本页面展示菜油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。
关于菜油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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-12-08 | 9625.00 | 9617.00 | 9625.00 | 9594.00 | 9416.00 | 9406.00 | 9420.00 | 9393.00 | 209.00 | 211.00 | 205.00 | 201.00 |
| 2025-12-05 | 9618.00 | 9618.00 | 9692.00 | 9600.00 | 9430.00 | 9407.00 | 9486.00 | 9380.00 | 188.00 | 211.00 | 206.00 | 220.00 |
| 2025-12-04 | 9704.00 | 9618.00 | 9755.00 | 9592.00 | 9472.00 | 9437.00 | 9546.00 | 9406.00 | 232.00 | 181.00 | 209.00 | 186.00 |
| 2025-12-03 | 9747.00 | 9711.00 | 9755.00 | 9704.00 | 9480.00 | 9482.00 | 9515.00 | 9454.00 | 267.00 | 229.00 | 240.00 | 250.00 |
| 2025-12-02 | 9766.00 | 9745.00 | 9768.00 | 9688.00 | 9484.00 | 9481.00 | 9486.00 | 9416.00 | 282.00 | 264.00 | 282.00 | 272.00 |
| 2025-12-01 | 9780.00 | 9770.00 | 9804.00 | 9710.00 | 9515.00 | 9484.00 | 9535.00 | 9459.00 | 265.00 | 286.00 | 269.00 | 251.00 |
| 2025-11-28 | 9768.00 | 9757.00 | 9830.00 | 9713.00 | 9539.00 | 9501.00 | 9590.00 | 9471.00 | 229.00 | 256.00 | 240.00 | 242.00 |
| 2025-11-27 | 9808.00 | 9772.00 | 9808.00 | 9694.00 | 9538.00 | 9539.00 | 9552.00 | 9471.00 | 270.00 | 233.00 | 256.00 | 223.00 |
| 2025-11-26 | 9793.00 | 9819.00 | 9850.00 | 9665.00 | 9480.00 | 9540.00 | 9556.00 | 9405.00 | 313.00 | 279.00 | 294.00 | 260.00 |
| 2025-11-25 | 9770.00 | 9818.00 | 9882.00 | 9746.00 | 9543.00 | 9620.00 | 9686.00 | 9525.00 | 227.00 | 198.00 | 196.00 | 221.00 |
| 2025-11-24 | 9790.00 | 9778.00 | 9920.00 | 9744.00 | 9569.00 | 9554.00 | 9673.00 | 9518.00 | 221.00 | 224.00 | 247.00 | 226.00 |
| 2025-11-21 | 9788.00 | 9816.00 | 9905.00 | 9768.00 | 9539.00 | 9586.00 | 9658.00 | 9527.00 | 249.00 | 230.00 | 247.00 | 241.00 |
| 2025-11-20 | 9790.00 | 9779.00 | 9823.00 | 9724.00 | 9578.00 | 9539.00 | 9594.00 | 9493.00 | 212.00 | 240.00 | 229.00 | 231.00 |
| 2025-11-19 | 9901.00 | 9813.00 | 9982.00 | 9778.00 | 9650.00 | 9591.00 | 9741.00 | 9567.00 | 251.00 | 222.00 | 241.00 | 211.00 |
| 2025-11-18 | 9881.00 | 9874.00 | 9951.00 | 9870.00 | 9633.00 | 9629.00 | 9699.00 | 9626.00 | 248.00 | 245.00 | 252.00 | 244.00 |
| 2025-11-17 | 9932.00 | 9880.00 | 9942.00 | 9837.00 | 9674.00 | 9635.00 | 9689.00 | 9594.00 | 258.00 | 245.00 | 253.00 | 243.00 |
| 2025-11-14 | 9977.00 | 9923.00 | 10017.00 | 9910.00 | 9725.00 | 9672.00 | 9755.00 | 9660.00 | 252.00 | 251.00 | 262.00 | 250.00 |
| 2025-11-13 | 9830.00 | 9975.00 | 9985.00 | 9804.00 | 9589.00 | 9723.00 | 9729.00 | 9555.00 | 241.00 | 252.00 | 256.00 | 249.00 |
| 2025-11-12 | 9765.00 | 9840.00 | 9854.00 | 9751.00 | 9541.00 | 9595.00 | 9611.00 | 9516.00 | 224.00 | 245.00 | 243.00 | 235.00 |
| 2025-11-11 | 9596.00 | 9775.00 | 9789.00 | 9578.00 | 9349.00 | 9545.00 | 9554.00 | 9332.00 | 247.00 | 230.00 | 235.00 | 246.00 |
| 2025-11-10 | 9534.00 | 9587.00 | 9625.00 | 9493.00 | 9308.00 | 9335.00 | 9370.00 | 9252.00 | 226.00 | 252.00 | 255.00 | 241.00 |
| 2025-11-07 | 9580.00 | 9533.00 | 9610.00 | 9491.00 | 9352.00 | 9307.00 | 9367.00 | 9276.00 | 228.00 | 226.00 | 243.00 | 215.00 |
| 2025-11-06 | 9407.00 | 9564.00 | 9574.00 | 9361.00 | 9170.00 | 9331.00 | 9339.00 | 9124.00 | 237.00 | 233.00 | 235.00 | 237.00 |
| 2025-11-05 | 9434.00 | 9407.00 | 9461.00 | 9395.00 | 9171.00 | 9166.00 | 9214.00 | 9157.00 | 263.00 | 241.00 | 247.00 | 238.00 |
| 2025-11-04 | 9455.00 | 9443.00 | 9532.00 | 9428.00 | 9189.00 | 9187.00 | 9275.00 | 9175.00 | 266.00 | 256.00 | 257.00 | 253.00 |
| 2025-11-03 | 9396.00 | 9470.00 | 9532.00 | 9299.00 | 9197.00 | 9201.00 | 9305.00 | 9091.00 | 199.00 | 269.00 | 227.00 | 208.00 |
| 2025-10-31 | 9535.00 | 9422.00 | 9548.00 | 9379.00 | 9315.00 | 9221.00 | 9327.00 | 9173.00 | 220.00 | 201.00 | 221.00 | 206.00 |
| 2025-10-30 | 9509.00 | 9529.00 | 9546.00 | 9472.00 | 9299.00 | 9314.00 | 9334.00 | 9256.00 | 210.00 | 215.00 | 212.00 | 216.00 |
| 2025-10-29 | 9712.00 | 9525.00 | 9722.00 | 9449.00 | 9518.00 | 9312.00 | 9518.00 | 9244.00 | 194.00 | 213.00 | 204.00 | 205.00 |
| 2025-10-28 | 9746.00 | 9730.00 | 9746.00 | 9693.00 | 9508.00 | 9530.00 | 9540.00 | 9462.00 | 238.00 | 200.00 | 206.00 | 231.00 |
| 2025-10-27 | 9767.00 | 9748.00 | 9785.00 | 9719.00 | 9537.00 | 9518.00 | 9563.00 | 9493.00 | 230.00 | 230.00 | 222.00 | 226.00 |
| 2025-10-24 | 9780.00 | 9761.00 | 9780.00 | 9672.00 | 9580.00 | 9542.00 | 9580.00 | 9471.00 | 200.00 | 219.00 | 200.00 | 201.00 |
| 2025-10-23 | 9836.00 | 9757.00 | 9837.00 | 9720.00 | 9664.00 | 9566.00 | 9670.00 | 9533.00 | 172.00 | 191.00 | 167.00 | 187.00 |
| 2025-10-22 | 9845.00 | 9834.00 | 9870.00 | 9807.00 | 9696.00 | 9671.00 | 9702.00 | 9640.00 | 149.00 | 163.00 | 168.00 | 167.00 |
| 2025-10-21 | 9910.00 | 9864.00 | 9920.00 | 9849.00 | 9757.00 | 9701.00 | 9757.00 | 9680.00 | 153.00 | 163.00 | 163.00 | 169.00 |
| 2025-10-20 | 9870.00 | 9918.00 | 9952.00 | 9863.00 | 9672.00 | 9765.00 | 9799.00 | 9672.00 | 198.00 | 153.00 | 153.00 | 191.00 |
| 2025-10-17 | 9936.00 | 9861.00 | 9946.00 | 9845.00 | 9738.00 | 9669.00 | 9742.00 | 9647.00 | 198.00 | 192.00 | 204.00 | 198.00 |
| 2025-10-16 | 9935.00 | 9935.00 | 9972.00 | 9906.00 | 9737.00 | 9728.00 | 9759.00 | 9707.00 | 198.00 | 207.00 | 213.00 | 199.00 |
| 2025-10-15 | 9950.00 | 9932.00 | 9984.00 | 9905.00 | 9704.00 | 9745.00 | 9753.00 | 9655.00 | 246.00 | 187.00 | 231.00 | 250.00 |
| 2025-10-14 | 10012.00 | 9959.00 | 10030.00 | 9933.00 | 9846.00 | 9718.00 | 9851.00 | 9697.00 | 166.00 | 241.00 | 179.00 | 236.00 |
| 2025-10-13 | 10058.00 | 10022.00 | 10064.00 | 9920.00 | 9858.00 | 9845.00 | 9874.00 | 9753.00 | 200.00 | 177.00 | 190.00 | 167.00 |
| 2025-10-10 | 10238.00 | 10061.00 | 10247.00 | 10038.00 | 10422.00 | 10232.00 | 10422.00 | 10211.00 | -184.00 | -171.00 | -175.00 | -173.00 |
| 2025-10-09 | 10160.00 | 10248.00 | 10266.00 | 10129.00 | 10221.00 | 10407.00 | 10427.00 | 10221.00 | -61.00 | -159.00 | -161.00 | -92.00 |
| 2025-09-30 | 10077.00 | 10044.00 | 10083.00 | 10008.00 | 10231.00 | 10210.00 | 10249.00 | 10180.00 | -154.00 | -166.00 | -166.00 | -172.00 |
| 2025-09-29 | 10174.00 | 10093.00 | 10177.00 | 10075.00 | 10338.00 | 10259.00 | 10345.00 | 10235.00 | -164.00 | -166.00 | -168.00 | -160.00 |
| 2025-09-26 | 10143.00 | 10162.00 | 10196.00 | 10108.00 | 10334.00 | 10331.00 | 10369.00 | 10284.00 | -191.00 | -169.00 | -173.00 | -176.00 |
| 2025-09-25 | 9949.00 | 10142.00 | 10154.00 | 9932.00 | 10136.00 | 10329.00 | 10344.00 | 10115.00 | -187.00 | -187.00 | -190.00 | -183.00 |
| 2025-09-24 | 10009.00 | 9921.00 | 10040.00 | 9841.00 | 10214.00 | 10112.00 | 10248.00 | 10023.00 | -205.00 | -191.00 | -208.00 | -182.00 |
| 2025-09-23 | 10118.00 | 9996.00 | 10121.00 | 9946.00 | 10287.00 | 10205.00 | 10290.00 | 10124.00 | -169.00 | -209.00 | -169.00 | -178.00 |
| 2025-09-22 | 10079.00 | 10143.00 | 10161.00 | 10038.00 | 10252.00 | 10306.00 | 10327.00 | 10205.00 | -173.00 | -163.00 | -166.00 | -167.00 |
| 2025-09-19 | 9986.00 | 10068.00 | 10114.00 | 9968.00 | 10152.00 | 10236.00 | 10282.00 | 10135.00 | -166.00 | -168.00 | -168.00 | -167.00 |
| 2025-09-18 | 9991.00 | 9984.00 | 10010.00 | 9926.00 | 10155.00 | 10148.00 | 10176.00 | 10089.00 | -164.00 | -164.00 | -166.00 | -163.00 |
| 2025-09-17 | 10065.00 | 9999.00 | 10116.00 | 9983.00 | 10239.00 | 10168.00 | 10288.00 | 10151.00 | -174.00 | -169.00 | -172.00 | -168.00 |
| 2025-09-16 | 9918.00 | 10053.00 | 10063.00 | 9900.00 | 10096.00 | 10222.00 | 10230.00 | 10077.00 | -178.00 | -169.00 | -167.00 | -177.00 |
| 2025-09-15 | 9883.00 | 9900.00 | 9914.00 | 9822.00 | 10063.00 | 10074.00 | 10091.00 | 9999.00 | -180.00 | -174.00 | -177.00 | -177.00 |
| 2025-09-12 | 9894.00 | 9857.00 | 9967.00 | 9850.00 | 10095.00 | 10042.00 | 10161.00 | 10030.00 | -201.00 | -185.00 | -194.00 | -180.00 |
| 2025-09-11 | 9782.00 | 9893.00 | 9897.00 | 9774.00 | 9940.00 | 10084.00 | 10090.00 | 9940.00 | -158.00 | -191.00 | -193.00 | -166.00 |
| 2025-09-10 | 9843.00 | 9770.00 | 9877.00 | 9766.00 | 9990.00 | 9935.00 | 10041.00 | 9933.00 | -147.00 | -165.00 | -164.00 | -167.00 |
| 2025-09-09 | 9847.00 | 9851.00 | 9871.00 | 9814.00 | 10026.00 | 10010.00 | 10035.00 | 9958.00 | -179.00 | -159.00 | -164.00 | -144.00 |
| 2025-09-08 | 9824.00 | 9835.00 | 9845.00 | 9721.00 | 9949.00 | 9999.00 | 10005.00 | 9854.00 | -125.00 | -164.00 | -160.00 | -133.00 |
| 2025-09-05 | 9725.00 | 9818.00 | 9837.00 | 9710.00 | 9847.00 | 9948.00 | 9966.00 | 9819.00 | -122.00 | -130.00 | -129.00 | -109.00 |
| 2025-09-04 | 9712.00 | 9739.00 | 9757.00 | 9655.00 | 9823.00 | 9845.00 | 9861.00 | 9758.00 | -111.00 | -106.00 | -104.00 | -103.00 |
| 2025-09-03 | 9770.00 | 9727.00 | 9814.00 | 9710.00 | 9874.00 | 9828.00 | 9917.00 | 9813.00 | -104.00 | -101.00 | -103.00 | -103.00 |
| 2025-09-02 | 9804.00 | 9766.00 | 9852.00 | 9684.00 | 9894.00 | 9865.00 | 9951.00 | 9784.00 | -90.00 | -99.00 | -99.00 | -100.00 |
| 2025-09-01 | 9779.00 | 9801.00 | 9848.00 | 9710.00 | 9894.00 | 9899.00 | 9962.00 | 9808.00 | -115.00 | -98.00 | -114.00 | -98.00 |
| 2025-08-29 | 9820.00 | 9789.00 | 9828.00 | 9736.00 | 9924.00 | 9909.00 | 9931.00 | 9843.00 | -104.00 | -120.00 | -103.00 | -107.00 |
| 2025-08-28 | 9855.00 | 9809.00 | 9860.00 | 9762.00 | 9934.00 | 9908.00 | 9953.00 | 9857.00 | -79.00 | -99.00 | -93.00 | -95.00 |
| 2025-08-27 | 9805.00 | 9853.00 | 9888.00 | 9784.00 | 9880.00 | 9939.00 | 9969.00 | 9858.00 | -75.00 | -86.00 | -81.00 | -74.00 |
| 2025-08-26 | 9905.00 | 9821.00 | 9934.00 | 9811.00 | 9953.00 | 9886.00 | 9995.00 | 9880.00 | -48.00 | -65.00 | -61.00 | -69.00 |
| 2025-08-25 | 9900.00 | 9891.00 | 9945.00 | 9837.00 | 9969.00 | 9952.00 | 9998.00 | 9895.00 | -69.00 | -61.00 | -53.00 | -58.00 |
| 2025-08-22 | 9801.00 | 9890.00 | 9900.00 | 9777.00 | 9855.00 | 9954.00 | 9961.00 | 9839.00 | -54.00 | -64.00 | -61.00 | -62.00 |
| 2025-08-21 | 9828.00 | 9791.00 | 9853.00 | 9745.00 | 9894.00 | 9878.00 | 9923.00 | 9830.00 | -66.00 | -87.00 | -70.00 | -85.00 |
| 2025-08-20 | 9830.00 | 9828.00 | 9852.00 | 9752.00 | 9878.00 | 9901.00 | 9908.00 | 9819.00 | -48.00 | -73.00 | -56.00 | -67.00 |
| 2025-08-19 | 9837.00 | 9850.00 | 9943.00 | 9837.00 | 9861.00 | 9898.00 | 9964.00 | 9861.00 | -24.00 | -48.00 | -21.00 | -24.00 |
| 2025-08-18 | 9783.00 | 9826.00 | 9933.00 | 9767.00 | 9830.00 | 9852.00 | 9964.00 | 9820.00 | -47.00 | -26.00 | -31.00 | -53.00 |
| 2025-08-15 | 9820.00 | 9757.00 | 9868.00 | 9715.00 | 9830.00 | 9807.00 | 9890.00 | 9755.00 | -10.00 | -50.00 | -22.00 | -40.00 |
| 2025-08-14 | 10050.00 | 9840.00 | 10064.00 | 9815.00 | 10060.00 | 9852.00 | 10070.00 | 9824.00 | -10.00 | -12.00 | -6.00 | -9.00 |
| 2025-08-13 | 10310.00 | 10064.00 | 10333.00 | 10010.00 | 10242.00 | 10069.00 | 10352.00 | 10007.00 | 68.00 | -5.00 | -19.00 | 3.00 |
| 2025-08-12 | 9609.00 | 9802.00 | 9848.00 | 9596.00 | 9605.00 | 9810.00 | 9850.00 | 9592.00 | 4.00 | -8.00 | -2.00 | 4.00 |
| 2025-08-11 | 9552.00 | 9588.00 | 9612.00 | 9512.00 | 9544.00 | 9593.00 | 9605.00 | 9506.00 | 8.00 | -5.00 | 7.00 | 6.00 |
| 2025-08-08 | 9505.00 | 9574.00 | 9592.00 | 9497.00 | 9495.00 | 9561.00 | 9574.00 | 9488.00 | 10.00 | 13.00 | 18.00 | 9.00 |
| 2025-08-07 | 9575.00 | 9496.00 | 9672.00 | 9458.00 | 9530.00 | 9490.00 | 9630.00 | 9452.00 | 45.00 | 6.00 | 42.00 | 6.00 |
| 2025-08-06 | 9620.00 | 9562.00 | 9642.00 | 9525.00 | 9550.00 | 9515.00 | 9573.00 | 9475.00 | 70.00 | 47.00 | 69.00 | 50.00 |
| 2025-08-05 | 9522.00 | 9615.00 | 9617.00 | 9508.00 | 9458.00 | 9547.00 | 9549.00 | 9447.00 | 64.00 | 68.00 | 68.00 | 61.00 |
| 2025-08-04 | 9516.00 | 9542.00 | 9545.00 | 9442.00 | 9462.00 | 9472.00 | 9478.00 | 9383.00 | 54.00 | 70.00 | 67.00 | 59.00 |
| 2025-08-01 | 9497.00 | 9524.00 | 9557.00 | 9452.00 | 9435.00 | 9466.00 | 9492.00 | 9392.00 | 62.00 | 58.00 | 65.00 | 60.00 |
| 2025-07-31 | 9606.00 | 9510.00 | 9612.00 | 9481.00 | 9548.00 | 9449.00 | 9548.00 | 9416.00 | 58.00 | 61.00 | 64.00 | 65.00 |
| 2025-07-30 | 9506.00 | 9621.00 | 9625.00 | 9506.00 | 9456.00 | 9556.00 | 9560.00 | 9456.00 | 50.00 | 65.00 | 65.00 | 50.00 |
| 2025-07-29 | 9422.00 | 9492.00 | 9520.00 | 9412.00 | 9364.00 | 9442.00 | 9466.00 | 9360.00 | 58.00 | 50.00 | 54.00 | 52.00 |
| 2025-07-28 | 9457.00 | 9406.00 | 9467.00 | 9330.00 | 9409.00 | 9357.00 | 9413.00 | 9280.00 | 48.00 | 49.00 | 54.00 | 50.00 |
| 2025-07-25 | 9495.00 | 9457.00 | 9505.00 | 9356.00 | 9458.00 | 9401.00 | 9458.00 | 9311.00 | 37.00 | 56.00 | 47.00 | 45.00 |
| 2025-07-24 | 9459.00 | 9492.00 | 9524.00 | 9413.00 | 9408.00 | 9439.00 | 9475.00 | 9362.00 | 51.00 | 53.00 | 49.00 | 51.00 |
| 2025-07-23 | 9469.00 | 9456.00 | 9497.00 | 9413.00 | 9407.00 | 9403.00 | 9436.00 | 9352.00 | 62.00 | 53.00 | 61.00 | 61.00 |
| 2025-07-22 | 9563.00 | 9477.00 | 9586.00 | 9440.00 | 9509.00 | 9411.00 | 9514.00 | 9372.00 | 54.00 | 66.00 | 72.00 | 68.00 |
| 2025-07-21 | 9600.00 | 9563.00 | 9659.00 | 9558.00 | 9518.00 | 9492.00 | 9580.00 | 9483.00 | 82.00 | 71.00 | 79.00 | 75.00 |
| 2025-07-18 | 9444.00 | 9586.00 | 9601.00 | 9432.00 | 9375.00 | 9509.00 | 9526.00 | 9368.00 | 69.00 | 77.00 | 75.00 | 64.00 |
| 2025-07-17 | 9451.00 | 9440.00 | 9469.00 | 9364.00 | 9388.00 | 9374.00 | 9404.00 | 9304.00 | 63.00 | 66.00 | 65.00 | 60.00 |
| 2025-07-16 | 9410.00 | 9470.00 | 9499.00 | 9396.00 | 9349.00 | 9398.00 | 9428.00 | 9328.00 | 61.00 | 72.00 | 71.00 | 68.00 |
| 2025-07-15 | 9436.00 | 9404.00 | 9502.00 | 9380.00 | 9360.00 | 9336.00 | 9429.00 | 9306.00 | 76.00 | 68.00 | 73.00 | 74.00 |
| 2025-07-14 | 9418.00 | 9424.00 | 9468.00 | 9376.00 | 9340.00 | 9343.00 | 9394.00 | 9304.00 | 78.00 | 81.00 | 74.00 | 72.00 |