豆油期货跨期套利数据回测

本页面展示豆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

关于豆油期货跨期套利的详细数据分析,请查看文章:。

豆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 106.17 -122.00 330.00 105.13 -68.00 314.00 108.12 -78.00 316.00 102.96 -74.00 312.00
2024 82.93 -228.00 454.00 83.97 -220.00 444.00 87.97 -220.00 490.00 80.54 -232.00 408.00
2023 88.33 -434.00 470.00 91.36 -384.00 474.00 92.74 -406.00 482.00 85.25 -408.00 478.00
2022 182.39 -664.00 1022.00 176.71 -700.00 996.00 183.45 -656.00 990.00 168.40 -672.00 994.00
2021 317.33 -630.00 1070.00 314.50 -616.00 1094.00 320.04 -610.00 1084.00 304.44 -630.00 1082.00
2020 64.38 -696.00 598.00 68.30 -716.00 554.00 69.30 -688.00 588.00 61.44 -728.00 574.00
2019 -39.11 -190.00 208.00 -39.80 -172.00 182.00 -38.02 -190.00 180.00 -41.48 -172.00 178.00
2018 23.20 -154.00 398.00 25.70 -146.00 438.00 24.87 -150.00 416.00 22.00 -138.00 398.00

豆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
2025-12 188.00 188.00 188.00 216.00 216.00 216.00 220.00 220.00 220.00 212.00 212.00 212.00
2025-11 204.50 164.00 240.00 207.40 170.00 238.00 205.80 178.00 238.00 207.70 172.00 236.00
2025-10 201.76 158.00 256.00 196.35 166.00 258.00 198.47 164.00 254.00 200.12 162.00 250.00
2025-09 280.45 218.00 330.00 278.73 236.00 314.00 282.18 210.00 316.00 273.64 226.00 302.00
2025-08 62.48 -122.00 320.00 64.10 -34.00 308.00 62.67 -78.00 310.00 66.48 -32.00 312.00
2025-07 36.17 -14.00 78.00 33.30 -8.00 52.00 35.30 8.00 52.00 33.13 -10.00 56.00
2025-06 51.10 22.00 74.00 55.70 40.00 76.00 58.40 42.00 74.00 51.10 32.00 70.00
2025-05 22.63 -20.00 52.00 20.53 -6.00 54.00 21.05 -10.00 58.00 19.79 -10.00 54.00
2025-04 -5.90 -74.00 92.00 -12.19 -68.00 76.00 -9.90 -66.00 80.00 -11.90 -74.00 82.00
2025-03 102.48 40.00 154.00 98.38 38.00 138.00 105.14 42.00 142.00 95.33 46.00 140.00
2025-02 142.22 74.00 282.00 144.22 82.00 280.00 152.22 86.00 274.00 132.56 80.00 250.00
2025-01 77.89 42.00 116.00 76.56 44.00 108.00 85.56 62.00 108.00 70.67 50.00 96.00
2024-12 -23.36 -154.00 138.00 -22.09 -138.00 170.00 -19.00 -132.00 172.00 -28.45 -168.00 176.00
2024-11 310.00 154.00 454.00 289.24 124.00 444.00 305.90 140.00 490.00 294.95 162.00 408.00
2024-10 378.22 318.00 418.00 377.33 364.00 396.00 382.33 352.00 402.00 374.11 344.00 394.00
2024-09 281.37 188.00 372.00 288.74 192.00 378.00 289.58 190.00 378.00 285.05 190.00 366.00
2024-08 24.45 -84.00 196.00 24.64 -64.00 188.00 27.27 -58.00 190.00 20.64 -68.00 182.00
2024-07 -76.43 -108.00 -36.00 -72.87 -98.00 -48.00 -71.83 -94.00 -54.00 -74.26 -92.00 -48.00
2024-06 -61.37 -206.00 -12.00 -54.11 -90.00 -22.00 -59.26 -170.00 -28.00 -53.37 -74.00 -26.00
2024-05 -73.40 -102.00 -36.00 -72.10 -92.00 -36.00 -69.50 -94.00 -38.00 -71.20 -92.00 -22.00
2024-04 8.60 -86.00 84.00 6.90 -42.00 58.00 7.20 -62.00 64.00 1.10 -40.00 66.00
2024-03 114.67 56.00 182.00 116.86 66.00 180.00 123.81 68.00 206.00 110.76 74.00 166.00
2024-02 70.80 22.00 116.00 81.47 48.00 114.00 85.87 22.00 124.00 71.47 46.00 100.00
2024-01 96.82 -228.00 176.00 102.00 -220.00 176.00 110.64 -220.00 174.00 92.91 -232.00 158.00
2023-12 -80.38 -390.00 368.00 -73.62 -384.00 372.00 -75.90 -384.00 358.00 -82.67 -408.00 362.00
2023-11 376.36 294.00 470.00 371.09 290.00 474.00 377.55 300.00 482.00 373.55 300.00 478.00
2023-10 368.94 318.00 448.00 377.06 324.00 430.00 380.82 346.00 428.00 371.41 322.00 426.00
2023-09 374.70 286.00 440.00 373.40 284.00 440.00 382.30 292.00 454.00 366.20 284.00 432.00
2023-08 -55.39 -434.00 452.00 -37.48 -362.00 432.00 -44.43 -356.00 386.00 -51.39 -352.00 422.00
2023-07 77.43 30.00 128.00 81.52 38.00 118.00 87.43 42.00 120.00 74.86 28.00 110.00
2023-06 9.80 -134.00 114.00 15.80 -110.00 88.00 18.20 -114.00 94.00 13.70 -96.00 80.00
2023-05 -118.90 -224.00 22.00 -108.60 -160.00 24.00 -119.20 -204.00 24.00 -111.80 -174.00 26.00
2023-04 10.95 -360.00 320.00 17.16 -344.00 318.00 11.05 -344.00 336.00 5.79 -348.00 312.00
2023-03 88.61 16.00 178.00 82.87 8.00 158.00 90.17 20.00 154.00 75.83 -4.00 156.00
2023-02 127.80 56.00 170.00 127.60 86.00 160.00 134.20 76.00 168.00 120.20 68.00 158.00
2023-01 -122.12 -310.00 146.00 -135.38 -340.00 160.00 -134.50 -406.00 144.00 -136.00 -320.00 136.00
2022-12 -4.73 -416.00 560.00 -4.64 -414.00 544.00 0.27 -420.00 556.00 -10.18 -422.00 534.00
2022-11 538.55 438.00 704.00 536.36 440.00 698.00 545.36 422.00 680.00 524.64 410.00 684.00
2022-10 785.62 612.00 1022.00 771.25 620.00 996.00 745.88 422.00 990.00 767.62 624.00 994.00
2022-09 207.90 -498.00 612.00 197.05 -572.00 648.00 190.67 -558.00 642.00 186.38 -568.00 644.00
2022-08 -16.35 -664.00 362.00 -27.30 -700.00 368.00 -5.48 -656.00 364.00 -25.13 -672.00 364.00
2022-07 209.24 44.00 614.00 188.38 60.00 290.00 196.29 74.00 316.00 178.48 52.00 288.00
2022-06 300.19 52.00 480.00 279.81 76.00 472.00 302.29 106.00 474.00 274.29 78.00 462.00
2022-05 238.32 -188.00 502.00 236.74 -186.00 472.00 235.05 -166.00 474.00 222.11 -178.00 438.00
2022-04 -101.79 -204.00 134.00 -99.37 -176.00 118.00 -96.00 -176.00 122.00 -110.11 -182.00 110.00
2022-03 219.22 -216.00 476.00 225.04 -200.00 488.00 257.91 -166.00 628.00 208.61 -188.00 500.00
2022-02 164.12 -256.00 324.00 182.38 -278.00 286.00 175.38 -292.00 278.00 164.62 -256.00 238.00
2022-01 -269.79 -336.00 -232.00 -280.00 -312.00 -232.00 -277.47 -304.00 -232.00 -276.32 -306.00 -236.00
2021-12 -112.43 -626.00 704.00 -105.83 -616.00 696.00 -112.17 -610.00 692.00 -108.70 -630.00 700.00
2021-11 758.91 628.00 856.00 740.18 610.00 858.00 748.91 644.00 852.00 727.91 624.00 824.00
2021-10 638.62 536.00 794.00 658.12 544.00 804.00 658.62 542.00 796.00 648.38 536.00 788.00
2021-09 145.60 -508.00 720.00 116.00 -536.00 622.00 127.90 -476.00 656.00 111.70 -514.00 616.00
2021-08 13.00 -374.00 336.00 19.82 -266.00 310.00 22.18 -274.00 314.00 11.45 -268.00 320.00
2021-07 223.64 140.00 296.00 228.27 170.00 266.00 235.82 178.00 270.00 219.45 160.00 266.00
2021-06 216.29 134.00 402.00 204.86 138.00 318.00 216.76 138.00 332.00 200.48 130.00 306.00
2021-05 227.00 114.00 380.00 226.11 88.00 372.00 228.67 94.00 382.00 216.44 78.00 358.00
2021-04 -82.10 -630.00 606.00 -88.38 -614.00 592.00 -78.76 -600.00 616.00 -101.62 -604.00 596.00
2021-03 825.57 632.00 1070.00 818.70 556.00 1094.00 840.78 622.00 1084.00 800.96 574.00 1082.00
2021-02 643.60 516.00 832.00 655.60 536.00 812.00 657.87 536.00 844.00 630.27 522.00 790.00
2021-01 455.90 342.00 570.00 454.30 310.00 548.00 444.10 148.00 540.00 446.40 310.00 528.00
2020-12 194.00 -696.00 598.00 201.39 -716.00 554.00 206.26 -688.00 580.00 194.09 -728.00 574.00
2020-11 385.14 210.00 590.00 385.90 298.00 554.00 392.00 232.00 588.00 366.95 278.00 550.00
2020-10 277.62 114.00 422.00 296.12 192.00 414.00 298.50 196.00 418.00 277.75 172.00 390.00
2020-09 182.09 -10.00 262.00 184.18 10.00 292.00 186.36 6.00 274.00 176.27 0.00 252.00
2020-08 -31.43 -430.00 68.00 -9.52 -56.00 68.00 -29.33 -376.00 68.00 -15.24 -64.00 62.00
2020-07 0.43 -80.00 114.00 9.22 -68.00 100.00 10.96 -68.00 102.00 0.00 -70.00 78.00
2020-06 -62.50 -82.00 -42.00 -65.10 -80.00 -50.00 -65.50 -146.00 -50.00 -67.50 -86.00 -50.00
2020-05 -95.56 -112.00 -72.00 -92.78 -112.00 -52.00 -90.67 -106.00 -44.00 -95.44 -110.00 -84.00
2020-04 -29.43 -144.00 112.00 -30.76 -136.00 90.00 -30.95 -120.00 88.00 -29.62 -130.00 84.00
2020-03 -69.00 -170.00 90.00 -72.45 -140.00 88.00 -68.00 -146.00 88.00 -76.82 -142.00 84.00
2020-02 -83.50 -160.00 80.00 -87.40 -160.00 74.00 -86.40 -142.00 14.00 -87.70 -158.00 80.00
2020-01 129.50 64.00 176.00 126.12 72.00 190.00 135.50 84.00 188.00 118.25 60.00 162.00
2019-12 26.00 -66.00 132.00 30.45 -60.00 148.00 31.82 -76.00 144.00 26.73 -58.00 144.00
2019-11 29.24 -38.00 104.00 30.76 -32.00 102.00 36.67 -30.00 128.00 31.81 -28.00 100.00
2019-10 -22.56 -88.00 64.00 -13.89 -78.00 74.00 -12.56 -74.00 72.00 -22.00 -84.00 46.00
2019-09 20.10 -76.00 84.00 13.30 -80.00 80.00 20.60 -82.00 80.00 10.60 -64.00 64.00
2019-08 57.91 -162.00 166.00 58.82 -164.00 174.00 62.18 -168.00 176.00 54.55 -160.00 174.00
2019-07 -161.57 -190.00 -136.00 -160.78 -172.00 -138.00 -162.96 -190.00 -132.00 -159.65 -170.00 -134.00
2019-06 -155.37 -166.00 -134.00 -155.58 -164.00 -146.00 -155.68 -166.00 -144.00 -156.21 -166.00 -144.00
2019-05 -135.20 -166.00 208.00 -138.80 -160.00 126.00 -147.10 -158.00 -68.00 -136.30 -160.00 174.00
2019-04 116.19 -162.00 186.00 116.48 -164.00 182.00 117.52 -166.00 180.00 117.90 -162.00 178.00
2019-03 -120.48 -170.00 -48.00 -129.05 -170.00 -82.00 -124.57 -174.00 -70.00 -131.24 -172.00 -62.00
2019-02 -90.93 -116.00 -70.00 -95.20 -116.00 -68.00 -91.20 -110.00 -68.00 -97.07 -118.00 -82.00
2019-01 -53.27 -94.00 -26.00 -55.18 -84.00 -28.00 -51.73 -82.00 -26.00 -58.64 -94.00 -36.00
2018-12 192.60 -96.00 398.00 210.20 -92.00 438.00 196.70 -96.00 416.00 201.50 -94.00 398.00
2018-11 -101.00 -154.00 -68.00 -100.73 -146.00 -62.00 -97.91 -150.00 -52.00 -103.36 -138.00 -48.00
2018-10 -13.22 -92.00 112.00 -24.78 -102.00 82.00 -16.00 -98.00 94.00 -24.22 -94.00 80.00

豆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 5410.00 5374.00 5426.00 5370.00 5522.00 5502.00 5548.00 5498.00 -112.00 -128.00 -122.00 -128.00
2018-11-26 5394.00 5428.00 5444.00 5370.00 5490.00 5548.00 5562.00 5478.00 -96.00 -120.00 -118.00 -108.00
2018-11-23 5426.00 5398.00 5438.00 5370.00 5532.00 5508.00 5538.00 5492.00 -106.00 -110.00 -100.00 -122.00
2018-11-22 5430.00 5412.00 5434.00 5386.00 5530.00 5518.00 5530.00 5486.00 -100.00 -106.00 -96.00 -100.00
2018-11-21 5406.00 5436.00 5454.00 5342.00 5496.00 5516.00 5538.00 5438.00 -90.00 -80.00 -84.00 -96.00
2018-11-20 5416.00 5402.00 5430.00 5362.00 5486.00 5486.00 5518.00 5452.00 -70.00 -84.00 -88.00 -90.00
2018-11-19 5402.00 5416.00 5428.00 5392.00 5482.00 5492.00 5496.00 5440.00 -80.00 -76.00 -68.00 -48.00
2018-11-16 5392.00 5444.00 5480.00 5380.00 5468.00 5506.00 5532.00 5460.00 -76.00 -62.00 -52.00 -80.00
2018-11-15 5368.00 5386.00 5408.00 5364.00 5450.00 5466.00 5488.00 5442.00 -82.00 -80.00 -80.00 -78.00
2018-11-14 5426.00 5356.00 5460.00 5326.00 5530.00 5440.00 5552.00 5420.00 -104.00 -84.00 -92.00 -94.00
2018-11-13 5454.00 5436.00 5462.00 5418.00 5550.00 5536.00 5558.00 5514.00 -96.00 -100.00 -96.00 -96.00
2018-11-12 5440.00 5464.00 5468.00 5400.00 5544.00 5554.00 5560.00 5494.00 -104.00 -90.00 -92.00 -94.00
2018-11-09 5472.00 5452.00 5480.00 5410.00 5580.00 5544.00 5584.00 5520.00 -108.00 -92.00 -104.00 -110.00
2018-11-08 5528.00 5472.00 5538.00 5460.00 5630.00 5578.00 5640.00 5548.00 -102.00 -106.00 -102.00 -88.00
2018-11-07 5540.00 5518.00 5548.00 5490.00 5634.00 5618.00 5646.00 5598.00 -94.00 -100.00 -98.00 -108.00
2018-11-06 5534.00 5536.00 5550.00 5512.00 5634.00 5640.00 5650.00 5620.00 -100.00 -104.00 -100.00 -108.00
2018-11-05 5474.00 5538.00 5544.00 5468.00 5600.00 5638.00 5652.00 5594.00 -126.00 -100.00 -108.00 -126.00
2018-11-02 5640.00 5458.00 5658.00 5426.00 5708.00 5586.00 5728.00 5550.00 -68.00 -128.00 -70.00 -124.00
2018-11-01 5650.00 5634.00 5672.00 5622.00 5722.00 5706.00 5752.00 5696.00 -72.00 -72.00 -80.00 -74.00
2018-10-31 5636.00 5652.00 5668.00 5626.00 5726.00 5730.00 5740.00 5706.00 -90.00 -78.00 -72.00 -80.00
2018-10-30 5710.00 5648.00 5736.00 5638.00 5770.00 5726.00 5792.00 5714.00 -60.00 -78.00 -56.00 -76.00
2018-10-29 5670.00 5700.00 5708.00 5650.00 5742.00 5766.00 5774.00 5720.00 -72.00 -66.00 -66.00 -70.00
2018-10-26 5686.00 5674.00 5706.00 5658.00 5774.00 5744.00 5786.00 5740.00 -88.00 -70.00 -80.00 -82.00
2018-10-25 5696.00 5670.00 5722.00 5654.00 5788.00 5772.00 5820.00 5740.00 -92.00 -102.00 -98.00 -86.00
2018-10-24 5742.00 5696.00 5764.00 5684.00 5824.00 5784.00 5848.00 5778.00 -82.00 -88.00 -84.00 -94.00
2018-10-23 5790.00 5752.00 5796.00 5744.00 5852.00 5834.00 5866.00 5830.00 -62.00 -82.00 -70.00 -86.00
2018-10-22 5782.00 5784.00 5802.00 5762.00 5830.00 5850.00 5866.00 5830.00 -48.00 -66.00 -64.00 -68.00
2018-10-19 5788.00 5774.00 5806.00 5762.00 5828.00 5824.00 5852.00 5812.00 -40.00 -50.00 -46.00 -50.00
2018-10-18 5882.00 5788.00 5884.00 5782.00 5900.00 5838.00 5904.00 5824.00 -18.00 -50.00 -20.00 -42.00
2018-10-17 5868.00 5878.00 5890.00 5852.00 5880.00 5898.00 5912.00 5866.00 -12.00 -20.00 -22.00 -14.00
2018-10-16 5904.00 5870.00 5926.00 5866.00 5900.00 5880.00 5918.00 5870.00 4.00 -10.00 8.00 -4.00
2018-10-15 5926.00 5916.00 5944.00 5906.00 5890.00 5898.00 5916.00 5884.00 36.00 18.00 28.00 22.00
2018-10-12 5884.00 5918.00 5924.00 5864.00 5836.00 5890.00 5890.00 5828.00 48.00 28.00 34.00 36.00
2018-10-11 5982.00 5874.00 5986.00 5836.00 5912.00 5826.00 5932.00 5810.00 70.00 48.00 54.00 26.00
2018-10-10 5966.00 5980.00 6010.00 5942.00 5890.00 5916.00 5918.00 5868.00 76.00 64.00 92.00 74.00
2018-10-09 5886.00 5964.00 5988.00 5886.00 5806.00 5882.00 5908.00 5806.00 80.00 82.00 80.00 80.00
2018-10-08 5904.00 5882.00 5920.00 5868.00 5792.00 5808.00 5826.00 5790.00 112.00 74.00 94.00 78.00
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