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
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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
暂无数据

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
2024-04-16 7650.00 7570.00 7658.00 7560.00 7632.00 7592.00 7646.00 7588.00 18.00 -22.00 12.00 -28.00
2024-04-15 7660.00 7644.00 7816.00 7630.00 7646.00 7638.00 7786.00 7610.00 14.00 6.00 30.00 20.00
2024-04-12 7702.00 7646.00 7716.00 7560.00 7670.00 7634.00 7692.00 7566.00 32.00 12.00 24.00 -6.00
2024-04-11 7742.00 7722.00 7742.00 7672.00 7658.00 7694.00 7712.00 7658.00 84.00 28.00 30.00 14.00
2024-04-10 7716.00 7724.00 7742.00 7654.00 7690.00 7686.00 7698.00 7636.00 26.00 38.00 44.00 18.00
2024-04-09 7726.00 7720.00 7758.00 7654.00 7738.00 7692.00 7762.00 7666.00 -12.00 28.00 -4.00 -12.00
2024-04-08 7814.00 7698.00 7838.00 7690.00 7900.00 7736.00 7900.00 7726.00 -86.00 -38.00 -62.00 -36.00
2024-04-03 7872.00 7908.00 7930.00 7836.00 7800.00 7858.00 7876.00 7772.00 72.00 50.00 54.00 64.00
2024-04-02 7830.00 7818.00 7854.00 7794.00 7764.00 7764.00 7790.00 7736.00 66.00 54.00 64.00 58.00
2024-04-01 7780.00 7832.00 7836.00 7698.00 7704.00 7774.00 7778.00 7632.00 76.00 58.00 58.00 66.00
2024-03-29 7702.00 7790.00 7792.00 7630.00 7594.00 7702.00 7706.00 7546.00 108.00 88.00 86.00 84.00
2024-03-28 7684.00 7678.00 7712.00 7624.00 7574.00 7586.00 7608.00 7524.00 110.00 92.00 104.00 100.00
2024-03-27 7786.00 7684.00 7800.00 7662.00 7696.00 7570.00 7704.00 7564.00 90.00 114.00 96.00 98.00
2024-03-26 7850.00 7784.00 7938.00 7776.00 7732.00 7680.00 7828.00 7674.00 118.00 104.00 110.00 102.00
2024-03-25 7878.00 7838.00 7886.00 7758.00 7736.00 7718.00 7746.00 7642.00 142.00 120.00 140.00 116.00
2024-03-22 7908.00 7866.00 7958.00 7846.00 7768.00 7730.00 7806.00 7708.00 140.00 136.00 152.00 138.00
2024-03-21 7898.00 7928.00 8030.00 7884.00 7760.00 7786.00 7872.00 7750.00 138.00 142.00 158.00 134.00
2024-03-20 7760.00 7890.00 7912.00 7756.00 7668.00 7762.00 7782.00 7642.00 92.00 128.00 130.00 114.00
2024-03-19 7860.00 7820.00 7898.00 7772.00 7678.00 7690.00 7734.00 7638.00 182.00 130.00 164.00 134.00
2024-03-18 7792.00 7844.00 7952.00 7780.00 7620.00 7686.00 7746.00 7614.00 172.00 158.00 206.00 166.00
2024-03-15 7748.00 7818.00 7872.00 7748.00 7632.00 7638.00 7694.00 7590.00 116.00 180.00 178.00 158.00
2024-03-14 7720.00 7770.00 7858.00 7680.00 7600.00 7628.00 7700.00 7572.00 120.00 142.00 158.00 108.00
2024-03-13 7664.00 7704.00 7710.00 7632.00 7542.00 7584.00 7596.00 7510.00 122.00 120.00 114.00 122.00
2024-03-12 7624.00 7682.00 7700.00 7620.00 7484.00 7558.00 7576.00 7482.00 140.00 124.00 124.00 138.00
2024-03-11 7606.00 7614.00 7650.00 7586.00 7498.00 7470.00 7514.00 7460.00 108.00 144.00 136.00 126.00
2024-03-08 7548.00 7646.00 7658.00 7506.00 7452.00 7528.00 7538.00 7416.00 96.00 118.00 120.00 90.00
2024-03-07 7522.00 7508.00 7550.00 7470.00 7466.00 7420.00 7472.00 7392.00 56.00 88.00 78.00 78.00
2024-03-06 7420.00 7508.00 7536.00 7408.00 7340.00 7442.00 7468.00 7334.00 80.00 66.00 68.00 74.00
2024-03-05 7398.00 7424.00 7440.00 7378.00 7316.00 7350.00 7360.00 7304.00 82.00 74.00 80.00 74.00
2024-03-04 7438.00 7418.00 7440.00 7376.00 7328.00 7334.00 7348.00 7286.00 110.00 84.00 92.00 90.00
2024-03-01 7342.00 7438.00 7444.00 7330.00 7256.00 7336.00 7338.00 7248.00 86.00 102.00 106.00 82.00
2024-02-29 7266.00 7358.00 7360.00 7262.00 7192.00 7262.00 7266.00 7182.00 74.00 96.00 94.00 80.00
2024-02-28 7302.00 7288.00 7344.00 7278.00 7210.00 7204.00 7252.00 7194.00 92.00 84.00 92.00 84.00
2024-02-27 7182.00 7294.00 7298.00 7182.00 7110.00 7204.00 7204.00 7106.00 72.00 90.00 94.00 76.00
2024-02-26 7252.00 7198.00 7266.00 7172.00 7166.00 7114.00 7170.00 7090.00 86.00 84.00 96.00 82.00
2024-02-23 7284.00 7262.00 7292.00 7220.00 7198.00 7170.00 7204.00 7142.00 86.00 92.00 88.00 78.00
2024-02-22 7250.00 7304.00 7314.00 7234.00 7176.00 7218.00 7220.00 7140.00 74.00 86.00 94.00 94.00
2024-02-21 7266.00 7284.00 7324.00 7246.00 7156.00 7186.00 7224.00 7156.00 110.00 98.00 100.00 90.00
2024-02-20 7276.00 7264.00 7348.00 7258.00 7160.00 7166.00 7224.00 7158.00 116.00 98.00 124.00 100.00
2024-02-19 7162.00 7254.00 7270.00 7094.00 7082.00 7140.00 7152.00 7020.00 80.00 114.00 118.00 74.00
2024-02-08 7104.00 7182.00 7200.00 7060.00 7068.00 7100.00 7114.00 7006.00 36.00 82.00 86.00 54.00
2024-02-07 7150.00 7112.00 7172.00 7044.00 7082.00 7064.00 7102.00 6996.00 68.00 48.00 70.00 48.00
2024-02-06 7124.00 7132.00 7162.00 7100.00 7064.00 7070.00 7096.00 7042.00 60.00 62.00 66.00 58.00
2024-02-05 7174.00 7124.00 7174.00 7096.00 7152.00 7058.00 7152.00 7038.00 22.00 66.00 22.00 58.00
2024-02-02 7212.00 7144.00 7230.00 7104.00 7160.00 7092.00 7164.00 7054.00 52.00 52.00 66.00 50.00
2024-02-01 7200.00 7214.00 7256.00 7180.00 7166.00 7144.00 7178.00 7134.00 34.00 70.00 78.00 46.00
2024-01-31 7200.00 7212.00 7302.00 7182.00 7166.00 7160.00 7234.00 7138.00 34.00 52.00 68.00 44.00
2024-01-30 7400.00 7204.00 7418.00 7200.00 7314.00 7148.00 7328.00 7146.00 86.00 56.00 90.00 54.00
2024-01-29 7564.00 7400.00 7578.00 7394.00 7446.00 7316.00 7450.00 7312.00 118.00 84.00 128.00 82.00
2024-01-26 7650.00 7588.00 7654.00 7530.00 7498.00 7456.00 7506.00 7408.00 152.00 132.00 148.00 122.00
2024-01-25 7668.00 7652.00 7694.00 7628.00 7492.00 7504.00 7524.00 7472.00 176.00 148.00 170.00 156.00
2024-01-24 7570.00 7674.00 7684.00 7564.00 7456.00 7508.00 7524.00 7424.00 114.00 166.00 160.00 140.00
2024-01-23 7560.00 7608.00 7646.00 7532.00 7420.00 7448.00 7480.00 7374.00 140.00 160.00 166.00 158.00
2024-01-22 7618.00 7576.00 7662.00 7560.00 7464.00 7410.00 7500.00 7402.00 154.00 166.00 162.00 158.00
2024-01-19 7498.00 7612.00 7624.00 7454.00 7360.00 7446.00 7456.00 7324.00 138.00 166.00 168.00 130.00
2024-01-18 7394.00 7484.00 7516.00 7378.00 7272.00 7354.00 7362.00 7258.00 122.00 130.00 154.00 120.00
2024-01-17 7520.00 7410.00 7574.00 7402.00 7350.00 7286.00 7400.00 7276.00 170.00 124.00 174.00 126.00
2024-01-16 7480.00 7516.00 7526.00 7444.00 7334.00 7340.00 7376.00 7302.00 146.00 176.00 150.00 142.00
2024-01-15 7538.00 7494.00 7544.00 7416.00 7406.00 7352.00 7420.00 7288.00 132.00 142.00 124.00 128.00
2024-01-12 7526.00 7508.00 7538.00 7462.00 7422.00 7388.00 7422.00 7352.00 104.00 120.00 116.00 110.00
2024-01-11 7532.00 7536.00 7566.00 7486.00 7396.00 7414.00 7422.00 7354.00 136.00 122.00 144.00 132.00
2024-01-10 7458.00 7548.00 7578.00 7432.00 7328.00 7400.00 7426.00 7304.00 130.00 148.00 152.00 128.00
2024-01-09 7350.00 7420.00 7452.00 7286.00 7292.00 7354.00 7384.00 7224.00 58.00 66.00 68.00 62.00
2024-01-08 7390.00 7370.00 7448.00 7340.00 7338.00 7314.00 7384.00 7284.00 52.00 56.00 64.00 56.00
2024-01-05 7396.00 7392.00 7424.00 7340.00 7334.00 7336.00 7360.00 7288.00 62.00 56.00 64.00 52.00
2024-01-04 7386.00 7392.00 7426.00 7346.00 7322.00 7294.00 7330.00 7258.00 64.00 98.00 96.00 88.00
2024-01-03 7450.00 7372.00 7468.00 7328.00 7380.00 7276.00 7380.00 7240.00 70.00 96.00 88.00 88.00
2024-01-02 7522.00 7468.00 7558.00 7440.00 7750.00 7688.00 7778.00 7672.00 -228.00 -220.00 -220.00 -232.00
2023-12-29 7646.00 7522.00 7666.00 7520.00 7892.00 7768.00 7908.00 7764.00 -246.00 -246.00 -242.00 -244.00
2023-12-28 7676.00 7656.00 7708.00 7630.00 7968.00 7930.00 7988.00 7912.00 -292.00 -274.00 -280.00 -282.00
2023-12-27 7616.00 7714.00 7720.00 7612.00 7924.00 8002.00 8002.00 7924.00 -308.00 -288.00 -282.00 -312.00
2023-12-26 7600.00 7616.00 7644.00 7590.00 7924.00 7920.00 7952.00 7882.00 -324.00 -304.00 -308.00 -292.00
2023-12-25 7576.00 7592.00 7618.00 7462.00 7930.00 7904.00 7938.00 7802.00 -354.00 -312.00 -320.00 -340.00
2023-12-22 7616.00 7576.00 7626.00 7468.00 7960.00 7902.00 7962.00 7822.00 -344.00 -326.00 -336.00 -354.00
2023-12-21 7634.00 7644.00 7688.00 7566.00 7966.00 7976.00 8006.00 7924.00 -332.00 -332.00 -318.00 -358.00
2023-12-20 7592.00 7612.00 7650.00 7592.00 7960.00 7948.00 8000.00 7940.00 -368.00 -336.00 -350.00 -348.00
2023-12-19 7630.00 7612.00 7658.00 7592.00 7986.00 7972.00 8030.00 7964.00 -356.00 -360.00 -372.00 -372.00
2023-12-18 7570.00 7626.00 7628.00 7512.00 7960.00 8010.00 8012.00 7920.00 -390.00 -384.00 -384.00 -408.00
2023-12-15 7616.00 7572.00 7670.00 7552.00 7982.00 7952.00 8048.00 7934.00 -366.00 -380.00 -378.00 -382.00
2023-12-14 7616.00 7580.00 7650.00 7570.00 7966.00 7952.00 8024.00 7950.00 -350.00 -372.00 -374.00 -380.00
2023-12-13 7736.00 7610.00 7738.00 7594.00 8068.00 7992.00 8080.00 7980.00 -332.00 -382.00 -342.00 -386.00
2023-12-12 8062.00 8098.00 8136.00 8052.00 7730.00 7756.00 7788.00 7690.00 332.00 342.00 348.00 362.00
2023-12-11 8076.00 8082.00 8116.00 8006.00 7730.00 7732.00 7760.00 7652.00 346.00 350.00 356.00 354.00
2023-12-08 7936.00 8094.00 8096.00 7924.00 7572.00 7736.00 7738.00 7572.00 364.00 358.00 358.00 352.00
2023-12-07 7970.00 7936.00 8012.00 7814.00 7602.00 7572.00 7656.00 7458.00 368.00 364.00 356.00 356.00
2023-12-06 8078.00 7970.00 8084.00 7930.00 7726.00 7622.00 7738.00 7582.00 352.00 348.00 346.00 348.00
2023-12-05 8118.00 8084.00 8138.00 8060.00 7782.00 7712.00 7798.00 7700.00 336.00 372.00 340.00 360.00
2023-12-04 8118.00 8116.00 8176.00 8058.00 7816.00 7784.00 7878.00 7746.00 302.00 332.00 298.00 312.00
2023-12-01 8258.00 8106.00 8276.00 8080.00 7984.00 7822.00 7986.00 7802.00 274.00 284.00 290.00 278.00
2023-11-30 8200.00 8260.00 8278.00 8184.00 7892.00 7970.00 7978.00 7852.00 308.00 290.00 300.00 332.00
2023-11-29 8248.00 8172.00 8306.00 8160.00 7926.00 7878.00 7998.00 7860.00 322.00 294.00 308.00 300.00
2023-11-28 8208.00 8226.00 8262.00 8178.00 7862.00 7906.00 7938.00 7856.00 346.00 320.00 324.00 322.00
2023-11-27 8150.00 8208.00 8212.00 8082.00 7856.00 7892.00 7896.00 7774.00 294.00 316.00 316.00 308.00
2023-11-24 8230.00 8172.00 8242.00 8146.00 7914.00 7866.00 7920.00 7830.00 316.00 306.00 322.00 316.00
2023-11-23 8310.00 8230.00 8322.00 8202.00 8000.00 7908.00 8000.00 7876.00 310.00 322.00 322.00 326.00
2023-11-22 8280.00 8360.00 8394.00 8236.00 7950.00 8036.00 8052.00 7902.00 330.00 324.00 342.00 334.00
2023-11-21 8348.00 8280.00 8426.00 8274.00 8000.00 7948.00 8098.00 7934.00 348.00 332.00 328.00 340.00
2023-11-20 8326.00 8324.00 8364.00 8262.00 7974.00 7980.00 8014.00 7912.00 352.00 344.00 350.00 350.00
2023-11-17 8440.00 8310.00 8454.00 8262.00 8066.00 7956.00 8108.00 7924.00 374.00 354.00 346.00 338.00
2023-11-16 8474.00 8454.00 8526.00 8412.00 8120.00 8086.00 8150.00 8032.00 354.00 368.00 376.00 380.00
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