燃油期货跨期套利数据回测

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:

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

关于燃油期货跨期套利的详细数据分析,请查看文章:。

燃油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

燃油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

燃油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 2948.00 2911.00 2953.00 2883.00 2946.00 2903.00 2946.00 2874.00 2.00 8.00 7.00 9.00
2025-07-10 2980.00 2972.00 2980.00 2950.00 2971.00 2961.00 2971.00 2943.00 9.00 11.00 9.00 7.00
2025-07-09 2983.00 2982.00 2992.00 2974.00 2966.00 2974.00 2978.00 2955.00 17.00 8.00 14.00 19.00
2025-07-08 2965.00 2972.00 2982.00 2957.00 2932.00 2950.00 2960.00 2926.00 33.00 22.00 22.00 31.00
2025-07-07 2958.00 2947.00 2963.00 2910.00 2922.00 2916.00 2928.00 2879.00 36.00 31.00 35.00 31.00
2025-07-04 3000.00 2966.00 3000.00 2955.00 2956.00 2928.00 2958.00 2916.00 44.00 38.00 42.00 39.00
2025-07-03 2973.00 2987.00 3001.00 2967.00 2934.00 2945.00 2963.00 2921.00 39.00 42.00 38.00 46.00
2025-07-02 2979.00 2960.00 2985.00 2942.00 2947.00 2917.00 2947.00 2901.00 32.00 43.00 38.00 41.00
2025-07-01 2993.00 2979.00 2996.00 2952.00 2941.00 2931.00 2941.00 2905.00 52.00 48.00 55.00 47.00
2025-06-30 2997.00 2990.00 3009.00 2962.00 2957.00 2931.00 2957.00 2910.00 40.00 59.00 52.00 52.00
2025-06-27 3003.00 3002.00 3018.00 2990.00 2950.00 2956.00 2967.00 2940.00 53.00 46.00 51.00 50.00
2025-06-26 3000.00 3019.00 3023.00 2988.00 2962.00 2965.00 2969.00 2938.00 38.00 54.00 54.00 50.00
2025-06-25 3062.00 3015.00 3071.00 2996.00 3020.00 2966.00 3021.00 2946.00 42.00 49.00 50.00 50.00
2025-06-24 3338.00 3065.00 3375.00 3065.00 3295.00 3009.00 3320.00 3009.00 43.00 56.00 55.00 56.00
2025-06-23 3340.00 3385.00 3437.00 3316.00 3288.00 3328.00 3373.00 3256.00 52.00 57.00 64.00 60.00
2025-06-20 3375.00 3363.00 3427.00 3344.00 3306.00 3301.00 3359.00 3282.00 69.00 62.00 68.00 62.00
2025-06-19 3346.00 3369.00 3377.00 3292.00 3283.00 3306.00 3317.00 3230.00 63.00 63.00 60.00 62.00
2025-06-18 3287.00 3333.00 3366.00 3267.00 3220.00 3275.00 3302.00 3197.00 67.00 58.00 64.00 70.00
2025-06-17 3238.00 3247.00 3298.00 3183.00 3268.00 3303.00 3339.00 3210.00 -30.00 -56.00 -41.00 -27.00
2025-06-16 3252.00 3276.00 3278.00 3209.00 3290.00 3317.00 3318.00 3245.00 -38.00 -41.00 -40.00 -36.00
2025-06-13 2979.00 3205.00 3250.00 2978.00 3000.00 3239.00 3272.00 2995.00 -21.00 -34.00 -22.00 -17.00
2025-06-12 2952.00 2997.00 3020.00 2937.00 2977.00 3019.00 3038.00 2961.00 -25.00 -22.00 -18.00 -24.00
2025-06-11 2932.00 2912.00 2942.00 2898.00 2971.00 2939.00 2971.00 2920.00 -39.00 -27.00 -29.00 -22.00
2025-06-10 2955.00 2966.00 2989.00 2937.00 2900.00 2924.00 2944.00 2881.00 55.00 42.00 45.00 56.00
2025-06-09 2960.00 2927.00 2960.00 2926.00 2875.00 2874.00 2896.00 2862.00 85.00 53.00 64.00 64.00
2025-06-06 2967.00 2943.00 2977.00 2929.00 2872.00 2858.00 2887.00 2845.00 95.00 85.00 90.00 84.00
2025-06-05 2917.00 2934.00 2942.00 2909.00 2840.00 2853.00 2868.00 2831.00 77.00 81.00 74.00 78.00
2025-06-04 2943.00 2925.00 2947.00 2913.00 2860.00 2841.00 2865.00 2831.00 83.00 84.00 82.00 82.00
2025-06-03 2950.00 2913.00 2969.00 2907.00 2843.00 2828.00 2853.00 2819.00 107.00 85.00 116.00 88.00
2025-05-30 2992.00 2903.00 3004.00 2900.00 2851.00 2770.00 2855.00 2762.00 141.00 133.00 149.00 138.00
2025-05-29 3016.00 3052.00 3083.00 3015.00 2865.00 2897.00 2912.00 2851.00 151.00 155.00 171.00 164.00
2025-05-28 2962.00 2986.00 3017.00 2948.00 2815.00 2824.00 2842.00 2799.00 147.00 162.00 175.00 149.00
2025-05-27 3020.00 2972.00 3027.00 2941.00 2832.00 2819.00 2832.00 2792.00 188.00 153.00 195.00 149.00
2025-05-26 2979.00 3037.00 3048.00 2951.00 2821.00 2836.00 2845.00 2793.00 158.00 201.00 203.00 158.00
2025-05-23 2998.00 2995.00 3016.00 2990.00 2840.00 2833.00 2855.00 2831.00 158.00 162.00 161.00 159.00
2025-05-22 3075.00 3000.00 3078.00 2998.00 2901.00 2841.00 2913.00 2838.00 174.00 159.00 165.00 160.00
2025-05-21 3035.00 3074.00 3115.00 3017.00 2869.00 2910.00 2941.00 2852.00 166.00 164.00 174.00 165.00
2025-05-20 3022.00 3042.00 3054.00 3016.00 2860.00 2874.00 2881.00 2849.00 162.00 168.00 173.00 167.00
2025-05-19 3006.00 3012.00 3035.00 2994.00 2841.00 2847.00 2862.00 2829.00 165.00 165.00 173.00 165.00
2025-05-16 2990.00 2989.00 3025.00 2982.00 2818.00 2824.00 2855.00 2816.00 172.00 165.00 170.00 166.00
2025-05-15 3050.00 2985.00 3064.00 2985.00 2888.00 2818.00 2900.00 2813.00 162.00 167.00 164.00 172.00
2025-05-14 3031.00 3057.00 3072.00 3026.00 2865.00 2893.00 2905.00 2858.00 166.00 164.00 167.00 168.00
2025-05-13 3046.00 3006.00 3060.00 2983.00 2867.00 2839.00 2886.00 2817.00 179.00 167.00 174.00 166.00
2025-05-12 2972.00 2996.00 3002.00 2933.00 2800.00 2832.00 2834.00 2770.00 172.00 164.00 168.00 163.00
2025-05-09 2893.00 2949.00 2957.00 2882.00 2725.00 2773.00 2780.00 2715.00 168.00 176.00 177.00 167.00
2025-05-08 2870.00 2875.00 2887.00 2846.00 2722.00 2707.00 2729.00 2682.00 148.00 168.00 158.00 164.00
2025-05-07 2845.00 2888.00 2888.00 2843.00 2708.00 2744.00 2745.00 2701.00 137.00 144.00 143.00 142.00
2025-05-06 2824.00 2837.00 2851.00 2814.00 2690.00 2696.00 2703.00 2675.00 134.00 141.00 148.00 139.00
2025-04-30 2945.00 2913.00 2962.00 2910.00 2800.00 2767.00 2810.00 2761.00 145.00 146.00 152.00 149.00
2025-04-29 3015.00 2969.00 3018.00 2945.00 2871.00 2818.00 2875.00 2807.00 144.00 151.00 143.00 138.00
2025-04-28 2990.00 3026.00 3041.00 2967.00 2845.00 2880.00 2894.00 2827.00 145.00 146.00 147.00 140.00
2025-04-25 3005.00 3028.00 3032.00 2983.00 2865.00 2878.00 2886.00 2845.00 140.00 150.00 146.00 138.00
2025-04-24 3023.00 2998.00 3028.00 2970.00 2892.00 2857.00 2892.00 2835.00 131.00 141.00 136.00 135.00
2025-04-23 3002.00 3068.00 3078.00 2996.00 2876.00 2927.00 2929.00 2866.00 126.00 141.00 149.00 130.00
2025-04-22 2967.00 2987.00 2991.00 2922.00 2850.00 2863.00 2868.00 2808.00 117.00 124.00 123.00 114.00
2025-04-21 2980.00 2985.00 3009.00 2957.00 2870.00 2864.00 2881.00 2849.00 110.00 121.00 128.00 108.00
2025-04-18 2978.00 2983.00 3007.00 2966.00 2855.00 2868.00 2884.00 2843.00 123.00 115.00 123.00 123.00
2025-04-17 2940.00 2961.00 2985.00 2922.00 2795.00 2837.00 2854.00 2789.00 145.00 124.00 131.00 133.00
2025-04-16 2918.00 2891.00 2961.00 2884.00 3062.00 3016.00 3102.00 3011.00 -144.00 -125.00 -141.00 -127.00
2025-04-15 2950.00 2947.00 2958.00 2933.00 3033.00 3093.00 3104.00 3033.00 -83.00 -146.00 -146.00 -100.00
2025-04-14 2877.00 2908.00 2923.00 2845.00 2985.00 3003.00 3015.00 2960.00 -108.00 -95.00 -92.00 -115.00
2025-04-11 2843.00 2894.00 2894.00 2806.00 2923.00 3003.00 3005.00 2888.00 -80.00 -109.00 -111.00 -82.00
2025-04-10 2707.00 2901.00 2937.00 2705.00 2773.00 2976.00 3030.00 2767.00 -66.00 -75.00 -93.00 -62.00
2025-04-09 2894.00 2788.00 2917.00 2718.00 2965.00 2845.00 2984.00 2781.00 -71.00 -57.00 -67.00 -63.00
2025-04-08 3000.00 2965.00 3008.00 2936.00 2922.00 2897.00 2956.00 2868.00 78.00 68.00 52.00 68.00
2025-04-07 3057.00 3057.00 3057.00 3057.00 3006.00 3006.00 3006.00 3006.00 51.00 51.00 51.00 51.00
2025-04-03 3285.00 3292.00 3314.00 3252.00 3238.00 3228.00 3262.00 3200.00 47.00 64.00 52.00 52.00
2025-04-02 3307.00 3293.00 3326.00 3291.00 3241.00 3236.00 3259.00 3226.00 66.00 57.00 67.00 65.00
2025-04-01 3221.00 3310.00 3312.00 3215.00 3159.00 3248.00 3250.00 3155.00 62.00 62.00 62.00 60.00
2025-03-31 3231.00 3208.00 3234.00 3170.00 3171.00 3146.00 3175.00 3122.00 60.00 62.00 59.00 48.00
2025-03-28 3224.00 3222.00 3237.00 3205.00 3164.00 3167.00 3170.00 3140.00 60.00 55.00 67.00 65.00
2025-03-27 3240.00 3218.00 3248.00 3218.00 3169.00 3157.00 3182.00 3156.00 71.00 61.00 66.00 62.00
2025-03-26 3220.00 3227.00 3238.00 3211.00 3145.00 3161.00 3164.00 3136.00 75.00 66.00 74.00 75.00
2025-03-25 3172.00 3194.00 3209.00 3163.00 3108.00 3122.00 3135.00 3094.00 64.00 72.00 74.00 69.00
2025-03-24 3144.00 3176.00 3185.00 3142.00 3076.00 3103.00 3112.00 3072.00 68.00 73.00 73.00 70.00
2025-03-21 3113.00 3156.00 3189.00 3103.00 3045.00 3086.00 3109.00 3033.00 68.00 70.00 80.00 70.00
2025-03-20 3090.00 3127.00 3135.00 3080.00 3012.00 3061.00 3063.00 3012.00 78.00 66.00 72.00 68.00
2025-03-19 3157.00 3068.00 3159.00 3062.00 3089.00 3002.00 3091.00 2995.00 68.00 66.00 68.00 67.00
2025-03-18 3125.00 3144.00 3156.00 3117.00 3053.00 3075.00 3080.00 3053.00 72.00 69.00 76.00 64.00
2025-03-17 3126.00 3107.00 3178.00 3068.00 3047.00 3046.00 3100.00 3001.00 79.00 61.00 78.00 67.00
2025-03-14 3100.00 3124.00 3127.00 3090.00 3019.00 3047.00 3049.00 3012.00 81.00 77.00 78.00 78.00
2025-03-13 3096.00 3105.00 3126.00 3086.00 3011.00 3027.00 3046.00 3010.00 85.00 78.00 80.00 76.00
2025-03-12 3119.00 3066.00 3127.00 3065.00 3037.00 2990.00 3047.00 2987.00 82.00 76.00 80.00 78.00
2025-03-11 3137.00 3101.00 3139.00 3053.00 3062.00 3018.00 3066.00 2977.00 75.00 83.00 73.00 76.00
2025-03-10 3149.00 3115.00 3153.00 3092.00 3060.00 3042.00 3071.00 3020.00 89.00 73.00 82.00 72.00
2025-03-07 3075.00 3110.00 3111.00 3048.00 2998.00 3032.00 3033.00 2980.00 77.00 78.00 78.00 68.00
2025-03-06 3060.00 3074.00 3084.00 3039.00 2988.00 3005.00 3012.00 2968.00 72.00 69.00 72.00 71.00
2025-03-05 3075.00 3088.00 3102.00 3064.00 3014.00 3018.00 3029.00 2991.00 61.00 70.00 73.00 73.00
2025-03-04 3264.00 3121.00 3264.00 3102.00 3205.00 3047.00 3205.00 3024.00 59.00 74.00 59.00 78.00
2025-03-03 3269.00 3264.00 3315.00 3254.00 3199.00 3196.00 3239.00 3184.00 70.00 68.00 76.00 70.00
2025-02-28 3275.00 3281.00 3308.00 3264.00 3200.00 3214.00 3238.00 3192.00 75.00 67.00 70.00 72.00
2025-02-27 3239.00 3251.00 3258.00 3229.00 3143.00 3179.00 3187.00 3143.00 96.00 72.00 71.00 86.00
2025-02-26 3298.00 3246.00 3310.00 3227.00 3216.00 3166.00 3224.00 3139.00 82.00 80.00 86.00 88.00
2025-02-25 3340.00 3343.00 3354.00 3295.00 3267.00 3254.00 3267.00 3211.00 73.00 89.00 87.00 84.00
2025-02-24 3410.00 3349.00 3446.00 3324.00 3319.00 3260.00 3344.00 3236.00 91.00 89.00 102.00 88.00
2025-02-21 3486.00 3422.00 3491.00 3417.00 3375.00 3333.00 3386.00 3331.00 111.00 89.00 105.00 86.00
2025-02-20 3470.00 3459.00 3494.00 3455.00 3731.00 3727.00 3762.00 3713.00 -261.00 -268.00 -268.00 -258.00
2025-02-19 3428.00 3449.00 3453.00 3391.00 3755.00 3691.00 3763.00 3676.00 -327.00 -242.00 -310.00 -285.00
2025-02-18 3408.00 3446.00 3449.00 3386.00 3750.00 3770.00 3835.00 3740.00 -342.00 -324.00 -386.00 -354.00
2025-02-17 3436.00 3411.00 3456.00 3364.00 3759.00 3760.00 3775.00 3722.00 -323.00 -349.00 -319.00 -358.00
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