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
2025-07-04 3019.00 3024.00 3058.00 3011.00 3000.00 2997.00 3028.00 2989.00 19.00 27.00 30.00 22.00
2025-07-03 3075.00 3026.00 3084.00 3007.00 3046.00 3002.00 3055.00 2983.00 29.00 24.00 29.00 24.00
2025-07-02 2948.00 3071.00 3075.00 2931.00 2928.00 3044.00 3048.00 2907.00 20.00 27.00 27.00 24.00
2025-07-01 2976.00 2945.00 2981.00 2910.00 2966.00 2919.00 2966.00 2888.00 10.00 26.00 15.00 22.00
2025-06-30 2980.00 2985.00 3004.00 2970.00 2956.00 2961.00 2975.00 2942.00 24.00 24.00 29.00 28.00
2025-06-27 2952.00 2986.00 3002.00 2942.00 2921.00 2955.00 2973.00 2916.00 31.00 31.00 29.00 26.00
2025-06-26 2915.00 2948.00 2952.00 2915.00 2893.00 2917.00 2924.00 2888.00 22.00 31.00 28.00 27.00
2025-06-25 2894.00 2919.00 2920.00 2885.00 2879.00 2890.00 2891.00 2861.00 15.00 29.00 29.00 24.00
2025-06-24 2900.00 2903.00 2930.00 2891.00 2878.00 2878.00 2903.00 2865.00 22.00 25.00 27.00 26.00
2025-06-23 2886.00 2906.00 2955.00 2873.00 2863.00 2878.00 2917.00 2850.00 23.00 28.00 38.00 23.00
2025-06-20 2895.00 2890.00 2925.00 2870.00 3005.00 2995.00 3030.00 2973.00 -110.00 -105.00 -105.00 -103.00
2025-06-19 2926.00 2901.00 2930.00 2883.00 3010.00 3001.00 3026.00 2978.00 -84.00 -100.00 -96.00 -95.00
2025-06-18 2860.00 2920.00 2929.00 2855.00 2819.00 2861.00 2875.00 2812.00 41.00 59.00 54.00 43.00
2025-06-17 2851.00 2860.00 2870.00 2838.00 2810.00 2814.00 2821.00 2798.00 41.00 46.00 49.00 40.00
2025-06-16 2850.00 2852.00 2865.00 2818.00 2811.00 2808.00 2821.00 2786.00 39.00 44.00 44.00 32.00
2025-06-13 2890.00 2852.00 2943.00 2833.00 2850.00 2811.00 2886.00 2798.00 40.00 41.00 57.00 35.00
2025-06-12 2890.00 2895.00 2915.00 2866.00 2859.00 2849.00 2869.00 2836.00 31.00 46.00 46.00 30.00
2025-06-11 2887.00 2895.00 2918.00 2868.00 2850.00 2859.00 2869.00 2835.00 37.00 36.00 49.00 33.00
2025-06-10 2906.00 2886.00 2920.00 2872.00 2974.00 2938.00 2974.00 2931.00 -68.00 -52.00 -54.00 -59.00
2025-06-09 2909.00 2892.00 2926.00 2859.00 2940.00 2946.00 2980.00 2900.00 -31.00 -54.00 -54.00 -41.00
2025-06-06 2945.00 2901.00 2984.00 2883.00 2982.00 2940.00 3013.00 2918.00 -37.00 -39.00 -29.00 -35.00
2025-06-05 3053.00 2943.00 3060.00 2926.00 3099.00 2972.00 3099.00 2960.00 -46.00 -29.00 -39.00 -34.00
2025-06-04 2995.00 3063.00 3086.00 2976.00 3056.00 3085.00 3106.00 3032.00 -61.00 -22.00 -20.00 -56.00
2025-06-03 3030.00 2998.00 3050.00 2966.00 3166.00 3056.00 3166.00 3026.00 -136.00 -58.00 -116.00 -60.00
2025-05-30 2952.00 2962.00 2987.00 2930.00 3016.00 3019.00 3035.00 2983.00 -64.00 -57.00 -48.00 -53.00
2025-05-29 2985.00 2964.00 2990.00 2923.00 3055.00 3003.00 3059.00 2973.00 -70.00 -39.00 -69.00 -50.00
2025-05-28 3028.00 2991.00 3053.00 2953.00 3095.00 3063.00 3132.00 3030.00 -67.00 -72.00 -79.00 -77.00
2025-05-27 3061.00 3018.00 3064.00 2972.00 3136.00 3089.00 3138.00 3042.00 -75.00 -71.00 -74.00 -70.00
2025-05-26 3150.00 3060.00 3170.00 3033.00 3190.00 3129.00 3218.00 3097.00 -40.00 -69.00 -48.00 -64.00
2025-05-23 3191.00 3169.00 3228.00 3143.00 3225.00 3218.00 3267.00 3173.00 -34.00 -49.00 -39.00 -30.00
2025-05-22 3230.00 3216.00 3272.00 3206.00 3240.00 3237.00 3268.00 3210.00 -10.00 -21.00 4.00 -4.00
2025-05-21 3130.00 3246.00 3274.00 3079.00 3160.00 3241.00 3265.00 3080.00 -30.00 5.00 9.00 -1.00
2025-05-20 3149.00 3134.00 3206.00 3110.00 3171.00 3136.00 3226.00 3106.00 -22.00 -2.00 -20.00 4.00
2025-05-19 2938.00 3127.00 3149.00 2920.00 2985.00 3157.00 3212.00 2972.00 -47.00 -30.00 -63.00 -52.00
2025-05-16 2980.00 2890.00 3008.00 2871.00 3050.00 2941.00 3081.00 2920.00 -70.00 -51.00 -73.00 -49.00
2025-05-15 2960.00 2988.00 3028.00 2942.00 2970.00 3047.00 3081.00 2966.00 -10.00 -59.00 -53.00 -24.00
2025-05-14 2841.00 2945.00 2946.00 2804.00 2880.00 2970.00 2972.00 2850.00 -39.00 -25.00 -26.00 -46.00
2025-05-13 2856.00 2840.00 2867.00 2818.00 2860.00 2881.00 2886.00 2841.00 -4.00 -41.00 -19.00 -23.00
2025-05-12 2820.00 2843.00 2856.00 2784.00 2830.00 2855.00 2875.00 2794.00 -10.00 -12.00 -19.00 -10.00
2025-05-09 2800.00 2827.00 2864.00 2780.00 2800.00 2832.00 2868.00 2781.00 0.00 -5.00 -4.00 -1.00
2025-05-08 2707.00 2794.00 2796.00 2686.00 2684.00 2789.00 2793.00 2676.00 23.00 5.00 3.00 10.00
2025-05-07 2686.00 2704.00 2738.00 2682.00 2665.00 2686.00 2713.00 2665.00 21.00 18.00 25.00 17.00
2025-05-06 2740.00 2675.00 2748.00 2664.00 2721.00 2663.00 2735.00 2655.00 19.00 12.00 13.00 9.00
2025-04-30 2752.00 2729.00 2769.00 2685.00 2740.00 2720.00 2743.00 2702.00 12.00 9.00 26.00 -17.00
2025-04-29 2860.00 2766.00 2862.00 2756.00 2823.00 2737.00 2825.00 2728.00 37.00 29.00 37.00 28.00
2025-04-28 2830.00 2862.00 2873.00 2828.00 2810.00 2826.00 2835.00 2800.00 20.00 36.00 38.00 28.00
2025-04-25 2878.00 2846.00 2884.00 2833.00 2850.00 2813.00 2850.00 2800.00 28.00 33.00 34.00 33.00
2025-04-24 2870.00 2878.00 2888.00 2819.00 2824.00 2847.00 2850.00 2802.00 46.00 31.00 38.00 17.00
2025-04-23 2806.00 2862.00 2866.00 2806.00 2805.00 2818.00 2827.00 2795.00 1.00 44.00 39.00 11.00
2025-04-22 2850.00 2811.00 2855.00 2790.00 2815.00 2791.00 2815.00 2775.00 35.00 20.00 40.00 15.00
2025-04-21 2811.00 2844.00 2859.00 2787.00 2760.00 2806.00 2818.00 2760.00 51.00 38.00 41.00 27.00
2025-04-18 2883.00 2818.00 2895.00 2808.00 2815.00 2774.00 2837.00 2766.00 68.00 44.00 58.00 42.00
2025-04-17 2835.00 2828.00 2849.00 2790.00 2863.00 2884.00 2912.00 2840.00 -28.00 -56.00 -63.00 -50.00
2025-04-16 2790.00 2815.00 2836.00 2782.00 2844.00 2867.00 2894.00 2840.00 -54.00 -52.00 -58.00 -58.00
2025-04-15 2828.00 2786.00 2837.00 2772.00 2881.00 2845.00 2889.00 2827.00 -53.00 -59.00 -52.00 -55.00
2025-04-14 2828.00 2830.00 2886.00 2805.00 2857.00 2886.00 2918.00 2850.00 -29.00 -56.00 -32.00 -45.00
2025-04-11 2780.00 2805.00 2816.00 2740.00 2830.00 2854.00 2876.00 2803.00 -50.00 -49.00 -60.00 -63.00
2025-04-10 2788.00 2790.00 2863.00 2768.00 2823.00 2844.00 2906.00 2823.00 -35.00 -54.00 -43.00 -55.00
2025-04-09 2751.00 2803.00 2814.00 2663.00 2817.00 2849.00 2869.00 2728.00 -66.00 -46.00 -55.00 -65.00
2025-04-08 2774.00 2740.00 2825.00 2716.00 2830.00 2810.00 2878.00 2791.00 -56.00 -70.00 -53.00 -75.00
2025-04-07 2710.00 2769.00 2815.00 2694.00 2799.00 2831.00 2880.00 2745.00 -89.00 -62.00 -65.00 -51.00
2025-04-03 2880.00 2854.00 2904.00 2853.00 2954.00 2907.00 2957.00 2906.00 -74.00 -53.00 -53.00 -53.00
2025-04-02 2946.00 2890.00 2975.00 2876.00 3009.00 2955.00 3039.00 2942.00 -63.00 -65.00 -64.00 -66.00
2025-04-01 2937.00 2951.00 2970.00 2921.00 3000.00 3014.00 3033.00 2987.00 -63.00 -63.00 -63.00 -66.00
2025-03-31 3035.00 2936.00 3037.00 2927.00 3070.00 3000.00 3077.00 2993.00 -35.00 -64.00 -40.00 -66.00
2025-03-28 3050.00 3035.00 3067.00 3026.00 3099.00 3073.00 3106.00 3069.00 -49.00 -38.00 -39.00 -43.00
2025-03-27 3109.00 3056.00 3115.00 3044.00 3140.00 3106.00 3150.00 3101.00 -31.00 -50.00 -35.00 -57.00
2025-03-26 3063.00 3108.00 3118.00 3062.00 3111.00 3145.00 3161.00 3102.00 -48.00 -37.00 -43.00 -40.00
2025-03-25 3075.00 3066.00 3115.00 3042.00 3120.00 3106.00 3154.00 3086.00 -45.00 -40.00 -39.00 -44.00
2025-03-24 3011.00 3072.00 3094.00 3006.00 3087.00 3114.00 3131.00 3065.00 -76.00 -42.00 -37.00 -59.00
2025-03-21 2993.00 3020.00 3043.00 2976.00 3050.00 3075.00 3104.00 3042.00 -57.00 -55.00 -61.00 -66.00
2025-03-20 3019.00 2991.00 3028.00 2959.00 3088.00 3055.00 3088.00 3027.00 -69.00 -64.00 -60.00 -68.00
2025-03-19 3081.00 3015.00 3082.00 3002.00 3115.00 3082.00 3126.00 3063.00 -34.00 -67.00 -44.00 -61.00
2025-03-18 3110.00 3080.00 3125.00 3078.00 3160.00 3120.00 3163.00 3116.00 -50.00 -40.00 -38.00 -38.00
2025-03-17 3158.00 3114.00 3163.00 3100.00 3198.00 3150.00 3198.00 3146.00 -40.00 -36.00 -35.00 -46.00
2025-03-14 3137.00 3156.00 3165.00 3113.00 3160.00 3169.00 3171.00 3133.00 -23.00 -13.00 -6.00 -20.00
2025-03-13 3180.00 3141.00 3185.00 3133.00 3191.00 3163.00 3201.00 3153.00 -11.00 -22.00 -16.00 -20.00
2025-03-12 3192.00 3173.00 3225.00 3156.00 3223.00 3191.00 3253.00 3180.00 -31.00 -18.00 -28.00 -24.00
2025-03-11 3195.00 3190.00 3215.00 3173.00 3221.00 3221.00 3248.00 3203.00 -26.00 -31.00 -33.00 -30.00
2025-03-10 3267.00 3195.00 3280.00 3173.00 3312.00 3227.00 3319.00 3209.00 -45.00 -32.00 -39.00 -36.00
2025-03-07 3290.00 3268.00 3296.00 3263.00 3332.00 3315.00 3340.00 3305.00 -42.00 -47.00 -44.00 -42.00
2025-03-06 3284.00 3283.00 3311.00 3256.00 3335.00 3332.00 3353.00 3305.00 -51.00 -49.00 -42.00 -49.00
2025-03-05 3330.00 3282.00 3337.00 3266.00 3404.00 3371.00 3406.00 3358.00 -74.00 -89.00 -69.00 -92.00
2025-03-04 3348.00 3334.00 3380.00 3301.00 3419.00 3397.00 3438.00 3386.00 -71.00 -63.00 -58.00 -85.00
2025-03-03 3350.00 3344.00 3395.00 3337.00 3423.00 3411.00 3444.00 3398.00 -73.00 -67.00 -49.00 -61.00
2025-02-28 3382.00 3363.00 3395.00 3349.00 3436.00 3418.00 3441.00 3402.00 -54.00 -55.00 -46.00 -53.00
2025-02-27 3347.00 3384.00 3398.00 3318.00 3384.00 3430.00 3441.00 3371.00 -37.00 -46.00 -43.00 -53.00
2025-02-26 3405.00 3344.00 3428.00 3336.00 3340.00 3306.00 3384.00 3291.00 65.00 38.00 44.00 45.00
2025-02-25 3400.00 3390.00 3420.00 3370.00 3360.00 3351.00 3381.00 3332.00 40.00 39.00 39.00 38.00
2025-02-24 3410.00 3402.00 3426.00 3354.00 3373.00 3364.00 3389.00 3320.00 37.00 38.00 37.00 34.00
2025-02-21 3472.00 3428.00 3479.00 3410.00 3432.00 3390.00 3448.00 3371.00 40.00 38.00 31.00 39.00
2025-02-20 3420.00 3466.00 3477.00 3406.00 3384.00 3432.00 3445.00 3375.00 36.00 34.00 32.00 31.00
2025-02-19 3449.00 3418.00 3449.00 3402.00 3428.00 3381.00 3428.00 3373.00 21.00 37.00 21.00 29.00
2025-02-18 3429.00 3439.00 3456.00 3383.00 3385.00 3411.00 3436.00 3350.00 44.00 28.00 20.00 33.00
2025-02-17 3346.00 3412.00 3430.00 3334.00 3306.00 3384.00 3395.00 3299.00 40.00 28.00 35.00 35.00
2025-02-14 3340.00 3334.00 3380.00 3313.00 3301.00 3304.00 3345.00 3280.00 39.00 30.00 35.00 33.00
2025-02-13 3366.00 3360.00 3392.00 3339.00 3355.00 3329.00 3361.00 3308.00 11.00 31.00 31.00 31.00
2025-02-12 3445.00 3387.00 3458.00 3372.00 3427.00 3363.00 3427.00 3338.00 18.00 24.00 31.00 34.00
2025-02-11 3460.00 3455.00 3526.00 3398.00 3460.00 3428.00 3494.00 3377.00 0.00 27.00 32.00 21.00
2025-02-10 3473.00 3466.00 3522.00 3445.00 3500.00 3440.00 3519.00 3413.00 -27.00 26.00 3.00 32.00
导出Excel数据