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
暂无数据

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
暂无数据

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
2025-07-11 9457.00 9439.00 9514.00 9415.00 9410.00 9373.00 9446.00 9356.00 47.00 66.00 68.00 59.00
2025-07-10 9512.00 9468.00 9512.00 9406.00 9448.00 9412.00 9448.00 9350.00 64.00 56.00 64.00 56.00
2025-07-09 9588.00 9510.00 9598.00 9505.00 9525.00 9450.00 9540.00 9444.00 63.00 60.00 58.00 61.00
2025-07-08 9545.00 9598.00 9617.00 9470.00 9481.00 9544.00 9562.00 9422.00 64.00 54.00 55.00 48.00
2025-07-07 9590.00 9548.00 9608.00 9512.00 9522.00 9492.00 9549.00 9451.00 68.00 56.00 59.00 61.00
2025-07-04 9638.00 9607.00 9642.00 9581.00 9567.00 9536.00 9577.00 9514.00 71.00 71.00 65.00 67.00
2025-07-03 9630.00 9619.00 9683.00 9605.00 9571.00 9550.00 9613.00 9528.00 59.00 69.00 70.00 77.00
2025-07-02 9495.00 9619.00 9632.00 9456.00 9440.00 9554.00 9573.00 9408.00 55.00 65.00 59.00 48.00
2025-07-01 9437.00 9477.00 9506.00 9412.00 9386.00 9428.00 9455.00 9360.00 51.00 49.00 51.00 52.00
2025-06-30 9466.00 9415.00 9490.00 9356.00 9390.00 9359.00 9428.00 9303.00 76.00 56.00 62.00 53.00
2025-06-27 9494.00 9466.00 9494.00 9438.00 9418.00 9396.00 9418.00 9365.00 76.00 70.00 76.00 73.00
2025-06-26 9450.00 9482.00 9492.00 9425.00 9378.00 9404.00 9419.00 9351.00 72.00 78.00 73.00 74.00
2025-06-25 9563.00 9476.00 9575.00 9442.00 9477.00 9402.00 9480.00 9366.00 86.00 74.00 95.00 76.00
2025-06-24 9718.00 9572.00 9718.00 9530.00 9633.00 9478.00 9633.00 9442.00 85.00 94.00 85.00 88.00
2025-06-23 9734.00 9721.00 9790.00 9682.00 9613.00 9634.00 9698.00 9583.00 121.00 87.00 92.00 99.00
2025-06-20 9696.00 9726.00 9750.00 9675.00 9576.00 9616.00 9633.00 9551.00 120.00 110.00 117.00 124.00
2025-06-19 9707.00 9691.00 9726.00 9661.00 9576.00 9576.00 9608.00 9543.00 131.00 115.00 118.00 118.00
2025-06-18 9606.00 9703.00 9712.00 9595.00 9477.00 9573.00 9584.00 9474.00 129.00 130.00 128.00 121.00
2025-06-17 9527.00 9583.00 9608.00 9507.00 9402.00 9459.00 9482.00 9380.00 125.00 124.00 126.00 127.00
2025-06-16 9324.00 9505.00 9589.00 9295.00 9169.00 9374.00 9429.00 9146.00 155.00 131.00 160.00 149.00
2025-06-13 9205.00 9310.00 9414.00 9202.00 9056.00 9160.00 9255.00 9055.00 149.00 150.00 159.00 147.00
2025-06-12 9168.00 9178.00 9215.00 9140.00 9028.00 9030.00 9072.00 9003.00 140.00 148.00 143.00 137.00
2025-06-11 9180.00 9149.00 9222.00 9113.00 9036.00 9008.00 9077.00 8972.00 144.00 141.00 145.00 141.00
2025-06-10 9196.00 9188.00 9223.00 9152.00 9050.00 9046.00 9076.00 9014.00 146.00 142.00 147.00 138.00
2025-06-09 9124.00 9182.00 9200.00 9093.00 8979.00 9041.00 9055.00 8956.00 145.00 141.00 145.00 137.00
2025-06-06 9190.00 9140.00 9245.00 9085.00 9020.00 8994.00 9086.00 8944.00 170.00 146.00 159.00 141.00
2025-06-05 9120.00 9152.00 9163.00 9077.00 8973.00 8995.00 9002.00 8935.00 147.00 157.00 161.00 142.00
2025-06-04 9285.00 9101.00 9286.00 9090.00 9127.00 8959.00 9127.00 8947.00 158.00 142.00 159.00 143.00
2025-06-03 9320.00 9272.00 9432.00 9236.00 9381.00 9326.00 9482.00 9292.00 -61.00 -54.00 -50.00 -56.00
2025-05-30 9406.00 9348.00 9428.00 9320.00 9449.00 9400.00 9477.00 9373.00 -43.00 -52.00 -49.00 -53.00
2025-05-29 9413.00 9427.00 9436.00 9311.00 9465.00 9480.00 9486.00 9367.00 -52.00 -53.00 -50.00 -56.00
2025-05-28 9460.00 9403.00 9480.00 9385.00 9523.00 9456.00 9533.00 9440.00 -63.00 -53.00 -53.00 -55.00
2025-05-27 9395.00 9444.00 9445.00 9363.00 9445.00 9497.00 9499.00 9416.00 -50.00 -53.00 -54.00 -53.00
2025-05-26 9368.00 9382.00 9449.00 9350.00 9416.00 9434.00 9493.00 9404.00 -48.00 -52.00 -44.00 -54.00
2025-05-23 9408.00 9391.00 9444.00 9380.00 9472.00 9447.00 9497.00 9432.00 -64.00 -56.00 -53.00 -52.00
2025-05-22 9436.00 9405.00 9450.00 9296.00 9506.00 9458.00 9514.00 9361.00 -70.00 -53.00 -64.00 -65.00
2025-05-21 9390.00 9440.00 9450.00 9375.00 9461.00 9507.00 9522.00 9449.00 -71.00 -67.00 -72.00 -74.00
2025-05-20 9370.00 9395.00 9420.00 9349.00 9450.00 9468.00 9495.00 9426.00 -80.00 -73.00 -75.00 -77.00
2025-05-19 9266.00 9361.00 9385.00 9258.00 9354.00 9439.00 9460.00 9340.00 -88.00 -78.00 -75.00 -82.00
2025-05-16 9266.00 9277.00 9315.00 9216.00 9353.00 9354.00 9394.00 9297.00 -87.00 -77.00 -79.00 -81.00
2025-05-15 9425.00 9296.00 9465.00 9265.00 9500.00 9372.00 9535.00 9342.00 -75.00 -76.00 -70.00 -77.00
2025-05-14 9396.00 9438.00 9483.00 9373.00 9196.00 9261.00 9285.00 9177.00 200.00 177.00 198.00 196.00
2025-05-13 9410.00 9374.00 9433.00 9340.00 9478.00 9445.00 9503.00 9411.00 -68.00 -71.00 -70.00 -71.00
2025-05-12 9375.00 9378.00 9440.00 9213.00 9450.00 9449.00 9509.00 9288.00 -75.00 -71.00 -69.00 -75.00
2025-05-09 9390.00 9355.00 9437.00 9342.00 9455.00 9430.00 9510.00 9417.00 -65.00 -75.00 -73.00 -75.00
2025-05-08 9319.00 9372.00 9384.00 9250.00 9389.00 9446.00 9458.00 9329.00 -70.00 -74.00 -74.00 -79.00
2025-05-07 9186.00 9335.00 9362.00 9180.00 9258.00 9410.00 9435.00 9256.00 -72.00 -75.00 -73.00 -76.00
2025-05-06 9250.00 9216.00 9302.00 9193.00 9345.00 9293.00 9381.00 9270.00 -95.00 -77.00 -79.00 -77.00
2025-04-30 9290.00 9297.00 9304.00 9233.00 9366.00 9380.00 9383.00 9315.00 -76.00 -83.00 -79.00 -82.00
2025-04-29 9348.00 9302.00 9365.00 9292.00 9420.00 9380.00 9445.00 9376.00 -72.00 -78.00 -80.00 -84.00
2025-04-28 9482.00 9333.00 9505.00 9278.00 9560.00 9414.00 9573.00 9359.00 -78.00 -81.00 -68.00 -81.00
2025-04-25 9392.00 9506.00 9572.00 9338.00 9459.00 9568.00 9631.00 9402.00 -67.00 -62.00 -59.00 -64.00
2025-04-24 9370.00 9390.00 9412.00 9316.00 9350.00 9357.00 9372.00 9281.00 20.00 33.00 40.00 35.00
2025-04-23 9385.00 9396.00 9400.00 9304.00 9340.00 9359.00 9361.00 9270.00 45.00 37.00 39.00 34.00
2025-04-22 9260.00 9385.00 9393.00 9250.00 9223.00 9340.00 9348.00 9219.00 37.00 45.00 45.00 31.00
2025-04-21 9194.00 9280.00 9348.00 9191.00 9160.00 9252.00 9303.00 9160.00 34.00 28.00 45.00 31.00
2025-04-18 9380.00 9221.00 9409.00 9205.00 9332.00 9195.00 9366.00 9183.00 48.00 26.00 43.00 22.00
2025-04-17 9350.00 9391.00 9412.00 9339.00 9331.00 9348.00 9359.00 9305.00 19.00 43.00 53.00 34.00
2025-04-16 9262.00 9325.00 9395.00 9249.00 9220.00 9303.00 9361.00 9218.00 42.00 22.00 34.00 31.00
2025-04-15 9344.00 9255.00 9370.00 9187.00 9384.00 9286.00 9409.00 9221.00 -40.00 -31.00 -39.00 -34.00
2025-04-14 9322.00 9383.00 9405.00 9315.00 9371.00 9414.00 9448.00 9358.00 -49.00 -31.00 -43.00 -43.00
2025-04-11 9234.00 9310.00 9317.00 9198.00 9294.00 9354.00 9360.00 9252.00 -60.00 -44.00 -43.00 -54.00
2025-04-10 9110.00 9265.00 9500.00 9097.00 9173.00 9315.00 9547.00 9160.00 -63.00 -50.00 -47.00 -63.00
2025-04-09 9323.00 9205.00 9357.00 9108.00 9374.00 9247.00 9410.00 9151.00 -51.00 -42.00 -53.00 -43.00
2025-04-08 9290.00 9348.00 9360.00 9227.00 9359.00 9405.00 9416.00 9305.00 -69.00 -57.00 -56.00 -78.00
2025-04-07 9318.00 9249.00 9351.00 9200.00 9270.00 9328.00 9429.00 9260.00 48.00 -79.00 -78.00 -60.00
2025-04-03 9459.00 9534.00 9575.00 9450.00 9511.00 9570.00 9597.00 9507.00 -52.00 -36.00 -22.00 -57.00
2025-04-02 9309.00 9466.00 9473.00 9287.00 9398.00 9515.00 9530.00 9376.00 -89.00 -49.00 -57.00 -89.00
2025-04-01 9361.00 9303.00 9365.00 9273.00 9440.00 9387.00 9442.00 9355.00 -79.00 -84.00 -77.00 -82.00
2025-03-31 9275.00 9364.00 9405.00 9236.00 9340.00 9439.00 9472.00 9316.00 -65.00 -75.00 -67.00 -80.00
2025-03-28 9236.00 9271.00 9346.00 9220.00 9313.00 9348.00 9402.00 9293.00 -77.00 -77.00 -56.00 -73.00
2025-03-27 9155.00 9176.00 9188.00 9098.00 9244.00 9253.00 9262.00 9192.00 -89.00 -77.00 -74.00 -94.00
2025-03-26 9100.00 9143.00 9158.00 9063.00 9207.00 9231.00 9248.00 9182.00 -107.00 -88.00 -90.00 -119.00
2025-03-25 9070.00 9103.00 9158.00 9059.00 9191.00 9215.00 9264.00 9174.00 -121.00 -112.00 -106.00 -115.00
2025-03-24 9149.00 9095.00 9161.00 9008.00 9252.00 9211.00 9262.00 9131.00 -103.00 -116.00 -101.00 -123.00
2025-03-21 9136.00 9165.00 9188.00 9070.00 9225.00 9270.00 9294.00 9190.00 -89.00 -105.00 -106.00 -120.00
2025-03-20 9157.00 9150.00 9191.00 9075.00 9266.00 9245.00 9292.00 9183.00 -109.00 -95.00 -101.00 -108.00
2025-03-19 9195.00 9138.00 9227.00 9126.00 9280.00 9242.00 9326.00 9236.00 -85.00 -104.00 -99.00 -110.00
2025-03-18 9140.00 9180.00 9219.00 9102.00 9232.00 9273.00 9299.00 9201.00 -92.00 -93.00 -80.00 -99.00
2025-03-17 9178.00 9139.00 9253.00 9128.00 9255.00 9232.00 9321.00 9222.00 -77.00 -93.00 -68.00 -94.00
2025-03-14 9128.00 9175.00 9184.00 9081.00 9230.00 9255.00 9266.00 9167.00 -102.00 -80.00 -82.00 -86.00
2025-03-13 9090.00 9119.00 9156.00 9040.00 9208.00 9223.00 9282.00 9156.00 -118.00 -104.00 -126.00 -116.00
2025-03-12 8991.00 9092.00 9106.00 8942.00 9100.00 9212.00 9236.00 9077.00 -109.00 -120.00 -130.00 -135.00
2025-03-11 9176.00 8992.00 9186.00 8969.00 9260.00 9118.00 9278.00 9091.00 -84.00 -126.00 -92.00 -122.00
2025-03-10 8819.00 9204.00 9286.00 8762.00 8976.00 9298.00 9454.00 8921.00 -157.00 -94.00 -168.00 -159.00
2025-03-07 8750.00 8798.00 8812.00 8706.00 8915.00 8954.00 8962.00 8873.00 -165.00 -156.00 -150.00 -167.00
2025-03-06 8646.00 8748.00 8750.00 8608.00 8819.00 8910.00 8911.00 8782.00 -173.00 -162.00 -161.00 -174.00
2025-03-05 8711.00 8644.00 8782.00 8625.00 8857.00 8823.00 8954.00 8800.00 -146.00 -179.00 -172.00 -175.00
2025-03-04 8870.00 8745.00 8924.00 8716.00 9052.00 8917.00 9098.00 8895.00 -182.00 -172.00 -174.00 -179.00
2025-03-03 8830.00 8855.00 8886.00 8746.00 9010.00 9034.00 9064.00 8928.00 -180.00 -179.00 -178.00 -182.00
2025-02-28 8863.00 8826.00 8876.00 8740.00 9034.00 9009.00 9050.00 8928.00 -171.00 -183.00 -174.00 -188.00
2025-02-27 8730.00 8847.00 8850.00 8718.00 8921.00 9024.00 9025.00 8908.00 -191.00 -177.00 -175.00 -190.00
2025-02-26 8721.00 8724.00 8741.00 8657.00 8895.00 8915.00 8925.00 8848.00 -174.00 -191.00 -184.00 -191.00
2025-02-25 8799.00 8744.00 8866.00 8700.00 8983.00 8923.00 9048.00 8885.00 -184.00 -179.00 -182.00 -185.00
2025-02-24 8834.00 8824.00 8936.00 8774.00 8999.00 9003.00 9103.00 8950.00 -165.00 -179.00 -167.00 -176.00
2025-02-21 8804.00 8839.00 8986.00 8791.00 8955.00 9000.00 9140.00 8948.00 -151.00 -161.00 -154.00 -157.00
2025-02-20 8743.00 8802.00 8805.00 8682.00 8870.00 8961.00 8962.00 8824.00 -127.00 -159.00 -157.00 -142.00
2025-02-19 8626.00 8723.00 8746.00 8613.00 8795.00 8858.00 8893.00 8781.00 -169.00 -135.00 -147.00 -168.00
2025-02-18 8680.00 8615.00 8733.00 8589.00 8833.00 8779.00 8879.00 8752.00 -153.00 -164.00 -146.00 -163.00
2025-02-17 8821.00 8690.00 8821.00 8617.00 8951.00 8839.00 8951.00 8766.00 -130.00 -149.00 -130.00 -149.00
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