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
2026 28.12 -104.00 161.00 24.85 -92.00 156.00 25.18 -83.00 156.00 21.30 -101.00 149.00
2025 8.32 -154.00 425.00 7.35 -156.00 424.00 11.46 -149.00 444.00 4.31 -156.00 422.00
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
2026-03 -85.17 -104.00 -71.00 -80.00 -84.00 -74.00 -77.50 -83.00 -70.00 -85.50 -92.00 -75.00
2026-02 -15.57 -95.00 145.00 -25.57 -92.00 66.00 -20.86 -79.00 80.00 -28.57 -101.00 74.00
2026-01 92.70 23.00 161.00 91.60 37.00 156.00 88.20 34.00 156.00 88.25 34.00 149.00
2025-12 -13.78 -149.00 170.00 -13.70 -156.00 143.00 -12.22 -149.00 151.00 -17.43 -156.00 134.00
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
2024-07-10 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
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
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