沪铝期货跨期套利数据回测

本页面展示沪铝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

关于沪铝期货跨期套利的详细数据分析,请查看文章:。

沪铝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
暂无数据

沪铝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

沪铝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
2025-07-11 20690.00 20695.00 20795.00 20660.00 20630.00 20630.00 20730.00 20595.00 60.00 65.00 65.00 65.00
2025-07-10 20520.00 20700.00 20750.00 20515.00 20470.00 20640.00 20685.00 20455.00 50.00 60.00 65.00 60.00
2025-07-09 20510.00 20515.00 20575.00 20455.00 20480.00 20455.00 20525.00 20390.00 30.00 60.00 50.00 65.00
2025-07-08 20460.00 20525.00 20570.00 20430.00 20420.00 20470.00 20505.00 20370.00 40.00 55.00 65.00 60.00
2025-07-07 20595.00 20410.00 20625.00 20385.00 20545.00 20355.00 20555.00 20325.00 50.00 55.00 70.00 60.00
2025-07-04 20640.00 20635.00 20695.00 20585.00 20625.00 20565.00 20635.00 20525.00 15.00 70.00 60.00 60.00
2025-07-03 20640.00 20680.00 20740.00 20630.00 20590.00 20610.00 20670.00 20560.00 50.00 70.00 70.00 70.00
2025-07-02 20610.00 20635.00 20725.00 20600.00 20575.00 20565.00 20640.00 20515.00 35.00 70.00 85.00 85.00
2025-07-01 20555.00 20635.00 20640.00 20505.00 20480.00 20545.00 20550.00 20420.00 75.00 90.00 90.00 85.00
2025-06-30 20575.00 20580.00 20620.00 20450.00 20495.00 20495.00 20515.00 20360.00 80.00 85.00 105.00 90.00
2025-06-27 20490.00 20580.00 20660.00 20470.00 20400.00 20480.00 20580.00 20380.00 90.00 100.00 80.00 90.00
2025-06-26 20340.00 20445.00 20455.00 20325.00 20310.00 20360.00 20375.00 20255.00 30.00 85.00 80.00 70.00
2025-06-25 20300.00 20355.00 20360.00 20240.00 20410.00 20445.00 20455.00 20335.00 -110.00 -90.00 -95.00 -95.00
2025-06-24 20415.00 20315.00 20450.00 20255.00 20490.00 20400.00 20540.00 20350.00 -75.00 -85.00 -90.00 -95.00
2025-06-23 20425.00 20365.00 20580.00 20340.00 20490.00 20465.00 20665.00 20440.00 -65.00 -100.00 -85.00 -100.00
2025-06-20 20540.00 20465.00 20595.00 20460.00 20430.00 20370.00 20490.00 20360.00 110.00 95.00 105.00 100.00
2025-06-19 20650.00 20585.00 20695.00 20525.00 20475.00 20465.00 20560.00 20400.00 175.00 120.00 135.00 125.00
2025-06-18 20520.00 20680.00 20745.00 20500.00 20340.00 20500.00 20580.00 20335.00 180.00 180.00 165.00 165.00
2025-06-17 20410.00 20460.00 20475.00 20355.00 20250.00 20285.00 20295.00 20195.00 160.00 175.00 180.00 160.00
2025-06-16 20375.00 20405.00 20475.00 20330.00 20150.00 20225.00 20255.00 20100.00 225.00 180.00 220.00 230.00
2025-06-13 20360.00 20440.00 20510.00 20345.00 20250.00 20210.00 20305.00 20170.00 110.00 230.00 205.00 175.00
2025-06-12 20230.00 20395.00 20450.00 20215.00 20130.00 20275.00 20335.00 20110.00 100.00 120.00 115.00 105.00
2025-06-11 20005.00 20250.00 20285.00 20005.00 19950.00 20135.00 20185.00 19915.00 55.00 115.00 100.00 90.00
2025-06-10 20075.00 19980.00 20100.00 19925.00 19995.00 19880.00 20005.00 19825.00 80.00 100.00 95.00 100.00
2025-06-09 19980.00 20025.00 20095.00 19940.00 19895.00 19930.00 20000.00 19850.00 85.00 95.00 95.00 90.00
2025-06-06 20050.00 20070.00 20115.00 20010.00 20000.00 19975.00 20025.00 19930.00 50.00 95.00 90.00 80.00
2025-06-05 20030.00 20010.00 20145.00 19975.00 20000.00 19935.00 20055.00 19880.00 30.00 75.00 90.00 95.00
2025-06-04 19900.00 20075.00 20110.00 19890.00 19835.00 19970.00 20020.00 19810.00 65.00 105.00 90.00 80.00
2025-06-03 20115.00 19860.00 20200.00 19845.00 20020.00 19790.00 20095.00 19770.00 95.00 70.00 105.00 75.00
2025-05-30 20165.00 20070.00 20180.00 20000.00 20080.00 19975.00 20095.00 19915.00 85.00 95.00 85.00 85.00
2025-05-29 20115.00 20200.00 20245.00 20045.00 20055.00 20110.00 20155.00 19970.00 60.00 90.00 90.00 75.00
2025-05-28 20165.00 20095.00 20205.00 20090.00 20230.00 20185.00 20280.00 20180.00 -65.00 -90.00 -75.00 -90.00
2025-05-27 20150.00 20040.00 20185.00 19965.00 20245.00 20135.00 20260.00 20065.00 -95.00 -95.00 -75.00 -100.00
2025-05-26 20125.00 20155.00 20220.00 20075.00 20180.00 20210.00 20290.00 20155.00 -55.00 -55.00 -70.00 -80.00
2025-05-23 20150.00 20155.00 20220.00 20115.00 20215.00 20220.00 20290.00 20175.00 -65.00 -65.00 -70.00 -60.00
2025-05-22 20155.00 20210.00 20265.00 20100.00 20205.00 20270.00 20315.00 20155.00 -50.00 -60.00 -50.00 -55.00
2025-05-21 20135.00 20190.00 20220.00 20120.00 20165.00 20230.00 20260.00 20165.00 -30.00 -40.00 -40.00 -45.00
2025-05-20 20050.00 20075.00 20110.00 20005.00 20110.00 20125.00 20160.00 20060.00 -60.00 -50.00 -50.00 -55.00
2025-05-19 20125.00 20110.00 20300.00 20080.00 20165.00 20160.00 20345.00 20125.00 -40.00 -50.00 -45.00 -45.00
2025-05-16 20150.00 20130.00 20230.00 20085.00 20170.00 20175.00 20270.00 20140.00 -20.00 -45.00 -40.00 -55.00
2025-05-15 20255.00 20185.00 20290.00 20150.00 20300.00 20225.00 20325.00 20200.00 -45.00 -40.00 -35.00 -50.00
2025-05-14 19995.00 20275.00 20290.00 19950.00 19960.00 20240.00 20260.00 19905.00 35.00 35.00 30.00 45.00
2025-05-13 20050.00 20005.00 20175.00 19925.00 20000.00 19960.00 20075.00 19865.00 50.00 45.00 100.00 60.00
2025-05-12 19590.00 19910.00 19920.00 19555.00 19565.00 19835.00 19865.00 19465.00 25.00 75.00 55.00 90.00
2025-05-09 19560.00 19585.00 19645.00 19530.00 19465.00 19500.00 19555.00 19425.00 95.00 85.00 90.00 105.00
2025-05-08 19465.00 19510.00 19635.00 19300.00 19340.00 19410.00 19535.00 19225.00 125.00 100.00 100.00 75.00
2025-05-07 19770.00 19465.00 19905.00 19415.00 19725.00 19400.00 19840.00 19340.00 45.00 65.00 65.00 75.00
2025-05-06 19920.00 19785.00 20050.00 19775.00 19820.00 19725.00 19975.00 19700.00 100.00 60.00 75.00 75.00
2025-04-30 19990.00 19910.00 20055.00 19900.00 19905.00 19840.00 19975.00 19835.00 85.00 70.00 80.00 65.00
2025-04-29 19940.00 19930.00 19965.00 19880.00 19875.00 19860.00 19895.00 19815.00 65.00 70.00 70.00 65.00
2025-04-28 19950.00 19935.00 19995.00 19860.00 19915.00 19870.00 19930.00 19790.00 35.00 65.00 65.00 70.00
2025-04-25 19905.00 20030.00 20040.00 19845.00 19875.00 19955.00 19980.00 19780.00 30.00 75.00 60.00 65.00
2025-04-24 19885.00 19930.00 19955.00 19865.00 19845.00 19865.00 19880.00 19795.00 40.00 65.00 75.00 70.00
2025-04-23 19765.00 19860.00 19895.00 19730.00 19695.00 19790.00 19830.00 19660.00 70.00 70.00 65.00 70.00
2025-04-22 19900.00 19745.00 19900.00 19645.00 19995.00 19830.00 19995.00 19750.00 -95.00 -85.00 -95.00 -105.00
2025-04-21 19680.00 19870.00 19900.00 19625.00 19835.00 19950.00 19970.00 19725.00 -155.00 -80.00 -70.00 -100.00
2025-04-18 19660.00 19695.00 19780.00 19640.00 19740.00 19785.00 19865.00 19725.00 -80.00 -90.00 -85.00 -85.00
2025-04-17 19550.00 19645.00 19725.00 19505.00 19605.00 19730.00 19810.00 19585.00 -55.00 -85.00 -85.00 -80.00
2025-04-16 19590.00 19545.00 19650.00 19485.00 19625.00 19615.00 19725.00 19570.00 -35.00 -70.00 -75.00 -85.00
2025-04-15 19690.00 19595.00 19720.00 19535.00 19785.00 19670.00 19785.00 19615.00 -95.00 -75.00 -65.00 -80.00
2025-04-14 19700.00 19685.00 19805.00 19615.00 19755.00 19750.00 19860.00 19690.00 -55.00 -65.00 -55.00 -75.00
2025-04-11 19780.00 19695.00 19810.00 19540.00 19740.00 19640.00 19775.00 19485.00 40.00 55.00 35.00 55.00
2025-04-10 19265.00 19805.00 19880.00 19225.00 19250.00 19755.00 19835.00 19140.00 15.00 50.00 45.00 85.00
2025-04-09 19690.00 19325.00 19770.00 19210.00 19675.00 19265.00 19695.00 19150.00 15.00 60.00 75.00 60.00
2025-04-08 19705.00 19635.00 19905.00 19600.00 19690.00 19555.00 19825.00 19520.00 15.00 80.00 80.00 80.00
2025-04-07 19000.00 19685.00 19905.00 19000.00 19470.00 19640.00 19855.00 18960.00 -470.00 45.00 50.00 40.00
2025-04-03 20455.00 20420.00 20520.00 20330.00 20410.00 20365.00 20485.00 20290.00 45.00 55.00 35.00 40.00
2025-04-02 20425.00 20435.00 20525.00 20365.00 20450.00 20410.00 20485.00 20340.00 -25.00 25.00 40.00 25.00
2025-04-01 20480.00 20525.00 20585.00 20410.00 20450.00 20510.00 20560.00 20390.00 30.00 15.00 25.00 20.00
2025-03-31 20590.00 20480.00 20640.00 20465.00 20620.00 20465.00 20655.00 20445.00 -30.00 15.00 -15.00 20.00
2025-03-28 20710.00 20580.00 20720.00 20550.00 20720.00 20595.00 20745.00 20560.00 -10.00 -15.00 -25.00 -10.00
2025-03-27 20710.00 20815.00 20870.00 20665.00 20720.00 20830.00 20895.00 20680.00 -10.00 -15.00 -25.00 -15.00
2025-03-26 20705.00 20720.00 20755.00 20650.00 20705.00 20700.00 20730.00 20625.00 0.00 20.00 25.00 25.00
2025-03-25 20750.00 20705.00 20750.00 20590.00 20765.00 20710.00 20770.00 20610.00 -15.00 -5.00 -20.00 -20.00
2025-03-24 20665.00 20750.00 20770.00 20640.00 20645.00 20730.00 20740.00 20625.00 20.00 20.00 30.00 15.00
2025-03-21 20875.00 20700.00 20895.00 20690.00 20860.00 20680.00 20860.00 20670.00 15.00 20.00 35.00 20.00
2025-03-20 20760.00 20895.00 20950.00 20680.00 20765.00 20865.00 20910.00 20655.00 -5.00 30.00 40.00 25.00
2025-03-19 20715.00 20705.00 20770.00 20570.00 20675.00 20680.00 20740.00 20540.00 40.00 25.00 30.00 30.00
2025-03-18 20900.00 20715.00 20960.00 20710.00 20860.00 20690.00 20920.00 20685.00 40.00 25.00 40.00 25.00
2025-03-17 20985.00 20925.00 21005.00 20820.00 20930.00 20885.00 20970.00 20785.00 55.00 40.00 35.00 35.00
2025-03-14 20945.00 20990.00 21130.00 20875.00 20875.00 20955.00 21090.00 20835.00 70.00 35.00 40.00 40.00
2025-03-13 21060.00 20970.00 21100.00 20910.00 21035.00 20935.00 21040.00 20875.00 25.00 35.00 60.00 35.00
2025-03-12 20880.00 20970.00 21040.00 20810.00 20930.00 21000.00 21065.00 20840.00 -50.00 -30.00 -25.00 -30.00
2025-03-11 20905.00 20845.00 20925.00 20615.00 20935.00 20860.00 20950.00 20645.00 -30.00 -15.00 -25.00 -30.00
2025-03-10 20855.00 20895.00 20950.00 20790.00 20870.00 20925.00 20970.00 20825.00 -15.00 -30.00 -20.00 -35.00
2025-03-07 20865.00 20835.00 20995.00 20810.00 20950.00 20860.00 20995.00 20840.00 -85.00 -25.00 0.00 -30.00
2025-03-06 20680.00 20865.00 20940.00 20590.00 20695.00 20895.00 20955.00 20615.00 -15.00 -30.00 -15.00 -25.00
2025-03-05 20670.00 20620.00 20675.00 20560.00 20670.00 20645.00 20700.00 20580.00 0.00 -25.00 -25.00 -20.00
2025-03-04 20720.00 20630.00 20755.00 20595.00 20725.00 20655.00 20780.00 20615.00 -5.00 -25.00 -25.00 -20.00
2025-03-03 20640.00 20670.00 20725.00 20535.00 20680.00 20690.00 20745.00 20560.00 -40.00 -20.00 -20.00 -25.00
2025-02-28 20620.00 20640.00 20725.00 20565.00 20695.00 20670.00 20755.00 20600.00 -75.00 -30.00 -30.00 -35.00
2025-02-27 20650.00 20620.00 20665.00 20500.00 20665.00 20660.00 20700.00 20540.00 -15.00 -40.00 -35.00 -40.00
2025-02-26 20550.00 20615.00 20680.00 20540.00 20600.00 20660.00 20715.00 20575.00 -50.00 -45.00 -35.00 -35.00
2025-02-25 20670.00 20530.00 20730.00 20435.00 20715.00 20560.00 20765.00 20475.00 -45.00 -30.00 -35.00 -40.00
2025-02-24 20760.00 20690.00 20875.00 20635.00 20715.00 20735.00 20910.00 20670.00 45.00 -45.00 -35.00 -35.00
2025-02-21 20865.00 20825.00 20955.00 20790.00 20880.00 20865.00 20980.00 20825.00 -15.00 -40.00 -25.00 -35.00
2025-02-20 20790.00 20830.00 20875.00 20700.00 20745.00 20790.00 20830.00 20660.00 45.00 40.00 45.00 40.00
2025-02-19 20650.00 20700.00 20750.00 20630.00 20600.00 20665.00 20710.00 20590.00 50.00 35.00 40.00 40.00
2025-02-18 20645.00 20665.00 20690.00 20585.00 20570.00 20625.00 20640.00 20545.00 75.00 40.00 50.00 40.00
2025-02-17 20845.00 20660.00 20880.00 20600.00 20785.00 20615.00 20825.00 20565.00 60.00 45.00 55.00 35.00
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