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
2025-02-14 20505.00 20710.00 20740.00 20470.00 20530.00 20745.00 20785.00 20510.00 -25.00 -35.00 -45.00 -40.00
2025-02-13 20530.00 20550.00 20640.00 20490.00 20605.00 20590.00 20685.00 20535.00 -75.00 -40.00 -45.00 -45.00
2025-02-12 20610.00 20575.00 20690.00 20520.00 20645.00 20610.00 20730.00 20560.00 -35.00 -35.00 -40.00 -40.00
2025-02-11 20585.00 20675.00 20780.00 20560.00 20590.00 20715.00 20820.00 20590.00 -5.00 -40.00 -40.00 -30.00
2025-02-10 20530.00 20550.00 20600.00 20405.00 20600.00 20590.00 20640.00 20445.00 -70.00 -40.00 -40.00 -40.00
2025-02-07 20350.00 20600.00 20670.00 20305.00 20370.00 20640.00 20700.00 20345.00 -20.00 -40.00 -30.00 -40.00
2025-02-06 20150.00 20335.00 20380.00 20085.00 20185.00 20385.00 20420.00 20130.00 -35.00 -50.00 -40.00 -45.00
2025-02-05 20320.00 20215.00 20390.00 20155.00 20295.00 20260.00 20425.00 20200.00 25.00 -45.00 -35.00 -45.00
2025-01-27 20425.00 20240.00 20425.00 20150.00 20400.00 20280.00 20435.00 20195.00 25.00 -40.00 -10.00 -45.00
2025-01-24 20160.00 20400.00 20425.00 20160.00 20180.00 20440.00 20460.00 20180.00 -20.00 -40.00 -35.00 -20.00
2025-01-23 20280.00 20130.00 20300.00 20060.00 20340.00 20170.00 20340.00 20105.00 -60.00 -40.00 -40.00 -45.00
2025-01-22 20335.00 20315.00 20375.00 20275.00 20350.00 20360.00 20405.00 20315.00 -15.00 -45.00 -30.00 -40.00
2025-01-21 20440.00 20415.00 20490.00 20375.00 20495.00 20440.00 20525.00 20415.00 -55.00 -25.00 -35.00 -40.00
2025-01-20 20550.00 20405.00 20550.00 20345.00 20575.00 20430.00 20575.00 20375.00 -25.00 -25.00 -25.00 -30.00
2025-01-17 20430.00 20470.00 20540.00 20335.00 20365.00 20420.00 20490.00 20295.00 65.00 50.00 50.00 40.00
2025-01-16 20200.00 20300.00 20425.00 20180.00 20165.00 20265.00 20380.00 20130.00 35.00 35.00 45.00 50.00
2025-01-15 20285.00 20185.00 20300.00 20025.00 20230.00 20150.00 20260.00 19985.00 55.00 35.00 40.00 40.00
2025-01-14 20260.00 20300.00 20360.00 20200.00 20185.00 20255.00 20315.00 20160.00 75.00 45.00 45.00 40.00
2025-01-13 20235.00 20215.00 20275.00 20125.00 20225.00 20255.00 20320.00 20160.00 10.00 -40.00 -45.00 -35.00
2025-01-10 19960.00 20145.00 20185.00 19930.00 20020.00 20165.00 20215.00 19965.00 -60.00 -20.00 -30.00 -35.00
2025-01-09 19670.00 19945.00 20000.00 19610.00 19705.00 19945.00 20015.00 19645.00 -35.00 0.00 -15.00 -35.00
2025-01-08 19735.00 19715.00 19790.00 19680.00 19800.00 19745.00 19820.00 19715.00 -65.00 -30.00 -30.00 -35.00
2025-01-07 19630.00 19680.00 19725.00 19615.00 19695.00 19710.00 19760.00 19655.00 -65.00 -30.00 -35.00 -40.00
2025-01-06 19780.00 19565.00 19815.00 19530.00 19835.00 19620.00 19855.00 19575.00 -55.00 -55.00 -40.00 -45.00
2025-01-03 19920.00 19840.00 20025.00 19780.00 19920.00 19870.00 20055.00 19820.00 0.00 -30.00 -30.00 -40.00
2025-01-02 19850.00 19945.00 19985.00 19790.00 19780.00 19965.00 20005.00 19780.00 70.00 -20.00 -20.00 10.00
2024-12-31 19805.00 19780.00 19835.00 19750.00 19835.00 19805.00 19860.00 19785.00 -30.00 -25.00 -25.00 -35.00
2024-12-30 19770.00 19805.00 19910.00 19695.00 19820.00 19840.00 19945.00 19730.00 -50.00 -35.00 -35.00 -35.00
2024-12-27 19800.00 19795.00 19850.00 19715.00 19825.00 19835.00 19870.00 19750.00 -25.00 -40.00 -20.00 -35.00
2024-12-26 19875.00 19760.00 19935.00 19710.00 19880.00 19760.00 19915.00 19705.00 -5.00 0.00 20.00 5.00
2024-12-25 19980.00 19895.00 19990.00 19840.00 20005.00 19940.00 20020.00 19875.00 -25.00 -45.00 -30.00 -35.00
2024-12-24 19945.00 19880.00 19965.00 19780.00 20005.00 19905.00 20005.00 19815.00 -60.00 -25.00 -40.00 -35.00
2024-12-23 19945.00 19915.00 20055.00 19880.00 19970.00 19955.00 20085.00 19920.00 -25.00 -40.00 -30.00 -40.00
2024-12-20 19845.00 19975.00 20025.00 19825.00 19865.00 20020.00 20060.00 19845.00 -20.00 -45.00 -35.00 -20.00
2024-12-19 19930.00 19850.00 19950.00 19770.00 20000.00 19885.00 20000.00 19805.00 -70.00 -35.00 -50.00 -35.00
2024-12-18 19945.00 19925.00 19995.00 19850.00 19880.00 19920.00 19975.00 19835.00 65.00 5.00 20.00 15.00
2024-12-17 20170.00 19925.00 20205.00 19910.00 20150.00 19910.00 20180.00 19890.00 20.00 15.00 25.00 20.00
2024-12-16 20395.00 20215.00 20465.00 20180.00 20395.00 20205.00 20435.00 20160.00 0.00 10.00 30.00 20.00
2024-12-13 20485.00 20350.00 20515.00 20215.00 20460.00 20345.00 20480.00 20225.00 25.00 5.00 35.00 -10.00
2024-12-12 20370.00 20560.00 20590.00 20345.00 20370.00 20525.00 20560.00 20345.00 0.00 35.00 30.00 0.00
2024-12-11 20340.00 20400.00 20465.00 20290.00 20275.00 20400.00 20475.00 20275.00 65.00 0.00 -10.00 15.00
2024-12-10 20420.00 20295.00 20535.00 20265.00 20430.00 20320.00 20560.00 20280.00 -10.00 -25.00 -25.00 -15.00
2024-12-09 20290.00 20340.00 20415.00 20275.00 20350.00 20370.00 20450.00 20320.00 -60.00 -30.00 -35.00 -45.00
2024-12-06 20560.00 20310.00 20570.00 20290.00 20590.00 20355.00 20610.00 20330.00 -30.00 -45.00 -40.00 -40.00
2024-12-05 20535.00 20505.00 20695.00 20470.00 20575.00 20550.00 20730.00 20505.00 -40.00 -45.00 -35.00 -35.00
2024-12-04 20430.00 20580.00 20625.00 20340.00 20450.00 20620.00 20655.00 20390.00 -20.00 -40.00 -30.00 -50.00
2024-12-03 20380.00 20385.00 20475.00 20295.00 20410.00 20415.00 20510.00 20340.00 -30.00 -30.00 -35.00 -45.00
2024-12-02 20370.00 20390.00 20480.00 20320.00 20385.00 20420.00 20520.00 20360.00 -15.00 -30.00 -40.00 -40.00
2024-11-29 20235.00 20390.00 20455.00 20220.00 20290.00 20430.00 20495.00 20265.00 -55.00 -40.00 -40.00 -45.00
2024-11-28 20555.00 20225.00 20570.00 20220.00 20565.00 20270.00 20600.00 20260.00 -10.00 -45.00 -30.00 -40.00
2024-11-27 20560.00 20575.00 20615.00 20475.00 20600.00 20610.00 20645.00 20510.00 -40.00 -35.00 -30.00 -35.00
2024-11-26 20590.00 20560.00 20705.00 20520.00 20610.00 20590.00 20730.00 20550.00 -20.00 -30.00 -25.00 -30.00
2024-11-25 20360.00 20620.00 20630.00 20355.00 20400.00 20650.00 20650.00 20380.00 -40.00 -30.00 -20.00 -25.00
2024-11-22 20700.00 20420.00 20710.00 20405.00 20710.00 20440.00 20720.00 20430.00 -10.00 -20.00 -10.00 -25.00
2024-11-21 20750.00 20720.00 20815.00 20605.00 20750.00 20730.00 20820.00 20620.00 0.00 -10.00 -5.00 -15.00
2024-11-20 20540.00 20800.00 20840.00 20520.00 20500.00 20780.00 20800.00 20485.00 40.00 20.00 40.00 35.00
2024-11-19 20350.00 20585.00 20640.00 20325.00 20365.00 20560.00 20605.00 20300.00 -15.00 25.00 35.00 25.00
2024-11-18 20955.00 20515.00 20955.00 20290.00 20950.00 20485.00 20950.00 20275.00 5.00 30.00 5.00 15.00
2024-11-15 20635.00 20780.00 20895.00 20635.00 20650.00 20800.00 20915.00 20650.00 -15.00 -20.00 -20.00 -15.00
2024-11-14 20765.00 20560.00 20820.00 20515.00 20785.00 20580.00 20840.00 20550.00 -20.00 -20.00 -20.00 -35.00
2024-11-13 20870.00 20765.00 20955.00 20660.00 20920.00 20785.00 20965.00 20680.00 -50.00 -20.00 -10.00 -20.00
2024-11-12 21280.00 20915.00 21325.00 20860.00 21310.00 20920.00 21335.00 20865.00 -30.00 -5.00 -10.00 -5.00
2024-11-11 21490.00 21390.00 21630.00 21300.00 21445.00 21390.00 21625.00 21300.00 45.00 0.00 5.00 0.00
2024-11-08 21650.00 21690.00 21820.00 21560.00 21600.00 21670.00 21790.00 21530.00 50.00 20.00 30.00 30.00
2024-11-07 20865.00 21450.00 21490.00 20820.00 20960.00 21410.00 21470.00 20840.00 -95.00 40.00 20.00 -20.00
2024-11-06 21050.00 20960.00 21205.00 20955.00 21005.00 20970.00 21150.00 20950.00 45.00 -10.00 55.00 5.00
2024-11-05 20805.00 21010.00 21085.00 20785.00 20825.00 20985.00 21045.00 20785.00 -20.00 25.00 40.00 0.00
2024-11-04 20880.00 20855.00 20910.00 20540.00 20850.00 20855.00 20900.00 20565.00 30.00 0.00 10.00 -25.00
2024-11-01 20775.00 20795.00 20870.00 20705.00 20780.00 20795.00 20885.00 20720.00 -5.00 0.00 -15.00 -15.00
2024-10-31 20810.00 20710.00 20835.00 20630.00 20820.00 20735.00 20850.00 20665.00 -10.00 -25.00 -15.00 -35.00
2024-10-30 20870.00 20865.00 20885.00 20720.00 20850.00 20870.00 20905.00 20745.00 20.00 -5.00 -20.00 -25.00
2024-10-29 20830.00 20790.00 20870.00 20700.00 20880.00 20820.00 20900.00 20740.00 -50.00 -30.00 -30.00 -40.00
2024-10-28 20875.00 20895.00 21030.00 20850.00 20910.00 20930.00 21045.00 20880.00 -35.00 -35.00 -15.00 -30.00
2024-10-25 21025.00 20760.00 21075.00 20610.00 21005.00 20805.00 21095.00 20650.00 20.00 -45.00 -20.00 -40.00
2024-10-24 20875.00 21105.00 21185.00 20820.00 20780.00 21065.00 21135.00 20780.00 95.00 40.00 50.00 40.00
2024-10-23 20940.00 20875.00 21015.00 20820.00 20865.00 20815.00 20955.00 20775.00 75.00 60.00 60.00 45.00
2024-10-22 20860.00 20840.00 20890.00 20680.00 20805.00 20785.00 20840.00 20635.00 55.00 55.00 50.00 45.00
2024-10-21 20735.00 20940.00 20940.00 20650.00 20700.00 20885.00 20890.00 20610.00 35.00 55.00 50.00 40.00
2024-10-18 20565.00 20640.00 20715.00 20525.00 20500.00 20600.00 20675.00 20475.00 65.00 40.00 40.00 50.00
2024-10-17 20755.00 20485.00 20830.00 20480.00 20800.00 20530.00 20875.00 20515.00 -45.00 -45.00 -45.00 -35.00
2024-10-16 20570.00 20705.00 20750.00 20560.00 20585.00 20740.00 20790.00 20585.00 -15.00 -35.00 -40.00 -25.00
2024-10-15 20780.00 20605.00 20850.00 20540.00 20790.00 20640.00 20875.00 20570.00 -10.00 -35.00 -25.00 -30.00
2024-10-14 20940.00 20880.00 20990.00 20730.00 20950.00 20900.00 21000.00 20750.00 -10.00 -20.00 -10.00 -20.00
2024-10-11 20670.00 20825.00 20845.00 20630.00 20660.00 20840.00 20860.00 20650.00 10.00 -15.00 -15.00 -20.00
2024-10-10 20390.00 20585.00 20645.00 20300.00 20425.00 20605.00 20665.00 20340.00 -35.00 -20.00 -20.00 -40.00
2024-10-09 20600.00 20500.00 20660.00 20470.00 20635.00 20540.00 20690.00 20510.00 -35.00 -40.00 -30.00 -40.00
2024-10-08 20600.00 20625.00 20935.00 20540.00 20740.00 20655.00 20965.00 20570.00 -140.00 -30.00 -30.00 -30.00
2024-09-30 20355.00 20460.00 20635.00 20330.00 20465.00 20510.00 20680.00 20370.00 -110.00 -50.00 -45.00 -40.00
2024-09-27 20295.00 20455.00 20475.00 20225.00 20300.00 20490.00 20505.00 20260.00 -5.00 -35.00 -30.00 -35.00
2024-09-26 20010.00 20150.00 20165.00 19985.00 20045.00 20190.00 20200.00 20020.00 -35.00 -40.00 -35.00 -35.00
2024-09-25 20065.00 20055.00 20315.00 20035.00 20045.00 20020.00 20260.00 20000.00 20.00 35.00 55.00 35.00
2024-09-24 19785.00 19980.00 20025.00 19780.00 19820.00 19990.00 20030.00 19800.00 -35.00 -10.00 -5.00 -20.00
2024-09-23 19980.00 19740.00 20000.00 19730.00 19930.00 19720.00 19970.00 19705.00 50.00 20.00 30.00 25.00
2024-09-20 20105.00 20070.00 20135.00 20000.00 20035.00 20040.00 20090.00 19960.00 70.00 30.00 45.00 40.00
2024-09-19 20000.00 20130.00 20135.00 19805.00 19960.00 20085.00 20090.00 19760.00 40.00 45.00 45.00 45.00
2024-09-18 19900.00 19875.00 20000.00 19825.00 20050.00 19925.00 20050.00 19850.00 -150.00 -50.00 -50.00 -25.00
2024-09-13 19745.00 19745.00 19830.00 19710.00 19750.00 19755.00 19830.00 19705.00 -5.00 -10.00 0.00 5.00
2024-09-12 19450.00 19725.00 19740.00 19385.00 19450.00 19705.00 19720.00 19375.00 0.00 20.00 20.00 10.00
2024-09-11 19350.00 19450.00 19455.00 19260.00 19350.00 19440.00 19445.00 19240.00 0.00 10.00 10.00 20.00
2024-09-10 19185.00 19390.00 19480.00 19150.00 19200.00 19380.00 19465.00 19155.00 -15.00 10.00 15.00 -5.00
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