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：
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。
关于豆粕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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 2865.00 | 2849.00 | 2870.00 | 2841.00 | 2761.00 | 2743.00 | 2766.00 | 2740.00 | 104.00 | 106.00 | 104.00 | 101.00 |
| 2019-09-26 | 2877.00 | 2860.00 | 2881.00 | 2854.00 | 2774.00 | 2756.00 | 2776.00 | 2754.00 | 103.00 | 104.00 | 105.00 | 100.00 |
| 2019-09-25 | 2848.00 | 2880.00 | 2882.00 | 2844.00 | 2765.00 | 2777.00 | 2789.00 | 2761.00 | 83.00 | 103.00 | 93.00 | 83.00 |
| 2019-09-24 | 2852.00 | 2845.00 | 2861.00 | 2837.00 | 2761.00 | 2763.00 | 2770.00 | 2754.00 | 91.00 | 82.00 | 91.00 | 83.00 |
| 2019-09-23 | 2865.00 | 2862.00 | 2893.00 | 2853.00 | 2762.00 | 2759.00 | 2778.00 | 2752.00 | 103.00 | 103.00 | 115.00 | 101.00 |
| 2019-09-20 | 2865.00 | 2863.00 | 2872.00 | 2839.00 | 2765.00 | 2762.00 | 2772.00 | 2749.00 | 100.00 | 101.00 | 100.00 | 90.00 |
| 2019-09-19 | 2862.00 | 2862.00 | 2880.00 | 2852.00 | 2760.00 | 2765.00 | 2774.00 | 2756.00 | 102.00 | 97.00 | 106.00 | 96.00 |
| 2019-09-18 | 2859.00 | 2863.00 | 2870.00 | 2849.00 | 2771.00 | 2762.00 | 2776.00 | 2760.00 | 88.00 | 101.00 | 94.00 | 89.00 |
| 2019-09-17 | 2845.00 | 2859.00 | 2863.00 | 2838.00 | 2759.00 | 2774.00 | 2779.00 | 2757.00 | 86.00 | 85.00 | 84.00 | 81.00 |
| 2019-09-16 | 2822.00 | 2845.00 | 2852.00 | 2810.00 | 2750.00 | 2759.00 | 2762.00 | 2728.00 | 72.00 | 86.00 | 90.00 | 82.00 |
| 2019-09-12 | 2840.00 | 2858.00 | 2865.00 | 2812.00 | 2740.00 | 2748.00 | 2753.00 | 2720.00 | 100.00 | 110.00 | 112.00 | 92.00 |
| 2019-09-11 | 2872.00 | 2840.00 | 2882.00 | 2837.00 | 2758.00 | 2739.00 | 2766.00 | 2735.00 | 114.00 | 101.00 | 116.00 | 102.00 |
| 2019-09-10 | 2855.00 | 2867.00 | 2876.00 | 2854.00 | 2751.00 | 2751.00 | 2759.00 | 2748.00 | 104.00 | 116.00 | 117.00 | 106.00 |
| 2019-09-09 | 2888.00 | 2851.00 | 2903.00 | 2848.00 | 2758.00 | 2749.00 | 2773.00 | 2746.00 | 130.00 | 102.00 | 130.00 | 102.00 |
| 2019-09-06 | 2933.00 | 2885.00 | 2938.00 | 2870.00 | 2768.00 | 2753.00 | 2776.00 | 2733.00 | 165.00 | 132.00 | 162.00 | 137.00 |
| 2019-09-05 | 2978.00 | 2928.00 | 2983.00 | 2917.00 | 2790.00 | 2767.00 | 2797.00 | 2750.00 | 188.00 | 161.00 | 186.00 | 167.00 |
| 2019-09-04 | 2992.00 | 2973.00 | 3016.00 | 2970.00 | 2797.00 | 2786.00 | 2813.00 | 2781.00 | 195.00 | 187.00 | 203.00 | 189.00 |
| 2019-09-03 | 2980.00 | 2995.00 | 3004.00 | 2974.00 | 2790.00 | 2794.00 | 2808.00 | 2783.00 | 190.00 | 201.00 | 196.00 | 191.00 |
| 2019-09-02 | 2939.00 | 2974.00 | 3004.00 | 2939.00 | 2748.00 | 2790.00 | 2809.00 | 2748.00 | 191.00 | 184.00 | 195.00 | 191.00 |
| 2019-08-30 | 2970.00 | 2935.00 | 2970.00 | 2932.00 | 2784.00 | 2748.00 | 2784.00 | 2746.00 | 186.00 | 187.00 | 186.00 | 186.00 |
| 2019-08-29 | 2960.00 | 2987.00 | 2996.00 | 2943.00 | 2769.00 | 2785.00 | 2792.00 | 2760.00 | 191.00 | 202.00 | 204.00 | 183.00 |
| 2019-08-28 | 2933.00 | 2957.00 | 2969.00 | 2932.00 | 2749.00 | 2769.00 | 2776.00 | 2747.00 | 184.00 | 188.00 | 193.00 | 185.00 |
| 2019-08-27 | 2965.00 | 2935.00 | 2972.00 | 2915.00 | 2779.00 | 2747.00 | 2796.00 | 2735.00 | 186.00 | 188.00 | 176.00 | 180.00 |
| 2019-08-26 | 2980.00 | 2977.00 | 3018.00 | 2932.00 | 2770.00 | 2772.00 | 2794.00 | 2733.00 | 210.00 | 205.00 | 224.00 | 199.00 |
| 2019-08-23 | 2937.00 | 2958.00 | 2969.00 | 2925.00 | 2739.00 | 2763.00 | 2773.00 | 2733.00 | 198.00 | 195.00 | 196.00 | 192.00 |
| 2019-08-22 | 2901.00 | 2934.00 | 2935.00 | 2896.00 | 2727.00 | 2738.00 | 2739.00 | 2721.00 | 174.00 | 196.00 | 196.00 | 175.00 |
| 2019-08-21 | 2890.00 | 2898.00 | 2906.00 | 2875.00 | 2994.00 | 2901.00 | 2994.00 | 2877.00 | -104.00 | -3.00 | -88.00 | -2.00 |
| 2019-08-20 | 2874.00 | 2887.00 | 2892.00 | 2861.00 | 2878.00 | 2889.00 | 2893.00 | 2865.00 | -4.00 | -2.00 | -1.00 | -4.00 |
| 2019-08-19 | 2864.00 | 2877.00 | 2880.00 | 2857.00 | 2863.00 | 2880.00 | 2883.00 | 2862.00 | 1.00 | -3.00 | -3.00 | -5.00 |
| 2019-08-16 | 2880.00 | 2861.00 | 2897.00 | 2848.00 | 2749.00 | 2722.00 | 2760.00 | 2714.00 | 131.00 | 139.00 | 137.00 | 134.00 |
| 2019-08-15 | 2891.00 | 2867.00 | 2895.00 | 2861.00 | 2880.00 | 2875.00 | 2897.00 | 2868.00 | 11.00 | -8.00 | -2.00 | -7.00 |
| 2019-08-14 | 2935.00 | 2889.00 | 2947.00 | 2823.00 | 2945.00 | 2891.00 | 2950.00 | 2830.00 | -10.00 | -2.00 | -3.00 | -7.00 |
| 2019-08-13 | 2885.00 | 2940.00 | 2964.00 | 2866.00 | 2905.00 | 2948.00 | 2977.00 | 2883.00 | -20.00 | -8.00 | -13.00 | -17.00 |
| 2019-08-12 | 2903.00 | 2884.00 | 2909.00 | 2866.00 | 2919.00 | 2901.00 | 2920.00 | 2884.00 | -16.00 | -17.00 | -11.00 | -18.00 |
| 2019-08-09 | 2878.00 | 2899.00 | 2915.00 | 2871.00 | 2883.00 | 2912.00 | 2924.00 | 2878.00 | -5.00 | -13.00 | -9.00 | -7.00 |
| 2019-08-08 | 2884.00 | 2883.00 | 2897.00 | 2875.00 | 2881.00 | 2873.00 | 2892.00 | 2859.00 | 3.00 | 10.00 | 5.00 | 16.00 |
| 2019-08-07 | 2863.00 | 2887.00 | 2890.00 | 2863.00 | 2873.00 | 2883.00 | 2885.00 | 2861.00 | -10.00 | 4.00 | 5.00 | 2.00 |
| 2019-08-06 | 2864.00 | 2860.00 | 2906.00 | 2855.00 | 2867.00 | 2867.00 | 2916.00 | 2862.00 | -3.00 | -7.00 | -10.00 | -7.00 |
| 2019-08-05 | 2822.00 | 2864.00 | 2891.00 | 2817.00 | 2820.00 | 2875.00 | 2896.00 | 2820.00 | 2.00 | -11.00 | -5.00 | -3.00 |
| 2019-08-02 | 2773.00 | 2819.00 | 2847.00 | 2746.00 | 2784.00 | 2821.00 | 2840.00 | 2763.00 | -11.00 | -2.00 | 7.00 | -17.00 |
| 2019-08-01 | 2801.00 | 2773.00 | 2807.00 | 2770.00 | 2817.00 | 2788.00 | 2818.00 | 2782.00 | -16.00 | -15.00 | -11.00 | -12.00 |
| 2019-07-31 | 2785.00 | 2799.00 | 2809.00 | 2781.00 | 2818.00 | 2818.00 | 2827.00 | 2804.00 | -33.00 | -19.00 | -18.00 | -23.00 |
| 2019-07-30 | 2776.00 | 2789.00 | 2806.00 | 2772.00 | 2801.00 | 2819.00 | 2825.00 | 2801.00 | -25.00 | -30.00 | -19.00 | -29.00 |
| 2019-07-29 | 2780.00 | 2770.00 | 2797.00 | 2769.00 | 2816.00 | 2801.00 | 2830.00 | 2801.00 | -36.00 | -31.00 | -33.00 | -32.00 |
| 2019-07-26 | 2810.00 | 2784.00 | 2812.00 | 2764.00 | 2838.00 | 2817.00 | 2838.00 | 2805.00 | -28.00 | -33.00 | -26.00 | -41.00 |
| 2019-07-25 | 2805.00 | 2810.00 | 2818.00 | 2786.00 | 2841.00 | 2835.00 | 2844.00 | 2825.00 | -36.00 | -25.00 | -26.00 | -39.00 |
| 2019-07-24 | 2805.00 | 2799.00 | 2806.00 | 2769.00 | 2838.00 | 2836.00 | 2839.00 | 2811.00 | -33.00 | -37.00 | -33.00 | -42.00 |
| 2019-07-23 | 2801.00 | 2814.00 | 2815.00 | 2800.00 | 2846.00 | 2844.00 | 2854.00 | 2835.00 | -45.00 | -30.00 | -39.00 | -35.00 |
| 2019-07-22 | 2852.00 | 2797.00 | 2853.00 | 2785.00 | 2872.00 | 2841.00 | 2878.00 | 2834.00 | -20.00 | -44.00 | -25.00 | -49.00 |
| 2019-07-19 | 2827.00 | 2840.00 | 2847.00 | 2809.00 | 2856.00 | 2866.00 | 2873.00 | 2843.00 | -29.00 | -26.00 | -26.00 | -34.00 |
| 2019-07-18 | 2840.00 | 2832.00 | 2865.00 | 2824.00 | 2873.00 | 2860.00 | 2887.00 | 2854.00 | -33.00 | -28.00 | -22.00 | -30.00 |
| 2019-07-17 | 2800.00 | 2828.00 | 2840.00 | 2794.00 | 2858.00 | 2860.00 | 2885.00 | 2855.00 | -58.00 | -32.00 | -45.00 | -61.00 |
| 2019-07-16 | 2851.00 | 2813.00 | 2851.00 | 2799.00 | 2903.00 | 2871.00 | 2909.00 | 2855.00 | -52.00 | -58.00 | -58.00 | -56.00 |
| 2019-07-15 | 2810.00 | 2861.00 | 2874.00 | 2808.00 | 2879.00 | 2921.00 | 2929.00 | 2871.00 | -69.00 | -60.00 | -55.00 | -63.00 |
| 2019-07-12 | 2789.00 | 2808.00 | 2818.00 | 2777.00 | 2846.00 | 2871.00 | 2875.00 | 2841.00 | -57.00 | -63.00 | -57.00 | -64.00 |
| 2019-07-11 | 2788.00 | 2789.00 | 2803.00 | 2768.00 | 2846.00 | 2849.00 | 2858.00 | 2834.00 | -58.00 | -60.00 | -55.00 | -66.00 |
| 2019-07-10 | 2753.00 | 2779.00 | 2781.00 | 2747.00 | 2820.00 | 2838.00 | 2839.00 | 2812.00 | -67.00 | -59.00 | -58.00 | -65.00 |
| 2019-07-09 | 2767.00 | 2759.00 | 2771.00 | 2716.00 | 2830.00 | 2820.00 | 2835.00 | 2790.00 | -63.00 | -61.00 | -64.00 | -74.00 |
| 2019-07-08 | 2804.00 | 2772.00 | 2810.00 | 2771.00 | 2853.00 | 2836.00 | 2860.00 | 2833.00 | -49.00 | -64.00 | -50.00 | -62.00 |
| 2019-07-05 | 2810.00 | 2804.00 | 2814.00 | 2792.00 | 2850.00 | 2855.00 | 2863.00 | 2842.00 | -40.00 | -51.00 | -49.00 | -50.00 |
| 2019-07-04 | 2830.00 | 2804.00 | 2834.00 | 2785.00 | 2868.00 | 2851.00 | 2874.00 | 2835.00 | -38.00 | -47.00 | -40.00 | -50.00 |
| 2019-07-03 | 2820.00 | 2818.00 | 2826.00 | 2794.00 | 2863.00 | 2859.00 | 2871.00 | 2839.00 | -43.00 | -41.00 | -45.00 | -45.00 |
| 2019-07-02 | 2869.00 | 2822.00 | 2877.00 | 2815.00 | 2908.00 | 2872.00 | 2921.00 | 2863.00 | -39.00 | -50.00 | -44.00 | -48.00 |
| 2019-07-01 | 2901.00 | 2865.00 | 2950.00 | 2810.00 | 2934.00 | 2908.00 | 2970.00 | 2858.00 | -33.00 | -43.00 | -20.00 | -48.00 |
| 2019-06-28 | 2882.00 | 2897.00 | 2908.00 | 2855.00 | 2924.00 | 2930.00 | 2940.00 | 2901.00 | -42.00 | -33.00 | -32.00 | -46.00 |
| 2019-06-27 | 2888.00 | 2880.00 | 2905.00 | 2870.00 | 2923.00 | 2926.00 | 2938.00 | 2910.00 | -35.00 | -46.00 | -33.00 | -40.00 |
| 2019-06-26 | 2905.00 | 2887.00 | 2926.00 | 2861.00 | 2946.00 | 2924.00 | 2964.00 | 2902.00 | -41.00 | -37.00 | -38.00 | -41.00 |
| 2019-06-25 | 2920.00 | 2906.00 | 2930.00 | 2892.00 | 2945.00 | 2946.00 | 2958.00 | 2929.00 | -25.00 | -40.00 | -28.00 | -37.00 |
| 2019-06-24 | 2875.00 | 2912.00 | 2929.00 | 2860.00 | 2917.00 | 2942.00 | 2954.00 | 2905.00 | -42.00 | -30.00 | -25.00 | -45.00 |
| 2019-06-21 | 2890.00 | 2880.00 | 2924.00 | 2875.00 | 2916.00 | 2924.00 | 2963.00 | 2916.00 | -26.00 | -44.00 | -39.00 | -41.00 |
| 2019-06-20 | 2879.00 | 2873.00 | 2898.00 | 2859.00 | 2936.00 | 2916.00 | 2948.00 | 2908.00 | -57.00 | -43.00 | -50.00 | -49.00 |
| 2019-06-19 | 2936.00 | 2884.00 | 2947.00 | 2840.00 | 2981.00 | 2940.00 | 2995.00 | 2896.00 | -45.00 | -56.00 | -48.00 | -56.00 |
| 2019-06-18 | 2975.00 | 2939.00 | 2980.00 | 2923.00 | 3025.00 | 2988.00 | 3025.00 | 2967.00 | -50.00 | -49.00 | -45.00 | -44.00 |
| 2019-06-17 | 2924.00 | 2973.00 | 2981.00 | 2913.00 | 2980.00 | 3015.00 | 3025.00 | 2962.00 | -56.00 | -42.00 | -44.00 | -49.00 |
| 2019-06-14 | 2918.00 | 2909.00 | 2930.00 | 2900.00 | 2961.00 | 2958.00 | 2974.00 | 2946.00 | -43.00 | -49.00 | -44.00 | -46.00 |
| 2019-06-13 | 2878.00 | 2917.00 | 2952.00 | 2874.00 | 2923.00 | 2958.00 | 2989.00 | 2918.00 | -45.00 | -41.00 | -37.00 | -44.00 |
| 2019-06-12 | 2873.00 | 2863.00 | 2886.00 | 2841.00 | 2914.00 | 2905.00 | 2925.00 | 2877.00 | -41.00 | -42.00 | -39.00 | -36.00 |
| 2019-06-11 | 2865.00 | 2868.00 | 2893.00 | 2849.00 | 2891.00 | 2904.00 | 2932.00 | 2886.00 | -26.00 | -36.00 | -39.00 | -37.00 |
| 2019-06-10 | 2850.00 | 2864.00 | 2875.00 | 2823.00 | 2879.00 | 2902.00 | 2913.00 | 2855.00 | -29.00 | -38.00 | -38.00 | -32.00 |
| 2019-06-06 | 2953.00 | 2874.00 | 2958.00 | 2867.00 | 2988.00 | 2904.00 | 2988.00 | 2895.00 | -35.00 | -30.00 | -30.00 | -28.00 |
| 2019-06-05 | 2979.00 | 2954.00 | 3002.00 | 2947.00 | 3014.00 | 2978.00 | 3026.00 | 2971.00 | -35.00 | -24.00 | -24.00 | -24.00 |
| 2019-06-04 | 2950.00 | 2982.00 | 3031.00 | 2943.00 | 2971.00 | 3011.00 | 3058.00 | 2967.00 | -21.00 | -29.00 | -27.00 | -24.00 |
| 2019-06-03 | 2915.00 | 2959.00 | 2961.00 | 2884.00 | 2952.00 | 2981.00 | 2984.00 | 2921.00 | -37.00 | -22.00 | -23.00 | -37.00 |
| 2019-05-31 | 2928.00 | 2923.00 | 2940.00 | 2898.00 | 2941.00 | 2960.00 | 2989.00 | 2931.00 | -13.00 | -37.00 | -49.00 | -33.00 |
| 2019-05-30 | 2969.00 | 2902.00 | 2985.00 | 2870.00 | 3002.00 | 2919.00 | 3003.00 | 2883.00 | -33.00 | -17.00 | -18.00 | -13.00 |
| 2019-05-29 | 2866.00 | 2954.00 | 2954.00 | 2844.00 | 2863.00 | 2946.00 | 2946.00 | 2842.00 | 3.00 | 8.00 | 8.00 | 2.00 |
| 2019-05-28 | 2832.00 | 2867.00 | 2868.00 | 2815.00 | 2823.00 | 2862.00 | 2862.00 | 2801.00 | 9.00 | 5.00 | 6.00 | 14.00 |
| 2019-05-27 | 2779.00 | 2827.00 | 2846.00 | 2772.00 | 2781.00 | 2805.00 | 2821.00 | 2761.00 | -2.00 | 22.00 | 25.00 | 11.00 |
| 2019-05-24 | 2769.00 | 2770.00 | 2780.00 | 2747.00 | 2747.00 | 2755.00 | 2764.00 | 2736.00 | 22.00 | 15.00 | 16.00 | 11.00 |
| 2019-05-23 | 2779.00 | 2771.00 | 2803.00 | 2762.00 | 2760.00 | 2755.00 | 2791.00 | 2748.00 | 19.00 | 16.00 | 12.00 | 14.00 |
| 2019-05-22 | 2791.00 | 2775.00 | 2812.00 | 2747.00 | 2800.00 | 2766.00 | 2809.00 | 2739.00 | -9.00 | 9.00 | 3.00 | 8.00 |
| 2019-05-21 | 2751.00 | 2786.00 | 2805.00 | 2739.00 | 2753.00 | 2791.00 | 2806.00 | 2746.00 | -2.00 | -5.00 | -1.00 | -7.00 |
| 2019-05-20 | 2723.00 | 2742.00 | 2745.00 | 2712.00 | 2731.00 | 2749.00 | 2756.00 | 2719.00 | -8.00 | -7.00 | -11.00 | -7.00 |
| 2019-05-17 | 2730.00 | 2719.00 | 2751.00 | 2715.00 | 2760.00 | 2736.00 | 2779.00 | 2734.00 | -30.00 | -17.00 | -28.00 | -19.00 |
| 2019-05-16 | 2705.00 | 2726.00 | 2747.00 | 2700.00 | 2738.00 | 2760.00 | 2779.00 | 2735.00 | -33.00 | -34.00 | -32.00 | -35.00 |
| 2019-05-15 | 2674.00 | 2695.00 | 2695.00 | 2666.00 | 2708.00 | 2731.00 | 2732.00 | 2699.00 | -34.00 | -36.00 | -37.00 | -33.00 |
| 2019-05-14 | 2666.00 | 2667.00 | 2694.00 | 2646.00 | 2690.00 | 2699.00 | 2715.00 | 2675.00 | -24.00 | -32.00 | -21.00 | -29.00 |
| 2019-05-13 | 2660.00 | 2659.00 | 2686.00 | 2647.00 | 2703.00 | 2687.00 | 2715.00 | 2675.00 | -43.00 | -28.00 | -29.00 | -28.00 |
| 2019-05-10 | 2695.00 | 2658.00 | 2716.00 | 2633.00 | 2727.00 | 2701.00 | 2745.00 | 2674.00 | -32.00 | -43.00 | -29.00 | -41.00 |
| 2019-05-09 | 2615.00 | 2690.00 | 2706.00 | 2614.00 | 2673.00 | 2727.00 | 2741.00 | 2666.00 | -58.00 | -37.00 | -35.00 | -52.00 |