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：
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。
关于菜籽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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-11-16 | 6433.00 | 6380.00 | 6433.00 | 6370.00 | 6365.00 | 6365.00 | 6365.00 | 6365.00 | 68.00 | 15.00 | 68.00 | 5.00 |
| 2021-11-15 | 6401.00 | 6391.00 | 6454.00 | 6360.00 | 6350.00 | 6426.00 | 6456.00 | 6350.00 | 51.00 | -35.00 | -2.00 | 10.00 |
| 2021-11-12 | 6450.00 | 6465.00 | 6540.00 | 6400.00 | 6500.00 | 6399.00 | 6500.00 | 6312.00 | -50.00 | 66.00 | 40.00 | 88.00 |
| 2021-10-29 | 6234.00 | 6500.00 | 6550.00 | 6234.00 | 6330.00 | 6368.00 | 6520.00 | 6310.00 | -96.00 | 132.00 | 30.00 | -76.00 |
| 2021-10-28 | 6463.00 | 6473.00 | 6986.00 | 6463.00 | 6325.00 | 6462.00 | 6462.00 | 6325.00 | 138.00 | 11.00 | 524.00 | 138.00 |
| 2021-10-27 | 6694.00 | 6697.00 | 7010.00 | 6420.00 | 6465.00 | 6465.00 | 6465.00 | 6465.00 | 229.00 | 232.00 | 545.00 | -45.00 |
| 2021-10-26 | 6327.00 | 6499.00 | 6499.00 | 6327.00 | 6450.00 | 6322.00 | 6450.00 | 6322.00 | -123.00 | 177.00 | 49.00 | 5.00 |
| 2021-10-21 | 6293.00 | 6425.00 | 6425.00 | 6274.00 | 6405.00 | 6306.00 | 6419.00 | 6306.00 | -112.00 | 119.00 | 6.00 | -32.00 |
| 2021-10-14 | 6224.00 | 6299.00 | 6299.00 | 6224.00 | 6250.00 | 6279.00 | 6279.00 | 6250.00 | -26.00 | 20.00 | 20.00 | -26.00 |
| 2021-09-07 | 6000.00 | 6000.00 | 6000.00 | 6000.00 | 6062.00 | 6177.00 | 6177.00 | 6062.00 | -62.00 | -177.00 | -177.00 | -62.00 |
| 2021-08-11 | 5761.00 | 5830.00 | 5850.00 | 5730.00 | 4800.00 | 5600.00 | 5600.00 | 4800.00 | 961.00 | 230.00 | 250.00 | 930.00 |
| 2021-06-29 | 5769.00 | 5950.00 | 6273.00 | 5134.00 | 5730.00 | 5751.00 | 5900.00 | 5616.00 | 39.00 | 199.00 | 373.00 | -482.00 |
| 2021-06-11 | 5900.00 | 5915.00 | 5915.00 | 5867.00 | 5702.00 | 5702.00 | 5702.00 | 5702.00 | 198.00 | 213.00 | 213.00 | 165.00 |
| 2021-06-10 | 5808.00 | 5808.00 | 5808.00 | 5808.00 | 5887.00 | 5896.00 | 5896.00 | 5834.00 | -79.00 | -88.00 | -88.00 | -26.00 |
| 2021-06-09 | 5771.00 | 5837.00 | 6331.00 | 5771.00 | 5836.00 | 5869.00 | 5869.00 | 5700.00 | -65.00 | -32.00 | 462.00 | 71.00 |
| 2021-06-04 | 5808.00 | 5836.00 | 5845.00 | 5808.00 | 5710.00 | 5750.00 | 5750.00 | 5710.00 | 98.00 | 86.00 | 95.00 | 98.00 |
| 2021-06-03 | 5840.00 | 5799.00 | 5850.00 | 5752.00 | 5591.00 | 5591.00 | 5591.00 | 5591.00 | 249.00 | 208.00 | 259.00 | 161.00 |
| 2021-05-18 | 5714.00 | 5730.00 | 5730.00 | 5714.00 | 5598.00 | 5598.00 | 5598.00 | 5598.00 | 116.00 | 132.00 | 132.00 | 116.00 |
| 2021-05-17 | 5683.00 | 5646.00 | 5717.00 | 5637.00 | 5549.00 | 5987.00 | 5987.00 | 5549.00 | 134.00 | -341.00 | -270.00 | 88.00 |
| 2021-05-12 | 5870.00 | 5778.00 | 5870.00 | 5734.00 | 6064.00 | 6064.00 | 6064.00 | 6064.00 | -194.00 | -286.00 | -194.00 | -330.00 |
| 2021-04-20 | 5741.00 | 5715.00 | 5749.00 | 5691.00 | 5576.00 | 5943.00 | 5943.00 | 5576.00 | 165.00 | -228.00 | -194.00 | 115.00 |
| 2021-04-13 | 5756.00 | 5809.00 | 5809.00 | 5756.00 | 5601.00 | 5601.00 | 5601.00 | 5601.00 | 155.00 | 208.00 | 208.00 | 155.00 |
| 2021-04-12 | 5686.00 | 5797.00 | 5797.00 | 5686.00 | 6065.00 | 5868.00 | 6065.00 | 5621.00 | -379.00 | -71.00 | -268.00 | 65.00 |
| 2021-03-12 | 6105.00 | 6157.00 | 6189.00 | 6105.00 | 6360.00 | 6138.00 | 6360.00 | 6003.00 | -255.00 | 19.00 | -171.00 | 102.00 |
| 2021-02-03 | 5943.00 | 5978.00 | 5989.00 | 5943.00 | 5999.00 | 5745.00 | 5999.00 | 5745.00 | -56.00 | 233.00 | -10.00 | 198.00 |
| 2020-08-20 | 5445.00 | 5390.00 | 5445.00 | 5124.00 | 5006.00 | 5447.00 | 5447.00 | 5006.00 | 439.00 | -57.00 | -2.00 | 118.00 |
| 2020-08-03 | 5505.00 | 5607.00 | 5629.00 | 5430.00 | 6630.00 | 6630.00 | 6630.00 | 6630.00 | -1125.00 | -1023.00 | -1001.00 | -1200.00 |
| 2020-07-17 | 5305.00 | 5275.00 | 5388.00 | 5223.00 | 5333.00 | 5333.00 | 5333.00 | 5333.00 | -28.00 | -58.00 | 55.00 | -110.00 |
| 2020-06-30 | 4869.00 | 4702.00 | 4898.00 | 4702.00 | 4960.00 | 4960.00 | 4960.00 | 4960.00 | -91.00 | -258.00 | -62.00 | -258.00 |
| 2020-06-17 | 4666.00 | 4666.00 | 4666.00 | 4666.00 | 4528.00 | 4804.00 | 4804.00 | 4528.00 | 138.00 | -138.00 | -138.00 | 138.00 |
| 2020-06-16 | 4632.00 | 4644.00 | 4730.00 | 4618.00 | 4696.00 | 4717.00 | 4717.00 | 4696.00 | -64.00 | -73.00 | 13.00 | -78.00 |
| 2020-06-09 | 4866.00 | 4789.00 | 4866.00 | 4789.00 | 4211.00 | 4501.00 | 4735.00 | 4211.00 | 655.00 | 288.00 | 131.00 | 578.00 |
| 2020-06-02 | 4781.00 | 4898.00 | 4898.00 | 4781.00 | 4635.00 | 4635.00 | 4635.00 | 4635.00 | 146.00 | 263.00 | 263.00 | 146.00 |
| 2020-06-01 | 4730.00 | 4675.00 | 4730.00 | 4675.00 | 4629.00 | 4698.00 | 4698.00 | 4532.00 | 101.00 | -23.00 | 32.00 | 143.00 |
| 2020-05-25 | 4593.00 | 4619.00 | 4619.00 | 4535.00 | 4500.00 | 4500.00 | 4500.00 | 4500.00 | 93.00 | 119.00 | 119.00 | 35.00 |
| 2020-05-22 | 4498.00 | 4498.00 | 4498.00 | 4498.00 | 4473.00 | 4556.00 | 4640.00 | 4445.00 | 25.00 | -58.00 | -142.00 | 53.00 |
| 2020-04-24 | 4520.00 | 4520.00 | 4520.00 | 4520.00 | 4101.00 | 4101.00 | 4101.00 | 4101.00 | 419.00 | 419.00 | 419.00 | 419.00 |
| 2020-04-08 | 4555.00 | 4323.00 | 4555.00 | 4323.00 | 4210.00 | 4421.00 | 4520.00 | 4210.00 | 345.00 | -98.00 | 35.00 | 113.00 |
| 2020-03-17 | 4672.00 | 4672.00 | 4672.00 | 4672.00 | 4250.00 | 4250.00 | 4250.00 | 4250.00 | 422.00 | 422.00 | 422.00 | 422.00 |
| 2020-03-16 | 4696.00 | 4688.00 | 4696.00 | 4675.00 | 4443.00 | 4443.00 | 4443.00 | 4443.00 | 253.00 | 245.00 | 253.00 | 232.00 |
| 2020-03-06 | 4397.00 | 4610.00 | 4650.00 | 4397.00 | 4319.00 | 4402.00 | 4545.00 | 4319.00 | 78.00 | 208.00 | 105.00 | 78.00 |
| 2020-03-05 | 4263.00 | 4400.00 | 4545.00 | 4263.00 | 4450.00 | 4399.00 | 4450.00 | 4219.00 | -187.00 | 1.00 | 95.00 | 44.00 |
| 2020-01-03 | 4490.00 | 4360.00 | 4550.00 | 4360.00 | 4150.00 | 4205.00 | 4205.00 | 4150.00 | 340.00 | 155.00 | 345.00 | 210.00 |
| 2019-11-06 | 3680.00 | 3700.00 | 3700.00 | 3680.00 | 4376.00 | 4436.00 | 4436.00 | 4309.00 | -696.00 | -736.00 | -736.00 | -629.00 |
| 2019-11-05 | 3694.00 | 3731.00 | 3733.00 | 3694.00 | 4493.00 | 4489.00 | 4493.00 | 4435.00 | -799.00 | -758.00 | -760.00 | -741.00 |
| 2019-10-29 | 3508.00 | 3621.00 | 3680.00 | 3506.00 | 4180.00 | 4200.00 | 4262.00 | 4180.00 | -672.00 | -579.00 | -582.00 | -674.00 |
| 2019-10-28 | 3526.00 | 3528.00 | 3700.00 | 3204.00 | 4240.00 | 4185.00 | 4240.00 | 4185.00 | -714.00 | -657.00 | -540.00 | -981.00 |
| 2019-10-23 | 3587.00 | 3611.00 | 3648.00 | 3585.00 | 4024.00 | 4024.00 | 4024.00 | 4024.00 | -437.00 | -413.00 | -376.00 | -439.00 |
| 2019-10-21 | 3728.00 | 3692.00 | 3747.00 | 3692.00 | 4241.00 | 4194.00 | 4241.00 | 4194.00 | -513.00 | -502.00 | -494.00 | -502.00 |
| 2019-09-20 | 3985.00 | 3958.00 | 4077.00 | 3888.00 | 4130.00 | 4130.00 | 4130.00 | 4130.00 | -145.00 | -172.00 | -53.00 | -242.00 |
| 2019-09-16 | 3480.00 | 3480.00 | 3480.00 | 3480.00 | 3643.00 | 3690.00 | 3723.00 | 3643.00 | -163.00 | -210.00 | -243.00 | -163.00 |
| 2019-09-12 | 3555.00 | 3420.00 | 3555.00 | 3420.00 | 3787.00 | 3702.00 | 3803.00 | 3660.00 | -232.00 | -282.00 | -248.00 | -240.00 |
| 2019-09-02 | 3608.00 | 3621.00 | 3624.00 | 3608.00 | 3701.00 | 3833.00 | 3870.00 | 3701.00 | -93.00 | -212.00 | -246.00 | -93.00 |
| 2019-08-30 | 3555.00 | 3667.00 | 3817.00 | 3543.00 | 3798.00 | 3812.00 | 3975.00 | 3798.00 | -243.00 | -145.00 | -158.00 | -255.00 |
| 2019-08-29 | 3763.00 | 3621.00 | 3765.00 | 3620.00 | 3965.00 | 3800.00 | 3969.00 | 3799.00 | -202.00 | -179.00 | -204.00 | -179.00 |
| 2019-08-28 | 3765.00 | 3768.00 | 3785.00 | 3750.00 | 4003.00 | 4003.00 | 4003.00 | 4003.00 | -238.00 | -235.00 | -218.00 | -253.00 |
| 2019-08-27 | 3805.00 | 3776.00 | 3805.00 | 3755.00 | 4021.00 | 3956.00 | 4021.00 | 3956.00 | -216.00 | -180.00 | -216.00 | -201.00 |
| 2019-08-26 | 3839.00 | 3810.00 | 3848.00 | 3750.00 | 4047.00 | 4047.00 | 4047.00 | 4047.00 | -208.00 | -237.00 | -199.00 | -297.00 |
| 2019-08-23 | 3819.00 | 3820.00 | 3852.00 | 3815.00 | 4097.00 | 4047.00 | 4097.00 | 4047.00 | -278.00 | -227.00 | -245.00 | -232.00 |
| 2019-08-22 | 3850.00 | 3825.00 | 3856.00 | 3824.00 | 4078.00 | 4078.00 | 4078.00 | 4078.00 | -228.00 | -253.00 | -222.00 | -254.00 |
| 2019-08-21 | 3835.00 | 3844.00 | 3870.00 | 3835.00 | 4100.00 | 4090.00 | 4100.00 | 4090.00 | -265.00 | -246.00 | -230.00 | -255.00 |
| 2019-08-20 | 3846.00 | 3845.00 | 3867.00 | 3844.00 | 4124.00 | 4109.00 | 4124.00 | 4109.00 | -278.00 | -264.00 | -257.00 | -265.00 |
| 2019-08-19 | 3826.00 | 3850.00 | 3877.00 | 3820.00 | 4086.00 | 4150.00 | 4162.00 | 4060.00 | -260.00 | -300.00 | -285.00 | -240.00 |
| 2019-08-14 | 3801.00 | 3901.00 | 3905.00 | 3801.00 | 4034.00 | 4080.00 | 4094.00 | 4011.00 | -233.00 | -179.00 | -189.00 | -210.00 |
| 2019-08-13 | 3784.00 | 3842.00 | 3850.00 | 3773.00 | 3999.00 | 4005.00 | 4005.00 | 3915.00 | -215.00 | -163.00 | -155.00 | -142.00 |
| 2019-08-12 | 3848.00 | 3770.00 | 3848.00 | 3753.00 | 4000.00 | 3943.00 | 4000.00 | 3942.00 | -152.00 | -173.00 | -152.00 | -189.00 |
| 2019-08-08 | 3880.00 | 3892.00 | 3895.00 | 3867.00 | 4020.00 | 4020.00 | 4020.00 | 4020.00 | -140.00 | -128.00 | -125.00 | -153.00 |
| 2019-07-30 | 4064.00 | 3979.00 | 4064.00 | 3979.00 | 4200.00 | 4200.00 | 4200.00 | 4200.00 | -136.00 | -221.00 | -136.00 | -221.00 |
| 2019-07-17 | 4118.00 | 4090.00 | 4118.00 | 4090.00 | 3889.00 | 4100.00 | 4100.00 | 3889.00 | 229.00 | -10.00 | 18.00 | 201.00 |
| 2019-07-09 | 4127.00 | 4106.00 | 4138.00 | 4101.00 | 4050.00 | 4050.00 | 4050.00 | 4050.00 | 77.00 | 56.00 | 88.00 | 51.00 |
| 2019-06-28 | 4160.00 | 4171.00 | 4171.00 | 4151.00 | 4160.00 | 4160.00 | 4160.00 | 4160.00 | 0.00 | 11.00 | 11.00 | -9.00 |
| 2019-06-24 | 4173.00 | 4152.00 | 4183.00 | 4145.00 | 4069.00 | 4080.00 | 4080.00 | 4069.00 | 104.00 | 72.00 | 103.00 | 76.00 |
| 2019-06-21 | 4198.00 | 4168.00 | 4198.00 | 4160.00 | 4010.00 | 3880.00 | 4010.00 | 3880.00 | 188.00 | 288.00 | 188.00 | 280.00 |
| 2019-06-20 | 4130.00 | 4154.00 | 4188.00 | 4130.00 | 3999.00 | 3950.00 | 3999.00 | 3900.00 | 131.00 | 204.00 | 189.00 | 230.00 |
| 2019-06-19 | 4165.00 | 4177.00 | 4194.00 | 4165.00 | 3906.00 | 3871.00 | 3906.00 | 3853.00 | 259.00 | 306.00 | 288.00 | 312.00 |
| 2019-06-18 | 4184.00 | 4175.00 | 4206.00 | 4174.00 | 3665.00 | 3665.00 | 3665.00 | 3665.00 | 519.00 | 510.00 | 541.00 | 509.00 |
| 2019-06-13 | 4178.00 | 4193.00 | 4218.00 | 4160.00 | 4101.00 | 4090.00 | 4101.00 | 4025.00 | 77.00 | 103.00 | 117.00 | 135.00 |
| 2019-06-10 | 4232.00 | 4224.00 | 4273.00 | 4206.00 | 4202.00 | 4203.00 | 4203.00 | 4202.00 | 30.00 | 21.00 | 70.00 | 4.00 |
| 2019-04-18 | 4387.00 | 4391.00 | 4402.00 | 4382.00 | 4554.00 | 4378.00 | 4554.00 | 4378.00 | -167.00 | 13.00 | -152.00 | 4.00 |
| 2019-04-17 | 4385.00 | 4395.00 | 4408.00 | 4381.00 | 4288.00 | 4525.00 | 4525.00 | 4288.00 | 97.00 | -130.00 | -117.00 | 93.00 |
| 2019-04-03 | 4528.00 | 4500.00 | 4627.00 | 4491.00 | 4695.00 | 4697.00 | 4697.00 | 4695.00 | -167.00 | -197.00 | -70.00 | -204.00 |
| 2019-04-02 | 4500.00 | 4502.00 | 4531.00 | 4492.00 | 4797.00 | 4732.00 | 4797.00 | 4645.00 | -297.00 | -230.00 | -266.00 | -153.00 |
| 2019-04-01 | 4446.00 | 4475.00 | 4580.00 | 4412.00 | 4509.00 | 4891.00 | 4891.00 | 4509.00 | -63.00 | -416.00 | -311.00 | -97.00 |
| 2019-03-29 | 4515.00 | 4480.00 | 4645.00 | 4367.00 | 4653.00 | 4653.00 | 4653.00 | 4653.00 | -138.00 | -173.00 | -8.00 | -286.00 |
| 2019-03-28 | 4978.00 | 4496.00 | 4978.00 | 4491.00 | 5240.00 | 4819.00 | 5244.00 | 4814.00 | -262.00 | -323.00 | -266.00 | -323.00 |
| 2019-03-25 | 4539.00 | 4559.00 | 4776.00 | 4473.00 | 4549.00 | 4780.00 | 4780.00 | 4549.00 | -10.00 | -221.00 | -4.00 | -76.00 |
| 2019-03-05 | 4921.00 | 4888.00 | 4921.00 | 4888.00 | 5050.00 | 5001.00 | 5050.00 | 5001.00 | -129.00 | -113.00 | -129.00 | -113.00 |
| 2019-03-01 | 5106.00 | 5110.00 | 5110.00 | 5106.00 | 5065.00 | 5088.00 | 5088.00 | 5065.00 | 41.00 | 22.00 | 22.00 | 41.00 |
| 2019-02-20 | 5344.00 | 5041.00 | 5344.00 | 5002.00 | 5165.00 | 5106.00 | 5201.00 | 5106.00 | 179.00 | -65.00 | 143.00 | -104.00 |
| 2019-01-24 | 5340.00 | 5373.00 | 5373.00 | 5340.00 | 5006.00 | 5328.00 | 5330.00 | 5006.00 | 334.00 | 45.00 | 43.00 | 334.00 |
| 2018-10-08 | 5469.00 | 5469.00 | 5469.00 | 5469.00 | 5490.00 | 5490.00 | 5490.00 | 5490.00 | -21.00 | -21.00 | -21.00 | -21.00 |