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
2024-09-02 3995.00 3885.00 3999.00 3876.00 3990.00 3878.00 3994.00 3876.00 5.00 7.00 5.00 0.00
2024-08-30 3951.00 3992.00 4003.00 3931.00 3935.00 3988.00 3998.00 3926.00 16.00 4.00 5.00 5.00
2024-08-29 3926.00 3948.00 3978.00 3915.00 3905.00 3941.00 3968.00 3905.00 21.00 7.00 10.00 10.00
2024-08-28 3973.00 3937.00 4013.00 3912.00 3956.00 3925.00 3993.00 3905.00 17.00 12.00 20.00 7.00
2024-08-27 3922.00 3973.00 4004.00 3888.00 3880.00 3947.00 3966.00 3856.00 42.00 26.00 38.00 32.00
2024-08-26 3936.00 3914.00 3945.00 3868.00 3707.00 3732.00 3747.00 3650.00 229.00 182.00 198.00 218.00
2024-08-23 3970.00 3927.00 3987.00 3918.00 3683.00 3695.00 3728.00 3664.00 287.00 232.00 259.00 254.00
2024-08-22 3967.00 3969.00 4030.00 3911.00 3670.00 3683.00 3735.00 3614.00 297.00 286.00 295.00 297.00
2024-08-21 4040.00 3967.00 4047.00 3913.00 4050.00 3969.00 4055.00 3935.00 -10.00 -2.00 -8.00 -22.00
2024-08-20 4112.00 4013.00 4139.00 3991.00 4101.00 4026.00 4149.00 4006.00 11.00 -13.00 -10.00 -15.00
2024-08-19 3963.00 4107.00 4115.00 3948.00 3970.00 4113.00 4123.00 3961.00 -7.00 -6.00 -8.00 -13.00
2024-08-16 3940.00 4003.00 4036.00 3925.00 3910.00 3978.00 4015.00 3896.00 30.00 25.00 21.00 29.00
2024-08-15 3893.00 3928.00 3933.00 3872.00 3860.00 3900.00 3904.00 3841.00 33.00 28.00 29.00 31.00
2024-08-14 3894.00 3883.00 3931.00 3854.00 3829.00 3848.00 3899.00 3806.00 65.00 35.00 32.00 48.00
2024-08-13 3930.00 3884.00 3946.00 3861.00 3878.00 3829.00 3878.00 3801.00 52.00 55.00 68.00 60.00
2024-08-12 3838.00 3927.00 3938.00 3826.00 3785.00 3865.00 3869.00 3781.00 53.00 62.00 69.00 45.00
2024-08-09 3705.00 3832.00 3896.00 3701.00 3657.00 3789.00 3835.00 3657.00 48.00 43.00 61.00 44.00
2024-08-08 3680.00 3705.00 3719.00 3659.00 3632.00 3657.00 3680.00 3621.00 48.00 48.00 39.00 38.00
2024-08-07 3652.00 3675.00 3706.00 3652.00 3612.00 3635.00 3658.00 3601.00 40.00 40.00 48.00 51.00
2024-08-06 3664.00 3650.00 3722.00 3632.00 3630.00 3599.00 3688.00 3578.00 34.00 51.00 34.00 54.00
2024-08-05 3739.00 3692.00 3746.00 3684.00 3710.00 3653.00 3715.00 3646.00 29.00 39.00 31.00 38.00
2024-08-02 3682.00 3743.00 3755.00 3638.00 3625.00 3712.00 3719.00 3598.00 57.00 31.00 36.00 40.00
2024-08-01 3683.00 3661.00 3693.00 3634.00 3626.00 3621.00 3656.00 3576.00 57.00 40.00 37.00 58.00
2024-07-31 3545.00 3649.00 3658.00 3530.00 3470.00 3606.00 3615.00 3460.00 75.00 43.00 43.00 70.00
2024-07-30 3588.00 3558.00 3618.00 3518.00 3555.00 3491.00 3560.00 3467.00 33.00 67.00 58.00 51.00
2024-07-29 3676.00 3604.00 3692.00 3553.00 3635.00 3559.00 3649.00 3522.00 41.00 45.00 43.00 31.00
2024-07-26 3690.00 3675.00 3738.00 3666.00 3648.00 3634.00 3698.00 3616.00 42.00 41.00 40.00 50.00
2024-07-25 3730.00 3702.00 3741.00 3664.00 3665.00 3647.00 3685.00 3614.00 65.00 55.00 56.00 50.00
2024-07-24 3650.00 3717.00 3720.00 3643.00 3628.00 3662.00 3672.00 3601.00 22.00 55.00 48.00 42.00
2024-07-23 3659.00 3655.00 3706.00 3648.00 3597.00 3612.00 3652.00 3597.00 62.00 43.00 54.00 51.00
2024-07-22 3707.00 3679.00 3729.00 3657.00 3623.00 3623.00 3666.00 3591.00 84.00 56.00 63.00 66.00
2024-07-19 3750.00 3713.00 3760.00 3689.00 3657.00 3644.00 3679.00 3616.00 93.00 69.00 81.00 73.00
2024-07-18 3731.00 3774.00 3785.00 3685.00 3680.00 3694.00 3706.00 3636.00 51.00 80.00 79.00 49.00
2024-07-17 3720.00 3729.00 3778.00 3711.00 3747.00 3760.00 3790.00 3741.00 -27.00 -31.00 -12.00 -30.00
2024-07-16 3715.00 3743.00 3765.00 3696.00 3755.00 3767.00 3800.00 3744.00 -40.00 -24.00 -35.00 -48.00
2024-07-15 3670.00 3713.00 3790.00 3631.00 3763.00 3774.00 3856.00 3742.00 -93.00 -61.00 -66.00 -111.00
2024-07-12 3720.00 3756.00 3766.00 3670.00 3685.00 3660.00 3699.00 3562.00 35.00 96.00 67.00 108.00
2024-07-11 3750.00 3697.00 3757.00 3652.00 3746.00 3661.00 3765.00 3629.00 4.00 36.00 -8.00 23.00
2024-07-10 3857.00 3731.00 3861.00 3717.00 3877.00 3740.00 3879.00 3727.00 -20.00 -9.00 -18.00 -10.00
2024-07-09 3869.00 3862.00 3892.00 3808.00 3885.00 3877.00 3908.00 3825.00 -16.00 -15.00 -16.00 -17.00
2024-07-08 3868.00 3860.00 3888.00 3832.00 3877.00 3877.00 3905.00 3851.00 -9.00 -17.00 -17.00 -19.00
2024-07-05 3852.00 3846.00 3887.00 3831.00 3873.00 3866.00 3904.00 3851.00 -21.00 -20.00 -17.00 -20.00
2024-07-04 3906.00 3853.00 3914.00 3842.00 3917.00 3873.00 3926.00 3861.00 -11.00 -20.00 -12.00 -19.00
2024-07-03 3901.00 3888.00 3915.00 3822.00 3927.00 3903.00 3929.00 3840.00 -26.00 -15.00 -14.00 -18.00
2024-07-02 3843.00 3897.00 3921.00 3836.00 3870.00 3909.00 3929.00 3851.00 -27.00 -12.00 -8.00 -15.00
2024-07-01 3835.00 3837.00 3848.00 3798.00 3831.00 3848.00 3858.00 3805.00 4.00 -11.00 -10.00 -7.00
2024-06-28 3765.00 3808.00 3816.00 3760.00 3772.00 3816.00 3821.00 3765.00 -7.00 -8.00 -5.00 -5.00
2024-06-27 3788.00 3750.00 3792.00 3744.00 3788.00 3754.00 3795.00 3751.00 0.00 -4.00 -3.00 -7.00
2024-06-26 3822.00 3782.00 3822.00 3713.00 3818.00 3791.00 3830.00 3730.00 4.00 -9.00 -8.00 -17.00
2024-06-25 3800.00 3825.00 3841.00 3782.00 3788.00 3825.00 3845.00 3783.00 12.00 0.00 -4.00 -1.00
2024-06-24 3817.00 3793.00 3827.00 3768.00 3801.00 3797.00 3832.00 3768.00 16.00 -4.00 -5.00 0.00
2024-06-21 3832.00 3828.00 3897.00 3819.00 3859.00 3834.00 3904.00 3824.00 -27.00 -6.00 -7.00 -5.00
2024-06-20 3760.00 3832.00 3852.00 3755.00 3765.00 3840.00 3863.00 3765.00 -5.00 -8.00 -11.00 -10.00
2024-06-19 3715.00 3760.00 3791.00 3688.00 3709.00 3772.00 3802.00 3701.00 6.00 -12.00 -11.00 -13.00
2024-06-18 3699.00 3718.00 3758.00 3691.00 3720.00 3749.00 3786.00 3720.00 -21.00 -31.00 -28.00 -29.00
2024-06-17 3843.00 3703.00 3852.00 3701.00 3869.00 3737.00 3876.00 3735.00 -26.00 -34.00 -24.00 -34.00
2024-06-14 3880.00 3853.00 3890.00 3790.00 3911.00 3877.00 3919.00 3829.00 -31.00 -24.00 -29.00 -39.00
2024-06-13 3906.00 3877.00 3918.00 3800.00 3929.00 3906.00 3962.00 3840.00 -23.00 -29.00 -44.00 -40.00
2024-06-12 3777.00 3870.00 3900.00 3774.00 3824.00 3909.00 3938.00 3812.00 -47.00 -39.00 -38.00 -38.00
2024-06-11 3784.00 3781.00 3823.00 3764.00 3820.00 3819.00 3855.00 3798.00 -36.00 -38.00 -32.00 -34.00
2024-06-07 3860.00 3828.00 3908.00 3814.00 3870.00 3856.00 3928.00 3841.00 -10.00 -28.00 -20.00 -27.00
2024-06-06 3795.00 3860.00 3864.00 3754.00 3815.00 3874.00 3878.00 3776.00 -20.00 -14.00 -14.00 -22.00
2024-06-05 3769.00 3790.00 3847.00 3746.00 3788.00 3812.00 3869.00 3778.00 -19.00 -22.00 -22.00 -32.00
2024-06-04 3802.00 3795.00 3818.00 3735.00 3834.00 3825.00 3844.00 3772.00 -32.00 -30.00 -26.00 -37.00
2024-06-03 3999.00 3787.00 4000.00 3712.00 3990.00 3820.00 4018.00 3757.00 9.00 -33.00 -18.00 -45.00
2024-05-31 3930.00 3944.00 3979.00 3895.00 3942.00 3969.00 4006.00 3925.00 -12.00 -25.00 -27.00 -30.00
2024-05-30 4094.00 3957.00 4110.00 3930.00 4082.00 3988.00 4123.00 3960.00 12.00 -31.00 -13.00 -30.00
2024-05-29 4053.00 4043.00 4074.00 3942.00 4065.00 4061.00 4099.00 3961.00 -12.00 -18.00 -25.00 -19.00
2024-05-28 4093.00 4032.00 4145.00 4026.00 4106.00 4064.00 4177.00 4057.00 -13.00 -32.00 -32.00 -31.00
2024-05-27 4122.00 4062.00 4190.00 4025.00 4128.00 4085.00 4185.00 4046.00 -6.00 -23.00 5.00 -21.00
2024-05-24 3997.00 4093.00 4127.00 3993.00 3985.00 4101.00 4140.00 3985.00 12.00 -8.00 -13.00 8.00
2024-05-23 4100.00 3977.00 4135.00 3940.00 4095.00 3980.00 4120.00 3942.00 5.00 -3.00 15.00 -2.00
2024-05-22 4150.00 4149.00 4266.00 4064.00 4100.00 4137.00 4265.00 4060.00 50.00 12.00 1.00 4.00
2024-05-21 3856.00 4094.00 4158.00 3840.00 3829.00 4035.00 4101.00 3806.00 27.00 59.00 57.00 34.00
2024-05-20 3793.00 3899.00 3995.00 3775.00 3757.00 3839.00 3955.00 3739.00 36.00 60.00 40.00 36.00
2024-05-17 3730.00 3779.00 3790.00 3721.00 3707.00 3740.00 3750.00 3696.00 23.00 39.00 40.00 25.00
2024-05-16 3700.00 3748.00 3791.00 3681.00 3672.00 3720.00 3764.00 3661.00 28.00 28.00 27.00 20.00
2024-05-15 3674.00 3669.00 3694.00 3640.00 3675.00 3679.00 3704.00 3646.00 -1.00 -10.00 -10.00 -6.00
2024-05-14 3766.00 3689.00 3797.00 3683.00 3786.00 3697.00 3824.00 3691.00 -20.00 -8.00 -27.00 -8.00
2024-05-13 3780.00 3751.00 3790.00 3672.00 3796.00 3777.00 3814.00 3691.00 -16.00 -26.00 -24.00 -19.00
2024-05-10 3797.00 3803.00 3832.00 3746.00 3802.00 3828.00 3855.00 3762.00 -5.00 -25.00 -23.00 -16.00
2024-05-09 3710.00 3797.00 3815.00 3705.00 3749.00 3817.00 3838.00 3722.00 -39.00 -20.00 -23.00 -17.00
2024-05-08 3768.00 3717.00 3779.00 3711.00 3800.00 3731.00 3800.00 3727.00 -32.00 -14.00 -21.00 -16.00
2024-05-07 3865.00 3774.00 3865.00 3751.00 3869.00 3787.00 3877.00 3762.00 -4.00 -13.00 -12.00 -11.00
2024-05-06 3726.00 3858.00 3864.00 3726.00 3730.00 3866.00 3873.00 3730.00 -4.00 -8.00 -9.00 -4.00
2024-04-30 3750.00 3752.00 3763.00 3688.00 3780.00 3762.00 3780.00 3703.00 -30.00 -10.00 -17.00 -15.00
2024-04-29 3800.00 3742.00 3859.00 3705.00 3799.00 3760.00 3865.00 3717.00 1.00 -18.00 -6.00 -12.00
2024-04-26 3690.00 3787.00 3800.00 3652.00 3699.00 3798.00 3804.00 3653.00 -9.00 -11.00 -4.00 -1.00
2024-04-25 3520.00 3679.00 3694.00 3512.00 3522.00 3685.00 3698.00 3522.00 -2.00 -6.00 -4.00 -10.00
2024-04-24 3451.00 3511.00 3522.00 3428.00 3461.00 3526.00 3534.00 3444.00 -10.00 -15.00 -12.00 -16.00
2024-04-23 3473.00 3469.00 3492.00 3447.00 3446.00 3456.00 3482.00 3432.00 27.00 13.00 10.00 15.00
2024-04-22 3503.00 3460.00 3516.00 3458.00 3514.00 3446.00 3514.00 3445.00 -11.00 14.00 2.00 13.00
2024-04-19 3555.00 3515.00 3566.00 3504.00 3534.00 3502.00 3548.00 3490.00 21.00 13.00 18.00 14.00
2024-04-18 3533.00 3547.00 3554.00 3493.00 3516.00 3534.00 3544.00 3481.00 17.00 13.00 10.00 12.00
2024-04-17 3432.00 3508.00 3531.00 3400.00 3430.00 3516.00 3541.00 3408.00 2.00 -8.00 -10.00 -8.00
2024-04-16 3465.00 3436.00 3483.00 3413.00 3480.00 3444.00 3490.00 3424.00 -15.00 -8.00 -7.00 -11.00
2024-04-15 3384.00 3480.00 3575.00 3361.00 3382.00 3486.00 3585.00 3382.00 2.00 -6.00 -10.00 -21.00
2024-04-12 3345.00 3359.00 3365.00 3326.00 3344.00 3373.00 3375.00 3336.00 1.00 -14.00 -10.00 -10.00
2024-04-11 3370.00 3344.00 3377.00 3313.00 3376.00 3354.00 3389.00 3323.00 -6.00 -10.00 -12.00 -10.00
2024-04-10 3341.00 3372.00 3388.00 3337.00 3354.00 3385.00 3400.00 3346.00 -13.00 -13.00 -12.00 -9.00
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