菜籽期货跨期套利数据回测

本页面展示菜籽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

关于菜籽期货跨期套利的详细数据分析,请查看文章:。

菜籽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
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菜籽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

菜籽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
2025-11-27 5392.00 5392.00 5420.00 5392.00 5561.00 5509.00 5561.00 5500.00 -169.00 -117.00 -141.00 -108.00
2025-11-18 5573.00 5520.00 5573.00 5520.00 5600.00 5500.00 5600.00 5380.00 -27.00 20.00 -27.00 140.00
2025-11-17 5600.00 5510.00 5600.00 5510.00 5680.00 5466.00 5680.00 5466.00 -80.00 44.00 -80.00 44.00
2025-11-03 5280.00 5260.00 5280.00 5260.00 5679.00 5509.00 5679.00 5451.00 -399.00 -249.00 -399.00 -191.00
2025-10-30 5270.00 5270.00 5271.00 5270.00 5579.00 5579.00 5579.00 5579.00 -309.00 -309.00 -308.00 -309.00
2025-10-29 5418.00 5312.00 5418.00 5281.00 5578.00 5489.00 5578.00 5489.00 -160.00 -177.00 -160.00 -208.00
2025-10-23 5443.00 5341.00 5443.00 5266.00 5650.00 5650.00 5650.00 5650.00 -207.00 -309.00 -207.00 -384.00
2025-10-21 5203.00 5331.00 5404.00 5127.00 5455.00 5556.00 5556.00 5455.00 -252.00 -225.00 -152.00 -328.00
2025-10-14 5430.00 5112.00 5430.00 5112.00 5468.00 5452.00 5468.00 5452.00 -38.00 -340.00 -38.00 -340.00
2025-09-30 5283.00 5212.00 5309.00 5212.00 5597.00 5596.00 5597.00 5596.00 -314.00 -384.00 -288.00 -384.00
2025-09-29 5429.00 5285.00 5429.00 5265.00 5543.00 5564.00 5589.00 5540.00 -114.00 -279.00 -160.00 -275.00
2025-09-26 5296.00 5445.00 5458.00 5294.00 5579.00 5603.00 5668.00 5541.00 -283.00 -158.00 -210.00 -247.00
2025-09-25 5270.00 5281.00 5331.00 5270.00 5551.00 5549.00 5574.00 5530.00 -281.00 -268.00 -243.00 -260.00
2025-09-24 5232.00 5280.00 5308.00 5232.00 5529.00 5546.00 5623.00 5461.00 -297.00 -266.00 -315.00 -229.00
2025-09-23 5306.00 5283.00 5330.00 5271.00 5519.00 5553.00 5574.00 5519.00 -213.00 -270.00 -244.00 -248.00
2025-09-22 5329.00 5376.00 5376.00 5306.00 5595.00 5585.00 5595.00 5531.00 -266.00 -209.00 -219.00 -225.00
2025-09-19 5312.00 5295.00 5372.00 5293.00 5537.00 5638.00 5638.00 5537.00 -225.00 -343.00 -266.00 -244.00
2025-09-18 5280.00 5299.00 5299.00 5245.00 5539.00 5501.00 5572.00 5501.00 -259.00 -202.00 -273.00 -256.00
2025-09-17 5348.00 5264.00 5348.00 5264.00 5589.00 5559.00 5620.00 5526.00 -241.00 -295.00 -272.00 -262.00
2025-09-16 5303.00 5330.00 5330.00 5225.00 5586.00 5545.00 5586.00 5525.00 -283.00 -215.00 -256.00 -300.00
2025-09-15 5230.00 5303.00 5345.00 5176.00 5519.00 5549.00 5561.00 5519.00 -289.00 -246.00 -216.00 -343.00
2025-09-12 5111.00 5167.00 5208.00 5111.00 5559.00 5557.00 5565.00 5523.00 -448.00 -390.00 -357.00 -412.00
2025-09-11 5160.00 5127.00 5160.00 5100.00 5577.00 5559.00 5645.00 5434.00 -417.00 -432.00 -485.00 -334.00
2025-09-10 5175.00 5177.00 5177.00 5175.00 5528.00 5573.00 5588.00 5528.00 -353.00 -396.00 -411.00 -353.00
2025-09-09 5209.00 5187.00 5212.00 5176.00 5511.00 5579.00 5602.00 5511.00 -302.00 -392.00 -390.00 -335.00
2025-09-08 5120.00 5220.00 5228.00 5120.00 5501.00 5569.00 5571.00 5501.00 -381.00 -349.00 -343.00 -381.00
2025-09-05 5254.00 5202.00 5254.00 5174.00 5492.00 5535.00 5600.00 5491.00 -238.00 -333.00 -346.00 -317.00
2025-09-04 5084.00 5180.00 5199.00 5084.00 5479.00 5501.00 5522.00 5479.00 -395.00 -321.00 -323.00 -395.00
2025-09-03 5489.00 5496.00 5540.00 5489.00 5063.00 5100.00 5115.00 5061.00 426.00 396.00 425.00 428.00
2025-08-29 4705.00 4646.00 4760.00 4629.00 5525.00 5509.00 5574.00 5506.00 -820.00 -863.00 -814.00 -877.00
2025-08-28 4805.00 4778.00 4805.00 4731.00 5580.00 5620.00 5620.00 5401.00 -775.00 -842.00 -815.00 -670.00
2025-08-27 4877.00 4812.00 4877.00 4812.00 5600.00 5625.00 5633.00 5595.00 -723.00 -813.00 -756.00 -783.00
2025-08-26 4842.00 4857.00 4875.00 4830.00 5288.00 5229.00 5288.00 5229.00 -446.00 -372.00 -413.00 -399.00
2025-08-22 4850.00 4872.00 4872.00 4850.00 5313.00 5313.00 5313.00 5313.00 -463.00 -441.00 -441.00 -463.00
2025-08-21 4831.00 4844.00 4854.00 4831.00 5629.00 5639.00 5639.00 5562.00 -798.00 -795.00 -785.00 -731.00
2025-08-20 4861.00 4874.00 4897.00 4815.00 5364.00 5325.00 5364.00 5324.00 -503.00 -451.00 -467.00 -509.00
2025-08-19 4985.00 4919.00 5098.00 4858.00 5320.00 5393.00 5441.00 5320.00 -335.00 -474.00 -343.00 -462.00
2025-08-18 5035.00 4966.00 5100.00 4932.00 5476.00 5449.00 5485.00 5349.00 -441.00 -483.00 -385.00 -417.00
2025-08-15 5041.00 5034.00 5055.00 4742.00 5347.00 5381.00 5580.00 5251.00 -306.00 -347.00 -525.00 -509.00
2025-08-14 5150.00 5044.00 5150.00 5022.00 5325.00 5336.00 5339.00 5320.00 -175.00 -292.00 -189.00 -298.00
2025-08-13 5111.00 5136.00 5465.00 5105.00 5210.00 5330.00 5384.00 5193.00 -99.00 -194.00 81.00 -88.00
2025-08-12 5010.00 5036.00 5036.00 5010.00 5127.00 5097.00 5127.00 5061.00 -117.00 -61.00 -91.00 -51.00
2025-08-11 5013.00 5029.00 5078.00 5013.00 5201.00 5133.00 5201.00 5105.00 -188.00 -104.00 -123.00 -92.00
2025-08-07 5077.00 5021.00 5089.00 5021.00 5596.00 5596.00 5596.00 5596.00 -519.00 -575.00 -507.00 -575.00
2025-08-06 5278.00 5071.00 5278.00 5055.00 5269.00 5210.00 5269.00 5210.00 9.00 -139.00 9.00 -155.00
2025-08-05 5110.00 5087.00 5151.00 5069.00 5207.00 5238.00 5305.00 5186.00 -97.00 -151.00 -154.00 -117.00
2025-08-01 5137.00 5118.00 5160.00 5118.00 5241.00 5309.00 5389.00 5238.00 -104.00 -191.00 -229.00 -120.00
2025-07-31 5139.00 5118.00 5148.00 5078.00 5233.00 5219.00 5303.00 5219.00 -94.00 -101.00 -155.00 -141.00
2025-07-30 5139.00 5151.00 5197.00 5132.00 5248.00 5319.00 5319.00 5248.00 -109.00 -168.00 -122.00 -116.00
2025-07-29 5245.00 5140.00 5249.00 5102.00 5248.00 5248.00 5266.00 5180.00 -3.00 -108.00 -17.00 -78.00
2025-07-28 5171.00 5197.00 5486.00 5142.00 5357.00 5320.00 5577.00 5262.00 -186.00 -123.00 -91.00 -120.00
2025-07-25 5072.00 5137.00 5181.00 5061.00 5255.00 5436.00 5436.00 5211.00 -183.00 -299.00 -255.00 -150.00
2025-07-24 5080.00 5082.00 5126.00 5059.00 5261.00 5286.00 5328.00 5219.00 -181.00 -204.00 -202.00 -160.00
2025-07-23 5163.00 5165.00 5176.00 5076.00 5260.00 5277.00 5380.00 5194.00 -97.00 -112.00 -204.00 -118.00
2025-07-22 5138.00 5133.00 5188.00 5117.00 5142.00 5226.00 5280.00 5118.00 -4.00 -93.00 -92.00 -1.00
2025-07-21 5162.00 5153.00 5162.00 5086.00 5200.00 5275.00 5275.00 5162.00 -38.00 -122.00 -113.00 -76.00
2025-07-18 5168.00 5148.00 5168.00 5063.00 5159.00 5165.00 5213.00 5159.00 9.00 -17.00 -45.00 -96.00
2025-07-17 5041.00 5068.00 5068.00 5041.00 5052.00 5105.00 5109.00 5052.00 -11.00 -37.00 -41.00 -11.00
2025-07-16 5112.00 5065.00 5123.00 5052.00 5150.00 5093.00 5150.00 5074.00 -38.00 -28.00 -27.00 -22.00
2025-07-15 5099.00 5098.00 5107.00 5044.00 5133.00 5110.00 5135.00 5091.00 -34.00 -12.00 -28.00 -47.00
2025-07-14 5061.00 5099.00 5101.00 5048.00 5130.00 5121.00 5152.00 5065.00 -69.00 -22.00 -51.00 -17.00
2025-07-11 5025.00 5083.00 5083.00 5025.00 5061.00 5169.00 5169.00 5061.00 -36.00 -86.00 -86.00 -36.00
2025-07-10 5053.00 5069.00 5100.00 5046.00 5097.00 5065.00 5097.00 5030.00 -44.00 4.00 3.00 16.00
2025-07-09 5018.00 5079.00 5097.00 5018.00 5009.00 5073.00 5074.00 5009.00 9.00 6.00 23.00 9.00
2025-06-30 4931.00 4949.00 5235.00 4892.00 5083.00 5089.00 5178.00 5083.00 -152.00 -140.00 57.00 -191.00
2025-06-27 4962.00 4920.00 5040.00 4916.00 5212.00 5207.00 5230.00 5207.00 -250.00 -287.00 -190.00 -291.00
2025-06-26 4995.00 4947.00 5000.00 4930.00 5177.00 5224.00 5230.00 5177.00 -182.00 -277.00 -230.00 -247.00
2025-06-25 5035.00 5000.00 5065.00 4967.00 5151.00 5157.00 5246.00 5120.00 -116.00 -157.00 -181.00 -153.00
2025-06-24 5023.00 5071.00 5224.00 5001.00 5175.00 5171.00 5235.00 5144.00 -152.00 -100.00 -11.00 -143.00
2025-06-23 5231.00 5125.00 5273.00 5012.00 5454.00 5156.00 5454.00 5156.00 -223.00 -31.00 -181.00 -144.00
2025-06-20 5304.00 5260.00 5304.00 5250.00 5380.00 5404.00 5419.00 5366.00 -76.00 -144.00 -115.00 -116.00
2025-06-19 5200.00 5290.00 5290.00 5200.00 5267.00 5380.00 5409.00 5246.00 -67.00 -90.00 -119.00 -46.00
2025-06-18 5078.00 5236.00 5329.00 5078.00 5190.00 5219.00 5275.00 5180.00 -112.00 17.00 54.00 -102.00
2025-06-17 5091.00 5067.00 5091.00 5067.00 5289.00 5220.00 5307.00 5156.00 -198.00 -153.00 -216.00 -89.00
2025-06-16 5101.00 5094.00 5125.00 5063.00 5227.00 5261.00 5280.00 5222.00 -126.00 -167.00 -155.00 -159.00
2025-06-13 5066.00 5059.00 5091.00 5059.00 5192.00 5279.00 5287.00 5157.00 -126.00 -220.00 -196.00 -98.00
2025-06-12 5096.00 5053.00 5096.00 5051.00 5135.00 5149.00 5149.00 5102.00 -39.00 -96.00 -53.00 -51.00
2025-06-11 5051.00 5050.00 5070.00 5050.00 5123.00 5150.00 5212.00 5111.00 -72.00 -100.00 -142.00 -61.00
2025-06-10 5054.00 5066.00 5120.00 5054.00 5181.00 5218.00 5218.00 5102.00 -127.00 -152.00 -98.00 -48.00
2025-06-09 5159.00 5091.00 5159.00 5091.00 5258.00 5193.00 5260.00 5160.00 -99.00 -102.00 -101.00 -69.00
2025-06-06 5163.00 5129.00 5241.00 5112.00 5258.00 5200.00 5272.00 5174.00 -95.00 -71.00 -31.00 -62.00
2025-06-05 5237.00 5163.00 5237.00 5162.00 5271.00 5271.00 5275.00 5250.00 -34.00 -108.00 -38.00 -88.00
2025-06-04 5288.00 5239.00 5315.00 5187.00 5285.00 5279.00 5299.00 5250.00 3.00 -40.00 16.00 -63.00
2025-06-03 5206.00 5266.00 5266.00 5206.00 5299.00 5288.00 5376.00 5222.00 -93.00 -22.00 -110.00 -16.00
2025-05-30 5269.00 5247.00 5270.00 5229.00 5303.00 5301.00 5312.00 5289.00 -34.00 -54.00 -42.00 -60.00
2025-05-29 5255.00 5259.00 5293.00 5255.00 5307.00 5310.00 5326.00 5300.00 -52.00 -51.00 -33.00 -45.00
2025-05-28 5212.00 5295.00 5338.00 5212.00 5293.00 5331.00 5356.00 5269.00 -81.00 -36.00 -18.00 -57.00
2025-05-27 5250.00 5235.00 5337.00 5222.00 5288.00 5244.00 5318.00 5244.00 -38.00 -9.00 19.00 -22.00
2025-05-26 5245.00 5242.00 5251.00 5157.00 5254.00 5267.00 5288.00 5232.00 -9.00 -25.00 -37.00 -75.00
2025-05-23 5162.00 5199.00 5231.00 5162.00 5287.00 5225.00 5287.00 5220.00 -125.00 -26.00 -56.00 -58.00
2025-05-22 5222.00 5205.00 5235.00 5171.00 5287.00 5269.00 5288.00 5239.00 -65.00 -64.00 -53.00 -68.00
2025-05-21 5152.00 5211.00 5270.00 5152.00 5255.00 5273.00 5295.00 5250.00 -103.00 -62.00 -25.00 -98.00
2025-05-20 5323.00 5198.00 5323.00 5172.00 5390.00 5228.00 5390.00 5159.00 -67.00 -30.00 -67.00 13.00
2025-05-16 5392.00 5350.00 5392.00 5319.00 5366.00 5362.00 5395.00 5362.00 26.00 -12.00 -3.00 -43.00
2025-05-15 5367.00 5370.00 5382.00 5252.00 5386.00 5359.00 5386.00 5300.00 -19.00 11.00 -4.00 -48.00
2025-05-14 5353.00 5368.00 5386.00 5344.00 5366.00 5361.00 5368.00 5342.00 -13.00 7.00 18.00 2.00
2025-05-13 5440.00 5328.00 5440.00 5267.00 5389.00 5345.00 5407.00 5345.00 51.00 -17.00 33.00 -78.00
2025-05-12 5450.00 5400.00 5450.00 5343.00 5508.00 5435.00 5509.00 5370.00 -58.00 -35.00 -59.00 -27.00
2025-05-08 5420.00 5448.00 5453.00 5420.00 5519.00 5519.00 5519.00 5519.00 -99.00 -71.00 -66.00 -99.00
2025-05-07 5495.00 5469.00 5510.00 5429.00 5466.00 5511.00 5539.00 5466.00 29.00 -42.00 -29.00 -37.00
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