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
2025-02-07 3490.00 3481.00 3528.00 3465.00 3510.00 3489.00 3553.00 3468.00 -20.00 -8.00 -25.00 -3.00
2025-02-06 3460.00 3496.00 3580.00 3432.00 3496.00 3516.00 3600.00 3448.00 -36.00 -20.00 -20.00 -16.00
2025-02-05 3606.00 3454.00 3626.00 3448.00 3576.00 3507.00 3709.00 3500.00 30.00 -53.00 -83.00 -52.00
2025-01-27 3655.00 3651.00 3682.00 3623.00 3590.00 3606.00 3628.00 3570.00 65.00 45.00 54.00 53.00
2025-01-24 3668.00 3634.00 3689.00 3606.00 3557.00 3577.00 3591.00 3525.00 111.00 57.00 98.00 81.00
2025-01-23 3800.00 3658.00 3807.00 3628.00 3678.00 3570.00 3700.00 3555.00 122.00 88.00 107.00 73.00
2025-01-22 3810.00 3801.00 3831.00 3774.00 3633.00 3658.00 3678.00 3628.00 177.00 143.00 153.00 146.00
2025-01-21 3832.00 3798.00 3862.00 3752.00 3698.00 3652.00 3698.00 3638.00 134.00 146.00 164.00 114.00
2025-01-20 3884.00 3840.00 3951.00 3811.00 3730.00 3686.00 3776.00 3662.00 154.00 154.00 175.00 149.00
2025-01-17 3694.00 3868.00 3885.00 3633.00 3611.00 3740.00 3746.00 3563.00 83.00 128.00 139.00 70.00
2025-01-16 3795.00 3703.00 3830.00 3671.00 3641.00 3604.00 3655.00 3548.00 154.00 99.00 175.00 123.00
2025-01-15 3909.00 3809.00 3923.00 3780.00 3597.00 3634.00 3658.00 3574.00 312.00 175.00 265.00 206.00
2025-01-14 4055.00 3925.00 4112.00 3917.00 3706.00 3599.00 3718.00 3586.00 349.00 326.00 394.00 331.00
2025-01-13 4062.00 4083.00 4152.00 4040.00 3737.00 3711.00 3755.00 3672.00 325.00 372.00 397.00 368.00
2025-01-10 4130.00 4066.00 4142.00 4045.00 3888.00 3838.00 3908.00 3826.00 242.00 228.00 234.00 219.00
2025-01-09 4123.00 4123.00 4156.00 4029.00 3870.00 3879.00 3920.00 3824.00 253.00 244.00 236.00 205.00
2025-01-08 4278.00 4128.00 4312.00 4095.00 3990.00 3877.00 3995.00 3846.00 288.00 251.00 317.00 249.00
2025-01-07 4280.00 4294.00 4344.00 4194.00 3965.00 3981.00 3996.00 3888.00 315.00 313.00 348.00 306.00
2025-01-06 4397.00 4254.00 4397.00 4250.00 4010.00 3929.00 4021.00 3922.00 387.00 325.00 376.00 328.00
2025-01-03 4688.00 4402.00 4688.00 4368.00 4276.00 4010.00 4276.00 3961.00 412.00 392.00 412.00 407.00
2025-01-02 4755.00 4700.00 4780.00 4679.00 4330.00 4276.00 4336.00 4257.00 425.00 424.00 444.00 422.00
2024-12-31 4840.00 4797.00 4867.00 4763.00 4343.00 4336.00 4384.00 4299.00 497.00 461.00 483.00 464.00
2024-12-30 4750.00 4838.00 4860.00 4721.00 4265.00 4352.00 4373.00 4265.00 485.00 486.00 487.00 456.00
2024-12-27 4749.00 4739.00 4788.00 4710.00 4280.00 4273.00 4333.00 4257.00 469.00 466.00 455.00 453.00
2024-12-26 4678.00 4727.00 4746.00 4635.00 4275.00 4292.00 4308.00 4216.00 403.00 435.00 438.00 419.00
2024-12-25 4715.00 4696.00 4726.00 4610.00 4259.00 4275.00 4300.00 4188.00 456.00 421.00 426.00 422.00
2024-12-24 4795.00 4700.00 4795.00 4662.00 3806.00 3819.00 3836.00 3768.00 989.00 881.00 959.00 894.00
2024-12-23 4814.00 4769.00 4913.00 4738.00 3868.00 3806.00 3950.00 3785.00 946.00 963.00 963.00 953.00
2024-12-20 4769.00 4802.00 4808.00 4723.00 3838.00 3869.00 3871.00 3815.00 931.00 933.00 937.00 908.00
2024-12-19 4751.00 4746.00 4816.00 4681.00 3786.00 3844.00 3877.00 3781.00 965.00 902.00 939.00 900.00
2024-12-18 5179.00 5271.00 5302.00 5170.00 4635.00 4775.00 4840.00 4635.00 544.00 496.00 462.00 535.00
2024-12-17 5255.00 5179.00 5269.00 5160.00 4780.00 4644.00 4780.00 4636.00 475.00 535.00 489.00 524.00
2024-12-16 5247.00 5273.00 5313.00 5202.00 4735.00 4777.00 4780.00 4677.00 512.00 496.00 533.00 525.00
2024-12-13 5220.00 5227.00 5285.00 5180.00 4739.00 4727.00 4805.00 4702.00 481.00 500.00 480.00 478.00
2024-12-12 5080.00 5221.00 5250.00 5077.00 4620.00 4729.00 4767.00 4616.00 460.00 492.00 483.00 461.00
2024-12-11 5197.00 5123.00 5220.00 5091.00 4810.00 4648.00 4810.00 4590.00 387.00 475.00 410.00 501.00
2024-12-10 5290.00 5218.00 5300.00 5175.00 4871.00 4793.00 4900.00 4737.00 419.00 425.00 400.00 438.00
2024-12-09 5260.00 5230.00 5347.00 5191.00 4883.00 4812.00 4934.00 4775.00 377.00 418.00 413.00 416.00
2024-12-06 5439.00 5280.00 5459.00 5266.00 5095.00 4874.00 5113.00 4836.00 344.00 406.00 346.00 430.00
2024-12-05 5497.00 5446.00 5540.00 5381.00 5170.00 5098.00 5231.00 5059.00 327.00 348.00 309.00 322.00
2024-12-04 5395.00 5497.00 5530.00 5360.00 5135.00 5183.00 5205.00 5086.00 260.00 314.00 325.00 274.00
2024-12-03 5320.00 5395.00 5400.00 5313.00 4991.00 5123.00 5138.00 4982.00 329.00 272.00 262.00 331.00
2024-12-02 5224.00 5325.00 5330.00 5210.00 4872.00 4991.00 4993.00 4871.00 352.00 334.00 337.00 339.00
2024-11-29 5153.00 5223.00 5259.00 5138.00 4160.00 4149.00 4188.00 4117.00 993.00 1074.00 1071.00 1021.00
2024-11-28 5276.00 5160.00 5305.00 5158.00 4932.00 4825.00 5001.00 4817.00 344.00 335.00 304.00 341.00
2024-11-27 5300.00 5262.00 5315.00 5236.00 4225.00 4161.00 4234.00 4150.00 1075.00 1101.00 1081.00 1086.00
2024-11-26 5306.00 5310.00 5335.00 5280.00 5070.00 5045.00 5075.00 5014.00 236.00 265.00 260.00 266.00
2024-11-25 5300.00 5344.00 5358.00 5220.00 4240.00 4296.00 4318.00 4194.00 1060.00 1048.00 1040.00 1026.00
2024-11-22 5364.00 5321.00 5370.00 5288.00 4358.00 4278.00 4363.00 4227.00 1006.00 1043.00 1007.00 1061.00
2024-11-21 5408.00 5364.00 5449.00 5302.00 4370.00 4348.00 4455.00 4319.00 1038.00 1016.00 994.00 983.00
2024-11-20 5296.00 5430.00 5430.00 5266.00 5028.00 5186.00 5188.00 4983.00 268.00 244.00 242.00 283.00
2024-11-19 5230.00 5296.00 5318.00 5176.00 4181.00 4248.00 4256.00 4146.00 1049.00 1048.00 1062.00 1030.00
2024-11-18 5250.00 5240.00 5330.00 5164.00 4306.00 4216.00 4340.00 4106.00 944.00 1024.00 990.00 1058.00
2024-11-15 5200.00 5267.00 5268.00 5144.00 4830.00 4953.00 4960.00 4775.00 370.00 314.00 308.00 369.00
2024-11-14 5244.00 5164.00 5380.00 5077.00 4052.00 4061.00 4151.00 3995.00 1192.00 1103.00 1229.00 1082.00
2024-11-13 5274.00 5244.00 5280.00 5167.00 4065.00 4053.00 4089.00 3971.00 1209.00 1191.00 1191.00 1196.00
2024-11-12 5350.00 5248.00 5390.00 5188.00 4070.00 4045.00 4160.00 3995.00 1280.00 1203.00 1230.00 1193.00
2024-11-11 5340.00 5382.00 5477.00 5285.00 4250.00 4077.00 4328.00 3991.00 1090.00 1305.00 1149.00 1294.00
2024-11-08 5236.00 5376.00 5394.00 5214.00 4238.00 4290.00 4389.00 4191.00 998.00 1086.00 1005.00 1023.00
2024-11-07 5168.00 5200.00 5266.00 5080.00 4082.00 4215.00 4271.00 4016.00 1086.00 985.00 995.00 1064.00
2024-11-06 5100.00 5199.00 5217.00 5060.00 3920.00 4126.00 4218.00 3884.00 1180.00 1073.00 999.00 1176.00
2024-11-05 4975.00 5116.00 5178.00 4900.00 3908.00 3877.00 4049.00 3764.00 1067.00 1239.00 1129.00 1136.00
2024-11-04 4999.00 4972.00 5000.00 4814.00 5185.00 5226.00 5226.00 5097.00 -186.00 -254.00 -226.00 -283.00
2024-11-01 4880.00 4976.00 4997.00 4849.00 4983.00 5159.00 5190.00 4983.00 -103.00 -183.00 -193.00 -134.00
2024-10-31 4910.00 4863.00 4916.00 4804.00 4968.00 4991.00 5020.00 4917.00 -58.00 -128.00 -104.00 -113.00
2024-10-30 5010.00 4891.00 5039.00 4751.00 5060.00 4984.00 5094.00 4809.00 -50.00 -93.00 -55.00 -58.00
2024-10-29 4998.00 4991.00 5029.00 4923.00 5073.00 5061.00 5095.00 4991.00 -75.00 -70.00 -66.00 -68.00
2024-10-28 4910.00 5038.00 5055.00 4885.00 5034.00 5153.00 5165.00 5005.00 -124.00 -115.00 -110.00 -120.00
2024-10-25 4909.00 4884.00 4976.00 4833.00 5002.00 5021.00 5076.00 4986.00 -93.00 -137.00 -100.00 -153.00
2024-10-24 4910.00 5082.00 5135.00 4893.00 4757.00 4930.00 4995.00 4748.00 153.00 152.00 140.00 145.00
2024-10-23 4970.00 4937.00 4996.00 4855.00 4771.00 4763.00 4789.00 4643.00 199.00 174.00 207.00 212.00
2024-10-22 4980.00 4951.00 5003.00 4864.00 4765.00 4762.00 4808.00 4690.00 215.00 189.00 195.00 174.00
2024-10-21 4843.00 4971.00 4973.00 4709.00 4668.00 4768.00 4770.00 4575.00 175.00 203.00 203.00 134.00
2024-10-18 4801.00 4811.00 4839.00 4667.00 4651.00 4640.00 4694.00 4548.00 150.00 171.00 145.00 119.00
2024-10-17 4871.00 4804.00 4879.00 4767.00 4694.00 4647.00 4709.00 4622.00 177.00 157.00 170.00 145.00
2024-10-16 4710.00 4834.00 4883.00 4710.00 4475.00 4659.00 4660.00 4472.00 235.00 175.00 223.00 238.00
2024-10-15 4793.00 4688.00 4856.00 4645.00 4552.00 4462.00 4565.00 4438.00 241.00 226.00 291.00 207.00
2024-10-14 4611.00 4818.00 4818.00 4586.00 4500.00 4574.00 4620.00 4467.00 111.00 244.00 198.00 119.00
2024-10-11 4389.00 4553.00 4630.00 4372.00 4271.00 4429.00 4519.00 4255.00 118.00 124.00 111.00 117.00
2024-10-10 4264.00 4370.00 4427.00 4245.00 4139.00 4267.00 4318.00 4121.00 125.00 103.00 109.00 124.00
2024-10-09 4308.00 4290.00 4321.00 4227.00 4149.00 4160.00 4183.00 4078.00 159.00 130.00 138.00 149.00
2024-10-08 4279.00 4314.00 4425.00 4250.00 4118.00 4162.00 4261.00 4095.00 161.00 152.00 164.00 155.00
2024-09-30 4195.00 4234.00 4241.00 4150.00 4074.00 4099.00 4113.00 4030.00 121.00 135.00 128.00 120.00
2024-09-27 4173.00 4200.00 4215.00 4148.00 4050.00 4075.00 4077.00 4016.00 123.00 125.00 138.00 132.00
2024-09-26 4113.00 4144.00 4163.00 4090.00 3956.00 4011.00 4019.00 3943.00 157.00 133.00 144.00 147.00
2024-09-25 4118.00 4112.00 4248.00 4105.00 4013.00 3959.00 4120.00 3955.00 105.00 153.00 128.00 150.00
2024-09-24 4011.00 4099.00 4100.00 4008.00 3896.00 3989.00 3993.00 3887.00 115.00 110.00 107.00 121.00
2024-09-23 4045.00 4000.00 4063.00 3984.00 3933.00 3878.00 3942.00 3853.00 112.00 122.00 121.00 131.00
2024-09-20 4068.00 4063.00 4092.00 4043.00 4039.00 4042.00 4070.00 4025.00 29.00 21.00 22.00 18.00
2024-09-19 4022.00 4073.00 4096.00 3975.00 3993.00 4052.00 4074.00 3961.00 29.00 21.00 22.00 14.00
2024-09-18 4030.00 4005.00 4052.00 3984.00 4035.00 3983.00 4040.00 3965.00 -5.00 22.00 12.00 19.00
2024-09-13 3932.00 3990.00 4009.00 3910.00 3922.00 3997.00 4017.00 3905.00 10.00 -7.00 -8.00 5.00
2024-09-12 3884.00 3919.00 3927.00 3843.00 3869.00 3914.00 3928.00 3841.00 15.00 5.00 -1.00 2.00
2024-09-11 3854.00 3887.00 3894.00 3803.00 3810.00 3879.00 3881.00 3770.00 44.00 8.00 13.00 33.00
2024-09-10 3869.00 3859.00 3906.00 3848.00 3820.00 3828.00 3862.00 3792.00 49.00 31.00 44.00 56.00
2024-09-09 3934.00 3874.00 3960.00 3790.00 3866.00 3830.00 3888.00 3728.00 68.00 44.00 72.00 62.00
2024-09-06 3866.00 3915.00 3923.00 3846.00 3830.00 3860.00 3864.00 3783.00 36.00 55.00 59.00 63.00
2024-09-05 3850.00 3854.00 3938.00 3844.00 3815.00 3803.00 3883.00 3794.00 35.00 51.00 55.00 50.00
2024-09-04 3850.00 3847.00 3877.00 3815.00 3845.00 3802.00 3878.00 3780.00 5.00 45.00 -1.00 35.00
2024-09-03 3869.00 3847.00 3893.00 3832.00 3870.00 3850.00 3900.00 3835.00 -1.00 -3.00 -7.00 -3.00
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