铝合金期货跨期套利数据回测

本页面展示铝合金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

关于铝合金期货跨期套利的详细数据分析,请查看文章:。

铝合金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 22.06 -395.00 160.00 25.84 -130.00 145.00 30.04 -280.00 140.00 3.28 -660.00 100.00

铝合金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 -75.00 -75.00 -75.00 -55.00 -55.00 -55.00 -80.00 -80.00 -80.00 -85.00 -85.00 -85.00
2025-11 8.75 -150.00 120.00 12.50 -130.00 95.00 7.25 -135.00 80.00 -6.00 -315.00 70.00
2025-10 -5.29 -220.00 120.00 -5.59 -75.00 100.00 1.18 -65.00 90.00 -70.00 -660.00 85.00
2025-09 -29.09 -395.00 130.00 3.41 -60.00 55.00 -7.73 -280.00 100.00 -6.82 -100.00 60.00
2025-08 19.05 -105.00 160.00 11.90 -30.00 50.00 20.48 -10.00 115.00 -8.33 -45.00 25.00
2025-07 61.09 -45.00 130.00 56.30 -15.00 100.00 74.35 5.00 105.00 43.48 -25.00 90.00
2025-06 96.67 0.00 150.00 90.33 60.00 145.00 101.33 15.00 140.00 74.00 45.00 100.00

铝合金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
2025-12-01 20800.00 20950.00 20965.00 20765.00 20875.00 21005.00 21045.00 20850.00 -75.00 -55.00 -80.00 -85.00
2025-11-28 20630.00 20800.00 20835.00 20630.00 20685.00 20880.00 20880.00 20685.00 -55.00 -80.00 -45.00 -55.00
2025-11-27 20780.00 20680.00 20865.00 20680.00 20930.00 20810.00 20940.00 20710.00 -150.00 -130.00 -75.00 -30.00
2025-11-26 20665.00 20695.00 20755.00 20640.00 20630.00 20640.00 20700.00 20585.00 35.00 55.00 55.00 55.00
2025-11-25 20695.00 20705.00 20795.00 20635.00 20610.00 20630.00 20735.00 20585.00 85.00 75.00 60.00 50.00
2025-11-24 20615.00 20635.00 20705.00 20535.00 20655.00 20705.00 20765.00 20615.00 -40.00 -70.00 -60.00 -80.00
2025-11-21 20800.00 20595.00 20895.00 20225.00 20680.00 20540.00 20845.00 20540.00 120.00 55.00 50.00 -315.00
2025-11-20 20870.00 20780.00 20905.00 20765.00 20890.00 20830.00 20930.00 20810.00 -20.00 -50.00 -25.00 -45.00
2025-11-19 20720.00 20815.00 20875.00 20710.00 20710.00 20740.00 20820.00 20680.00 10.00 75.00 55.00 30.00
2025-11-18 20930.00 20730.00 20945.00 20710.00 20835.00 20680.00 21010.00 20655.00 95.00 50.00 -65.00 55.00
2025-11-17 21185.00 20990.00 21185.00 20880.00 21130.00 21040.00 21160.00 20945.00 55.00 -50.00 25.00 -65.00
2025-11-14 21350.00 21095.00 21375.00 21065.00 21310.00 21020.00 21310.00 21000.00 40.00 75.00 65.00 65.00
2025-11-13 21220.00 21340.00 21390.00 21145.00 21315.00 21385.00 21440.00 21195.00 -95.00 -45.00 -50.00 -50.00
2025-11-12 21030.00 21245.00 21270.00 20995.00 21020.00 21170.00 21195.00 20955.00 10.00 75.00 75.00 40.00
2025-11-11 21140.00 21040.00 21145.00 21015.00 21090.00 20965.00 21090.00 20950.00 50.00 75.00 55.00 65.00
2025-11-10 21010.00 21105.00 21120.00 20925.00 21090.00 21160.00 21165.00 20935.00 -80.00 -55.00 -45.00 -10.00
2025-11-07 21095.00 21010.00 21165.00 20950.00 21125.00 21060.00 21300.00 21000.00 -30.00 -50.00 -135.00 -50.00
2025-11-06 20815.00 21095.00 21130.00 20770.00 20730.00 21000.00 21050.00 20725.00 85.00 95.00 80.00 45.00
2025-11-05 20860.00 20830.00 20930.00 20705.00 20895.00 20795.00 20895.00 20650.00 -35.00 35.00 35.00 55.00
2025-11-04 21065.00 20960.00 21090.00 20840.00 21060.00 20890.00 21060.00 20770.00 5.00 70.00 30.00 70.00
2025-11-03 20920.00 21065.00 21155.00 20875.00 20830.00 21020.00 21095.00 20825.00 90.00 45.00 60.00 50.00
2025-10-31 20690.00 20805.00 20920.00 20620.00 20570.00 20745.00 20840.00 20535.00 120.00 60.00 80.00 85.00
2025-10-30 20755.00 20705.00 20815.00 20670.00 20700.00 20620.00 20750.00 20595.00 55.00 85.00 65.00 75.00
2025-10-29 20540.00 20690.00 20710.00 20540.00 20650.00 20745.00 20775.00 20620.00 -110.00 -55.00 -65.00 -80.00
2025-10-28 20735.00 20575.00 20735.00 20540.00 20735.00 20615.00 20775.00 20605.00 0.00 -40.00 -40.00 -65.00
2025-10-27 20690.00 20715.00 20775.00 20580.00 20710.00 20790.00 20835.00 20645.00 -20.00 -75.00 -60.00 -65.00
2025-10-24 20705.00 20705.00 20775.00 20600.00 20590.00 20615.00 20685.00 20530.00 115.00 90.00 90.00 70.00
2025-10-23 20570.00 20625.00 20655.00 20550.00 20495.00 20525.00 20580.00 20480.00 75.00 100.00 75.00 70.00
2025-10-22 20460.00 20515.00 20530.00 20410.00 20415.00 20425.00 20455.00 20370.00 45.00 90.00 75.00 40.00
2025-10-21 20420.00 20460.00 20465.00 20315.00 20410.00 20495.00 20500.00 20385.00 10.00 -35.00 -35.00 -70.00
2025-10-20 20440.00 20350.00 20445.00 20350.00 20435.00 20420.00 20485.00 20410.00 5.00 -70.00 -40.00 -60.00
2025-10-17 20495.00 20390.00 20560.00 20300.00 20535.00 20425.00 20595.00 20420.00 -40.00 -35.00 -35.00 -120.00
2025-10-16 20395.00 20490.00 20500.00 20365.00 20430.00 20535.00 20535.00 20415.00 -35.00 -45.00 -35.00 -50.00
2025-10-15 20305.00 20410.00 20465.00 20305.00 20380.00 20480.00 20500.00 20380.00 -75.00 -70.00 -35.00 -75.00
2025-10-14 20475.00 20380.00 20550.00 20360.00 20435.00 20400.00 20575.00 20385.00 40.00 -20.00 -25.00 -25.00
2025-10-13 20560.00 20410.00 20630.00 19605.00 20635.00 20435.00 20635.00 20265.00 -75.00 -25.00 -5.00 -660.00
2025-10-10 20680.00 20540.00 20775.00 20495.00 20660.00 20570.00 20760.00 20530.00 20.00 -30.00 15.00 -35.00
2025-10-09 20320.00 20615.00 20640.00 20310.00 20540.00 20635.00 20645.00 20535.00 -220.00 -20.00 -5.00 -225.00
2025-09-30 20280.00 20210.00 20370.00 20205.00 20410.00 20270.00 20410.00 20250.00 -130.00 -60.00 -40.00 -45.00
2025-09-29 20325.00 20270.00 20360.00 20240.00 20240.00 20230.00 20260.00 20180.00 85.00 40.00 100.00 60.00
2025-09-26 20385.00 20325.00 20450.00 20320.00 20380.00 20270.00 20395.00 20265.00 5.00 55.00 55.00 55.00
2025-09-25 20320.00 20385.00 20470.00 20320.00 20345.00 20365.00 20435.00 20275.00 -25.00 20.00 35.00 45.00
2025-09-24 20275.00 20330.00 20390.00 20275.00 20670.00 20300.00 20670.00 20235.00 -395.00 30.00 -280.00 40.00
2025-09-23 20310.00 20280.00 20310.00 20220.00 20285.00 20255.00 20285.00 20200.00 25.00 25.00 25.00 20.00
2025-09-22 20300.00 20340.00 20395.00 20300.00 20280.00 20300.00 20380.00 20280.00 20.00 40.00 15.00 20.00
2025-09-19 20320.00 20355.00 20480.00 20310.00 20285.00 20325.00 20380.00 20280.00 35.00 30.00 100.00 30.00
2025-09-18 20400.00 20320.00 20420.00 20270.00 20485.00 20285.00 20485.00 20250.00 -85.00 35.00 -65.00 20.00
2025-09-17 20590.00 20460.00 20595.00 20435.00 20460.00 20435.00 20560.00 20405.00 130.00 25.00 35.00 30.00
2025-09-16 20585.00 20480.00 20600.00 20435.00 20595.00 20505.00 20630.00 20430.00 -10.00 -25.00 -30.00 5.00
2025-09-15 20670.00 20545.00 20675.00 20515.00 20710.00 20530.00 20710.00 20530.00 -40.00 15.00 -35.00 -15.00
2025-09-12 20505.00 20645.00 20650.00 20475.00 20520.00 20655.00 20655.00 20505.00 -15.00 -10.00 -5.00 -30.00
2025-09-11 20350.00 20475.00 20480.00 20250.00 20355.00 20490.00 20505.00 20340.00 -5.00 -15.00 -25.00 -90.00
2025-09-10 20325.00 20350.00 20385.00 20315.00 20360.00 20365.00 20400.00 20325.00 -35.00 -15.00 -15.00 -10.00
2025-09-09 20295.00 20305.00 20360.00 20200.00 20340.00 20335.00 20360.00 20300.00 -45.00 -30.00 0.00 -100.00
2025-09-08 20315.00 20295.00 20375.00 20250.00 20375.00 20310.00 20415.00 20290.00 -60.00 -15.00 -40.00 -40.00
2025-09-05 20220.00 20280.00 20315.00 20205.00 20275.00 20310.00 20345.00 20250.00 -55.00 -30.00 -30.00 -45.00
2025-09-04 20285.00 20215.00 20330.00 20175.00 20310.00 20205.00 20350.00 20205.00 -25.00 10.00 -20.00 -30.00
2025-09-03 20280.00 20285.00 20450.00 20230.00 20270.00 20310.00 20430.00 20270.00 10.00 -25.00 20.00 -40.00
2025-09-02 20275.00 20300.00 20375.00 20275.00 20330.00 20310.00 20390.00 20290.00 -55.00 -10.00 -15.00 -15.00
2025-09-01 20350.00 20275.00 20365.00 20235.00 20320.00 20290.00 20320.00 20250.00 30.00 -15.00 45.00 -15.00
2025-08-29 20370.00 20350.00 20420.00 20275.00 20350.00 20320.00 20380.00 20285.00 20.00 30.00 40.00 -10.00
2025-08-28 20350.00 20350.00 20360.00 20230.00 20305.00 20345.00 20350.00 20225.00 45.00 5.00 10.00 5.00
2025-08-27 20270.00 20365.00 20555.00 20270.00 20295.00 20350.00 20550.00 20295.00 -25.00 15.00 5.00 -25.00
2025-08-26 20320.00 20265.00 20325.00 20260.00 20315.00 20295.00 20320.00 20260.00 5.00 -30.00 5.00 0.00
2025-08-25 20170.00 20330.00 20340.00 20170.00 20170.00 20350.00 20350.00 20170.00 0.00 -20.00 -10.00 0.00
2025-08-22 20130.00 20175.00 20240.00 20105.00 20150.00 20155.00 20225.00 20150.00 -20.00 20.00 15.00 -45.00
2025-08-21 20090.00 20125.00 20185.00 20075.00 20075.00 20115.00 20160.00 20070.00 15.00 10.00 25.00 5.00
2025-08-20 20050.00 20075.00 20095.00 20000.00 20060.00 20045.00 20105.00 19985.00 -10.00 30.00 -10.00 15.00
2025-08-19 20100.00 20095.00 20145.00 20025.00 20045.00 20070.00 20110.00 20025.00 55.00 25.00 35.00 0.00
2025-08-18 20250.00 20090.00 20250.00 19950.00 20090.00 20075.00 20135.00 19985.00 160.00 15.00 115.00 -35.00
2025-08-15 20115.00 20165.00 20225.00 20115.00 20130.00 20170.00 20180.00 20125.00 -15.00 -5.00 45.00 -10.00
2025-08-14 20175.00 20140.00 20195.00 20080.00 20165.00 20090.00 20165.00 20080.00 10.00 50.00 30.00 0.00
2025-08-13 20210.00 20200.00 20270.00 20165.00 20180.00 20185.00 20230.00 20140.00 30.00 15.00 40.00 25.00
2025-08-12 20090.00 20140.00 20160.00 20020.00 20030.00 20130.00 20130.00 20030.00 60.00 10.00 30.00 -10.00
2025-08-11 20110.00 20135.00 20165.00 20050.00 20080.00 20120.00 20150.00 20035.00 30.00 15.00 15.00 15.00
2025-08-08 19980.00 20110.00 20115.00 19980.00 20085.00 20065.00 20090.00 20025.00 -105.00 45.00 25.00 -45.00
2025-08-07 20160.00 20135.00 20215.00 20115.00 20140.00 20135.00 20205.00 20125.00 20.00 0.00 10.00 -10.00
2025-08-06 20010.00 20075.00 20100.00 19945.00 19975.00 20055.00 20095.00 19955.00 35.00 20.00 5.00 -10.00
2025-08-05 19915.00 20005.00 20020.00 19865.00 19910.00 20010.00 20025.00 19880.00 5.00 -5.00 -5.00 -15.00
2025-08-04 19870.00 19930.00 19975.00 19800.00 19840.00 19920.00 19975.00 19820.00 30.00 10.00 0.00 -20.00
2025-08-01 19950.00 19920.00 19950.00 19850.00 19895.00 19925.00 19945.00 19855.00 55.00 -5.00 5.00 -5.00
2025-07-31 20090.00 19950.00 20095.00 19910.00 20045.00 19965.00 20085.00 19925.00 45.00 -15.00 10.00 -15.00
2025-07-30 19945.00 20070.00 20085.00 19945.00 19990.00 20050.00 20080.00 19970.00 -45.00 20.00 5.00 -25.00
2025-07-29 20050.00 20020.00 20090.00 19990.00 20050.00 20005.00 20060.00 19990.00 0.00 15.00 30.00 0.00
2025-07-28 20110.00 20025.00 20170.00 19960.00 20055.00 20025.00 20120.00 19900.00 55.00 0.00 50.00 60.00
2025-07-25 20135.00 20135.00 20205.00 20090.00 20095.00 20095.00 20150.00 20040.00 40.00 40.00 55.00 50.00
2025-07-24 20150.00 20135.00 20210.00 20060.00 20110.00 20090.00 20150.00 20035.00 40.00 45.00 60.00 25.00
2025-07-23 20300.00 20155.00 20350.00 20080.00 20190.00 20110.00 20265.00 20075.00 110.00 45.00 85.00 5.00
2025-07-22 20125.00 20280.00 20300.00 20125.00 20080.00 20180.00 20210.00 20035.00 45.00 100.00 90.00 90.00
2025-07-21 19885.00 20165.00 20225.00 19885.00 19870.00 20120.00 20180.00 19870.00 15.00 45.00 45.00 15.00
2025-07-18 19810.00 19875.00 19950.00 19810.00 19775.00 19840.00 19880.00 19755.00 35.00 35.00 70.00 55.00
2025-07-17 19780.00 19845.00 19875.00 19755.00 19765.00 19775.00 19785.00 19740.00 15.00 70.00 90.00 15.00
2025-07-16 19785.00 19820.00 19865.00 19750.00 19715.00 19725.00 19770.00 19715.00 70.00 95.00 95.00 35.00
2025-07-15 19790.00 19790.00 19830.00 19720.00 19690.00 19740.00 19750.00 19675.00 100.00 50.00 80.00 45.00
2025-07-14 19880.00 19805.00 19950.00 19700.00 19825.00 19715.00 19875.00 19645.00 55.00 90.00 75.00 55.00
2025-07-11 19945.00 19930.00 20050.00 19915.00 19875.00 19865.00 19960.00 19855.00 70.00 65.00 90.00 60.00
2025-07-10 19820.00 19940.00 20000.00 19780.00 19775.00 19900.00 19900.00 19775.00 45.00 40.00 100.00 5.00
2025-07-09 19855.00 19830.00 19885.00 19770.00 19755.00 19755.00 19780.00 19695.00 100.00 75.00 105.00 75.00
2025-07-08 19755.00 19850.00 19895.00 19735.00 19695.00 19780.00 19800.00 19670.00 60.00 70.00 95.00 65.00
2025-07-07 19885.00 19750.00 19885.00 19685.00 19785.00 19650.00 19785.00 19600.00 100.00 100.00 100.00 85.00
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