花生期货跨期套利数据回测

本页面展示花生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

关于花生期货跨期套利的详细数据分析,请查看文章:。

花生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 34.64 -244.00 270.00 38.09 -242.00 274.00 40.82 -238.00 276.00 34.80 -250.00 354.00
2024 74.99 -450.00 506.00 72.73 -472.00 432.00 80.25 -466.00 488.00 67.13 -484.00 424.00
2023 50.98 -546.00 782.00 50.72 -538.00 804.00 62.02 -532.00 792.00 37.48 -554.00 744.00
2022 -243.15 -1240.00 1300.00 -249.13 -1266.00 1212.00 -246.08 -1290.00 1334.00 -252.83 -1238.00 1134.00
2021 10.40 -356.00 648.00 9.64 -384.00 486.00 24.84 -310.00 508.00 4.63 -340.00 1160.00

花生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
2025-11 -16.70 -54.00 32.00 -11.30 -54.00 52.00 -7.40 -54.00 48.00 -17.10 -56.00 42.00
2025-10 -4.12 -92.00 132.00 -5.29 -94.00 146.00 -0.35 -108.00 156.00 -7.18 -100.00 144.00
2025-09 -8.45 -42.00 26.00 -4.55 -30.00 22.00 -3.64 -26.00 22.00 -7.45 -42.00 24.00
2025-08 -50.95 -244.00 154.00 -53.43 -242.00 156.00 -48.67 -238.00 168.00 -51.71 -250.00 172.00
2025-07 170.96 102.00 270.00 168.87 92.00 274.00 174.96 106.00 276.00 173.13 116.00 268.00
2025-06 207.50 186.00 238.00 210.70 188.00 244.00 212.30 184.00 244.00 214.60 184.00 354.00
2025-05 94.63 62.00 178.00 102.00 56.00 186.00 104.42 64.00 186.00 96.95 50.00 192.00
2025-04 -5.71 -118.00 222.00 3.62 -126.00 224.00 -1.81 -102.00 160.00 2.38 -112.00 260.00
2025-03 -20.19 -160.00 48.00 -17.71 -130.00 54.00 -15.33 -136.00 62.00 -26.76 -156.00 40.00
2025-02 14.22 -60.00 60.00 25.11 -42.00 64.00 26.00 -40.00 64.00 9.67 -52.00 44.00
2025-01 -17.33 -108.00 84.00 -15.22 -82.00 90.00 -7.00 -66.00 88.00 -22.67 -90.00 60.00
2024-12 -68.36 -136.00 10.00 -59.64 -124.00 10.00 -58.18 -142.00 -8.00 -71.09 -142.00 -10.00
2024-11 -114.95 -216.00 246.00 -117.71 -232.00 222.00 -112.95 -226.00 244.00 -116.95 -236.00 226.00
2024-10 61.33 -26.00 192.00 79.67 -26.00 236.00 80.00 -20.00 204.00 72.67 -22.00 210.00
2024-09 -29.26 -322.00 324.00 -30.74 -314.00 302.00 -21.16 -304.00 324.00 -30.53 -296.00 300.00
2024-08 211.36 144.00 328.00 217.64 154.00 326.00 214.09 142.00 332.00 212.91 144.00 330.00
2024-07 167.04 124.00 204.00 162.70 122.00 200.00 166.87 136.00 206.00 156.09 110.00 198.00
2024-06 160.95 114.00 204.00 161.79 116.00 198.00 165.58 118.00 238.00 157.58 112.00 208.00
2024-05 170.60 122.00 226.00 172.20 124.00 196.00 180.10 144.00 196.00 158.60 118.00 186.00
2024-04 167.20 -16.00 216.00 162.20 -90.00 216.00 174.10 -74.00 226.00 160.60 -30.00 200.00
2024-03 -15.90 -450.00 506.00 -62.57 -472.00 432.00 -32.76 -466.00 488.00 -52.67 -484.00 424.00
2024-02 67.87 -120.00 228.00 63.33 -136.00 248.00 71.47 -74.00 226.00 52.40 -140.00 186.00
2024-01 114.91 36.00 156.00 118.45 84.00 142.00 130.55 80.00 186.00 100.27 32.00 138.00
2023-12 -72.48 -208.00 86.00 -78.38 -206.00 76.00 -60.57 -206.00 98.00 -88.19 -280.00 74.00
2023-11 -6.91 -144.00 102.00 -2.73 -136.00 104.00 2.36 -92.00 136.00 -16.27 -146.00 110.00
2023-10 81.65 -342.00 432.00 73.06 -356.00 434.00 88.24 -316.00 416.00 63.29 -352.00 420.00
2023-09 117.80 30.00 338.00 119.70 32.00 292.00 121.30 28.00 322.00 104.90 16.00 280.00
2023-08 104.26 -370.00 374.00 99.57 -426.00 354.00 109.13 -364.00 370.00 95.48 -438.00 348.00
2023-07 -218.76 -370.00 -110.00 -216.67 -366.00 -126.00 -205.33 -392.00 -92.00 -236.19 -400.00 -148.00
2023-06 -450.50 -546.00 -338.00 -450.20 -538.00 -360.00 -426.30 -532.00 -336.00 -471.50 -554.00 -370.00
2023-05 382.00 -470.00 782.00 380.10 -480.00 804.00 364.20 -504.00 792.00 378.50 -444.00 744.00
2023-04 534.84 130.00 678.00 548.00 130.00 720.00 560.32 230.00 676.00 518.11 114.00 624.00
2023-03 48.61 -230.00 510.00 28.52 -232.00 498.00 57.91 -192.00 518.00 10.09 -242.00 502.00
2023-02 166.10 -82.00 490.00 168.40 -92.00 498.00 185.40 -42.00 504.00 153.40 -84.00 488.00
2023-01 -48.12 -154.00 176.00 -26.88 -142.00 154.00 -21.12 -140.00 200.00 -25.88 -150.00 232.00
2022-12 -74.55 -224.00 208.00 -53.82 -228.00 228.00 -76.45 -268.00 220.00 -55.82 -254.00 306.00
2022-11 -258.45 -304.00 -180.00 -254.91 -300.00 -102.00 -251.91 -308.00 -114.00 -262.64 -312.00 -194.00
2022-10 -392.88 -510.00 -256.00 -391.00 -516.00 -230.00 -389.25 -502.00 -258.00 -404.12 -520.00 -290.00
2022-09 391.52 -544.00 982.00 397.24 -516.00 962.00 384.86 -528.00 898.00 386.95 -506.00 914.00
2022-08 -444.52 -600.00 -296.00 -453.30 -604.00 -290.00 -450.09 -600.00 -280.00 -449.30 -582.00 -298.00
2022-07 -266.76 -306.00 -216.00 -271.24 -288.00 -254.00 -265.14 -286.00 -228.00 -276.57 -294.00 -250.00
2022-06 -134.19 -268.00 -16.00 -146.19 -270.00 -30.00 -139.05 -266.00 -38.00 -155.43 -290.00 -42.00
2022-05 -91.26 -242.00 60.00 -93.47 -200.00 -4.00 -89.79 -220.00 58.00 -92.21 -234.00 52.00
2022-04 -128.63 -266.00 948.00 -146.84 -276.00 706.00 -124.95 -264.00 894.00 -153.37 -262.00 748.00
2022-03 -429.30 -1240.00 1300.00 -440.61 -1266.00 1212.00 -442.78 -1290.00 1334.00 -454.96 -1238.00 1134.00
2022-02 -792.50 -896.00 -704.00 -822.25 -1086.00 -710.00 -809.62 -1114.00 -720.00 -802.25 -916.00 -736.00
2022-01 -425.05 -718.00 522.00 -449.26 -750.00 356.00 -427.58 -772.00 380.00 -445.58 -752.00 442.00
2021-12 18.17 -286.00 262.00 27.04 -304.00 434.00 23.91 -286.00 258.00 18.17 -284.00 392.00
2021-11 -161.00 -356.00 2.00 -162.73 -384.00 -6.00 -148.55 -310.00 -8.00 -165.00 -340.00 -26.00
2021-10 -126.12 -236.00 512.00 -159.75 -264.00 286.00 -116.38 -256.00 488.00 -100.88 -274.00 1160.00
2021-09 54.70 -172.00 352.00 66.50 -166.00 372.00 53.70 -152.00 302.00 68.50 -166.00 604.00
2021-08 -152.36 -240.00 -80.00 -153.55 -238.00 -88.00 -145.27 -226.00 -72.00 -150.82 -234.00 -4.00
2021-07 -95.64 -170.00 -52.00 -102.64 -210.00 -62.00 -86.00 -154.00 -42.00 -102.55 -196.00 -66.00
2021-06 -77.62 -124.00 -30.00 -76.95 -128.00 -32.00 -63.62 -108.00 -22.00 -86.95 -122.00 -48.00
2021-05 49.67 -90.00 234.00 47.00 -74.00 220.00 74.22 -78.00 230.00 31.56 -92.00 216.00
2021-04 194.70 92.00 302.00 187.60 114.00 282.00 212.80 86.00 350.00 181.50 124.00 254.00
2021-03 352.61 210.00 648.00 342.61 172.00 486.00 378.87 196.00 508.00 306.17 172.00 470.00
2021-02 36.27 -246.00 296.00 73.20 -86.00 340.00 75.87 -44.00 328.00 42.93 -184.00 274.00

花生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
2021-05-19 10170.00 10140.00 10182.00 10122.00 10132.00 10126.00 10140.00 10106.00 38.00 14.00 42.00 16.00
2021-05-18 10224.00 10210.00 10260.00 10186.00 10176.00 10176.00 10182.00 10150.00 48.00 34.00 78.00 36.00
2021-05-17 10244.00 10238.00 10288.00 10158.00 10140.00 10142.00 10174.00 10124.00 104.00 96.00 114.00 34.00
2021-05-14 10230.00 10184.00 10244.00 10128.00 10230.00 10106.00 10230.00 10046.00 0.00 78.00 14.00 82.00
2021-05-13 10252.00 10264.00 10520.00 10228.00 10198.00 10234.00 10408.00 10178.00 54.00 30.00 112.00 50.00
2021-05-12 10350.00 10292.00 10374.00 10082.00 10320.00 10218.00 10320.00 10120.00 30.00 74.00 54.00 -38.00
2021-05-11 10550.00 10304.00 10562.00 10300.00 10316.00 10250.00 10334.00 10240.00 234.00 54.00 228.00 60.00
2021-05-10 10600.00 10578.00 10650.00 10540.00 10404.00 10358.00 10420.00 10324.00 196.00 220.00 230.00 216.00
2021-05-07 10560.00 10572.00 10646.00 10550.00 10350.00 10394.00 10420.00 10342.00 210.00 178.00 226.00 208.00
2021-05-06 10438.00 10538.00 10568.00 10436.00 10298.00 10340.00 10348.00 10258.00 140.00 198.00 220.00 178.00
2021-04-30 10376.00 10418.00 10446.00 10334.00 10226.00 10228.00 10250.00 10180.00 150.00 190.00 196.00 154.00
2021-04-29 10450.00 10412.00 10458.00 10368.00 10254.00 10254.00 10270.00 10218.00 196.00 158.00 188.00 150.00
2021-04-28 10450.00 10390.00 10468.00 10382.00 10278.00 10220.00 10278.00 10210.00 172.00 170.00 190.00 172.00
2021-04-27 10514.00 10514.00 10548.00 10476.00 10272.00 10308.00 10330.00 10272.00 242.00 206.00 218.00 204.00
2021-04-26 10520.00 10466.00 10578.00 10450.00 10296.00 10258.00 10348.00 10252.00 224.00 208.00 230.00 198.00
2021-04-23 10530.00 10486.00 10580.00 10468.00 10280.00 10254.00 10334.00 10250.00 250.00 232.00 246.00 218.00
2021-04-22 10366.00 10494.00 10520.00 10358.00 10216.00 10270.00 10300.00 10216.00 150.00 224.00 220.00 142.00
2021-04-21 10422.00 10350.00 10430.00 10326.00 10240.00 10216.00 10246.00 10160.00 182.00 134.00 184.00 166.00
2021-04-20 10372.00 10408.00 10418.00 10352.00 10220.00 10254.00 10264.00 10214.00 152.00 154.00 154.00 138.00
2021-04-19 10450.00 10374.00 10628.00 10250.00 10300.00 10234.00 10448.00 10122.00 150.00 140.00 180.00 128.00
2021-04-16 10380.00 10434.00 10446.00 10380.00 10288.00 10276.00 10304.00 10256.00 92.00 158.00 142.00 124.00
2021-04-15 10362.00 10364.00 10398.00 10310.00 10196.00 10250.00 10312.00 10160.00 166.00 114.00 86.00 150.00
2021-04-14 10390.00 10344.00 10416.00 10322.00 10170.00 10184.00 10188.00 10160.00 220.00 160.00 228.00 162.00
2021-04-13 10372.00 10340.00 10390.00 10268.00 10152.00 10210.00 10210.00 10090.00 220.00 130.00 180.00 178.00
2021-04-12 10370.00 10376.00 10446.00 10360.00 10180.00 10186.00 10220.00 10160.00 190.00 190.00 226.00 200.00
2021-04-09 10622.00 10432.00 10630.00 10426.00 10320.00 10234.00 10328.00 10200.00 302.00 198.00 302.00 226.00
2021-04-08 10532.00 10576.00 10606.00 10524.00 10304.00 10310.00 10320.00 10270.00 228.00 266.00 286.00 254.00
2021-04-07 10548.00 10588.00 10750.00 10534.00 10322.00 10306.00 10400.00 10286.00 226.00 282.00 350.00 248.00
2021-04-02 10482.00 10510.00 10534.00 10468.00 10256.00 10308.00 10318.00 10242.00 226.00 202.00 216.00 226.00
2021-04-01 10496.00 10516.00 10574.00 10454.00 10340.00 10280.00 10340.00 10262.00 156.00 236.00 234.00 192.00
2021-03-31 10378.00 10400.00 10426.00 10310.00 10140.00 10228.00 10230.00 10126.00 238.00 172.00 196.00 184.00
2021-03-30 10374.00 10422.00 10430.00 10350.00 10160.00 10186.00 10190.00 10160.00 214.00 236.00 240.00 190.00
2021-03-29 10460.00 10356.00 10514.00 10334.00 10212.00 10164.00 10240.00 10150.00 248.00 192.00 274.00 184.00
2021-03-26 10550.00 10510.00 10582.00 10462.00 10224.00 10238.00 10266.00 10200.00 326.00 272.00 316.00 262.00
2021-03-25 10552.00 10642.00 10684.00 10536.00 10236.00 10278.00 10300.00 10234.00 316.00 364.00 384.00 302.00
2021-03-24 10504.00 10544.00 10556.00 10458.00 10250.00 10228.00 10270.00 10200.00 254.00 316.00 286.00 258.00
2021-03-23 10630.00 10570.00 10638.00 10506.00 10330.00 10272.00 10360.00 10228.00 300.00 298.00 278.00 278.00
2021-03-22 10510.00 10480.00 10600.00 10454.00 10300.00 10286.00 10308.00 10258.00 210.00 194.00 292.00 196.00
2021-03-19 10558.00 10468.00 10560.00 10410.00 10258.00 10268.00 10290.00 10228.00 300.00 200.00 270.00 182.00
2021-03-18 10662.00 10596.00 10702.00 10560.00 10302.00 10284.00 10336.00 10228.00 360.00 312.00 366.00 332.00
2021-03-17 10738.00 10702.00 10762.00 10630.00 10340.00 10328.00 10364.00 10320.00 398.00 374.00 398.00 310.00
2021-03-16 10880.00 10774.00 10940.00 10766.00 10594.00 10594.00 10596.00 10594.00 286.00 180.00 344.00 172.00
2021-03-15 10864.00 10868.00 10890.00 10800.00 10448.00 10404.00 10448.00 10358.00 416.00 464.00 442.00 442.00
2021-03-12 10956.00 10852.00 10956.00 10804.00 10518.00 10414.00 10518.00 10410.00 438.00 438.00 438.00 394.00
2021-03-11 10818.00 10844.00 10880.00 10720.00 10440.00 10420.00 10462.00 10370.00 378.00 424.00 418.00 350.00
2021-03-10 10856.00 10898.00 10980.00 10772.00 10438.00 10470.00 10510.00 10396.00 418.00 428.00 470.00 376.00
2021-03-09 11000.00 10812.00 11064.00 10796.00 10608.00 10400.00 10608.00 10400.00 392.00 412.00 456.00 396.00
2021-03-08 11250.00 11060.00 11300.00 10950.00 10602.00 10574.00 10798.00 10480.00 648.00 486.00 502.00 470.00
2021-03-05 10910.00 10786.00 10940.00 10602.00 10490.00 10394.00 10490.00 10302.00 420.00 392.00 450.00 300.00
2021-03-04 10920.00 10936.00 11022.00 10840.00 10500.00 10500.00 10562.00 10462.00 420.00 436.00 460.00 378.00
2021-03-03 10960.00 10902.00 11018.00 10788.00 10598.00 10488.00 10598.00 10452.00 362.00 414.00 420.00 336.00
2021-03-02 11050.00 10922.00 11210.00 10830.00 10660.00 10514.00 10702.00 10470.00 390.00 408.00 508.00 360.00
2021-03-01 10898.00 11128.00 11288.00 10896.00 10520.00 10660.00 10782.00 10506.00 378.00 468.00 506.00 390.00
2021-02-26 10764.00 10816.00 10860.00 10654.00 10468.00 10476.00 10538.00 10380.00 296.00 340.00 322.00 274.00
2021-02-25 10732.00 10862.00 10920.00 10732.00 10458.00 10540.00 10592.00 10458.00 274.00 322.00 328.00 274.00
2021-02-24 10750.00 10710.00 10798.00 10564.00 10524.00 10448.00 10570.00 10360.00 226.00 262.00 228.00 204.00
2021-02-23 10700.00 10702.00 10966.00 10520.00 10658.00 10488.00 10814.00 10392.00 42.00 214.00 152.00 128.00
2021-02-22 10408.00 10650.00 10732.00 10404.00 10398.00 10628.00 10656.00 10380.00 10.00 22.00 76.00 24.00
2021-02-19 10416.00 10368.00 10422.00 10216.00 10368.00 10332.00 10370.00 10182.00 48.00 36.00 52.00 34.00
2021-02-18 10398.00 10400.00 10498.00 10380.00 10396.00 10370.00 10466.00 10360.00 2.00 30.00 32.00 20.00
2021-02-10 10398.00 10354.00 10424.00 10290.00 10376.00 10340.00 10410.00 10290.00 22.00 14.00 14.00 0.00
2021-02-09 10380.00 10376.00 10444.00 10354.00 10390.00 10370.00 10438.00 10354.00 -10.00 6.00 6.00 0.00
2021-02-08 10290.00 10346.00 10466.00 10284.00 10300.00 10350.00 10458.00 10298.00 -10.00 -4.00 8.00 -14.00
2021-02-05 10340.00 10288.00 10400.00 10266.00 10334.00 10292.00 10400.00 10274.00 6.00 -4.00 0.00 -8.00
2021-02-04 10348.00 10302.00 10416.00 10232.00 10302.00 10314.00 10414.00 10252.00 46.00 -12.00 2.00 -20.00
2021-02-03 10330.00 10304.00 10396.00 10124.00 10398.00 10310.00 10404.00 10168.00 -68.00 -6.00 -8.00 -44.00
2021-02-02 10504.00 10414.00 10754.00 10352.00 10598.00 10450.00 10798.00 10396.00 -94.00 -36.00 -44.00 -44.00
2021-02-01 9866.00 10504.00 10630.00 9866.00 10112.00 10590.00 10660.00 10050.00 -246.00 -86.00 -30.00 -184.00
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