豆粕期货跨期套利数据回测

本页面展示豆粕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

关于豆粕期货跨期套利的详细数据分析,请查看文章:。

豆粕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

豆粕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

豆粕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
2025-12-08 2821.00 2819.00 2826.00 2814.00 3043.00 3051.00 3055.00 3037.00 -222.00 -232.00 -229.00 -223.00
2025-12-05 2835.00 2821.00 2844.00 2820.00 3036.00 3036.00 3048.00 3030.00 -201.00 -215.00 -204.00 -210.00
2025-12-04 2844.00 2833.00 2846.00 2812.00 3040.00 3040.00 3044.00 3023.00 -196.00 -207.00 -198.00 -211.00
2025-12-03 3049.00 3046.00 3053.00 3025.00 2851.00 2847.00 2863.00 2833.00 198.00 199.00 190.00 192.00
2025-12-02 3033.00 3045.00 3048.00 3029.00 2835.00 2848.00 2849.00 2829.00 198.00 197.00 199.00 200.00
2025-12-01 3044.00 3039.00 3057.00 3032.00 2849.00 2835.00 2856.00 2826.00 195.00 204.00 201.00 206.00
2025-11-28 3055.00 3044.00 3060.00 3041.00 2828.00 2845.00 2855.00 2828.00 227.00 199.00 205.00 213.00
2025-11-27 3015.00 3055.00 3062.00 3007.00 2827.00 2838.00 2842.00 2822.00 188.00 217.00 220.00 185.00
2025-11-26 3010.00 3015.00 3033.00 3006.00 2819.00 2826.00 2836.00 2814.00 191.00 189.00 197.00 192.00
2025-11-25 3005.00 3013.00 3025.00 2995.00 2810.00 2820.00 2826.00 2805.00 195.00 193.00 199.00 190.00
2025-11-24 3010.00 3011.00 3020.00 2988.00 2801.00 2815.00 2823.00 2786.00 209.00 196.00 197.00 202.00
2025-11-21 3021.00 3012.00 3027.00 3007.00 2815.00 2803.00 2821.00 2801.00 206.00 209.00 206.00 206.00
2025-11-20 3022.00 3017.00 3027.00 3000.00 2820.00 2811.00 2826.00 2802.00 202.00 206.00 201.00 198.00
2025-11-19 3049.00 3022.00 3054.00 3016.00 2839.00 2824.00 2847.00 2816.00 210.00 198.00 207.00 200.00
2025-11-18 3048.00 3041.00 3086.00 3039.00 2820.00 2832.00 2855.00 2818.00 228.00 209.00 231.00 221.00
2025-11-17 3090.00 3043.00 3107.00 3024.00 2850.00 2814.00 2858.00 2795.00 240.00 229.00 249.00 229.00
2025-11-14 3070.00 3092.00 3099.00 3060.00 2850.00 2848.00 2852.00 2830.00 220.00 244.00 247.00 230.00
2025-11-13 3051.00 3071.00 3077.00 3045.00 2843.00 2852.00 2858.00 2839.00 208.00 219.00 219.00 206.00
2025-11-12 3050.00 3059.00 3073.00 3038.00 2832.00 2850.00 2854.00 2819.00 218.00 209.00 219.00 219.00
2025-11-11 3060.00 3054.00 3070.00 3044.00 2829.00 2836.00 2843.00 2823.00 231.00 218.00 227.00 221.00
2025-11-10 3058.00 3063.00 3068.00 3031.00 2811.00 2829.00 2830.00 2801.00 247.00 234.00 238.00 230.00
2025-11-07 3065.00 3058.00 3070.00 3034.00 2825.00 2810.00 2827.00 2803.00 240.00 248.00 243.00 231.00
2025-11-06 3073.00 3068.00 3089.00 3053.00 2826.00 2827.00 2832.00 2815.00 247.00 241.00 257.00 238.00
2025-11-05 3010.00 3073.00 3080.00 3002.00 2816.00 2824.00 2833.00 2801.00 194.00 249.00 247.00 201.00
2025-11-04 3026.00 3015.00 3047.00 3012.00 2829.00 2818.00 2840.00 2816.00 197.00 197.00 207.00 196.00
2025-11-03 3018.00 3026.00 3058.00 3015.00 2813.00 2829.00 2840.00 2805.00 205.00 197.00 218.00 210.00
2025-10-31 3005.00 3021.00 3029.00 2982.00 2815.00 2813.00 2820.00 2793.00 190.00 208.00 209.00 189.00
2025-10-30 2969.00 2994.00 2997.00 2965.00 2801.00 2799.00 2810.00 2786.00 168.00 195.00 187.00 179.00
2025-10-29 2975.00 2969.00 2995.00 2957.00 2798.00 2803.00 2818.00 2792.00 177.00 166.00 177.00 165.00
2025-10-28 2934.00 2975.00 2982.00 2932.00 2793.00 2795.00 2818.00 2788.00 141.00 180.00 164.00 144.00
2025-10-27 2937.00 2932.00 2950.00 2922.00 2771.00 2791.00 2796.00 2768.00 166.00 141.00 154.00 154.00
2025-10-24 2938.00 2933.00 2955.00 2928.00 2768.00 2768.00 2779.00 2766.00 170.00 165.00 176.00 162.00
2025-10-23 2887.00 2938.00 2942.00 2880.00 2743.00 2770.00 2773.00 2739.00 144.00 168.00 169.00 141.00
2025-10-22 2886.00 2885.00 2892.00 2852.00 2740.00 2743.00 2748.00 2724.00 146.00 142.00 144.00 128.00
2025-10-21 2895.00 2889.00 2913.00 2888.00 2735.00 2743.00 2754.00 2733.00 160.00 146.00 159.00 155.00
2025-10-20 2868.00 2895.00 2910.00 2866.00 2708.00 2736.00 2742.00 2708.00 160.00 159.00 168.00 158.00
2025-10-17 2910.00 2868.00 2914.00 2863.00 2741.00 2713.00 2752.00 2712.00 169.00 155.00 162.00 151.00
2025-10-16 2913.00 2907.00 2925.00 2906.00 2738.00 2742.00 2751.00 2734.00 175.00 165.00 174.00 172.00
2025-10-15 2902.00 2917.00 2930.00 2897.00 2734.00 2740.00 2744.00 2726.00 168.00 177.00 186.00 171.00
2025-10-14 2936.00 2902.00 2943.00 2883.00 2747.00 2728.00 2752.00 2721.00 189.00 174.00 191.00 162.00
2025-10-13 2932.00 2932.00 2957.00 2922.00 2750.00 2746.00 2770.00 2741.00 182.00 186.00 187.00 181.00
2025-10-10 2938.00 2922.00 2944.00 2903.00 2750.00 2754.00 2763.00 2744.00 188.00 168.00 181.00 159.00
2025-10-09 2950.00 2939.00 2952.00 2918.00 2751.00 2755.00 2759.00 2739.00 199.00 184.00 193.00 179.00
2025-09-30 2938.00 2928.00 2943.00 2924.00 2742.00 2738.00 2746.00 2737.00 196.00 190.00 197.00 187.00
2025-09-29 2938.00 2933.00 2952.00 2926.00 2753.00 2743.00 2755.00 2739.00 185.00 190.00 197.00 187.00
2025-09-26 2972.00 2937.00 2973.00 2930.00 2768.00 2751.00 2768.00 2746.00 204.00 186.00 205.00 184.00
2025-09-25 2958.00 2967.00 2976.00 2951.00 2760.00 2762.00 2768.00 2750.00 198.00 205.00 208.00 201.00
2025-09-24 2926.00 2930.00 2940.00 2908.00 2729.00 2749.00 2759.00 2728.00 197.00 181.00 181.00 180.00
2025-09-23 3013.00 2928.00 3015.00 2907.00 2770.00 2733.00 2770.00 2720.00 243.00 195.00 245.00 187.00
2025-09-22 3014.00 3034.00 3046.00 3007.00 2787.00 2782.00 2792.00 2776.00 227.00 252.00 254.00 231.00
2025-09-19 2995.00 3014.00 3021.00 2983.00 2768.00 2786.00 2792.00 2762.00 227.00 228.00 229.00 221.00
2025-09-18 3008.00 2993.00 3016.00 2990.00 2784.00 2765.00 2790.00 2763.00 224.00 228.00 226.00 227.00
2025-09-17 3042.00 3002.00 3051.00 2998.00 2804.00 2781.00 2809.00 2776.00 238.00 221.00 242.00 222.00
2025-09-16 3046.00 3041.00 3058.00 3030.00 2806.00 2802.00 2815.00 2801.00 240.00 239.00 243.00 229.00
2025-09-15 3080.00 3042.00 3083.00 3032.00 2816.00 2804.00 2823.00 2800.00 264.00 238.00 260.00 232.00
2025-09-12 3090.00 3079.00 3097.00 3077.00 2810.00 2820.00 2820.00 2809.00 280.00 259.00 277.00 268.00
2025-09-11 3067.00 3088.00 3090.00 3064.00 2801.00 2809.00 2810.00 2794.00 266.00 279.00 280.00 270.00
2025-09-10 3079.00 3066.00 3079.00 3055.00 2800.00 2798.00 2806.00 2793.00 279.00 268.00 273.00 262.00
2025-09-09 3080.00 3075.00 3086.00 3065.00 2810.00 2800.00 2813.00 2793.00 270.00 275.00 273.00 272.00
2025-09-08 3070.00 3081.00 3095.00 3064.00 2809.00 2809.00 2820.00 2802.00 261.00 272.00 275.00 262.00
2025-09-05 3043.00 3067.00 3072.00 3042.00 2803.00 2807.00 2814.00 2794.00 240.00 260.00 258.00 248.00
2025-09-04 3058.00 3048.00 3076.00 3046.00 2817.00 2808.00 2827.00 2806.00 241.00 240.00 249.00 240.00
2025-09-03 3044.00 3066.00 3072.00 3039.00 2805.00 2821.00 2828.00 2802.00 239.00 245.00 244.00 237.00
2025-09-02 3054.00 3050.00 3069.00 3046.00 2815.00 2810.00 2824.00 2809.00 239.00 240.00 245.00 237.00
2025-09-01 3052.00 3054.00 3074.00 3049.00 2819.00 2814.00 2830.00 2812.00 233.00 240.00 244.00 237.00
2025-08-29 3040.00 3055.00 3064.00 3031.00 2815.00 2820.00 2827.00 2800.00 225.00 235.00 237.00 231.00
2025-08-28 3044.00 3039.00 3064.00 3027.00 2829.00 2814.00 2834.00 2809.00 215.00 225.00 230.00 218.00
2025-08-27 3081.00 3045.00 3082.00 3042.00 2840.00 2829.00 2841.00 2813.00 241.00 216.00 241.00 229.00
2025-08-26 3122.00 3081.00 3128.00 3080.00 2845.00 2837.00 2853.00 2828.00 277.00 244.00 275.00 252.00
2025-08-25 3094.00 3117.00 3125.00 3089.00 2831.00 2844.00 2850.00 2827.00 263.00 273.00 275.00 262.00
2025-08-22 3116.00 3088.00 3116.00 3079.00 2843.00 2830.00 2858.00 2823.00 273.00 258.00 258.00 256.00
2025-08-21 3158.00 3113.00 3163.00 3105.00 2856.00 2841.00 2865.00 2836.00 302.00 272.00 298.00 269.00
2025-08-20 3158.00 3160.00 3164.00 3131.00 3105.00 3116.00 3117.00 3080.00 53.00 44.00 47.00 51.00
2025-08-19 3155.00 3161.00 3178.00 3152.00 3098.00 3113.00 3128.00 3096.00 57.00 48.00 50.00 56.00
2025-08-18 3145.00 3155.00 3167.00 3123.00 3090.00 3100.00 3110.00 3068.00 55.00 55.00 57.00 55.00
2025-08-15 3150.00 3137.00 3154.00 3121.00 3097.00 3083.00 3098.00 3067.00 53.00 54.00 56.00 54.00
2025-08-14 3170.00 3157.00 3185.00 3147.00 3118.00 3100.00 3127.00 3097.00 52.00 57.00 58.00 50.00
2025-08-13 3110.00 3163.00 3190.00 3090.00 3055.00 3106.00 3131.00 3038.00 55.00 57.00 59.00 52.00
2025-08-12 3072.00 3091.00 3100.00 3051.00 3015.00 3038.00 3045.00 2997.00 57.00 53.00 55.00 54.00
2025-08-11 3090.00 3072.00 3107.00 3033.00 3035.00 3019.00 3053.00 2992.00 55.00 53.00 54.00 41.00
2025-08-08 3034.00 3045.00 3051.00 3031.00 3086.00 3094.00 3100.00 3078.00 -52.00 -49.00 -49.00 -47.00
2025-08-07 3030.00 3031.00 3033.00 3006.00 3077.00 3078.00 3080.00 3054.00 -47.00 -47.00 -47.00 -48.00
2025-08-06 3036.00 3026.00 3046.00 3004.00 3076.00 3072.00 3088.00 3052.00 -40.00 -46.00 -42.00 -48.00
2025-08-05 3022.00 3023.00 3047.00 3016.00 3052.00 3065.00 3089.00 3051.00 -30.00 -42.00 -42.00 -35.00
2025-08-04 3006.00 3024.00 3036.00 3004.00 3033.00 3055.00 3062.00 3032.00 -27.00 -31.00 -26.00 -28.00
2025-08-01 2996.00 3010.00 3022.00 2989.00 3038.00 3037.00 3049.00 3024.00 -42.00 -27.00 -27.00 -35.00
2025-07-31 3007.00 3000.00 3021.00 2986.00 3045.00 3036.00 3057.00 3027.00 -38.00 -36.00 -36.00 -41.00
2025-07-30 2983.00 3010.00 3016.00 2979.00 3027.00 3049.00 3058.00 3024.00 -44.00 -39.00 -42.00 -45.00
2025-07-29 2989.00 2983.00 2992.00 2963.00 3040.00 3028.00 3041.00 3013.00 -51.00 -45.00 -49.00 -50.00
2025-07-28 3017.00 2990.00 3023.00 2984.00 3055.00 3041.00 3062.00 3028.00 -38.00 -51.00 -39.00 -44.00
2025-07-25 3029.00 3021.00 3038.00 3013.00 3060.00 3059.00 3076.00 3051.00 -31.00 -38.00 -38.00 -38.00
2025-07-24 3091.00 3025.00 3106.00 3003.00 3117.00 3059.00 3131.00 3042.00 -26.00 -34.00 -25.00 -39.00
2025-07-23 3080.00 3095.00 3121.00 3077.00 3100.00 3116.00 3136.00 3098.00 -20.00 -21.00 -15.00 -21.00
2025-07-22 3071.00 3086.00 3097.00 3057.00 3087.00 3104.00 3118.00 3078.00 -16.00 -18.00 -21.00 -21.00
2025-07-21 3060.00 3069.00 3070.00 3046.00 3080.00 3087.00 3091.00 3068.00 -20.00 -18.00 -21.00 -22.00
2025-07-18 3031.00 3056.00 3064.00 3023.00 3053.00 3078.00 3086.00 3051.00 -22.00 -22.00 -22.00 -28.00
2025-07-17 2977.00 3029.00 3033.00 2975.00 3010.00 3054.00 3057.00 3008.00 -33.00 -25.00 -24.00 -33.00
2025-07-16 2980.00 2977.00 2989.00 2969.00 3016.00 3011.00 3024.00 3006.00 -36.00 -34.00 -35.00 -37.00
2025-07-15 2995.00 2978.00 2999.00 2972.00 3028.00 3015.00 3029.00 3008.00 -33.00 -37.00 -30.00 -36.00
2025-07-14 2976.00 2992.00 2995.00 2961.00 3009.00 3021.00 3025.00 2999.00 -33.00 -29.00 -30.00 -38.00
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