氧化铝期货跨期套利数据回测

本页面展示氧化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

关于氧化铝期货跨期套利的详细数据分析,请查看文章:。

氧化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
2026 28.12 -104.00 161.00 24.85 -92.00 156.00 25.18 -83.00 156.00 21.30 -101.00 149.00
2025 8.32 -154.00 425.00 7.35 -156.00 424.00 11.46 -149.00 444.00 4.31 -156.00 422.00
2024 137.27 -186.00 1280.00 134.79 -254.00 1305.00 135.13 -226.00 1230.00 133.59 -283.00 1294.00
2023 14.32 -24.00 77.00 13.04 -24.00 36.00 14.75 -17.00 54.00 13.12 -25.00 46.00

氧化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
2026-03 -85.17 -104.00 -71.00 -80.00 -84.00 -74.00 -77.50 -83.00 -70.00 -85.50 -92.00 -75.00
2026-02 -15.57 -95.00 145.00 -25.57 -92.00 66.00 -20.86 -79.00 80.00 -28.57 -101.00 74.00
2026-01 92.70 23.00 161.00 91.60 37.00 156.00 88.20 34.00 156.00 88.25 34.00 149.00
2025-12 -13.78 -149.00 170.00 -13.70 -156.00 143.00 -12.22 -149.00 151.00 -17.43 -156.00 134.00
2025-11 -101.10 -154.00 18.00 -100.75 -142.00 17.00 -98.00 -142.00 17.00 -101.15 -146.00 18.00
2025-10 29.53 21.00 48.00 30.18 20.00 55.00 31.71 21.00 55.00 27.29 20.00 48.00
2025-09 21.77 -3.00 47.00 24.55 10.00 48.00 25.59 10.00 50.00 20.64 9.00 44.00
2025-08 1.05 -50.00 44.00 -0.33 -54.00 37.00 3.62 -59.00 45.00 -3.95 -52.00 31.00
2025-07 38.35 -2.00 97.00 37.87 15.00 90.00 41.91 15.00 98.00 31.43 9.00 93.00
2025-06 -10.35 -136.00 41.00 -0.95 -105.00 59.00 -1.70 -116.00 57.00 -5.80 -103.00 43.00
2025-05 -27.84 -75.00 23.00 -29.63 -72.00 18.00 -30.53 -79.00 25.00 -27.05 -77.00 17.00
2025-04 -17.24 -89.00 68.00 -19.10 -70.00 44.00 -14.76 -65.00 58.00 -24.67 -75.00 42.00
2025-03 -46.71 -76.00 -11.00 -45.90 -89.00 -13.00 -40.71 -69.00 -6.00 -49.86 -92.00 -20.00
2025-02 13.72 -54.00 65.00 13.11 -55.00 39.00 9.67 -83.00 44.00 14.33 -53.00 45.00
2025-01 239.33 65.00 425.00 217.22 45.00 424.00 249.33 54.00 444.00 213.89 53.00 422.00
2024-12 518.55 260.00 989.00 520.86 272.00 963.00 515.27 262.00 963.00 520.14 274.00 953.00
2024-11 818.86 -186.00 1280.00 821.90 -254.00 1305.00 803.19 -226.00 1230.00 822.43 -283.00 1294.00
2024-10 101.06 -124.00 241.00 92.06 -137.00 244.00 103.28 -110.00 291.00 84.78 -153.00 238.00
2024-09 55.37 -5.00 157.00 56.74 -7.00 153.00 55.42 -8.00 144.00 60.79 -3.00 150.00
2024-08 65.86 -10.00 297.00 55.68 -13.00 286.00 59.27 -10.00 295.00 59.50 -22.00 297.00
2024-07 13.96 -93.00 93.00 19.61 -61.00 96.00 17.35 -66.00 81.00 15.22 -111.00 108.00
2024-06 -13.53 -47.00 16.00 -19.63 -39.00 0.00 -18.37 -44.00 -3.00 -22.89 -45.00 0.00
2024-05 1.45 -39.00 50.00 -3.30 -32.00 60.00 -3.70 -32.00 57.00 -5.15 -31.00 36.00
2024-04 -0.95 -30.00 27.00 -5.05 -18.00 14.00 -4.00 -17.00 18.00 -4.25 -21.00 15.00
2024-03 7.76 -21.00 24.00 5.52 -8.00 24.00 7.90 -5.00 25.00 4.57 -6.00 16.00
2024-02 -3.93 -39.00 28.00 -6.20 -19.00 19.00 -1.07 -17.00 20.00 -10.20 -25.00 22.00
2024-01 5.36 -19.00 60.00 0.23 -18.00 55.00 10.73 -17.00 124.00 -2.05 -27.00 69.00
2023-12 -1.86 -22.00 16.00 -3.14 -18.00 15.00 1.48 -15.00 19.00 -2.67 -25.00 41.00
2023-11 8.45 -20.00 43.00 6.00 -15.00 17.00 6.09 -6.00 19.00 5.64 -9.00 17.00
2023-10 6.47 -24.00 31.00 3.76 -16.00 14.00 7.12 -5.00 20.00 2.71 -15.00 17.00
2023-09 23.15 -7.00 77.00 18.15 4.00 36.00 20.95 1.00 54.00 19.35 2.00 46.00
2023-08 26.26 16.00 52.00 26.13 20.00 31.00 25.91 20.00 32.00 26.78 22.00 38.00
2023-07 19.95 -4.00 37.00 22.33 15.00 28.00 22.29 14.00 28.00 21.38 12.00 27.00
2023-06 18.38 -24.00 29.00 19.75 -24.00 27.00 22.25 -17.00 30.00 20.75 -14.00 28.00

氧化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
2026-03-09 2844.00 2896.00 2951.00 2830.00 2915.00 2970.00 3021.00 2905.00 -71.00 -74.00 -70.00 -75.00
2026-03-06 2800.00 2832.00 2839.00 2772.00 2878.00 2910.00 2916.00 2861.00 -78.00 -78.00 -77.00 -89.00
2026-03-05 2778.00 2800.00 2826.00 2753.00 2869.00 2882.00 2906.00 2841.00 -91.00 -82.00 -80.00 -88.00
2026-03-04 2800.00 2782.00 2828.00 2773.00 2904.00 2863.00 2907.00 2858.00 -104.00 -81.00 -79.00 -85.00
2026-03-03 2786.00 2807.00 2842.00 2757.00 2861.00 2888.00 2918.00 2841.00 -75.00 -81.00 -76.00 -84.00
2026-03-02 2746.00 2773.00 2782.00 2740.00 2838.00 2857.00 2865.00 2832.00 -92.00 -84.00 -83.00 -92.00
2026-02-27 2805.00 2744.00 2823.00 2730.00 2886.00 2836.00 2902.00 2822.00 -81.00 -92.00 -79.00 -92.00
2026-02-26 2879.00 2820.00 2890.00 2807.00 2955.00 2901.00 2960.00 2889.00 -76.00 -81.00 -70.00 -82.00
2026-02-25 2828.00 2870.00 2884.00 2828.00 2902.00 2944.00 2956.00 2902.00 -74.00 -74.00 -72.00 -74.00
2026-02-24 2913.00 2829.00 2913.00 2811.00 2768.00 2769.00 2833.00 2744.00 145.00 60.00 80.00 67.00
2026-02-13 2801.00 2841.00 2845.00 2791.00 2896.00 2912.00 2918.00 2871.00 -95.00 -71.00 -73.00 -80.00
2026-02-12 2850.00 2808.00 2855.00 2805.00 2904.00 2884.00 2921.00 2884.00 -54.00 -76.00 -66.00 -79.00
2026-02-11 2832.00 2842.00 2857.00 2757.00 2905.00 2911.00 2924.00 2858.00 -73.00 -69.00 -67.00 -101.00
2026-02-10 2865.00 2835.00 2874.00 2827.00 2917.00 2905.00 2944.00 2892.00 -52.00 -70.00 -70.00 -65.00
2026-02-09 2840.00 2868.00 2937.00 2769.00 2887.00 2937.00 2999.00 2845.00 -47.00 -69.00 -62.00 -76.00
2026-02-06 2782.00 2824.00 2865.00 2754.00 2853.00 2893.00 2933.00 2832.00 -71.00 -69.00 -68.00 -78.00
2026-02-05 2824.00 2790.00 2824.00 2774.00 2738.00 2724.00 2756.00 2710.00 86.00 66.00 68.00 64.00
2026-02-04 2820.00 2824.00 2835.00 2793.00 2747.00 2758.00 2769.00 2725.00 73.00 66.00 66.00 68.00
2026-02-03 2796.00 2809.00 2844.00 2774.00 2772.00 2747.00 2784.00 2700.00 24.00 62.00 60.00 74.00
2026-02-02 2767.00 2772.00 2836.00 2738.00 2690.00 2713.00 2775.00 2684.00 77.00 59.00 61.00 54.00
2026-01-30 2816.00 2768.00 2835.00 2728.00 2742.00 2711.00 2776.00 2672.00 74.00 57.00 59.00 56.00
2026-01-29 2800.00 2816.00 2853.00 2792.00 2740.00 2755.00 2794.00 2732.00 60.00 61.00 59.00 60.00
2026-01-28 2741.00 2811.00 2816.00 2722.00 2686.00 2753.00 2759.00 2675.00 55.00 58.00 57.00 47.00
2026-01-27 2736.00 2734.00 2748.00 2706.00 2713.00 2683.00 2713.00 2661.00 23.00 51.00 35.00 45.00
2026-01-26 2725.00 2732.00 2745.00 2703.00 2672.00 2685.00 2699.00 2658.00 53.00 47.00 46.00 45.00
2026-01-23 2717.00 2724.00 2742.00 2706.00 2675.00 2676.00 2697.00 2661.00 42.00 48.00 45.00 45.00
2026-01-22 2685.00 2717.00 2728.00 2666.00 2623.00 2675.00 2686.00 2623.00 62.00 42.00 42.00 43.00
2026-01-21 2679.00 2672.00 2689.00 2651.00 2625.00 2631.00 2647.00 2609.00 54.00 41.00 42.00 42.00
2026-01-20 2730.00 2671.00 2732.00 2666.00 2692.00 2630.00 2693.00 2626.00 38.00 41.00 39.00 40.00
2026-01-19 2750.00 2733.00 2774.00 2725.00 2720.00 2693.00 2740.00 2691.00 30.00 40.00 34.00 34.00
2026-01-16 2788.00 2751.00 2811.00 2735.00 2746.00 2714.00 2770.00 2698.00 42.00 37.00 41.00 37.00
2026-01-15 2804.00 2789.00 2817.00 2761.00 2654.00 2641.00 2675.00 2625.00 150.00 148.00 142.00 136.00
2026-01-14 2780.00 2800.00 2827.00 2770.00 2642.00 2663.00 2686.00 2631.00 138.00 137.00 141.00 139.00
2026-01-13 2869.00 2780.00 2875.00 2756.00 2708.00 2642.00 2720.00 2616.00 161.00 138.00 155.00 140.00
2026-01-12 2850.00 2866.00 2866.00 2811.00 2696.00 2717.00 2722.00 2668.00 154.00 149.00 144.00 143.00
2026-01-09 2863.00 2843.00 2867.00 2781.00 2702.00 2695.00 2711.00 2638.00 161.00 148.00 156.00 143.00
2026-01-08 2923.00 2863.00 2948.00 2826.00 2780.00 2707.00 2854.00 2677.00 143.00 156.00 94.00 149.00
2026-01-07 2822.00 2938.00 2975.00 2822.00 2687.00 2788.00 2828.00 2677.00 135.00 150.00 147.00 145.00
2026-01-06 2762.00 2818.00 2846.00 2762.00 2624.00 2673.00 2696.00 2623.00 138.00 145.00 150.00 139.00
2026-01-05 2791.00 2770.00 2828.00 2757.00 2650.00 2632.00 2692.00 2620.00 141.00 138.00 136.00 137.00
2025-12-31 2761.00 2778.00 2821.00 2731.00 2633.00 2644.00 2670.00 2597.00 128.00 134.00 151.00 134.00
2025-12-30 2743.00 2751.00 2770.00 2710.00 2603.00 2619.00 2637.00 2586.00 140.00 132.00 133.00 124.00
2025-12-29 2800.00 2751.00 2850.00 2729.00 2630.00 2621.00 2709.00 2600.00 170.00 130.00 141.00 129.00
2025-12-26 2642.00 2793.00 2830.00 2605.00 2577.00 2650.00 2719.00 2513.00 65.00 143.00 111.00 92.00
2025-12-25 2670.00 2646.00 2678.00 2627.00 2572.00 2564.00 2591.00 2546.00 98.00 82.00 87.00 81.00
2025-12-24 2520.00 2554.00 2581.00 2520.00 2656.00 2671.00 2688.00 2645.00 -136.00 -117.00 -107.00 -125.00
2025-12-23 2510.00 2520.00 2548.00 2496.00 2631.00 2651.00 2684.00 2631.00 -121.00 -131.00 -136.00 -135.00
2025-12-22 2504.00 2498.00 2526.00 2473.00 2519.00 2508.00 2540.00 2486.00 -15.00 -10.00 -14.00 -13.00
2025-12-19 2560.00 2500.00 2562.00 2491.00 2709.00 2653.00 2711.00 2646.00 -149.00 -153.00 -149.00 -155.00
2025-12-18 2564.00 2553.00 2608.00 2544.00 2704.00 2709.00 2752.00 2700.00 -140.00 -156.00 -144.00 -156.00
2025-12-17 2539.00 2558.00 2564.00 2533.00 2575.00 2575.00 2584.00 2554.00 -36.00 -17.00 -20.00 -21.00
2025-12-16 2536.00 2541.00 2562.00 2506.00 2560.00 2566.00 2585.00 2532.00 -24.00 -25.00 -23.00 -26.00
2025-12-15 2478.00 2537.00 2579.00 2470.00 2511.00 2565.00 2619.00 2511.00 -33.00 -28.00 -40.00 -41.00
2025-12-12 2472.00 2470.00 2482.00 2437.00 2520.00 2517.00 2524.00 2477.00 -48.00 -47.00 -42.00 -40.00
2025-12-11 2482.00 2469.00 2509.00 2462.00 2510.00 2507.00 2550.00 2501.00 -28.00 -38.00 -41.00 -39.00
2025-12-10 2540.00 2477.00 2546.00 2474.00 2567.00 2511.00 2570.00 2507.00 -27.00 -34.00 -24.00 -33.00
2025-12-09 2588.00 2546.00 2591.00 2533.00 2602.00 2567.00 2615.00 2553.00 -14.00 -21.00 -24.00 -20.00
2025-12-08 2557.00 2585.00 2595.00 2557.00 2589.00 2610.00 2617.00 2583.00 -32.00 -25.00 -22.00 -26.00
2025-12-05 2615.00 2555.00 2618.00 2551.00 2630.00 2583.00 2635.00 2576.00 -15.00 -28.00 -17.00 -25.00
2025-12-04 2641.00 2615.00 2643.00 2602.00 2669.00 2635.00 2671.00 2622.00 -28.00 -20.00 -28.00 -20.00
2025-12-03 2671.00 2636.00 2675.00 2626.00 2690.00 2665.00 2699.00 2653.00 -19.00 -29.00 -24.00 -27.00
2025-12-02 2687.00 2670.00 2697.00 2661.00 2710.00 2696.00 2720.00 2690.00 -23.00 -26.00 -23.00 -29.00
2025-12-01 2701.00 2677.00 2705.00 2668.00 2731.00 2708.00 2731.00 2698.00 -30.00 -31.00 -26.00 -30.00
2025-11-28 2724.00 2707.00 2733.00 2705.00 2736.00 2732.00 2753.00 2723.00 -12.00 -25.00 -20.00 -18.00
2025-11-27 2721.00 2724.00 2730.00 2701.00 2745.00 2736.00 2751.00 2723.00 -24.00 -12.00 -21.00 -22.00
2025-11-26 2722.00 2720.00 2731.00 2711.00 2855.00 2851.00 2860.00 2845.00 -133.00 -131.00 -129.00 -134.00
2025-11-25 2736.00 2727.00 2741.00 2722.00 2870.00 2859.00 2872.00 2853.00 -134.00 -132.00 -131.00 -131.00
2025-11-24 2717.00 2736.00 2754.00 2707.00 2850.00 2871.00 2885.00 2843.00 -133.00 -135.00 -131.00 -136.00
2025-11-21 2741.00 2713.00 2749.00 2711.00 2858.00 2850.00 2886.00 2850.00 -117.00 -137.00 -137.00 -139.00
2025-11-20 2740.00 2732.00 2748.00 2716.00 2885.00 2862.00 2890.00 2844.00 -145.00 -130.00 -142.00 -128.00
2025-11-19 2776.00 2740.00 2794.00 2738.00 2915.00 2881.00 2928.00 2880.00 -139.00 -141.00 -134.00 -142.00
2025-11-18 2817.00 2780.00 2822.00 2775.00 2949.00 2919.00 2957.00 2916.00 -132.00 -139.00 -135.00 -141.00
2025-11-17 2816.00 2817.00 2840.00 2774.00 2970.00 2954.00 2970.00 2887.00 -154.00 -137.00 -130.00 -113.00
2025-11-14 2844.00 2822.00 2868.00 2817.00 2972.00 2964.00 2995.00 2955.00 -128.00 -142.00 -127.00 -138.00
2025-11-13 2825.00 2840.00 2847.00 2811.00 2967.00 2969.00 2978.00 2950.00 -142.00 -129.00 -131.00 -139.00
2025-11-12 2815.00 2821.00 2842.00 2806.00 2951.00 2960.00 2972.00 2944.00 -136.00 -139.00 -130.00 -138.00
2025-11-11 2831.00 2816.00 2838.00 2810.00 2955.00 2955.00 2969.00 2949.00 -124.00 -139.00 -131.00 -139.00
2025-11-10 2782.00 2829.00 2844.00 2780.00 2921.00 2955.00 2961.00 2920.00 -139.00 -126.00 -117.00 -140.00
2025-11-07 2780.00 2783.00 2788.00 2767.00 2813.00 2813.00 2818.00 2801.00 -33.00 -30.00 -30.00 -34.00
2025-11-06 2770.00 2787.00 2799.00 2764.00 2817.00 2817.00 2828.00 2796.00 -47.00 -30.00 -29.00 -32.00
2025-11-05 2765.00 2772.00 2780.00 2752.00 2796.00 2808.00 2817.00 2783.00 -31.00 -36.00 -37.00 -31.00
2025-11-04 2790.00 2770.00 2798.00 2765.00 2927.00 2912.00 2933.00 2911.00 -137.00 -142.00 -135.00 -146.00
2025-11-03 2798.00 2789.00 2801.00 2767.00 2780.00 2772.00 2784.00 2749.00 18.00 17.00 17.00 18.00
2025-10-31 2810.00 2793.00 2826.00 2783.00 2781.00 2773.00 2801.00 2762.00 29.00 20.00 25.00 21.00
2025-10-30 2875.00 2816.00 2879.00 2803.00 2846.00 2791.00 2849.00 2781.00 29.00 25.00 30.00 22.00
2025-10-29 2818.00 2879.00 2885.00 2814.00 2775.00 2824.00 2830.00 2766.00 43.00 55.00 55.00 48.00
2025-10-28 2829.00 2817.00 2860.00 2815.00 2781.00 2775.00 2810.00 2772.00 48.00 42.00 50.00 43.00
2025-10-27 2808.00 2829.00 2842.00 2806.00 2775.00 2789.00 2809.00 2772.00 33.00 40.00 33.00 34.00
2025-10-24 2842.00 2810.00 2849.00 2799.00 2800.00 2777.00 2812.00 2769.00 42.00 33.00 37.00 30.00
2025-10-23 2830.00 2838.00 2845.00 2813.00 2800.00 2804.00 2809.00 2780.00 30.00 34.00 36.00 33.00
2025-10-22 2809.00 2829.00 2842.00 2804.00 2777.00 2799.00 2810.00 2772.00 32.00 30.00 32.00 32.00
2025-10-21 2800.00 2810.00 2819.00 2760.00 2778.00 2777.00 2787.00 2739.00 22.00 33.00 32.00 21.00
2025-10-20 2797.00 2806.00 2833.00 2796.00 2774.00 2781.00 2804.00 2774.00 23.00 25.00 29.00 22.00
2025-10-17 2792.00 2800.00 2827.00 2779.00 2763.00 2769.00 2802.00 2759.00 29.00 31.00 25.00 20.00
2025-10-16 2799.00 2790.00 2799.00 2773.00 2774.00 2769.00 2774.00 2750.00 25.00 21.00 25.00 23.00
2025-10-15 2800.00 2797.00 2818.00 2782.00 2778.00 2773.00 2795.00 2760.00 22.00 24.00 23.00 22.00
2025-10-14 2817.00 2805.00 2829.00 2791.00 2794.00 2784.00 2800.00 2771.00 23.00 21.00 29.00 20.00
2025-10-13 2856.00 2820.00 2856.00 2804.00 2835.00 2794.00 2835.00 2779.00 21.00 26.00 21.00 25.00
2025-10-10 2883.00 2856.00 2913.00 2840.00 2853.00 2828.00 2884.00 2817.00 30.00 28.00 29.00 23.00
2025-10-09 2886.00 2875.00 2904.00 2848.00 2865.00 2850.00 2876.00 2823.00 21.00 25.00 28.00 25.00
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