本页面展示燃油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：
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。
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。
关于燃油期货跨期套利的详细数据分析，请查看文章：。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 2811.00 | 2796.00 | 2823.00 | 2782.00 | 2603.00 | 2598.00 | 2610.00 | 2574.00 | 208.00 | 198.00 | 213.00 | 208.00 |
| 2019-05-07 | 2770.00 | 2837.00 | 2850.00 | 2770.00 | 2572.00 | 2621.00 | 2634.00 | 2569.00 | 198.00 | 216.00 | 216.00 | 201.00 |
| 2019-05-06 | 2799.00 | 2755.00 | 2799.00 | 2719.00 | 2580.00 | 2553.00 | 2581.00 | 2492.00 | 219.00 | 202.00 | 218.00 | 227.00 |
| 2019-04-30 | 2880.00 | 2883.00 | 2896.00 | 2863.00 | 2641.00 | 2636.00 | 2649.00 | 2612.00 | 239.00 | 247.00 | 247.00 | 251.00 |
| 2019-04-29 | 2922.00 | 2872.00 | 2936.00 | 2860.00 | 2692.00 | 2631.00 | 2702.00 | 2620.00 | 230.00 | 241.00 | 234.00 | 240.00 |
| 2019-04-26 | 2982.00 | 2959.00 | 3010.00 | 2941.00 | 2766.00 | 2722.00 | 2784.00 | 2707.00 | 216.00 | 237.00 | 226.00 | 234.00 |
| 2019-04-25 | 2909.00 | 2984.00 | 2992.00 | 2899.00 | 2730.00 | 2764.00 | 2784.00 | 2729.00 | 179.00 | 220.00 | 208.00 | 170.00 |
| 2019-04-24 | 2900.00 | 2890.00 | 2905.00 | 2877.00 | 2725.00 | 2720.00 | 2729.00 | 2706.00 | 175.00 | 170.00 | 176.00 | 171.00 |
| 2019-04-23 | 2898.00 | 2911.00 | 2921.00 | 2876.00 | 2825.00 | 2856.00 | 2857.00 | 2814.00 | 73.00 | 55.00 | 64.00 | 62.00 |
| 2019-04-22 | 2845.00 | 2898.00 | 2942.00 | 2829.00 | 2823.00 | 2821.00 | 2864.00 | 2797.00 | 22.00 | 77.00 | 78.00 | 32.00 |
| 2019-04-19 | 2787.00 | 2848.00 | 2850.00 | 2764.00 | 2772.00 | 2832.00 | 2834.00 | 2769.00 | 15.00 | 16.00 | 16.00 | -5.00 |
| 2019-04-18 | 2816.00 | 2777.00 | 2824.00 | 2771.00 | 2789.00 | 2772.00 | 2797.00 | 2752.00 | 27.00 | 5.00 | 27.00 | 19.00 |
| 2019-04-17 | 2806.00 | 2819.00 | 2843.00 | 2779.00 | 2796.00 | 2793.00 | 2805.00 | 2773.00 | 10.00 | 26.00 | 38.00 | 6.00 |
| 2019-04-16 | 2840.00 | 2789.00 | 2856.00 | 2783.00 | 2829.00 | 2791.00 | 2839.00 | 2783.00 | 11.00 | -2.00 | 17.00 | 0.00 |
| 2019-04-15 | 2853.00 | 2834.00 | 2867.00 | 2809.00 | 2898.00 | 2851.00 | 2905.00 | 2836.00 | -45.00 | -17.00 | -38.00 | -27.00 |
| 2019-04-12 | 2797.00 | 2837.00 | 2854.00 | 2787.00 | 2840.00 | 2877.00 | 2886.00 | 2833.00 | -43.00 | -40.00 | -32.00 | -46.00 |
| 2019-04-11 | 2795.00 | 2802.00 | 2819.00 | 2782.00 | 2833.00 | 2847.00 | 2855.00 | 2816.00 | -38.00 | -45.00 | -36.00 | -34.00 |
| 2019-04-10 | 2831.00 | 2794.00 | 2846.00 | 2782.00 | 2861.00 | 2836.00 | 2874.00 | 2823.00 | -30.00 | -42.00 | -28.00 | -41.00 |
| 2019-04-09 | 2840.00 | 2839.00 | 2896.00 | 2831.00 | 2878.00 | 2875.00 | 2919.00 | 2857.00 | -38.00 | -36.00 | -23.00 | -26.00 |
| 2019-04-08 | 2872.00 | 2852.00 | 2880.00 | 2849.00 | 2890.00 | 2879.00 | 2901.00 | 2874.00 | -18.00 | -27.00 | -21.00 | -25.00 |
| 2019-04-04 | 2861.00 | 2848.00 | 2871.00 | 2826.00 | 2884.00 | 2861.00 | 2886.00 | 2831.00 | -23.00 | -13.00 | -15.00 | -5.00 |
| 2019-04-03 | 2854.00 | 2867.00 | 2889.00 | 2847.00 | 2854.00 | 2884.00 | 2886.00 | 2836.00 | 0.00 | -17.00 | 3.00 | 11.00 |
| 2019-04-02 | 2833.00 | 2865.00 | 2878.00 | 2812.00 | 2849.00 | 2855.00 | 2886.00 | 2830.00 | -16.00 | 10.00 | -8.00 | -18.00 |
| 2019-04-01 | 2870.00 | 2827.00 | 2878.00 | 2807.00 | 2830.00 | 2839.00 | 2858.00 | 2794.00 | 40.00 | -12.00 | 20.00 | 13.00 |
| 2019-03-29 | 2808.00 | 2841.00 | 2883.00 | 2785.00 | 2743.00 | 2801.00 | 2832.00 | 2737.00 | 65.00 | 40.00 | 51.00 | 48.00 |
| 2019-03-28 | 2816.00 | 2835.00 | 2853.00 | 2804.00 | 2775.00 | 2771.00 | 2799.00 | 2752.00 | 41.00 | 64.00 | 54.00 | 52.00 |
| 2019-03-27 | 2813.00 | 2818.00 | 2834.00 | 2797.00 | 2766.00 | 2775.00 | 2784.00 | 2756.00 | 47.00 | 43.00 | 50.00 | 41.00 |
| 2019-03-26 | 2781.00 | 2796.00 | 2820.00 | 2763.00 | 2734.00 | 2749.00 | 2765.00 | 2720.00 | 47.00 | 47.00 | 55.00 | 43.00 |
| 2019-03-25 | 2833.00 | 2772.00 | 2850.00 | 2749.00 | 2780.00 | 2734.00 | 2795.00 | 2709.00 | 53.00 | 38.00 | 55.00 | 40.00 |
| 2019-03-22 | 2900.00 | 2858.00 | 2906.00 | 2842.00 | 2825.00 | 2803.00 | 2831.00 | 2796.00 | 75.00 | 55.00 | 75.00 | 46.00 |
| 2019-03-21 | 2841.00 | 2907.00 | 2925.00 | 2839.00 | 2779.00 | 2832.00 | 2840.00 | 2772.00 | 62.00 | 75.00 | 85.00 | 67.00 |
| 2019-03-20 | 2833.00 | 2862.00 | 2871.00 | 2831.00 | 2797.00 | 2794.00 | 2831.00 | 2784.00 | 36.00 | 68.00 | 40.00 | 47.00 |
| 2019-03-19 | 2878.00 | 2821.00 | 2887.00 | 2812.00 | 2818.00 | 2789.00 | 2843.00 | 2784.00 | 60.00 | 32.00 | 44.00 | 28.00 |
| 2019-03-18 | 2882.00 | 2874.00 | 2890.00 | 2825.00 | 2815.00 | 2813.00 | 2834.00 | 2756.00 | 67.00 | 61.00 | 56.00 | 69.00 |
| 2019-03-15 | 2948.00 | 2907.00 | 2956.00 | 2870.00 | 2880.00 | 2845.00 | 2888.00 | 2800.00 | 68.00 | 62.00 | 68.00 | 70.00 |
| 2019-03-14 | 2966.00 | 2947.00 | 2985.00 | 2935.00 | 2890.00 | 2879.00 | 2914.00 | 2866.00 | 76.00 | 68.00 | 71.00 | 69.00 |
| 2019-03-13 | 2945.00 | 2961.00 | 2977.00 | 2917.00 | 2866.00 | 2885.00 | 2895.00 | 2851.00 | 79.00 | 76.00 | 82.00 | 66.00 |
| 2019-03-12 | 2905.00 | 2937.00 | 2955.00 | 2895.00 | 2815.00 | 2861.00 | 2880.00 | 2815.00 | 90.00 | 76.00 | 75.00 | 80.00 |
| 2019-03-11 | 2820.00 | 2902.00 | 2907.00 | 2809.00 | 2716.00 | 2823.00 | 2833.00 | 2716.00 | 104.00 | 79.00 | 74.00 | 93.00 |
| 2019-03-08 | 2953.00 | 2855.00 | 2963.00 | 2847.00 | 2860.00 | 2786.00 | 2864.00 | 2782.00 | 93.00 | 69.00 | 99.00 | 65.00 |
| 2019-03-07 | 2940.00 | 2930.00 | 2950.00 | 2915.00 | 2850.00 | 2837.00 | 2877.00 | 2833.00 | 90.00 | 93.00 | 73.00 | 82.00 |
| 2019-03-06 | 2952.00 | 2945.00 | 2964.00 | 2894.00 | 2834.00 | 2856.00 | 2863.00 | 2786.00 | 118.00 | 89.00 | 101.00 | 108.00 |
| 2019-03-05 | 2924.00 | 2937.00 | 2958.00 | 2922.00 | 2839.00 | 2823.00 | 2844.00 | 2819.00 | 85.00 | 114.00 | 114.00 | 103.00 |
| 2019-03-04 | 2959.00 | 2918.00 | 2973.00 | 2910.00 | 2853.00 | 2832.00 | 2858.00 | 2802.00 | 106.00 | 86.00 | 115.00 | 108.00 |
| 2019-03-01 | 2901.00 | 2982.00 | 2985.00 | 2888.00 | 2789.00 | 2863.00 | 2865.00 | 2784.00 | 112.00 | 119.00 | 120.00 | 104.00 |
| 2019-02-28 | 2880.00 | 2897.00 | 2905.00 | 2856.00 | 2811.00 | 2791.00 | 2821.00 | 2770.00 | 69.00 | 106.00 | 84.00 | 86.00 |
| 2019-02-27 | 2830.00 | 2854.00 | 2866.00 | 2817.00 | 2756.00 | 2792.00 | 2805.00 | 2748.00 | 74.00 | 62.00 | 61.00 | 69.00 |
| 2019-02-26 | 2840.00 | 2808.00 | 2851.00 | 2792.00 | 2748.00 | 2740.00 | 2753.00 | 2700.00 | 92.00 | 68.00 | 98.00 | 92.00 |
| 2019-02-25 | 2980.00 | 2866.00 | 2995.00 | 2859.00 | 2849.00 | 2770.00 | 2866.00 | 2752.00 | 131.00 | 96.00 | 129.00 | 107.00 |
| 2019-02-22 | 2942.00 | 2957.00 | 2966.00 | 2929.00 | 2817.00 | 2830.00 | 2832.00 | 2803.00 | 125.00 | 127.00 | 134.00 | 126.00 |
| 2019-02-21 | 2897.00 | 2948.00 | 2979.00 | 2889.00 | 2779.00 | 2808.00 | 2837.00 | 2762.00 | 118.00 | 140.00 | 142.00 | 127.00 |
| 2019-02-20 | 2944.00 | 2913.00 | 2948.00 | 2888.00 | 2816.00 | 2787.00 | 2820.00 | 2740.00 | 128.00 | 126.00 | 128.00 | 148.00 |
| 2019-02-19 | 2964.00 | 2941.00 | 2974.00 | 2895.00 | 2820.00 | 2815.00 | 2831.00 | 2773.00 | 144.00 | 126.00 | 143.00 | 122.00 |
| 2019-02-18 | 2937.00 | 2968.00 | 2983.00 | 2906.00 | 2780.00 | 2827.00 | 2828.00 | 2752.00 | 157.00 | 141.00 | 155.00 | 154.00 |
| 2019-02-15 | 2943.00 | 2919.00 | 2967.00 | 2867.00 | 2788.00 | 2762.00 | 2802.00 | 2719.00 | 155.00 | 157.00 | 165.00 | 148.00 |
| 2019-02-14 | 2886.00 | 2944.00 | 2953.00 | 2852.00 | 2740.00 | 2785.00 | 2788.00 | 2696.00 | 146.00 | 159.00 | 165.00 | 156.00 |
| 2019-02-13 | 2865.00 | 2891.00 | 2922.00 | 2864.00 | 2705.00 | 2740.00 | 2761.00 | 2705.00 | 160.00 | 151.00 | 161.00 | 159.00 |
| 2019-02-12 | 2823.00 | 2840.00 | 2863.00 | 2810.00 | 2670.00 | 2686.00 | 2704.00 | 2654.00 | 153.00 | 154.00 | 159.00 | 156.00 |
| 2019-02-11 | 2685.00 | 2820.00 | 2840.00 | 2684.00 | 2572.00 | 2660.00 | 2678.00 | 2569.00 | 113.00 | 160.00 | 162.00 | 115.00 |
| 2019-02-01 | 2751.00 | 2715.00 | 2791.00 | 2698.00 | 2611.00 | 2599.00 | 2646.00 | 2581.00 | 140.00 | 116.00 | 145.00 | 117.00 |
| 2019-01-31 | 2708.00 | 2763.00 | 2769.00 | 2704.00 | 2586.00 | 2620.00 | 2632.00 | 2583.00 | 122.00 | 143.00 | 137.00 | 121.00 |
| 2019-01-30 | 2660.00 | 2688.00 | 2709.00 | 2658.00 | 2560.00 | 2572.00 | 2591.00 | 2551.00 | 100.00 | 116.00 | 118.00 | 107.00 |
| 2019-01-29 | 2666.00 | 2649.00 | 2697.00 | 2645.00 | 2558.00 | 2549.00 | 2578.00 | 2545.00 | 108.00 | 100.00 | 119.00 | 100.00 |
| 2019-01-28 | 2689.00 | 2664.00 | 2736.00 | 2645.00 | 2575.00 | 2562.00 | 2609.00 | 2545.00 | 114.00 | 102.00 | 127.00 | 100.00 |
| 2019-01-25 | 2703.00 | 2710.00 | 2796.00 | 2698.00 | 2578.00 | 2587.00 | 2646.00 | 2570.00 | 125.00 | 123.00 | 150.00 | 128.00 |
| 2019-01-24 | 2739.00 | 2707.00 | 2747.00 | 2700.00 | 2600.00 | 2577.00 | 2610.00 | 2567.00 | 139.00 | 130.00 | 137.00 | 133.00 |
| 2019-01-23 | 2699.00 | 2726.00 | 2744.00 | 2687.00 | 2571.00 | 2591.00 | 2602.00 | 2561.00 | 128.00 | 135.00 | 142.00 | 126.00 |
| 2019-01-22 | 2732.00 | 2711.00 | 2755.00 | 2695.00 | 2611.00 | 2580.00 | 2625.00 | 2568.00 | 121.00 | 131.00 | 130.00 | 127.00 |
| 2019-01-21 | 2691.00 | 2740.00 | 2762.00 | 2690.00 | 2574.00 | 2611.00 | 2631.00 | 2570.00 | 117.00 | 129.00 | 131.00 | 120.00 |
| 2019-01-18 | 2599.00 | 2698.00 | 2710.00 | 2587.00 | 2499.00 | 2577.00 | 2585.00 | 2486.00 | 100.00 | 121.00 | 125.00 | 101.00 |
| 2019-01-17 | 2619.00 | 2623.00 | 2628.00 | 2595.00 | 2500.00 | 2513.00 | 2516.00 | 2482.00 | 119.00 | 110.00 | 112.00 | 113.00 |
| 2019-01-16 | 2622.00 | 2636.00 | 2648.00 | 2613.00 | 2506.00 | 2513.00 | 2524.00 | 2497.00 | 116.00 | 123.00 | 124.00 | 116.00 |
| 2019-01-15 | 2591.00 | 2620.00 | 2630.00 | 2575.00 | 2481.00 | 2503.00 | 2508.00 | 2458.00 | 110.00 | 117.00 | 122.00 | 117.00 |
| 2019-01-14 | 2644.00 | 2583.00 | 2644.00 | 2578.00 | 2530.00 | 2474.00 | 2530.00 | 2469.00 | 114.00 | 109.00 | 114.00 | 109.00 |
| 2019-01-11 | 2645.00 | 2646.00 | 2657.00 | 2618.00 | 2525.00 | 2529.00 | 2533.00 | 2497.00 | 120.00 | 117.00 | 124.00 | 121.00 |
| 2019-01-10 | 2568.00 | 2638.00 | 2656.00 | 2568.00 | 2470.00 | 2517.00 | 2534.00 | 2470.00 | 98.00 | 121.00 | 122.00 | 98.00 |
| 2019-01-09 | 2543.00 | 2564.00 | 2585.00 | 2529.00 | 2446.00 | 2466.00 | 2487.00 | 2441.00 | 97.00 | 98.00 | 98.00 | 88.00 |
| 2019-01-08 | 2528.00 | 2528.00 | 2550.00 | 2493.00 | 2445.00 | 2436.00 | 2463.00 | 2412.00 | 83.00 | 92.00 | 87.00 | 81.00 |
| 2019-01-07 | 2502.00 | 2526.00 | 2535.00 | 2483.00 | 2420.00 | 2444.00 | 2455.00 | 2408.00 | 82.00 | 82.00 | 80.00 | 75.00 |
| 2019-01-04 | 2435.00 | 2492.00 | 2502.00 | 2435.00 | 2356.00 | 2412.00 | 2424.00 | 2353.00 | 79.00 | 80.00 | 78.00 | 82.00 |
| 2019-01-03 | 2375.00 | 2408.00 | 2419.00 | 2365.00 | 2301.00 | 2336.00 | 2341.00 | 2301.00 | 74.00 | 72.00 | 78.00 | 64.00 |
| 2019-01-02 | 2400.00 | 2372.00 | 2417.00 | 2358.00 | 2324.00 | 2303.00 | 2332.00 | 2296.00 | 76.00 | 69.00 | 85.00 | 62.00 |
| 2018-12-28 | 2412.00 | 2402.00 | 2435.00 | 2381.00 | 2325.00 | 2315.00 | 2344.00 | 2304.00 | 87.00 | 87.00 | 91.00 | 77.00 |
| 2018-12-27 | 2350.00 | 2428.00 | 2482.00 | 2331.00 | 2267.00 | 2335.00 | 2398.00 | 2257.00 | 83.00 | 93.00 | 84.00 | 74.00 |
| 2018-12-26 | 2350.00 | 2335.00 | 2371.00 | 2326.00 | 2303.00 | 2255.00 | 2322.00 | 2247.00 | 47.00 | 80.00 | 49.00 | 79.00 |
| 2018-12-25 | 2484.00 | 2349.00 | 2510.00 | 2349.00 | 2420.00 | 2295.00 | 2444.00 | 2284.00 | 64.00 | 54.00 | 66.00 | 65.00 |
| 2018-12-24 | 2475.00 | 2502.00 | 2526.00 | 2463.00 | 2411.00 | 2435.00 | 2447.00 | 2404.00 | 64.00 | 67.00 | 79.00 | 59.00 |
| 2018-12-21 | 2450.00 | 2504.00 | 2527.00 | 2450.00 | 2443.00 | 2437.00 | 2467.00 | 2415.00 | 7.00 | 67.00 | 60.00 | 35.00 |
| 2018-12-20 | 2487.00 | 2478.00 | 2492.00 | 2466.00 | 2459.00 | 2446.00 | 2459.00 | 2435.00 | 28.00 | 32.00 | 33.00 | 31.00 |
| 2018-12-19 | 2567.00 | 2486.00 | 2585.00 | 2474.00 | 2511.00 | 2454.00 | 2526.00 | 2436.00 | 56.00 | 32.00 | 59.00 | 38.00 |
| 2018-12-18 | 2660.00 | 2580.00 | 2665.00 | 2565.00 | 2560.00 | 2516.00 | 2567.00 | 2510.00 | 100.00 | 64.00 | 98.00 | 55.00 |
| 2018-12-17 | 2660.00 | 2645.00 | 2677.00 | 2621.00 | 2624.00 | 2650.00 | 2658.00 | 2620.00 | 36.00 | -5.00 | 19.00 | 1.00 |
| 2018-12-14 | 2630.00 | 2664.00 | 2710.00 | 2622.00 | 2601.00 | 2629.00 | 2658.00 | 2576.00 | 29.00 | 35.00 | 52.00 | 46.00 |
| 2018-12-13 | 2741.00 | 2664.00 | 2756.00 | 2640.00 | 2705.00 | 2625.00 | 2711.00 | 2588.00 | 36.00 | 39.00 | 45.00 | 52.00 |
| 2018-12-12 | 2720.00 | 2726.00 | 2752.00 | 2715.00 | 2730.00 | 2696.00 | 2738.00 | 2680.00 | -10.00 | 30.00 | 14.00 | 35.00 |
| 2018-12-11 | 2745.00 | 2702.00 | 2768.00 | 2685.00 | 2767.00 | 2709.00 | 2777.00 | 2698.00 | -22.00 | -7.00 | -9.00 | -13.00 |
| 2018-12-10 | 2720.00 | 2760.00 | 2804.00 | 2703.00 | 2772.00 | 2776.00 | 2837.00 | 2720.00 | -52.00 | -16.00 | -33.00 | -17.00 |
| 2018-12-07 | 2700.00 | 2688.00 | 2745.00 | 2662.00 | 2744.00 | 2731.00 | 2791.00 | 2715.00 | -44.00 | -43.00 | -46.00 | -53.00 |
| 2018-12-06 | 2802.00 | 2750.00 | 2830.00 | 2744.00 | 2891.00 | 2797.00 | 2903.00 | 2793.00 | -89.00 | -47.00 | -73.00 | -49.00 |
| 2018-12-05 | 2799.00 | 2780.00 | 2827.00 | 2742.00 | 2918.00 | 2867.00 | 2945.00 | 2829.00 | -119.00 | -87.00 | -118.00 | -87.00 |