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
2025-02-14 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
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