菜油期货跨期套利数据回测

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:

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

关于菜油期货跨期套利的详细数据分析,请查看文章:。

菜油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
2025 11.72 -205.00 313.00 8.77 -209.00 279.00 11.63 -208.00 294.00 7.46 -191.00 260.00
2024 -22.19 -152.00 185.00 -22.59 -144.00 176.00 -19.82 -151.00 184.00 -23.91 -147.00 173.00
2023 -28.70 -309.00 222.00 -27.76 -294.00 217.00 -24.99 -291.00 223.00 -30.92 -299.00 230.00
2022 109.94 -2140.00 1305.00 98.17 -2219.00 1311.00 110.74 -2181.00 1387.00 97.42 -2136.00 1334.00
2021 107.86 -530.00 600.00 105.07 -519.00 640.00 113.42 -521.00 686.00 94.68 -520.00 579.00
2020 146.19 -460.00 723.00 144.55 -477.00 727.00 152.54 -484.00 753.00 137.55 -464.00 708.00
2019 0.48 -239.00 243.00 0.11 -242.00 253.00 3.37 -234.00 250.00 -3.39 -240.00 255.00
2018 -53.87 -191.00 180.00 -55.33 -185.00 185.00 -52.98 -188.00 185.00 -56.50 -188.00 184.00

菜油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
2025-12 265.00 265.00 265.00 265.00 265.00 265.00 269.00 269.00 269.00 248.00 248.00 248.00
2025-11 243.05 199.00 313.00 241.35 198.00 279.00 245.75 196.00 294.00 235.70 208.00 260.00
2025-10 160.41 -184.00 246.00 154.24 -171.00 241.00 152.76 -175.00 231.00 163.76 -173.00 250.00
2025-09 -157.14 -205.00 -90.00 -158.77 -209.00 -98.00 -159.73 -208.00 -99.00 -153.32 -183.00 -98.00
2025-08 -11.86 -104.00 70.00 -26.05 -120.00 70.00 -16.33 -103.00 69.00 -23.10 -107.00 61.00
2025-07 60.39 37.00 82.00 62.35 49.00 81.00 63.13 47.00 79.00 60.17 45.00 77.00
2025-06 115.70 -61.00 170.00 109.10 -54.00 157.00 115.00 -50.00 161.00 108.60 -56.00 149.00
2025-05 -54.53 -95.00 200.00 -53.11 -78.00 177.00 -51.47 -79.00 198.00 -54.53 -82.00 196.00
2025-04 -26.29 -89.00 48.00 -27.29 -84.00 45.00 -23.90 -80.00 53.00 -33.14 -89.00 35.00
2025-03 -115.71 -182.00 -65.00 -114.62 -179.00 -75.00 -113.38 -178.00 -56.00 -125.24 -182.00 -73.00
2025-02 -117.11 -191.00 42.00 -123.11 -191.00 55.00 -116.94 -184.00 54.00 -124.89 -191.00 52.00
2025-01 48.17 35.00 64.00 47.39 37.00 59.00 47.83 36.00 60.00 45.28 37.00 58.00
2024-12 24.23 -46.00 60.00 29.00 -49.00 48.00 30.23 -42.00 46.00 25.50 -40.00 45.00
2024-11 -14.57 -73.00 23.00 -17.90 -65.00 23.00 -12.95 -71.00 41.00 -11.90 -66.00 25.00
2024-10 50.78 0.00 100.00 47.33 6.00 100.00 57.67 5.00 114.00 43.56 3.00 91.00
2024-09 53.21 -41.00 131.00 51.42 -51.00 135.00 57.79 -54.00 142.00 48.26 -54.00 98.00
2024-08 -26.91 -130.00 80.00 -24.59 -125.00 72.00 -24.55 -123.00 75.00 -27.36 -129.00 75.00
2024-07 -124.65 -152.00 -76.00 -125.52 -144.00 -90.00 -125.04 -151.00 -95.00 -126.35 -147.00 -90.00
2024-06 -112.74 -131.00 -77.00 -112.74 -132.00 -95.00 -112.16 -129.00 -98.00 -113.84 -128.00 -96.00
2024-05 -79.00 -143.00 58.00 -84.60 -130.00 47.00 -81.40 -130.00 46.00 -80.60 -127.00 45.00
2024-04 43.45 -131.00 185.00 45.00 -123.00 176.00 44.80 -123.00 184.00 39.75 -123.00 173.00
2024-03 -25.57 -98.00 20.00 -30.19 -99.00 7.00 -22.76 -86.00 14.00 -28.57 -86.00 5.00
2024-02 -6.40 -41.00 14.00 -2.47 -19.00 8.00 -0.33 -21.00 12.00 -7.80 -20.00 14.00
2024-01 -26.27 -62.00 -2.00 -23.82 -45.00 0.00 -25.59 -54.00 -2.00 -26.95 -50.00 -2.00
2023-12 10.14 -71.00 93.00 14.29 -41.00 91.00 12.76 -54.00 75.00 10.90 -56.00 80.00
2023-11 27.14 -11.00 68.00 25.18 -12.00 65.00 30.27 -11.00 66.00 22.64 -19.00 65.00
2023-10 55.82 -138.00 128.00 54.35 -129.00 96.00 57.76 -125.00 99.00 57.53 -117.00 98.00
2023-09 -99.25 -146.00 -70.00 -101.15 -137.00 -71.00 -103.20 -146.00 -72.00 -101.55 -147.00 -69.00
2023-08 -24.91 -221.00 222.00 -20.43 -208.00 217.00 -20.39 -208.00 223.00 -24.83 -209.00 230.00
2023-07 38.57 -33.00 79.00 35.81 -31.00 74.00 40.52 -27.00 75.00 34.38 -33.00 73.00
2023-06 26.55 -107.00 66.00 33.50 -86.00 62.00 36.00 -85.00 71.00 30.10 -99.00 58.00
2023-05 -75.85 -109.00 -30.00 -79.95 -113.00 -27.00 -77.90 -113.00 -26.00 -79.75 -115.00 -34.00
2023-04 26.42 -143.00 152.00 25.68 -183.00 161.00 36.53 -147.00 156.00 17.37 -189.00 158.00
2023-03 -24.70 -78.00 74.00 -17.35 -66.00 104.00 -13.39 -65.00 132.00 -33.00 -74.00 64.00
2023-02 -101.70 -229.00 -30.00 -105.10 -283.00 -36.00 -97.15 -276.00 -29.00 -108.25 -299.00 -34.00
2023-01 -241.94 -309.00 -183.00 -238.25 -294.00 -182.00 -242.94 -291.00 -201.00 -232.50 -294.00 -171.00
2022-12 80.05 -880.00 961.00 70.18 -876.00 968.00 82.59 -862.00 928.00 57.59 -890.00 944.00
2022-11 959.27 717.00 1305.00 965.91 723.00 1311.00 989.86 744.00 1387.00 941.05 724.00 1334.00
2022-10 97.25 -2140.00 1004.00 64.56 -2219.00 865.00 84.75 -2181.00 914.00 78.94 -2136.00 956.00
2022-09 -1104.14 -1974.00 -594.00 -1171.90 -1979.00 -698.00 -1169.05 -1964.00 -670.00 -1120.81 -1921.00 -677.00
2022-08 102.09 -876.00 949.00 69.61 -1082.00 950.00 96.74 -1004.00 985.00 66.91 -992.00 980.00
2022-07 593.43 345.00 951.00 605.38 371.00 947.00 611.95 396.00 944.00 582.57 340.00 926.00
2022-06 396.90 -329.00 558.00 404.24 -319.00 585.00 406.00 -318.00 597.00 395.10 -307.00 583.00
2022-05 -277.84 -366.00 -237.00 -289.32 -362.00 -248.00 -283.53 -357.00 -232.00 -279.32 -362.00 -82.00
2022-04 -137.79 -292.00 310.00 -153.11 -274.00 299.00 -129.42 -263.00 309.00 -144.63 -266.00 275.00
2022-03 440.39 172.00 589.00 431.57 185.00 577.00 449.48 212.00 602.00 424.57 165.00 571.00
2022-02 314.88 -263.00 573.00 322.88 -219.00 584.00 329.94 -236.00 584.00 319.75 -233.00 605.00
2022-01 -265.42 -355.00 -204.00 -260.53 -315.00 -210.00 -261.79 -359.00 -211.00 -264.05 -326.00 -196.00
2021-12 -53.96 -465.00 595.00 -54.61 -480.00 595.00 -51.30 -465.00 602.00 -59.52 -480.00 574.00
2021-11 484.05 420.00 600.00 484.68 435.00 581.00 486.36 434.00 569.00 471.36 412.00 569.00
2021-10 374.06 -227.00 586.00 375.69 -156.00 640.00 386.00 -174.00 686.00 344.81 -188.00 541.00
2021-09 -105.40 -147.00 -50.00 -108.75 -144.00 -63.00 -101.30 -140.00 -49.00 -115.90 -150.00 -81.00
2021-08 -17.95 -70.00 50.00 -22.36 -65.00 43.00 -12.00 -49.00 62.00 -29.32 -73.00 33.00
2021-07 140.27 -5.00 304.00 125.27 -40.00 289.00 138.82 -6.00 292.00 127.36 -49.00 279.00
2021-06 269.62 -332.00 468.00 266.90 -300.00 452.00 277.90 -292.00 483.00 258.14 -345.00 457.00
2021-05 -178.44 -373.00 480.00 -172.22 -353.00 462.00 -168.17 -353.00 480.00 -187.78 -374.00 443.00
2021-04 44.43 -367.00 448.00 44.95 -355.00 471.00 50.86 -346.00 473.00 28.71 -373.00 438.00
2021-03 445.48 318.00 564.00 432.52 321.00 549.00 453.09 333.00 592.00 420.00 320.00 563.00
2021-02 338.67 -483.00 584.00 344.87 -514.00 583.00 346.20 -495.00 591.00 334.53 -509.00 579.00
2021-01 -423.70 -530.00 -328.00 -427.25 -519.00 -330.00 -419.55 -521.00 -316.00 -433.55 -520.00 -325.00
2020-12 65.61 -413.00 553.00 51.39 -375.00 550.00 65.96 -358.00 558.00 47.00 -399.00 544.00
2020-11 637.38 497.00 723.00 631.90 504.00 727.00 651.24 533.00 753.00 623.90 488.00 708.00
2020-10 538.44 -360.00 652.00 541.69 -387.00 667.00 547.19 -396.00 722.00 530.06 -409.00 625.00
2020-09 -334.68 -460.00 -263.00 -337.14 -477.00 -268.00 -336.18 -484.00 -269.00 -337.18 -464.00 -281.00
2020-08 74.57 -382.00 620.00 76.48 -407.00 626.00 87.10 -374.00 621.00 59.95 -408.00 535.00
2020-07 385.83 79.00 590.00 384.57 77.00 575.00 398.43 80.00 669.00 377.83 71.00 588.00
2020-06 77.65 -282.00 133.00 76.55 -342.00 147.00 79.50 -335.00 155.00 81.50 -295.00 158.00
2020-05 -271.44 -321.00 -203.00 -276.06 -313.00 -205.00 -272.78 -307.00 -199.00 -269.17 -305.00 -201.00
2020-04 164.19 -178.00 237.00 168.14 -202.00 230.00 178.10 -202.00 328.00 153.29 -199.00 227.00
2020-03 144.36 95.00 201.00 138.05 101.00 194.00 144.55 110.00 190.00 126.91 88.00 202.00
2020-02 169.75 66.00 266.00 175.75 76.00 257.00 174.00 -36.00 261.00 161.30 81.00 240.00
2020-01 140.69 105.00 178.00 145.50 106.00 196.00 152.69 109.00 195.00 137.94 108.00 181.00
2019-12 -33.00 -239.00 201.00 -28.95 -242.00 197.00 -32.41 -234.00 198.00 -27.00 -240.00 216.00
2019-11 171.95 118.00 243.00 175.67 121.00 253.00 178.81 127.00 250.00 173.71 115.00 255.00
2019-10 49.44 28.00 90.00 54.33 30.00 115.00 55.72 32.00 107.00 49.56 23.00 109.00
2019-09 28.35 8.00 55.00 28.75 14.00 51.00 32.00 14.00 57.00 26.20 13.00 51.00
2019-08 68.05 -57.00 122.00 67.45 -55.00 114.00 71.14 -60.00 118.00 65.50 -54.00 104.00
2019-07 -19.70 -52.00 17.00 -22.35 -57.00 19.00 -17.78 -40.00 34.00 -24.70 -42.00 4.00
2019-06 30.53 -29.00 79.00 28.21 -38.00 80.00 32.53 -37.00 86.00 24.74 -41.00 71.00
2019-05 99.05 56.00 150.00 93.00 47.00 137.00 101.40 43.00 145.00 88.50 22.00 129.00
2019-04 -13.76 -131.00 57.00 -27.29 -183.00 51.00 -20.52 -158.00 67.00 -28.90 -222.00 65.00
2019-03 -69.62 -203.00 48.00 -61.33 -202.00 52.00 -58.86 -213.00 44.00 -78.71 -220.00 50.00
2019-02 -166.93 -209.00 -142.00 -170.33 -194.00 -154.00 -167.33 -197.00 -154.00 -172.07 -197.00 -152.00
2019-01 -162.45 -177.00 -131.00 -160.32 -178.00 -135.00 -158.50 -174.00 -133.00 -162.23 -178.00 -142.00
2018-12 148.15 -168.00 180.00 146.50 -178.00 185.00 148.20 -167.00 185.00 145.75 -162.00 184.00
2018-11 -167.05 -188.00 -150.00 -165.86 -184.00 -148.00 -165.18 -176.00 -134.00 -169.00 -188.00 -152.00
2018-10 -140.00 -191.00 -89.00 -144.50 -185.00 -92.00 -139.39 -188.00 -81.00 -143.72 -188.00 -88.00

菜油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
2018-11-27 6398.00 6365.00 6451.00 6364.00 6566.00 6530.00 6622.00 6528.00 -168.00 -165.00 -171.00 -164.00
2018-11-26 6426.00 6426.00 6461.00 6388.00 6585.00 6594.00 6629.00 6545.00 -159.00 -168.00 -168.00 -157.00
2018-11-23 6404.00 6426.00 6438.00 6376.00 6572.00 6589.00 6604.00 6542.00 -168.00 -163.00 -166.00 -166.00
2018-11-22 6366.00 6388.00 6410.00 6332.00 6523.00 6556.00 6575.00 6495.00 -157.00 -168.00 -165.00 -163.00
2018-11-21 6332.00 6353.00 6376.00 6263.00 6490.00 6510.00 6532.00 6432.00 -158.00 -157.00 -156.00 -169.00
2018-11-20 6292.00 6335.00 6358.00 6227.00 6443.00 6483.00 6524.00 6396.00 -151.00 -148.00 -166.00 -169.00
2018-11-19 6296.00 6294.00 6308.00 6273.00 6446.00 6449.00 6462.00 6425.00 -150.00 -155.00 -154.00 -152.00
2018-11-16 6330.00 6325.00 6384.00 6315.00 6480.00 6479.00 6518.00 6468.00 -150.00 -154.00 -134.00 -153.00
2018-11-15 6293.00 6321.00 6337.00 6293.00 6465.00 6469.00 6495.00 6454.00 -172.00 -148.00 -158.00 -161.00
2018-11-14 6361.00 6286.00 6389.00 6268.00 6538.00 6457.00 6550.00 6443.00 -177.00 -171.00 -161.00 -175.00
2018-11-13 6389.00 6371.00 6389.00 6357.00 6555.00 6537.00 6558.00 6524.00 -166.00 -166.00 -169.00 -167.00
2018-11-12 6385.00 6386.00 6398.00 6299.00 6561.00 6554.00 6570.00 6479.00 -176.00 -168.00 -172.00 -180.00
2018-11-09 6432.00 6391.00 6453.00 6362.00 6608.00 6564.00 6629.00 6539.00 -176.00 -173.00 -176.00 -177.00
2018-11-08 6462.00 6432.00 6493.00 6411.00 6631.00 6608.00 6665.00 6587.00 -169.00 -176.00 -172.00 -176.00
2018-11-07 6465.00 6460.00 6489.00 6433.00 6628.00 6631.00 6660.00 6611.00 -163.00 -171.00 -171.00 -178.00
2018-11-06 6459.00 6458.00 6478.00 6436.00 6630.00 6630.00 6646.00 6605.00 -171.00 -172.00 -168.00 -169.00
2018-11-05 6422.00 6469.00 6491.00 6422.00 6610.00 6636.00 6667.00 6610.00 -188.00 -167.00 -176.00 -188.00
2018-11-02 6544.00 6416.00 6554.00 6358.00 6715.00 6600.00 6726.00 6546.00 -171.00 -184.00 -172.00 -188.00
2018-11-01 6546.00 6535.00 6583.00 6530.00 6720.00 6707.00 6749.00 6696.00 -174.00 -172.00 -166.00 -166.00
2018-10-31 6545.00 6545.00 6578.00 6525.00 6712.00 6716.00 6755.00 6702.00 -167.00 -171.00 -177.00 -177.00
2018-10-30 6585.00 6550.00 6650.00 6535.00 6765.00 6723.00 6815.00 6709.00 -180.00 -173.00 -165.00 -174.00
2018-10-29 6543.00 6580.00 6593.00 6500.00 6725.00 6757.00 6773.00 6684.00 -182.00 -177.00 -180.00 -184.00
2018-10-26 6544.00 6547.00 6567.00 6525.00 6735.00 6732.00 6755.00 6713.00 -191.00 -185.00 -188.00 -188.00
2018-10-25 6588.00 6539.00 6608.00 6516.00 6772.00 6723.00 6790.00 6700.00 -184.00 -184.00 -182.00 -184.00
2018-10-24 6630.00 6585.00 6647.00 6581.00 6813.00 6766.00 6823.00 6758.00 -183.00 -181.00 -176.00 -177.00
2018-10-23 6701.00 6645.00 6736.00 6642.00 6872.00 6823.00 6897.00 6820.00 -171.00 -178.00 -161.00 -178.00
2018-10-22 6677.00 6700.00 6718.00 6663.00 6840.00 6871.00 6885.00 6825.00 -163.00 -171.00 -167.00 -162.00
2018-10-19 6701.00 6662.00 6710.00 6662.00 6841.00 6826.00 6865.00 6810.00 -140.00 -164.00 -155.00 -148.00
2018-10-18 6769.00 6698.00 6771.00 6696.00 6892.00 6843.00 6894.00 6839.00 -123.00 -145.00 -123.00 -143.00
2018-10-17 6743.00 6766.00 6778.00 6726.00 6872.00 6891.00 6904.00 6849.00 -129.00 -125.00 -126.00 -123.00
2018-10-16 6783.00 6744.00 6815.00 6730.00 6891.00 6876.00 6925.00 6856.00 -108.00 -132.00 -110.00 -126.00
2018-10-15 6777.00 6775.00 6812.00 6758.00 6897.00 6885.00 6925.00 6873.00 -120.00 -110.00 -113.00 -115.00
2018-10-12 6726.00 6768.00 6778.00 6724.00 6832.00 6881.00 6890.00 6832.00 -106.00 -113.00 -112.00 -108.00
2018-10-11 6813.00 6714.00 6830.00 6691.00 6902.00 6825.00 6928.00 6800.00 -89.00 -111.00 -98.00 -109.00
2018-10-10 6810.00 6820.00 6848.00 6778.00 6901.00 6912.00 6929.00 6866.00 -91.00 -92.00 -81.00 -88.00
2018-10-09 6670.00 6805.00 6808.00 6669.00 6767.00 6898.00 6898.00 6764.00 -97.00 -93.00 -90.00 -95.00
2018-10-08 6704.00 6672.00 6710.00 6652.00 6800.00 6768.00 6815.00 6760.00 -96.00 -96.00 -105.00 -108.00
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