -13.00 -18.00 -10.00 -19.00
2024-10-10 3649.00 3665.00 3701.00 3623.00 3660.00 3677.00 3700.00 3630.00 -11.00 -12.00 1.00 -7.00
2024-10-09 3629.00 3655.00 3720.00 3621.00 3665.00 3673.00 3724.00 3659.00 -36.00 -18.00 -4.00 -38.00
2024-10-08 3770.00 3642.00 3773.00 3632.00 3760.00 3675.00 3788.00 3657.00 10.00 -33.00 -15.00 -25.00
2024-09-30 3718.00 3768.00 3799.00 3693.00 3728.00 3788.00 3812.00 3712.00 -10.00 -20.00 -13.00 -19.00
2024-09-27 3741.00 3724.00 3759.00 3679.00 3759.00 3735.00 3774.00 3699.00 -18.00 -11.00 -15.00 -20.00
2024-09-26 3657.00 3728.00 3775.00 3644.00 3618.00 3698.00 3717.00 3615.00 39.00 30.00 58.00 29.00
2024-09-25 3745.00 3658.00 3756.00 3651.00 3704.00 3630.00 3711.00 3625.00 41.00 28.00 45.00 26.00
2024-09-24 3645.00 3679.00 3713.00 3635.00 3678.00 3715.00 3735.00 3664.00 -33.00 -36.00 -22.00 -29.00
2024-09-23 3621.00 3631.00 3660.00 3564.00 3650.00 3655.00 3678.00 3606.00 -29.00 -24.00 -18.00 -42.00
2024-09-20 3657.00 3645.00 3657.00 3576.00 3673.00 3668.00 3696.00 3634.00 -16.00 -23.00 -39.00 -58.00
2024-09-19 3711.00 3637.00 3723.00 3625.00 3723.00 3685.00 3735.00 3675.00 -12.00 -48.00 -12.00 -50.00
2024-09-18 3599.00 3719.00 3719.00 3599.00 3612.00 3726.00 3729.00 3612.00 -13.00 -7.00 -10.00 -13.00
2024-09-13 3576.00 3613.00 3637.00 3541.00 3637.00 3631.00 3662.00 3587.00 -61.00 -18.00 -25.00 -46.00
2024-09-12 3612.00 3571.00 3617.00 3526.00 3654.00 3619.00 3654.00 3585.00 -42.00 -48.00 -37.00 -59.00
2024-09-11 3586.00 3617.00 3622.00 3544.00 3612.00 3651.00 3657.00 3576.00 -26.00 -34.00 -35.00 -32.00
2024-09-10 3683.00 3592.00 3694.00 3586.00 3700.00 3617.00 3702.00 3610.00 -17.00 -25.00 -8.00 -24.00
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