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:
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-14 | 2840.00 | 2883.00 | 2895.00 | 2838.00 | 2947.00 | 2974.00 | 2991.00 | 2947.00 | -107.00 | -91.00 | -96.00 | -109.00 |
| 2025-02-13 | 2837.00 | 2845.00 | 2854.00 | 2820.00 | 2950.00 | 2952.00 | 2960.00 | 2936.00 | -113.00 | -107.00 | -106.00 | -116.00 |
| 2025-02-12 | 2908.00 | 2854.00 | 2909.00 | 2835.00 | 3001.00 | 2961.00 | 3002.00 | 2945.00 | -93.00 | -107.00 | -93.00 | -110.00 |
| 2025-02-11 | 2904.00 | 2900.00 | 2914.00 | 2881.00 | 2984.00 | 2996.00 | 3005.00 | 2980.00 | -80.00 | -96.00 | -91.00 | -99.00 |
| 2025-02-10 | 2898.00 | 2899.00 | 2953.00 | 2885.00 | 2983.00 | 2979.00 | 3016.00 | 2968.00 | -85.00 | -80.00 | -63.00 | -83.00 |
| 2025-02-07 | 2905.00 | 2909.00 | 2921.00 | 2861.00 | 3007.00 | 2991.00 | 3012.00 | 2965.00 | -102.00 | -82.00 | -91.00 | -104.00 |
| 2025-02-06 | 2928.00 | 2902.00 | 2941.00 | 2876.00 | 3010.00 | 3002.00 | 3026.00 | 2981.00 | -82.00 | -100.00 | -85.00 | -105.00 |
| 2025-02-05 | 2897.00 | 2932.00 | 2935.00 | 2874.00 | 3005.00 | 3011.00 | 3021.00 | 2973.00 | -108.00 | -79.00 | -86.00 | -99.00 |
| 2025-01-27 | 2831.00 | 2822.00 | 2835.00 | 2783.00 | 2950.00 | 2941.00 | 2953.00 | 2906.00 | -119.00 | -119.00 | -118.00 | -123.00 |
| 2025-01-24 | 2845.00 | 2840.00 | 2863.00 | 2823.00 | 3165.00 | 3173.00 | 3193.00 | 3132.00 | -320.00 | -333.00 | -330.00 | -309.00 |
| 2025-01-23 | 2846.00 | 2836.00 | 2871.00 | 2828.00 | 2960.00 | 2954.00 | 2981.00 | 2949.00 | -114.00 | -118.00 | -110.00 | -121.00 |
| 2025-01-22 | 2849.00 | 2844.00 | 2864.00 | 2824.00 | 2968.00 | 2961.00 | 2986.00 | 2945.00 | -119.00 | -117.00 | -122.00 | -121.00 |
| 2025-01-21 | 2813.00 | 2849.00 | 2865.00 | 2800.00 | 2946.00 | 2968.00 | 2985.00 | 2934.00 | -133.00 | -119.00 | -120.00 | -134.00 |
| 2025-01-20 | 2777.00 | 2812.00 | 2815.00 | 2771.00 | 2918.00 | 2946.00 | 2949.00 | 2906.00 | -141.00 | -134.00 | -134.00 | -135.00 |
| 2025-01-17 | 2753.00 | 2779.00 | 2788.00 | 2733.00 | 2894.00 | 2919.00 | 2925.00 | 2874.00 | -141.00 | -140.00 | -137.00 | -141.00 |
| 2025-01-16 | 2765.00 | 2761.00 | 2791.00 | 2744.00 | 2907.00 | 2901.00 | 2931.00 | 2888.00 | -142.00 | -140.00 | -140.00 | -144.00 |
| 2025-01-15 | 2746.00 | 2772.00 | 2774.00 | 2740.00 | 2881.00 | 2910.00 | 2915.00 | 2880.00 | -135.00 | -138.00 | -141.00 | -140.00 |
| 2025-01-14 | 2740.00 | 2753.00 | 2780.00 | 2734.00 | 2873.00 | 2894.00 | 2916.00 | 2865.00 | -133.00 | -141.00 | -136.00 | -131.00 |
| 2025-01-13 | 2665.00 | 2741.00 | 2744.00 | 2646.00 | 2805.00 | 2873.00 | 2877.00 | 2791.00 | -140.00 | -132.00 | -133.00 | -145.00 |
| 2025-01-10 | 2616.00 | 2659.00 | 2660.00 | 2616.00 | 2772.00 | 2798.00 | 2812.00 | 2765.00 | -156.00 | -139.00 | -152.00 | -149.00 |
| 2025-01-09 | 2640.00 | 2616.00 | 2645.00 | 2613.00 | 2797.00 | 2770.00 | 2799.00 | 2766.00 | -157.00 | -154.00 | -154.00 | -153.00 |
| 2025-01-08 | 2648.00 | 2646.00 | 2672.00 | 2636.00 | 2797.00 | 2800.00 | 2824.00 | 2790.00 | -149.00 | -154.00 | -152.00 | -154.00 |
| 2025-01-07 | 2710.00 | 2647.00 | 2712.00 | 2640.00 | 2860.00 | 2798.00 | 2863.00 | 2794.00 | -150.00 | -151.00 | -151.00 | -154.00 |
| 2025-01-06 | 2678.00 | 2697.00 | 2712.00 | 2652.00 | 2818.00 | 2850.00 | 2860.00 | 2803.00 | -140.00 | -153.00 | -148.00 | -151.00 |
| 2025-01-03 | 2718.00 | 2688.00 | 2728.00 | 2671.00 | 2855.00 | 2828.00 | 2863.00 | 2813.00 | -137.00 | -140.00 | -135.00 | -142.00 |
| 2025-01-02 | 2722.00 | 2716.00 | 2731.00 | 2704.00 | 2860.00 | 2854.00 | 2869.00 | 2844.00 | -138.00 | -138.00 | -138.00 | -140.00 |
| 2024-12-31 | 2689.00 | 2696.00 | 2713.00 | 2682.00 | 2822.00 | 2833.00 | 2844.00 | 2817.00 | -133.00 | -137.00 | -131.00 | -135.00 |
| 2024-12-30 | 2671.00 | 2683.00 | 2687.00 | 2662.00 | 2820.00 | 2818.00 | 2835.00 | 2805.00 | -149.00 | -135.00 | -148.00 | -143.00 |
| 2024-12-27 | 2672.00 | 2670.00 | 2698.00 | 2665.00 | 2806.00 | 2821.00 | 2849.00 | 2804.00 | -134.00 | -151.00 | -151.00 | -139.00 |
| 2024-12-26 | 2638.00 | 2668.00 | 2672.00 | 2624.00 | 2790.00 | 2808.00 | 2810.00 | 2776.00 | -152.00 | -140.00 | -138.00 | -152.00 |
| 2024-12-25 | 2630.00 | 2645.00 | 2649.00 | 2615.00 | 2785.00 | 2794.00 | 2798.00 | 2770.00 | -155.00 | -149.00 | -149.00 | -155.00 |
| 2024-12-24 | 2617.00 | 2628.00 | 2632.00 | 2609.00 | 2776.00 | 2785.00 | 2787.00 | 2762.00 | -159.00 | -157.00 | -155.00 | -153.00 |
| 2024-12-23 | 2638.00 | 2616.00 | 2659.00 | 2608.00 | 2801.00 | 2776.00 | 2815.00 | 2765.00 | -163.00 | -160.00 | -156.00 | -157.00 |
| 2024-12-20 | 2567.00 | 2633.00 | 2637.00 | 2561.00 | 2740.00 | 2790.00 | 2798.00 | 2719.00 | -173.00 | -157.00 | -161.00 | -158.00 |
| 2024-12-19 | 2561.00 | 2572.00 | 2586.00 | 2549.00 | 2750.00 | 2732.00 | 2768.00 | 2685.00 | -189.00 | -160.00 | -182.00 | -136.00 |
| 2024-12-18 | 2602.00 | 2567.00 | 2610.00 | 2562.00 | 2848.00 | 2743.00 | 2848.00 | 2727.00 | -246.00 | -176.00 | -238.00 | -165.00 |
| 2024-12-17 | 2652.00 | 2614.00 | 2655.00 | 2608.00 | 2865.00 | 2848.00 | 2876.00 | 2830.00 | -213.00 | -234.00 | -221.00 | -222.00 |
| 2024-12-16 | 2643.00 | 2651.00 | 2655.00 | 2620.00 | 2893.00 | 2868.00 | 2893.00 | 2861.00 | -250.00 | -217.00 | -238.00 | -241.00 |
| 2024-12-13 | 2646.00 | 2642.00 | 2650.00 | 2616.00 | 2846.00 | 2873.00 | 2885.00 | 2840.00 | -200.00 | -231.00 | -235.00 | -224.00 |
| 2024-12-12 | 2646.00 | 2646.00 | 2660.00 | 2636.00 | 2841.00 | 2842.00 | 2859.00 | 2832.00 | -195.00 | -196.00 | -199.00 | -196.00 |
| 2024-12-11 | 2673.00 | 2650.00 | 2683.00 | 2641.00 | 2867.00 | 2846.00 | 2867.00 | 2835.00 | -194.00 | -196.00 | -184.00 | -194.00 |
| 2024-12-10 | 2682.00 | 2673.00 | 2699.00 | 2662.00 | 2860.00 | 2857.00 | 2864.00 | 2841.00 | -178.00 | -184.00 | -165.00 | -179.00 |
| 2024-12-09 | 2662.00 | 2681.00 | 2685.00 | 2650.00 | 2829.00 | 2849.00 | 2852.00 | 2809.00 | -167.00 | -168.00 | -167.00 | -159.00 |
| 2024-12-06 | 2658.00 | 2656.00 | 2671.00 | 2647.00 | 2790.00 | 2824.00 | 2843.00 | 2788.00 | -132.00 | -168.00 | -172.00 | -141.00 |
| 2024-12-05 | 2705.00 | 2660.00 | 2707.00 | 2645.00 | 2813.00 | 2796.00 | 2816.00 | 2761.00 | -108.00 | -136.00 | -109.00 | -116.00 |
| 2024-12-04 | 2761.00 | 2706.00 | 2766.00 | 2694.00 | 2866.00 | 2819.00 | 2874.00 | 2801.00 | -105.00 | -113.00 | -108.00 | -107.00 |
| 2024-12-03 | 2780.00 | 2757.00 | 2788.00 | 2737.00 | 2900.00 | 2857.00 | 2900.00 | 2833.00 | -120.00 | -100.00 | -112.00 | -96.00 |
| 2024-12-02 | 2807.00 | 2783.00 | 2809.00 | 2773.00 | 2902.00 | 2886.00 | 2911.00 | 2871.00 | -95.00 | -103.00 | -102.00 | -98.00 |
| 2024-11-29 | 2799.00 | 2801.00 | 2813.00 | 2787.00 | 2910.00 | 2900.00 | 2920.00 | 2899.00 | -111.00 | -99.00 | -107.00 | -112.00 |
| 2024-11-28 | 2802.00 | 2800.00 | 2807.00 | 2791.00 | 2911.00 | 2909.00 | 2915.00 | 2890.00 | -109.00 | -109.00 | -108.00 | -99.00 |
| 2024-11-27 | 2813.00 | 2804.00 | 2824.00 | 2793.00 | 2940.00 | 2912.00 | 2952.00 | 2900.00 | -127.00 | -108.00 | -128.00 | -107.00 |
| 2024-11-26 | 2789.00 | 2807.00 | 2818.00 | 2778.00 | 2880.00 | 2933.00 | 2943.00 | 2876.00 | -91.00 | -126.00 | -125.00 | -98.00 |
| 2024-11-25 | 2768.00 | 2792.00 | 2798.00 | 2767.00 | 2880.00 | 2881.00 | 2902.00 | 2871.00 | -112.00 | -89.00 | -104.00 | -104.00 |
| 2024-11-22 | 2818.00 | 2767.00 | 2819.00 | 2766.00 | 2925.00 | 2874.00 | 2930.00 | 2873.00 | -107.00 | -107.00 | -111.00 | -107.00 |
| 2024-11-21 | 2821.00 | 2822.00 | 2830.00 | 2807.00 | 2930.00 | 2929.00 | 2935.00 | 2912.00 | -109.00 | -107.00 | -105.00 | -105.00 |
| 2024-11-20 | 2839.00 | 2827.00 | 2840.00 | 2813.00 | 2964.00 | 2937.00 | 2971.00 | 2927.00 | -125.00 | -110.00 | -131.00 | -114.00 |
| 2024-11-19 | 2823.00 | 2836.00 | 2844.00 | 2815.00 | 2952.00 | 2963.00 | 2978.00 | 2949.00 | -129.00 | -127.00 | -134.00 | -134.00 |
| 2024-11-18 | 2822.00 | 2821.00 | 2834.00 | 2811.00 | 2930.00 | 2959.00 | 2962.00 | 2920.00 | -108.00 | -138.00 | -128.00 | -109.00 |
| 2024-11-15 | 2903.00 | 2814.00 | 2908.00 | 2808.00 | 3033.00 | 2919.00 | 3034.00 | 2915.00 | -130.00 | -105.00 | -126.00 | -107.00 |
| 2024-11-14 | 3060.00 | 3035.00 | 3060.00 | 3031.00 | 2924.00 | 2903.00 | 2927.00 | 2889.00 | 136.00 | 132.00 | 133.00 | 142.00 |
| 2024-11-13 | 3060.00 | 3059.00 | 3083.00 | 3051.00 | 2920.00 | 2927.00 | 2939.00 | 2915.00 | 140.00 | 132.00 | 144.00 | 136.00 |
| 2024-11-12 | 3079.00 | 3067.00 | 3098.00 | 3056.00 | 2917.00 | 2924.00 | 2953.00 | 2901.00 | 162.00 | 143.00 | 145.00 | 155.00 |
| 2024-11-11 | 3023.00 | 3086.00 | 3103.00 | 3008.00 | 2853.00 | 2920.00 | 2925.00 | 2845.00 | 170.00 | 166.00 | 178.00 | 163.00 |
| 2024-11-08 | 3112.00 | 3013.00 | 3116.00 | 3005.00 | 2891.00 | 2850.00 | 2912.00 | 2840.00 | 221.00 | 163.00 | 204.00 | 165.00 |
| 2024-11-07 | 3007.00 | 3093.00 | 3109.00 | 2999.00 | 2810.00 | 2882.00 | 2891.00 | 2807.00 | 197.00 | 211.00 | 218.00 | 192.00 |
| 2024-11-06 | 2965.00 | 3002.00 | 3012.00 | 2960.00 | 2790.00 | 2816.00 | 2822.00 | 2785.00 | 175.00 | 186.00 | 190.00 | 175.00 |
| 2024-11-05 | 2989.00 | 2957.00 | 2996.00 | 2952.00 | 2821.00 | 2789.00 | 2827.00 | 2784.00 | 168.00 | 168.00 | 169.00 | 168.00 |
| 2024-11-04 | 2970.00 | 2985.00 | 3005.00 | 2954.00 | 2822.00 | 2817.00 | 2828.00 | 2800.00 | 148.00 | 168.00 | 177.00 | 154.00 |
| 2024-11-01 | 3005.00 | 2963.00 | 3007.00 | 2962.00 | 2839.00 | 2821.00 | 2839.00 | 2816.00 | 166.00 | 142.00 | 168.00 | 146.00 |
| 2024-10-31 | 3015.00 | 2992.00 | 3020.00 | 2983.00 | 2839.00 | 2829.00 | 2844.00 | 2824.00 | 176.00 | 163.00 | 176.00 | 159.00 |
| 2024-10-30 | 3015.00 | 3015.00 | 3026.00 | 2966.00 | 2833.00 | 2836.00 | 2850.00 | 2812.00 | 182.00 | 179.00 | 176.00 | 154.00 |
| 2024-10-29 | 2980.00 | 3012.00 | 3017.00 | 2958.00 | 2830.00 | 2837.00 | 2842.00 | 2816.00 | 150.00 | 175.00 | 175.00 | 142.00 |
| 2024-10-28 | 2953.00 | 2985.00 | 2998.00 | 2930.00 | 2820.00 | 2835.00 | 2838.00 | 2795.00 | 133.00 | 150.00 | 160.00 | 135.00 |
| 2024-10-25 | 3007.00 | 2948.00 | 3022.00 | 2946.00 | 2847.00 | 2816.00 | 2868.00 | 2810.00 | 160.00 | 132.00 | 154.00 | 136.00 |
| 2024-10-24 | 2982.00 | 2984.00 | 3003.00 | 2975.00 | 2825.00 | 2834.00 | 2847.00 | 2816.00 | 157.00 | 150.00 | 156.00 | 159.00 |
| 2024-10-23 | 2982.00 | 2988.00 | 3017.00 | 2966.00 | 2793.00 | 2829.00 | 2843.00 | 2792.00 | 189.00 | 159.00 | 174.00 | 174.00 |
| 2024-10-22 | 2980.00 | 2978.00 | 2991.00 | 2964.00 | 2784.00 | 2791.00 | 2801.00 | 2778.00 | 196.00 | 187.00 | 190.00 | 186.00 |
| 2024-10-21 | 2995.00 | 2985.00 | 3020.00 | 2944.00 | 2797.00 | 2788.00 | 2817.00 | 2759.00 | 198.00 | 197.00 | 203.00 | 185.00 |
| 2024-10-18 | 2960.00 | 2995.00 | 3005.00 | 2931.00 | 2764.00 | 2793.00 | 2801.00 | 2742.00 | 196.00 | 202.00 | 204.00 | 189.00 |
| 2024-10-17 | 3006.00 | 2961.00 | 3033.00 | 2952.00 | 2793.00 | 2764.00 | 2813.00 | 2757.00 | 213.00 | 197.00 | 220.00 | 195.00 |
| 2024-10-16 | 2989.00 | 3009.00 | 3015.00 | 2968.00 | 2790.00 | 2796.00 | 2807.00 | 2773.00 | 199.00 | 213.00 | 208.00 | 195.00 |
| 2024-10-15 | 2983.00 | 2992.00 | 3019.00 | 2977.00 | 2787.00 | 2791.00 | 2812.00 | 2782.00 | 196.00 | 201.00 | 207.00 | 195.00 |
| 2024-10-14 | 2981.00 | 2991.00 | 3014.00 | 2955.00 | 2796.00 | 2794.00 | 2805.00 | 2763.00 | 185.00 | 197.00 | 209.00 | 192.00 |
| 2024-10-11 | 3012.00 | 2974.00 | 3022.00 | 2971.00 | 2825.00 | 2785.00 | 2833.00 | 2783.00 | 187.00 | 189.00 | 189.00 | 188.00 |
| 2024-10-10 | 3023.00 | 3022.00 | 3040.00 | 2984.00 | 2827.00 | 2831.00 | 2844.00 | 2802.00 | 196.00 | 191.00 | 196.00 | 182.00 |
| 2024-10-09 | 3019.00 | 3026.00 | 3070.00 | 3012.00 | 2830.00 | 2829.00 | 2862.00 | 2826.00 | 189.00 | 197.00 | 208.00 | 186.00 |
| 2024-10-08 | 3100.00 | 3019.00 | 3110.00 | 3004.00 | 2916.00 | 2837.00 | 2918.00 | 2820.00 | 184.00 | 182.00 | 192.00 | 184.00 |
| 2024-09-30 | 3085.00 | 3150.00 | 3177.00 | 3075.00 | 2885.00 | 2940.00 | 2945.00 | 2878.00 | 200.00 | 210.00 | 232.00 | 197.00 |
| 2024-09-27 | 3127.00 | 3089.00 | 3130.00 | 3061.00 | 2914.00 | 2885.00 | 2918.00 | 2867.00 | 213.00 | 204.00 | 212.00 | 194.00 |
| 2024-09-26 | 3048.00 | 3116.00 | 3130.00 | 3045.00 | 2861.00 | 2906.00 | 2921.00 | 2854.00 | 187.00 | 210.00 | 209.00 | 191.00 |
| 2024-09-25 | 3127.00 | 3052.00 | 3132.00 | 3051.00 | 2908.00 | 2865.00 | 2915.00 | 2864.00 | 219.00 | 187.00 | 217.00 | 187.00 |
| 2024-09-24 | 3071.00 | 3102.00 | 3110.00 | 3065.00 | 2866.00 | 2894.00 | 2895.00 | 2856.00 | 205.00 | 208.00 | 215.00 | 209.00 |
| 2024-09-23 | 3050.00 | 3056.00 | 3071.00 | 3023.00 | 2862.00 | 2851.00 | 2865.00 | 2826.00 | 188.00 | 205.00 | 206.00 | 197.00 |
| 2024-09-20 | 3074.00 | 3065.00 | 3080.00 | 3034.00 | 2889.00 | 2875.00 | 2890.00 | 2860.00 | 185.00 | 190.00 | 190.00 | 174.00 |
| 2024-09-19 | 3135.00 | 3065.00 | 3136.00 | 3065.00 | 2918.00 | 2882.00 | 2919.00 | 2880.00 | 217.00 | 183.00 | 217.00 | 185.00 |
| 2024-09-18 | 3085.00 | 3138.00 | 3139.00 | 3082.00 | 2891.00 | 2920.00 | 2922.00 | 2881.00 | 194.00 | 218.00 | 217.00 | 201.00 |
| 2024-09-13 | 3054.00 | 3075.00 | 3087.00 | 3028.00 | 2866.00 | 2887.00 | 2893.00 | 2850.00 | 188.00 | 188.00 | 194.00 | 178.00 |
| 2024-09-12 | 3055.00 | 3051.00 | 3064.00 | 3027.00 | 2870.00 | 2862.00 | 2874.00 | 2846.00 | 185.00 | 189.00 | 190.00 | 181.00 |
| 2024-09-11 | 3025.00 | 3063.00 | 3065.00 | 3008.00 | 2851.00 | 2872.00 | 2873.00 | 2833.00 | 174.00 | 191.00 | 192.00 | 175.00 |
| 2024-09-10 | 3106.00 | 3040.00 | 3111.00 | 3033.00 | 2886.00 | 2856.00 | 2893.00 | 2851.00 | 220.00 | 184.00 | 218.00 | 182.00 |