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
2025-07-11 2952.00 2976.00 2985.00 2952.00 2994.00 3015.00 3020.00 2993.00 -42.00 -39.00 -35.00 -41.00
2025-07-10 2940.00 2954.00 2960.00 2928.00 2994.00 2993.00 3000.00 2978.00 -54.00 -39.00 -40.00 -50.00
2025-07-09 2930.00 2947.00 2956.00 2925.00 2983.00 2997.00 3006.00 2979.00 -53.00 -50.00 -50.00 -54.00
2025-07-08 2935.00 2935.00 2946.00 2931.00 2988.00 2989.00 2998.00 2983.00 -53.00 -54.00 -52.00 -52.00
2025-07-07 2954.00 2937.00 2969.00 2931.00 3007.00 2992.00 3024.00 2988.00 -53.00 -55.00 -55.00 -57.00
2025-07-04 2967.00 2954.00 2976.00 2950.00 3019.00 3006.00 3025.00 3002.00 -52.00 -52.00 -49.00 -52.00
2025-07-03 2952.00 2958.00 2976.00 2943.00 2990.00 3008.00 3021.00 2987.00 -38.00 -50.00 -45.00 -44.00
2025-07-02 2951.00 2944.00 2960.00 2935.00 2997.00 2987.00 3003.00 2977.00 -46.00 -43.00 -43.00 -42.00
2025-07-01 2968.00 2961.00 2971.00 2948.00 3004.00 3003.00 3010.00 2992.00 -36.00 -42.00 -39.00 -44.00
2025-06-30 2942.00 2961.00 2968.00 2942.00 2985.00 2999.00 3006.00 2982.00 -43.00 -38.00 -38.00 -40.00
2025-06-27 2940.00 2946.00 2949.00 2926.00 2987.00 2987.00 2990.00 2974.00 -47.00 -41.00 -41.00 -48.00
2025-06-26 2986.00 2936.00 2988.00 2921.00 3025.00 2983.00 3030.00 2970.00 -39.00 -47.00 -42.00 -49.00
2025-06-25 3031.00 2993.00 3037.00 2988.00 3063.00 3030.00 3067.00 3028.00 -32.00 -37.00 -30.00 -40.00
2025-06-24 3033.00 3037.00 3040.00 3013.00 3074.00 3069.00 3074.00 3053.00 -41.00 -32.00 -34.00 -40.00
2025-06-23 3074.00 3037.00 3076.00 3021.00 3102.00 3073.00 3106.00 3059.00 -28.00 -36.00 -30.00 -38.00
2025-06-20 3077.00 3067.00 3086.00 3056.00 3104.00 3097.00 3115.00 3088.00 -27.00 -30.00 -29.00 -32.00
2025-06-19 3060.00 3077.00 3078.00 3052.00 3097.00 3104.00 3106.00 3087.00 -37.00 -27.00 -28.00 -35.00
2025-06-18 3075.00 3062.00 3081.00 3058.00 3098.00 3095.00 3111.00 3091.00 -23.00 -33.00 -30.00 -33.00
2025-06-17 3043.00 3074.00 3087.00 3034.00 3068.00 3098.00 3107.00 3060.00 -25.00 -24.00 -20.00 -26.00
2025-06-16 3040.00 3045.00 3060.00 3020.00 3045.00 3073.00 3080.00 3040.00 -5.00 -28.00 -20.00 -20.00
2025-06-13 3055.00 3041.00 3057.00 3037.00 3067.00 3051.00 3068.00 3048.00 -12.00 -10.00 -11.00 -11.00
2025-06-12 3050.00 3049.00 3065.00 3032.00 3069.00 3062.00 3078.00 3045.00 -19.00 -13.00 -13.00 -13.00
2025-06-11 3031.00 3047.00 3055.00 3026.00 3068.00 3064.00 3072.00 3059.00 -37.00 -17.00 -17.00 -33.00
2025-06-10 3016.00 3031.00 3035.00 3005.00 3050.00 3068.00 3072.00 3043.00 -34.00 -37.00 -37.00 -38.00
2025-06-09 3002.00 3019.00 3023.00 3000.00 3040.00 3060.00 3066.00 3039.00 -38.00 -41.00 -43.00 -39.00
2025-06-06 2956.00 3010.00 3016.00 2952.00 3003.00 3048.00 3053.00 2997.00 -47.00 -38.00 -37.00 -45.00
2025-06-05 2948.00 2958.00 2965.00 2942.00 2992.00 3003.00 3009.00 2988.00 -44.00 -45.00 -44.00 -46.00
2025-06-04 2938.00 2939.00 2948.00 2925.00 2985.00 2984.00 2996.00 2976.00 -47.00 -45.00 -48.00 -51.00
2025-06-03 2950.00 2935.00 2955.00 2927.00 3000.00 2980.00 3001.00 2975.00 -50.00 -45.00 -46.00 -48.00
2025-05-30 2952.00 2968.00 2985.00 2944.00 2996.00 3009.00 3022.00 2988.00 -44.00 -41.00 -37.00 -44.00
2025-05-29 2956.00 2962.00 2967.00 2932.00 3012.00 3004.00 3019.00 2985.00 -56.00 -42.00 -52.00 -53.00
2025-05-28 2966.00 2961.00 2978.00 2952.00 3024.00 3013.00 3033.00 3009.00 -58.00 -52.00 -55.00 -57.00
2025-05-27 2952.00 2966.00 2974.00 2940.00 3003.00 3022.00 3026.00 2995.00 -51.00 -56.00 -52.00 -55.00
2025-05-26 2945.00 2950.00 2958.00 2935.00 2990.00 3002.00 3009.00 2984.00 -45.00 -52.00 -51.00 -49.00
2025-05-23 2944.00 2952.00 2966.00 2939.00 2996.00 3003.00 3012.00 2989.00 -52.00 -51.00 -46.00 -50.00
2025-05-22 2936.00 2939.00 2946.00 2920.00 3000.00 2992.00 3005.00 2982.00 -64.00 -53.00 -59.00 -62.00
2025-05-21 2896.00 2934.00 2937.00 2885.00 2960.00 2998.00 3002.00 2953.00 -64.00 -64.00 -65.00 -68.00
2025-05-20 2888.00 2889.00 2895.00 2861.00 2950.00 2955.00 2960.00 2929.00 -62.00 -66.00 -65.00 -68.00
2025-05-19 2895.00 2886.00 2910.00 2880.00 2947.00 2949.00 2962.00 2939.00 -52.00 -63.00 -52.00 -59.00
2025-05-16 2920.00 2899.00 2922.00 2890.00 2960.00 2951.00 2974.00 2940.00 -40.00 -52.00 -52.00 -50.00
2025-05-15 2908.00 2923.00 2925.00 2888.00 2963.00 2974.00 2975.00 2945.00 -55.00 -51.00 -50.00 -57.00
2025-05-14 2885.00 2914.00 2918.00 2875.00 2936.00 2968.00 2969.00 2929.00 -51.00 -54.00 -51.00 -54.00
2025-05-13 2909.00 2886.00 2925.00 2885.00 2755.00 2729.00 2769.00 2721.00 154.00 157.00 156.00 164.00
2025-05-12 2905.00 2908.00 2911.00 2865.00 2771.00 2750.00 2776.00 2718.00 134.00 158.00 135.00 147.00
2025-05-09 2926.00 2899.00 2929.00 2897.00 2958.00 2945.00 2962.00 2943.00 -32.00 -46.00 -33.00 -46.00
2025-05-08 2916.00 2919.00 2922.00 2895.00 2958.00 2955.00 2960.00 2931.00 -42.00 -36.00 -38.00 -36.00
2025-05-07 2920.00 2920.00 2929.00 2905.00 2770.00 2772.00 2781.00 2756.00 150.00 148.00 148.00 149.00
2025-05-06 2904.00 2915.00 2932.00 2896.00 2760.00 2765.00 2781.00 2748.00 144.00 150.00 151.00 148.00
2025-04-30 2961.00 2920.00 2970.00 2918.00 2813.00 2769.00 2824.00 2766.00 148.00 151.00 146.00 152.00
2025-04-29 2985.00 2964.00 2992.00 2961.00 2829.00 2816.00 2845.00 2809.00 156.00 148.00 147.00 152.00
2025-04-28 3025.00 2985.00 3034.00 2975.00 2938.00 2870.00 2938.00 2861.00 87.00 115.00 96.00 114.00
2025-04-25 3055.00 3031.00 3061.00 3023.00 3037.00 2938.00 3041.00 2926.00 18.00 93.00 20.00 97.00
2025-04-24 3042.00 3059.00 3075.00 3034.00 2991.00 3049.00 3097.00 2974.00 51.00 10.00 -22.00 60.00
2025-04-23 3052.00 3048.00 3064.00 3023.00 2996.00 2984.00 3005.00 2929.00 56.00 64.00 59.00 94.00
2025-04-22 3048.00 3054.00 3064.00 3032.00 2945.00 2988.00 2989.00 2930.00 103.00 66.00 75.00 102.00
2025-04-21 3020.00 3045.00 3066.00 3012.00 2862.00 2934.00 2938.00 2852.00 158.00 111.00 128.00 160.00
2025-04-18 3020.00 3021.00 3031.00 3004.00 2852.00 2857.00 2860.00 2834.00 168.00 164.00 171.00 170.00
2025-04-17 3027.00 3020.00 3036.00 3012.00 2856.00 2850.00 2860.00 2836.00 171.00 170.00 176.00 176.00
2025-04-16 3060.00 3013.00 3081.00 3011.00 2908.00 2839.00 2913.00 2839.00 152.00 174.00 168.00 172.00
2025-04-15 3106.00 3066.00 3124.00 3064.00 2969.00 2910.00 2975.00 2907.00 137.00 156.00 149.00 157.00
2025-04-14 3086.00 3104.00 3118.00 3075.00 2920.00 2958.00 2972.00 2916.00 166.00 146.00 146.00 159.00
2025-04-11 3078.00 3082.00 3093.00 3051.00 2896.00 2912.00 2936.00 2882.00 182.00 170.00 157.00 169.00
2025-04-10 3141.00 3074.00 3146.00 3053.00 2955.00 2896.00 2963.00 2888.00 186.00 178.00 183.00 165.00
2025-04-09 3162.00 3119.00 3164.00 3091.00 2974.00 2946.00 2986.00 2920.00 188.00 173.00 178.00 171.00
2025-04-08 3057.00 3164.00 3168.00 3048.00 2895.00 2973.00 2980.00 2881.00 162.00 191.00 188.00 167.00
2025-04-07 3100.00 3056.00 3120.00 3042.00 2920.00 2885.00 2950.00 2871.00 180.00 171.00 170.00 171.00
2025-04-03 2830.00 2865.00 2868.00 2819.00 2983.00 3039.00 3041.00 2965.00 -153.00 -174.00 -173.00 -146.00
2025-04-02 2814.00 2832.00 2840.00 2797.00 2960.00 2983.00 2986.00 2945.00 -146.00 -151.00 -146.00 -148.00
2025-04-01 2851.00 2804.00 2852.00 2790.00 2985.00 2951.00 2991.00 2938.00 -134.00 -147.00 -139.00 -148.00
2025-03-31 2815.00 2851.00 2855.00 2805.00 2942.00 2989.00 2992.00 2934.00 -127.00 -138.00 -137.00 -129.00
2025-03-28 2831.00 2813.00 2840.00 2809.00 2970.00 2942.00 2970.00 2939.00 -139.00 -129.00 -130.00 -130.00
2025-03-27 2824.00 2826.00 2837.00 2806.00 2944.00 2948.00 2955.00 2928.00 -120.00 -122.00 -118.00 -122.00
2025-03-26 2863.00 2820.00 2874.00 2816.00 2957.00 2939.00 2969.00 2937.00 -94.00 -119.00 -95.00 -121.00
2025-03-25 2855.00 2868.00 2879.00 2848.00 2956.00 2959.00 2968.00 2945.00 -101.00 -91.00 -89.00 -97.00
2025-03-24 2860.00 2858.00 2862.00 2834.00 2953.00 2955.00 2959.00 2931.00 -93.00 -97.00 -97.00 -97.00
2025-03-21 2850.00 2861.00 2883.00 2845.00 2958.00 2955.00 2978.00 2950.00 -108.00 -94.00 -95.00 -105.00
2025-03-20 2905.00 2855.00 2935.00 2854.00 2991.00 2960.00 3009.00 2957.00 -86.00 -105.00 -74.00 -103.00
2025-03-19 2907.00 2909.00 2924.00 2880.00 3002.00 2997.00 3010.00 2977.00 -95.00 -88.00 -86.00 -97.00
2025-03-18 2899.00 2907.00 2917.00 2889.00 2996.00 3003.00 3007.00 2990.00 -97.00 -96.00 -90.00 -101.00
2025-03-17 2901.00 2895.00 2929.00 2891.00 3000.00 2991.00 3022.00 2985.00 -99.00 -96.00 -93.00 -94.00
2025-03-14 2886.00 2901.00 2904.00 2878.00 2995.00 3000.00 3023.00 2987.00 -109.00 -99.00 -119.00 -109.00
2025-03-13 2830.00 2877.00 2879.00 2825.00 2945.00 2981.00 2993.00 2940.00 -115.00 -104.00 -114.00 -115.00
2025-03-12 2862.00 2838.00 2875.00 2822.00 2966.00 2952.00 2986.00 2950.00 -104.00 -114.00 -111.00 -128.00
2025-03-11 2940.00 2855.00 2945.00 2851.00 3016.00 2959.00 3021.00 2953.00 -76.00 -104.00 -76.00 -102.00
2025-03-10 2886.00 2937.00 2979.00 2863.00 2977.00 3014.00 3039.00 2954.00 -91.00 -77.00 -60.00 -91.00
2025-03-07 2891.00 2885.00 2924.00 2882.00 2990.00 2974.00 3005.00 2971.00 -99.00 -89.00 -81.00 -89.00
2025-03-06 2895.00 2893.00 2901.00 2854.00 2988.00 2995.00 2997.00 2966.00 -93.00 -102.00 -96.00 -112.00
2025-03-05 2968.00 2881.00 2983.00 2877.00 3063.00 2974.00 3065.00 2970.00 -95.00 -93.00 -82.00 -93.00
2025-03-04 3001.00 2974.00 3025.00 2944.00 3056.00 3063.00 3088.00 3018.00 -55.00 -89.00 -63.00 -74.00
2025-03-03 2932.00 3007.00 3016.00 2922.00 3003.00 3062.00 3065.00 2985.00 -71.00 -55.00 -49.00 -63.00
2025-02-28 2943.00 2932.00 2946.00 2915.00 3020.00 3006.00 3025.00 2998.00 -77.00 -74.00 -79.00 -83.00
2025-02-27 2879.00 2939.00 2942.00 2874.00 2983.00 3019.00 3023.00 2974.00 -104.00 -80.00 -81.00 -100.00
2025-02-26 2900.00 2886.00 2905.00 2864.00 2983.00 2985.00 2997.00 2962.00 -83.00 -99.00 -92.00 -98.00
2025-02-25 2905.00 2912.00 2927.00 2885.00 2998.00 3000.00 3014.00 2981.00 -93.00 -88.00 -87.00 -96.00
2025-02-24 2945.00 2905.00 2964.00 2896.00 3018.00 2998.00 3035.00 2984.00 -73.00 -93.00 -71.00 -88.00
2025-02-21 2922.00 2945.00 2985.00 2921.00 3010.00 3023.00 3046.00 3002.00 -88.00 -78.00 -61.00 -81.00
2025-02-20 2909.00 2929.00 2930.00 2893.00 2998.00 3015.00 3015.00 2986.00 -89.00 -86.00 -85.00 -93.00
2025-02-19 2868.00 2902.00 2905.00 2865.00 2962.00 2992.00 2998.00 2961.00 -94.00 -90.00 -93.00 -96.00
2025-02-18 2850.00 2858.00 2877.00 2847.00 2950.00 2954.00 2970.00 2946.00 -100.00 -96.00 -93.00 -99.00
2025-02-17 2890.00 2849.00 2900.00 2843.00 2985.00 2948.00 2989.00 2944.00 -95.00 -99.00 -89.00 -101.00
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