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
2025 10.45 -154.00 425.00 9.38 -142.00 424.00 13.75 -142.00 444.00 6.41 -146.00 422.00
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
2025-12 -30.00 -30.00 -30.00 -29.00 -29.00 -29.00 -26.00 -26.00 -26.00 -31.00 -31.00 -31.00
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
2025-12-01 2701.00 2671.00 2705.00 2669.00 2731.00 2700.00 2731.00 2700.00 -30.00 -29.00 -26.00 -31.00
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
2025-09-30 2901.00 2868.00 2909.00 2862.00 2893.00 2845.00 2893.00 2838.00 8.00 23.00 16.00 24.00
2025-09-29 2898.00 2904.00 2926.00 2862.00 2866.00 2873.00 2899.00 2838.00 32.00 31.00 27.00 24.00
2025-09-26 2935.00 2901.00 2942.00 2900.00 2899.00 2857.00 2899.00 2856.00 36.00 44.00 43.00 44.00
2025-09-25 2915.00 2942.00 2954.00 2899.00 2868.00 2894.00 2904.00 2857.00 47.00 48.00 50.00 42.00
2025-09-24 2881.00 2907.00 2927.00 2872.00 2852.00 2870.00 2892.00 2839.00 29.00 37.00 35.00 33.00
2025-09-23 2926.00 2877.00 2930.00 2868.00 2902.00 2847.00 2910.00 2843.00 24.00 30.00 20.00 25.00
2025-09-22 2950.00 2934.00 2961.00 2906.00 2931.00 2912.00 2936.00 2893.00 19.00 22.00 25.00 13.00
2025-09-19 2931.00 2953.00 2963.00 2919.00 2909.00 2928.00 2933.00 2899.00 22.00 25.00 30.00 20.00
2025-09-18 2944.00 2931.00 2977.00 2916.00 2920.00 2909.00 2954.00 2894.00 24.00 22.00 23.00 22.00
2025-09-17 2982.00 2937.00 2986.00 2902.00 2960.00 2913.00 2960.00 2884.00 22.00 24.00 26.00 18.00
2025-09-16 2945.00 2979.00 3021.00 2938.00 2915.00 2951.00 2987.00 2915.00 30.00 28.00 34.00 23.00
2025-09-15 2916.00 2935.00 2950.00 2903.00 2894.00 2911.00 2925.00 2888.00 22.00 24.00 25.00 15.00
2025-09-12 2945.00 2914.00 2948.00 2907.00 2927.00 2894.00 2927.00 2891.00 18.00 20.00 21.00 16.00
2025-09-11 2923.00 2945.00 2962.00 2923.00 2926.00 2924.00 2935.00 2904.00 -3.00 21.00 27.00 19.00
2025-09-10 2923.00 2933.00 2946.00 2900.00 2909.00 2915.00 2926.00 2884.00 14.00 18.00 20.00 16.00
2025-09-09 2960.00 2929.00 2966.00 2920.00 2937.00 2909.00 2942.00 2898.00 23.00 20.00 24.00 22.00
2025-09-08 3011.00 2960.00 3012.00 2935.00 2990.00 2933.00 2990.00 2917.00 21.00 27.00 22.00 18.00
2025-09-05 2973.00 3006.00 3035.00 2948.00 2957.00 2983.00 3007.00 2935.00 16.00 23.00 28.00 13.00
2025-09-04 2998.00 2980.00 2998.00 2954.00 2978.00 2963.00 2988.00 2945.00 20.00 17.00 10.00 9.00
2025-09-03 3020.00 2992.00 3048.00 2990.00 3022.00 2982.00 3030.00 2977.00 -2.00 10.00 18.00 13.00
2025-09-02 3015.00 3022.00 3046.00 2994.00 2989.00 3010.00 3032.00 2981.00 26.00 12.00 14.00 13.00
2025-09-01 3031.00 3008.00 3039.00 2974.00 3000.00 2994.00 3014.00 2962.00 31.00 14.00 25.00 12.00
2025-08-29 3058.00 3036.00 3067.00 3006.00 3067.00 3009.00 3067.00 2993.00 -9.00 27.00 0.00 13.00
2025-08-28 3040.00 3063.00 3066.00 3030.00 3040.00 3052.00 3053.00 3021.00 0.00 11.00 13.00 9.00
2025-08-27 3069.00 3046.00 3084.00 3039.00 3041.00 3045.00 3071.00 3035.00 28.00 1.00 13.00 4.00
2025-08-26 3184.00 3069.00 3202.00 3065.00 3149.00 3046.00 3164.00 3044.00 35.00 23.00 38.00 21.00
2025-08-25 3141.00 3184.00 3216.00 3141.00 3144.00 3150.00 3185.00 3110.00 -3.00 34.00 31.00 31.00
2025-08-22 3115.00 3138.00 3160.00 3108.00 3114.00 3129.00 3140.00 3101.00 1.00 9.00 20.00 7.00
2025-08-21 3150.00 3124.00 3179.00 3116.00 3126.00 3114.00 3174.00 3109.00 24.00 10.00 5.00 7.00
2025-08-20 3130.00 3147.00 3159.00 3081.00 3131.00 3128.00 3139.00 3080.00 -1.00 19.00 20.00 1.00
2025-08-19 3178.00 3120.00 3187.00 3116.00 3174.00 3113.00 3174.00 3110.00 4.00 7.00 13.00 6.00
2025-08-18 3212.00 3171.00 3238.00 3145.00 3195.00 3159.00 3200.00 3134.00 17.00 12.00 38.00 11.00
2025-08-15 3236.00 3205.00 3268.00 3160.00 3201.00 3182.00 3237.00 3155.00 35.00 23.00 31.00 5.00
2025-08-14 3254.00 3240.00 3289.00 3202.00 3210.00 3203.00 3244.00 3180.00 44.00 37.00 45.00 22.00
2025-08-13 3301.00 3230.00 3321.00 3221.00 3351.00 3276.00 3380.00 3270.00 -50.00 -46.00 -59.00 -49.00
2025-08-12 3180.00 3308.00 3332.00 3170.00 3230.00 3362.00 3384.00 3222.00 -50.00 -54.00 -52.00 -52.00
2025-08-11 3160.00 3182.00 3206.00 3141.00 3206.00 3230.00 3245.00 3181.00 -46.00 -48.00 -39.00 -40.00
2025-08-08 3211.00 3170.00 3217.00 3145.00 3252.00 3201.00 3252.00 3180.00 -41.00 -31.00 -35.00 -35.00
2025-08-07 3254.00 3211.00 3291.00 3191.00 3266.00 3248.00 3311.00 3224.00 -12.00 -37.00 -20.00 -33.00
2025-08-06 3208.00 3241.00 3253.00 3196.00 3222.00 3258.00 3265.00 3209.00 -14.00 -17.00 -12.00 -13.00
2025-08-05 3232.00 3227.00 3245.00 3178.00 3220.00 3229.00 3253.00 3191.00 12.00 -2.00 -8.00 -13.00
2025-08-04 3162.00 3225.00 3241.00 3130.00 3145.00 3229.00 3239.00 3129.00 17.00 -4.00 2.00 1.00
2025-08-01 3220.00 3162.00 3247.00 3144.00 3189.00 3143.00 3215.00 3130.00 31.00 19.00 32.00 14.00
2025-07-31 3300.00 3222.00 3317.00 3175.00 3302.00 3189.00 3302.00 3149.00 -2.00 33.00 15.00 26.00
2025-07-30 3349.00 3326.00 3406.00 3286.00 3278.00 3308.00 3373.00 3263.00 71.00 18.00 33.00 23.00
2025-07-29 3259.00 3307.00 3311.00 3230.00 3223.00 3273.00 3275.00 3215.00 36.00 34.00 36.00 15.00
2025-07-28 3404.00 3243.00 3418.00 3188.00 3402.00 3218.00 3402.00 3170.00 2.00 25.00 16.00 18.00
2025-07-25 3450.00 3428.00 3547.00 3349.00 3402.00 3388.00 3482.00 3322.00 48.00 40.00 65.00 27.00
2025-07-24 3361.00 3427.00 3488.00 3324.00 3294.00 3379.00 3418.00 3269.00 67.00 48.00 70.00 55.00
2025-07-23 3496.00 3355.00 3528.00 3288.00 3421.00 3290.00 3462.00 3237.00 75.00 65.00 66.00 51.00
2025-07-22 3388.00 3513.00 3577.00 3375.00 3291.00 3429.00 3479.00 3282.00 97.00 84.00 98.00 93.00
2025-07-21 3161.00 3386.00 3405.00 3150.00 3102.00 3296.00 3341.00 3102.00 59.00 90.00 64.00 48.00
2025-07-18 3094.00 3133.00 3164.00 3087.00 3058.00 3095.00 3119.00 3056.00 36.00 38.00 45.00 31.00
2025-07-17 3100.00 3089.00 3123.00 3055.00 3075.00 3074.00 3097.00 3046.00 25.00 15.00 26.00 9.00
2025-07-16 3175.00 3111.00 3188.00 3094.00 3127.00 3086.00 3147.00 3070.00 48.00 25.00 41.00 24.00
2025-07-15 3138.00 3165.00 3195.00 3120.00 3096.00 3127.00 3154.00 3087.00 42.00 38.00 41.00 33.00
2025-07-14 3088.00 3145.00 3158.00 3080.00 3074.00 3108.00 3119.00 3060.00 14.00 37.00 39.00 20.00
2025-07-11 3209.00 3117.00 3225.00 3093.00 3166.00 3083.00 3187.00 3061.00 43.00 34.00 38.00 32.00
2025-07-10 3133.00 3208.00 3238.00 3125.00 3093.00 3172.00 3194.00 3084.00 40.00 36.00 44.00 41.00
2025-07-09 3115.00 3130.00 3145.00 3095.00 3051.00 3094.00 3103.00 3051.00 64.00 36.00 42.00 44.00
2025-07-08 3039.00 3110.00 3118.00 3015.00 3017.00 3069.00 3070.00 2985.00 22.00 41.00 48.00 30.00
2025-07-07 3015.00 3042.00 3068.00 2971.00 2998.00 3012.00 3032.00 2960.00 17.00 30.00 36.00 11.00
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