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
2023-11-08 3034.00 3027.00 3040.00 3004.00 3030.00 3025.00 3035.00 3001.00 4.00 2.00 5.00 3.00
2023-11-07 3072.00 3036.00 3088.00 3035.00 3070.00 3032.00 3081.00 3030.00 2.00 4.00 7.00 5.00
2023-11-06 3045.00 3070.00 3085.00 3035.00 3046.00 3067.00 3079.00 3031.00 -1.00 3.00 6.00 4.00
2023-11-03 3035.00 3041.00 3054.00 3022.00 3030.00 3037.00 3052.00 3022.00 5.00 4.00 2.00 0.00
2023-11-02 3025.00 3032.00 3041.00 3008.00 3040.00 3030.00 3043.00 3013.00 -15.00 2.00 -2.00 -5.00
2023-11-01 3039.00 3030.00 3048.00 3015.00 3049.00 3025.00 3049.00 3014.00 -10.00 5.00 -1.00 1.00
2023-10-31 3082.00 3046.00 3086.00 3030.00 3060.00 3042.00 3071.00 3014.00 22.00 4.00 15.00 16.00
2023-10-30 3070.00 3074.00 3088.00 3050.00 3039.00 3060.00 3075.00 3033.00 31.00 14.00 13.00 17.00
2023-10-27 3082.00 3082.00 3096.00 3062.00 3081.00 3075.00 3088.00 3055.00 1.00 7.00 8.00 7.00
2023-10-26 3109.00 3094.00 3144.00 3080.00 3094.00 3084.00 3124.00 3070.00 15.00 10.00 20.00 10.00
2023-10-25 3084.00 3100.00 3108.00 3076.00 3066.00 3088.00 3091.00 3065.00 18.00 12.00 17.00 11.00
2023-10-24 3049.00 3082.00 3082.00 3035.00 3036.00 3070.00 3072.00 3028.00 13.00 12.00 10.00 7.00
2023-10-23 3079.00 3049.00 3090.00 3037.00 3060.00 3039.00 3080.00 3030.00 19.00 10.00 10.00 7.00
2023-10-20 3120.00 3075.00 3132.00 3062.00 3117.00 3077.00 3120.00 3061.00 3.00 -2.00 12.00 1.00
2023-10-19 3112.00 3125.00 3135.00 3100.00 3107.00 3118.00 3127.00 3092.00 5.00 7.00 8.00 8.00
2023-10-18 3092.00 3102.00 3125.00 3070.00 3091.00 3096.00 3119.00 3066.00 1.00 6.00 6.00 4.00
2023-10-17 3152.00 3095.00 3192.00 3060.00 3142.00 3091.00 3190.00 3060.00 10.00 4.00 2.00 0.00
2023-10-16 3042.00 3144.00 3149.00 3028.00 3042.00 3137.00 3144.00 3033.00 0.00 7.00 5.00 -5.00
2023-10-13 3052.00 3035.00 3071.00 3006.00 3053.00 3042.00 3076.00 3015.00 -1.00 -7.00 -5.00 -9.00
2023-10-12 3040.00 3053.00 3062.00 3022.00 3043.00 3053.00 3066.00 3026.00 -3.00 0.00 -4.00 -4.00
2023-10-11 2973.00 3042.00 3063.00 2957.00 2997.00 3048.00 3067.00 2970.00 -24.00 -6.00 -4.00 -13.00
2023-10-10 3020.00 2978.00 3038.00 2955.00 3032.00 2994.00 3042.00 2970.00 -12.00 -16.00 -4.00 -15.00
2023-10-09 3082.00 3029.00 3082.00 3006.00 3070.00 3027.00 3070.00 3002.00 12.00 2.00 12.00 4.00
2023-09-28 3030.00 3064.00 3090.00 3030.00 3032.00 3058.00 3085.00 3028.00 -2.00 6.00 5.00 2.00
2023-09-27 3106.00 3040.00 3106.00 3005.00 3029.00 3033.00 3052.00 2996.00 77.00 7.00 54.00 9.00
2023-09-26 3063.00 3033.00 3065.00 3030.00 3034.00 3022.00 3055.00 3001.00 29.00 11.00 10.00 29.00
2023-09-25 3079.00 3050.00 3095.00 3029.00 3086.00 3034.00 3094.00 3014.00 -7.00 16.00 1.00 15.00
2023-09-22 3035.00 3083.00 3096.00 3010.00 3025.00 3079.00 3086.00 2990.00 10.00 4.00 10.00 20.00
2023-09-21 3071.00 3038.00 3113.00 3038.00 3065.00 3028.00 3100.00 3027.00 6.00 10.00 13.00 11.00
2023-09-20 3069.00 3069.00 3083.00 3043.00 3055.00 3058.00 3066.00 3030.00 14.00 11.00 17.00 13.00
2023-09-19 3050.00 3070.00 3093.00 3023.00 3032.00 3055.00 3079.00 3013.00 18.00 15.00 14.00 10.00
2023-09-18 3018.00 3048.00 3063.00 3003.00 3020.00 3029.00 3042.00 2991.00 -2.00 19.00 21.00 12.00
2023-09-15 3100.00 3036.00 3167.00 3030.00 3086.00 3019.00 3140.00 3013.00 14.00 17.00 27.00 17.00
2023-09-14 3028.00 3100.00 3105.00 3016.00 3016.00 3082.00 3087.00 2997.00 12.00 18.00 18.00 19.00
2023-09-13 3068.00 3033.00 3077.00 2999.00 3035.00 3016.00 3056.00 2982.00 33.00 17.00 21.00 17.00
2023-09-12 3069.00 3060.00 3127.00 3051.00 3043.00 3033.00 3101.00 3033.00 26.00 27.00 26.00 18.00
2023-09-11 3053.00 3070.00 3079.00 3027.00 3010.00 3043.00 3055.00 3004.00 43.00 27.00 24.00 23.00
2023-09-08 3091.00 3042.00 3099.00 3010.00 3054.00 3022.00 3080.00 2993.00 37.00 20.00 19.00 17.00
2023-09-07 3111.00 3093.00 3135.00 3084.00 3107.00 3071.00 3111.00 3060.00 4.00 22.00 24.00 24.00
2023-09-06 3130.00 3119.00 3161.00 3095.00 3085.00 3099.00 3131.00 3070.00 45.00 20.00 30.00 25.00
2023-09-05 3084.00 3134.00 3168.00 3074.00 3048.00 3098.00 3134.00 3028.00 36.00 36.00 34.00 46.00
2023-09-04 3017.00 3086.00 3203.00 3013.00 2975.00 3052.00 3175.00 2975.00 42.00 34.00 28.00 38.00
2023-09-01 2980.00 3016.00 3038.00 2956.00 2952.00 2990.00 3015.00 2934.00 28.00 26.00 23.00 22.00
2023-08-31 2981.00 2981.00 2997.00 2965.00 2956.00 2961.00 2977.00 2943.00 25.00 20.00 20.00 22.00
2023-08-30 2955.00 2976.00 2983.00 2955.00 2932.00 2954.00 2961.00 2932.00 23.00 22.00 22.00 23.00
2023-08-29 2962.00 2958.00 2962.00 2941.00 2934.00 2934.00 2940.00 2918.00 28.00 24.00 22.00 23.00
2023-08-28 2969.00 2955.00 2977.00 2937.00 2950.00 2932.00 2954.00 2915.00 19.00 23.00 23.00 22.00
2023-08-25 2940.00 2970.00 2980.00 2936.00 2924.00 2944.00 2955.00 2914.00 16.00 26.00 25.00 22.00
2023-08-24 2960.00 2945.00 2974.00 2942.00 2933.00 2924.00 2950.00 2919.00 27.00 21.00 24.00 23.00
2023-08-23 2927.00 2960.00 2984.00 2915.00 2905.00 2932.00 2956.00 2888.00 22.00 28.00 28.00 27.00
2023-08-22 2927.00 2926.00 2930.00 2913.00 2894.00 2901.00 2904.00 2887.00 33.00 25.00 26.00 26.00
2023-08-21 2891.00 2922.00 2926.00 2891.00 2870.00 2894.00 2899.00 2858.00 21.00 28.00 27.00 33.00
2023-08-18 2910.00 2895.00 2919.00 2888.00 2881.00 2870.00 2892.00 2859.00 29.00 25.00 27.00 29.00
2023-08-17 2878.00 2902.00 2905.00 2875.00 2852.00 2874.00 2878.00 2851.00 26.00 28.00 27.00 24.00
2023-08-16 2894.00 2881.00 2900.00 2880.00 2875.00 2853.00 2875.00 2853.00 19.00 28.00 25.00 27.00
2023-08-15 2876.00 2900.00 2901.00 2870.00 2856.00 2874.00 2874.00 2842.00 20.00 26.00 27.00 28.00
2023-08-14 2912.00 2883.00 2912.00 2877.00 2860.00 2856.00 2880.00 2852.00 52.00 27.00 32.00 25.00
2023-08-11 2881.00 2900.00 2907.00 2870.00 2855.00 2875.00 2879.00 2845.00 26.00 25.00 28.00 25.00
2023-08-10 2882.00 2879.00 2887.00 2873.00 2851.00 2853.00 2861.00 2846.00 31.00 26.00 26.00 27.00
2023-08-09 2861.00 2876.00 2880.00 2854.00 2824.00 2851.00 2856.00 2816.00 37.00 25.00 24.00 38.00
2023-08-08 2878.00 2872.00 2892.00 2872.00 2854.00 2846.00 2868.00 2846.00 24.00 26.00 24.00 26.00
2023-08-07 2865.00 2880.00 2891.00 2865.00 2835.00 2854.00 2864.00 2829.00 30.00 26.00 27.00 36.00
2023-08-04 2894.00 2871.00 2904.00 2869.00 2862.00 2841.00 2873.00 2840.00 32.00 30.00 31.00 29.00
2023-08-03 2910.00 2895.00 2922.00 2875.00 2891.00 2864.00 2892.00 2846.00 19.00 31.00 30.00 29.00
2023-08-02 2920.00 2922.00 2938.00 2914.00 2894.00 2892.00 2909.00 2885.00 26.00 30.00 29.00 29.00
2023-08-01 2890.00 2929.00 2930.00 2883.00 2871.00 2898.00 2908.00 2860.00 19.00 31.00 22.00 23.00
2023-07-31 2882.00 2884.00 2895.00 2872.00 2845.00 2862.00 2874.00 2845.00 37.00 22.00 21.00 27.00
2023-07-28 2893.00 2880.00 2900.00 2874.00 2871.00 2857.00 2878.00 2851.00 22.00 23.00 22.00 23.00
2023-07-27 2871.00 2890.00 2899.00 2865.00 2855.00 2868.00 2876.00 2840.00 16.00 22.00 23.00 25.00
2023-07-26 2892.00 2879.00 2909.00 2877.00 2868.00 2853.00 2884.00 2850.00 24.00 26.00 25.00 27.00
2023-07-25 2879.00 2887.00 2892.00 2857.00 2856.00 2861.00 2867.00 2835.00 23.00 26.00 25.00 22.00
2023-07-24 2868.00 2879.00 2884.00 2863.00 2844.00 2856.00 2862.00 2842.00 24.00 23.00 22.00 21.00
2023-07-21 2888.00 2868.00 2895.00 2853.00 2862.00 2844.00 2869.00 2830.00 26.00 24.00 26.00 23.00
2023-07-20 2820.00 2881.00 2908.00 2817.00 2802.00 2856.00 2884.00 2797.00 18.00 25.00 24.00 20.00
2023-07-19 2803.00 2821.00 2826.00 2803.00 2784.00 2800.00 2804.00 2784.00 19.00 21.00 22.00 19.00
2023-07-18 2776.00 2807.00 2822.00 2776.00 2780.00 2784.00 2804.00 2762.00 -4.00 23.00 18.00 14.00
2023-07-17 2788.00 2781.00 2797.00 2736.00 2769.00 2765.00 2783.00 2724.00 19.00 16.00 14.00 12.00
2023-07-14 2798.00 2785.00 2805.00 2777.00 2777.00 2769.00 2789.00 2761.00 21.00 16.00 16.00 16.00
2023-07-13 2803.00 2792.00 2813.00 2777.00 2789.00 2777.00 2797.00 2763.00 14.00 15.00 16.00 14.00
2023-07-12 2816.00 2796.00 2822.00 2783.00 2802.00 2781.00 2802.00 2766.00 14.00 15.00 20.00 17.00
2023-07-11 2823.00 2819.00 2828.00 2815.00 2797.00 2799.00 2807.00 2794.00 26.00 20.00 21.00 21.00
2023-07-10 2827.00 2819.00 2832.00 2802.00 2805.00 2797.00 2809.00 2780.00 22.00 22.00 23.00 22.00
2023-07-07 2830.00 2828.00 2840.00 2826.00 2808.00 2804.00 2817.00 2802.00 22.00 24.00 23.00 24.00
2023-07-06 2824.00 2834.00 2845.00 2816.00 2814.00 2809.00 2819.00 2791.00 10.00 25.00 26.00 25.00
2023-07-05 2816.00 2825.00 2832.00 2815.00 2791.00 2799.00 2805.00 2789.00 25.00 26.00 27.00 26.00
2023-07-04 2820.00 2816.00 2835.00 2810.00 2801.00 2789.00 2809.00 2785.00 19.00 27.00 26.00 25.00
2023-07-03 2812.00 2826.00 2831.00 2811.00 2790.00 2798.00 2803.00 2785.00 22.00 28.00 28.00 26.00
2023-06-30 2794.00 2812.00 2824.00 2793.00 2765.00 2786.00 2796.00 2765.00 29.00 26.00 28.00 28.00
2023-06-29 2782.00 2799.00 2811.00 2782.00 2770.00 2773.00 2784.00 2757.00 12.00 26.00 27.00 25.00
2023-06-28 2791.00 2791.00 2805.00 2775.00 2762.00 2764.00 2775.00 2750.00 29.00 27.00 30.00 25.00
2023-06-27 2797.00 2788.00 2837.00 2766.00 2774.00 2762.00 2810.00 2739.00 23.00 26.00 27.00 27.00
2023-06-26 2730.00 2802.00 2816.00 2721.00 2704.00 2775.00 2787.00 2695.00 26.00 27.00 29.00 26.00
2023-06-21 2726.00 2738.00 2742.00 2715.00 2697.00 2714.00 2717.00 2690.00 29.00 24.00 25.00 25.00
2023-06-20 2713.00 2731.00 2747.00 2712.00 2690.00 2705.00 2718.00 2688.00 23.00 26.00 29.00 24.00
2023-06-19 2706.00 2697.00 2749.00 2666.00 2730.00 2721.00 2766.00 2680.00 -24.00 -24.00 -17.00 -14.00
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