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
2024-04-09 3347.00 3339.00 3365.00 3294.00 3355.00 3348.00 3371.00 3303.00 -8.00 -9.00 -6.00 -9.00
2024-04-08 3346.00 3344.00 3376.00 3276.00 3350.00 3353.00 3383.00 3266.00 -4.00 -9.00 -7.00 10.00
2024-04-03 3342.00 3318.00 3344.00 3310.00 3340.00 3325.00 3351.00 3319.00 2.00 -7.00 -7.00 -9.00
2024-04-02 3362.00 3326.00 3362.00 3309.00 3350.00 3330.00 3360.00 3313.00 12.00 -4.00 2.00 -4.00
2024-04-01 3307.00 3352.00 3362.00 3297.00 3303.00 3358.00 3360.00 3301.00 4.00 -6.00 2.00 -4.00
2024-03-29 3282.00 3295.00 3315.00 3271.00 3303.00 3303.00 3316.00 3277.00 -21.00 -8.00 -1.00 -6.00
2024-03-28 3304.00 3287.00 3305.00 3253.00 3300.00 3293.00 3304.00 3257.00 4.00 -6.00 1.00 -4.00
2024-03-27 3293.00 3303.00 3313.00 3270.00 3289.00 3304.00 3316.00 3273.00 4.00 -1.00 -3.00 -3.00
2024-03-26 3290.00 3281.00 3313.00 3274.00 3274.00 3274.00 3318.00 3259.00 16.00 7.00 -5.00 15.00
2024-03-25 3326.00 3290.00 3349.00 3276.00 3329.00 3266.00 3329.00 3260.00 -3.00 24.00 20.00 16.00
2024-03-22 3381.00 3335.00 3405.00 3321.00 3357.00 3319.00 3380.00 3308.00 24.00 16.00 25.00 13.00
2024-03-21 3330.00 3381.00 3388.00 3318.00 3317.00 3357.00 3366.00 3302.00 13.00 24.00 22.00 16.00
2024-03-20 3309.00 3314.00 3345.00 3300.00 3310.00 3316.00 3349.00 3305.00 -1.00 -2.00 -4.00 -5.00
2024-03-19 3350.00 3313.00 3390.00 3291.00 3348.00 3313.00 3383.00 3295.00 2.00 0.00 7.00 -4.00
2024-03-18 3285.00 3362.00 3367.00 3241.00 3271.00 3354.00 3366.00 3237.00 14.00 8.00 1.00 4.00
2024-03-15 3253.00 3282.00 3296.00 3236.00 3232.00 3281.00 3291.00 3232.00 21.00 1.00 5.00 4.00
2024-03-14 3248.00 3250.00 3327.00 3230.00 3246.00 3247.00 3315.00 3225.00 2.00 3.00 12.00 5.00
2024-03-13 3242.00 3238.00 3246.00 3218.00 3235.00 3236.00 3243.00 3215.00 7.00 2.00 3.00 3.00
2024-03-12 3248.00 3231.00 3267.00 3208.00 3232.00 3229.00 3260.00 3203.00 16.00 2.00 7.00 5.00
2024-03-11 3281.00 3234.00 3305.00 3203.00 3289.00 3231.00 3298.00 3194.00 -8.00 3.00 7.00 9.00
2024-03-08 3233.00 3295.00 3313.00 3220.00 3214.00 3288.00 3297.00 3214.00 19.00 7.00 16.00 6.00
2024-03-07 3210.00 3213.00 3246.00 3204.00 3198.00 3209.00 3236.00 3198.00 12.00 4.00 10.00 6.00
2024-03-06 3225.00 3207.00 3228.00 3187.00 3205.00 3198.00 3220.00 3183.00 20.00 9.00 8.00 4.00
2024-03-05 3200.00 3213.00 3238.00 3191.00 3192.00 3206.00 3228.00 3183.00 8.00 7.00 10.00 8.00
2024-03-04 3217.00 3204.00 3252.00 3179.00 3227.00 3196.00 3238.00 3175.00 -10.00 8.00 14.00 4.00
2024-03-01 3238.00 3217.00 3255.00 3188.00 3214.00 3209.00 3244.00 3188.00 24.00 8.00 11.00 0.00
2024-02-29 3225.00 3223.00 3236.00 3170.00 3224.00 3214.00 3225.00 3170.00 1.00 9.00 11.00 0.00
2024-02-28 3267.00 3227.00 3294.00 3215.00 3272.00 3224.00 3285.00 3214.00 -5.00 3.00 9.00 1.00
2024-02-27 3279.00 3275.00 3299.00 3264.00 3275.00 3271.00 3293.00 3257.00 4.00 4.00 6.00 7.00
2024-02-26 3301.00 3279.00 3330.00 3252.00 3292.00 3275.00 3310.00 3245.00 9.00 4.00 20.00 7.00
2024-02-23 3228.00 3307.00 3333.00 3213.00 3200.00 3288.00 3314.00 3191.00 28.00 19.00 19.00 22.00
2024-02-22 3242.00 3213.00 3245.00 3182.00 3230.00 3226.00 3253.00 3196.00 12.00 -13.00 -8.00 -14.00
2024-02-21 3143.00 3223.00 3252.00 3102.00 3165.00 3226.00 3259.00 3123.00 -22.00 -3.00 -7.00 -21.00
2024-02-20 3126.00 3144.00 3174.00 3114.00 3138.00 3156.00 3179.00 3132.00 -12.00 -12.00 -5.00 -18.00
2024-02-19 3146.00 3122.00 3176.00 3105.00 3155.00 3138.00 3181.00 3122.00 -9.00 -16.00 -5.00 -17.00
2024-02-08 3160.00 3140.00 3193.00 3131.00 3158.00 3154.00 3203.00 3149.00 2.00 -14.00 -10.00 -18.00
2024-02-07 3145.00 3149.00 3171.00 3125.00 3152.00 3162.00 3177.00 3143.00 -7.00 -13.00 -6.00 -18.00
2024-02-06 3142.00 3135.00 3149.00 3089.00 3156.00 3148.00 3161.00 3114.00 -14.00 -13.00 -12.00 -25.00
2024-02-05 3121.00 3139.00 3166.00 3118.00 3160.00 3156.00 3183.00 3143.00 -39.00 -17.00 -17.00 -25.00
2024-02-02 3201.00 3134.00 3219.00 3125.00 3216.00 3153.00 3227.00 3145.00 -15.00 -19.00 -8.00 -20.00
2024-02-01 3213.00 3198.00 3216.00 3158.00 3205.00 3210.00 3219.00 3172.00 8.00 -12.00 -3.00 -14.00
2024-01-31 3240.00 3197.00 3249.00 3158.00 3231.00 3205.00 3241.00 3185.00 9.00 -8.00 8.00 -27.00
2024-01-30 3251.00 3229.00 3262.00 3209.00 3245.00 3231.00 3255.00 3218.00 6.00 -2.00 7.00 -9.00
2024-01-29 3234.00 3243.00 3267.00 3204.00 3221.00 3227.00 3254.00 3190.00 13.00 16.00 13.00 14.00
2024-01-26 3290.00 3220.00 3297.00 3212.00 3291.00 3238.00 3303.00 3210.00 -1.00 -18.00 -6.00 2.00
2024-01-25 3299.00 3270.00 3325.00 3240.00 3318.00 3282.00 3337.00 3256.00 -19.00 -12.00 -12.00 -16.00
2024-01-24 3250.00 3300.00 3324.00 3230.00 3231.00 3315.00 3338.00 3231.00 19.00 -15.00 -14.00 -1.00
2024-01-23 3200.00 3232.00 3250.00 3182.00 3192.00 3235.00 3254.00 3191.00 8.00 -3.00 -4.00 -9.00
2024-01-22 3227.00 3199.00 3246.00 3160.00 3234.00 3205.00 3257.00 3182.00 -7.00 -6.00 -11.00 -22.00
2024-01-19 3235.00 3238.00 3259.00 3216.00 3240.00 3245.00 3267.00 3222.00 -5.00 -7.00 -8.00 -6.00
2024-01-18 3227.00 3245.00 3266.00 3198.00 3234.00 3255.00 3270.00 3205.00 -7.00 -10.00 -4.00 -7.00
2024-01-17 3228.00 3236.00 3257.00 3208.00 3246.00 3234.00 3266.00 3217.00 -18.00 2.00 -9.00 -9.00
2024-01-16 3260.00 3229.00 3295.00 3179.00 3268.00 3237.00 3296.00 3192.00 -8.00 -8.00 -1.00 -13.00
2024-01-15 3351.00 3265.00 3362.00 3248.00 3336.00 3272.00 3357.00 3263.00 15.00 -7.00 5.00 -15.00
2024-01-12 3410.00 3346.00 3424.00 3332.00 3398.00 3357.00 3410.00 3324.00 12.00 -11.00 14.00 8.00
2024-01-11 3273.00 3404.00 3414.00 3227.00 3281.00 3395.00 3403.00 3241.00 -8.00 9.00 11.00 -14.00
2024-01-10 3260.00 3259.00 3325.00 3206.00 3264.00 3269.00 3318.00 3221.00 -4.00 -10.00 7.00 -15.00
2024-01-09 3353.00 3240.00 3379.00 3187.00 3355.00 3241.00 3363.00 3177.00 -2.00 -1.00 16.00 10.00
2024-01-08 3416.00 3373.00 3475.00 3315.00 3407.00 3375.00 3459.00 3320.00 9.00 -2.00 16.00 -5.00
2024-01-05 3391.00 3428.00 3455.00 3335.00 3361.00 3413.00 3434.00 3335.00 30.00 15.00 21.00 0.00
2024-01-04 3542.00 3403.00 3635.00 3403.00 3482.00 3348.00 3555.00 3334.00 60.00 55.00 80.00 69.00
2024-01-03 3650.00 3541.00 3838.00 3516.00 3629.00 3496.00 3714.00 3480.00 21.00 45.00 124.00 36.00
2024-01-02 3354.00 3588.00 3588.00 3337.00 3359.00 3605.00 3605.00 3353.00 -5.00 -17.00 -17.00 -16.00
2023-12-29 3302.00 3348.00 3375.00 3286.00 3305.00 3361.00 3378.00 3305.00 -3.00 -13.00 -3.00 -19.00
2023-12-28 3233.00 3304.00 3330.00 3220.00 3255.00 3322.00 3345.00 3245.00 -22.00 -18.00 -15.00 -25.00
2023-12-27 3199.00 3224.00 3256.00 3176.00 3205.00 3241.00 3256.00 3181.00 -6.00 -17.00 0.00 -5.00
2023-12-26 3178.00 3203.00 3235.00 3153.00 3162.00 3202.00 3222.00 3150.00 16.00 1.00 13.00 3.00
2023-12-25 3216.00 3175.00 3329.00 3152.00 3206.00 3160.00 3310.00 3111.00 10.00 15.00 19.00 41.00
2023-12-22 3015.00 3184.00 3184.00 3015.00 3022.00 3196.00 3196.00 3022.00 -7.00 -12.00 -12.00 -7.00
2023-12-21 2961.00 3007.00 3015.00 2945.00 2965.00 3016.00 3028.00 2951.00 -4.00 -9.00 -13.00 -6.00
2023-12-20 2914.00 2964.00 2967.00 2908.00 2935.00 2969.00 2976.00 2917.00 -21.00 -5.00 -9.00 -9.00
2023-12-19 2926.00 2917.00 2929.00 2913.00 2940.00 2930.00 2940.00 2923.00 -14.00 -13.00 -11.00 -10.00
2023-12-18 2924.00 2924.00 2948.00 2903.00 2929.00 2935.00 2944.00 2907.00 -5.00 -11.00 4.00 -4.00
2023-12-15 2908.00 2911.00 2929.00 2893.00 2899.00 2914.00 2926.00 2897.00 9.00 -3.00 3.00 -4.00
2023-12-14 2858.00 2898.00 2902.00 2850.00 2868.00 2899.00 2903.00 2861.00 -10.00 -1.00 -1.00 -11.00
2023-12-13 2871.00 2856.00 2886.00 2840.00 2871.00 2866.00 2891.00 2850.00 0.00 -10.00 -5.00 -10.00
2023-12-12 2855.00 2868.00 2880.00 2828.00 2853.00 2873.00 2881.00 2830.00 2.00 -5.00 -1.00 -2.00
2023-12-11 2884.00 2858.00 2908.00 2848.00 2890.00 2855.00 2895.00 2845.00 -6.00 3.00 13.00 3.00
2023-12-08 2870.00 2886.00 2905.00 2854.00 2866.00 2882.00 2891.00 2846.00 4.00 4.00 14.00 8.00
2023-12-07 2867.00 2867.00 2880.00 2847.00 2852.00 2852.00 2867.00 2836.00 15.00 15.00 13.00 11.00
2023-12-06 2882.00 2865.00 2913.00 2838.00 2876.00 2854.00 2902.00 2835.00 6.00 11.00 11.00 3.00
2023-12-05 2927.00 2891.00 2944.00 2882.00 2923.00 2880.00 2930.00 2874.00 4.00 11.00 14.00 8.00
2023-12-04 2905.00 2926.00 2955.00 2881.00 2898.00 2924.00 2943.00 2885.00 7.00 2.00 12.00 -4.00
2023-12-01 2945.00 2892.00 2958.00 2884.00 2959.00 2903.00 2973.00 2901.00 -14.00 -11.00 -15.00 -17.00
2023-11-30 2956.00 2948.00 2958.00 2901.00 2953.00 2963.00 2964.00 2910.00 3.00 -15.00 -6.00 -9.00
2023-11-29 2945.00 2949.00 2978.00 2933.00 2965.00 2950.00 2980.00 2942.00 -20.00 -1.00 -2.00 -9.00
2023-11-28 2948.00 2949.00 2981.00 2927.00 2946.00 2952.00 2982.00 2926.00 2.00 -3.00 -1.00 1.00
2023-11-27 2941.00 2948.00 2955.00 2922.00 2930.00 2947.00 2953.00 2905.00 11.00 1.00 2.00 17.00
2023-11-24 2920.00 2942.00 2964.00 2920.00 2907.00 2926.00 2947.00 2907.00 13.00 16.00 17.00 13.00
2023-11-23 2910.00 2919.00 2927.00 2893.00 2903.00 2907.00 2916.00 2885.00 7.00 12.00 11.00 8.00
2023-11-22 2938.00 2916.00 2946.00 2901.00 2916.00 2910.00 2934.00 2893.00 22.00 6.00 12.00 8.00
2023-11-21 2993.00 2944.00 2999.00 2935.00 2975.00 2928.00 2980.00 2919.00 18.00 16.00 19.00 16.00
2023-11-20 2968.00 2992.00 3005.00 2935.00 2945.00 2975.00 2988.00 2922.00 23.00 17.00 17.00 13.00
2023-11-17 2971.00 2963.00 2986.00 2934.00 2928.00 2948.00 2972.00 2924.00 43.00 15.00 14.00 10.00
2023-11-16 2966.00 2973.00 2982.00 2940.00 2936.00 2960.00 2969.00 2926.00 30.00 13.00 13.00 14.00
2023-11-15 2910.00 2931.00 2954.00 2900.00 2900.00 2922.00 2945.00 2893.00 10.00 9.00 9.00 7.00
2023-11-14 2886.00 2908.00 2926.00 2860.00 2856.00 2894.00 2912.00 2844.00 30.00 14.00 14.00 16.00
2023-11-13 2966.00 2884.00 2966.00 2883.00 2962.00 2871.00 2970.00 2867.00 4.00 13.00 -4.00 16.00
2023-11-10 2987.00 2965.00 3015.00 2942.00 2983.00 2963.00 3014.00 2945.00 4.00 2.00 1.00 -3.00
2023-11-09 3026.00 2984.00 3026.00 2967.00 3025.00 2987.00 3025.00 2969.00 1.00 -3.00 1.00 -2.00
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