碳酸锂期货跨期套利数据回测

本页面展示碳酸锂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

关于碳酸锂期货跨期套利的详细数据分析,请查看文章:。

碳酸锂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 325.73 -1740.00 3520.00 291.36 -1940.00 3960.00 346.45 -2100.00 3960.00 275.45 -1620.00 3580.00
2024 -600.37 -4900.00 5950.00 -599.26 -4700.00 6900.00 -550.62 -5000.00 5850.00 -667.23 -5150.00 6450.00
2023 14728.64 -2800.00 31400.00 14346.36 -5000.00 31500.00 14790.45 -6250.00 32850.00 14163.64 -5300.00 31850.00

碳酸锂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
2025-11 56.00 -1560.00 2100.00 -303.00 -1940.00 1840.00 -177.00 -2100.00 2220.00 -248.00 -1620.00 1960.00
2025-10 189.41 -380.00 880.00 208.24 -240.00 1160.00 265.88 -140.00 1100.00 156.47 -220.00 820.00
2025-09 -90.91 -1120.00 840.00 -43.64 -280.00 340.00 -27.27 -380.00 480.00 -76.36 -320.00 260.00
2025-08 592.38 -580.00 2200.00 418.10 -320.00 1120.00 527.62 -540.00 1180.00 450.48 -300.00 1080.00
2025-07 340.87 -1500.00 1600.00 591.30 -360.00 1700.00 642.61 -380.00 1820.00 480.87 -360.00 1700.00
2025-06 -248.00 -1360.00 260.00 -224.00 -920.00 200.00 -177.00 -920.00 260.00 -284.00 -1120.00 400.00
2025-05 -826.32 -1740.00 3040.00 -1034.74 -1400.00 -40.00 -993.68 -1380.00 -80.00 -953.68 -1420.00 2180.00
2025-04 -68.57 -600.00 900.00 -133.33 -340.00 280.00 -134.29 -380.00 200.00 -107.62 -380.00 880.00
2025-03 -296.19 -880.00 20.00 -282.86 -540.00 -40.00 -247.62 -540.00 60.00 -298.10 -640.00 -40.00
2025-02 1644.44 -660.00 2460.00 1732.22 -540.00 2320.00 1766.67 -600.00 2400.00 1715.56 -540.00 2460.00
2025-01 2653.33 1900.00 3520.00 2605.56 2000.00 3960.00 2701.11 2120.00 3960.00 2527.78 1960.00 3580.00
2024-12 -906.36 -3850.00 3500.00 -875.91 -3650.00 3800.00 -938.64 -3750.00 3800.00 -957.73 -3750.00 3040.00
2024-11 -1009.52 -3750.00 2000.00 -1183.33 -3250.00 1500.00 -871.43 -2950.00 1750.00 -1402.38 -3100.00 1700.00
2024-10 163.89 -4500.00 4750.00 -52.78 -3850.00 3800.00 0.00 -3850.00 4150.00 86.11 -3750.00 4400.00
2024-09 -2318.42 -4100.00 -1250.00 -2260.53 -2800.00 -1750.00 -2347.37 -4600.00 -1800.00 -2297.37 -2750.00 -1450.00
2024-08 -2679.55 -3600.00 1300.00 -2713.64 -3300.00 900.00 -2715.91 -3400.00 550.00 -2731.82 -3300.00 800.00
2024-07 978.26 -3950.00 5850.00 1100.00 -3450.00 6650.00 1102.17 -3400.00 5850.00 1002.17 -3600.00 6450.00
2024-06 -3028.95 -4900.00 5100.00 -3097.37 -4700.00 6900.00 -3060.53 -5000.00 5650.00 -3300.00 -5150.00 5900.00
2024-05 -2940.00 -3900.00 -1150.00 -3050.00 -3750.00 -1550.00 -2892.50 -3700.00 -1250.00 -3165.00 -4400.00 -1600.00
2024-04 -17.50 -2200.00 2350.00 22.50 -1800.00 1250.00 77.50 -1900.00 1150.00 -30.00 -2150.00 2100.00
2024-03 621.43 -800.00 1850.00 638.10 250.00 950.00 647.62 -50.00 950.00 521.43 0.00 1200.00
2024-02 666.67 -2050.00 4100.00 1013.33 400.00 3700.00 1100.00 550.00 4050.00 980.00 400.00 3700.00
2024-01 3047.73 -2950.00 5950.00 3100.00 500.00 5500.00 3138.64 -2400.00 5450.00 3143.18 550.00 5100.00
2023-12 1273.81 -2800.00 4600.00 1228.57 -5000.00 5350.00 1421.43 -6250.00 5650.00 1323.81 -5300.00 5550.00
2023-11 15640.91 -2000.00 28600.00 14661.36 -1750.00 28750.00 15859.09 -1700.00 29000.00 14606.82 -1350.00 28400.00
2023-10 25258.82 20000.00 31100.00 25455.88 19950.00 31500.00 25811.76 20250.00 32050.00 24867.65 19650.00 31000.00
2023-09 13425.00 7100.00 22500.00 13830.00 9150.00 22200.00 13825.00 6300.00 19850.00 12965.00 8300.00 20350.00
2023-08 19743.48 7150.00 30150.00 19032.61 6700.00 28400.00 19297.83 7500.00 30100.00 19406.52 6300.00 29950.00
2023-07 13900.00 7300.00 31400.00 11807.14 3500.00 31500.00 12721.43 7500.00 32850.00 11492.86 2550.00 31850.00

碳酸锂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
2025-11-28 94860.00 96420.00 97600.00 93880.00 92760.00 94640.00 95660.00 92280.00 2100.00 1780.00 1940.00 1600.00
2025-11-27 96600.00 95820.00 98620.00 95500.00 94720.00 94000.00 96440.00 93580.00 1880.00 1820.00 2180.00 1920.00
2025-11-26 97740.00 96340.00 99880.00 95340.00 95640.00 94500.00 97660.00 93380.00 2100.00 1840.00 2220.00 1960.00
2025-11-25 91000.00 95400.00 95600.00 90660.00 92560.00 97340.00 97700.00 92280.00 -1560.00 -1940.00 -2100.00 -1620.00
2025-11-24 91820.00 90480.00 92880.00 90000.00 91100.00 92040.00 94260.00 91100.00 720.00 -1560.00 -1380.00 -1100.00
2025-11-21 94020.00 91020.00 96000.00 91020.00 95200.00 91960.00 96940.00 91960.00 -1180.00 -940.00 -940.00 -940.00
2025-11-20 99780.00 98980.00 102500.00 97720.00 99160.00 100120.00 103600.00 99000.00 620.00 -1140.00 -1100.00 -1280.00
2025-11-19 93800.00 99300.00 100080.00 93640.00 94100.00 100460.00 100800.00 94100.00 -300.00 -1160.00 -720.00 -460.00
2025-11-18 96200.00 93520.00 96920.00 92800.00 96000.00 94280.00 97500.00 93520.00 200.00 -760.00 -580.00 -720.00
2025-11-17 87700.00 95200.00 95200.00 87700.00 89000.00 95720.00 95720.00 88300.00 -1300.00 -520.00 -520.00 -600.00
2025-11-14 87500.00 87360.00 88260.00 86580.00 87880.00 87880.00 88780.00 87000.00 -380.00 -520.00 -520.00 -420.00
2025-11-13 86500.00 87840.00 89900.00 86280.00 86480.00 88080.00 89840.00 86440.00 20.00 -240.00 60.00 -160.00
2025-11-12 86760.00 86580.00 88200.00 85340.00 87060.00 86780.00 88420.00 85700.00 -300.00 -200.00 -220.00 -360.00
2025-11-11 87700.00 86540.00 88100.00 85740.00 87880.00 86940.00 88760.00 86240.00 -180.00 -400.00 -660.00 -500.00
2025-11-10 82600.00 87240.00 87280.00 82360.00 83200.00 87560.00 87580.00 83000.00 -600.00 -320.00 -300.00 -640.00
2025-11-07 79440.00 82300.00 82460.00 79000.00 80140.00 82940.00 82940.00 79540.00 -700.00 -640.00 -480.00 -540.00
2025-11-06 79480.00 80500.00 80920.00 78640.00 79800.00 80840.00 81240.00 79160.00 -320.00 -340.00 -320.00 -520.00
2025-11-05 78440.00 79140.00 79840.00 78060.00 79100.00 79540.00 80320.00 78480.00 -660.00 -400.00 -480.00 -420.00
2025-11-04 82700.00 78560.00 82900.00 77580.00 82000.00 79060.00 82740.00 77860.00 700.00 -500.00 160.00 -280.00
2025-11-03 81260.00 82280.00 82880.00 81120.00 81000.00 82200.00 82660.00 81000.00 260.00 80.00 220.00 120.00
2025-10-31 83780.00 80780.00 84460.00 80260.00 83560.00 80740.00 84340.00 80240.00 220.00 40.00 120.00 20.00
2025-10-30 83120.00 83400.00 84940.00 82220.00 82760.00 83340.00 84900.00 82120.00 360.00 60.00 40.00 100.00
2025-10-29 82240.00 82900.00 83280.00 81320.00 81500.00 81740.00 82180.00 80500.00 740.00 1160.00 1100.00 820.00
2025-10-28 81600.00 81640.00 83480.00 81140.00 80840.00 80800.00 82700.00 80540.00 760.00 840.00 780.00 600.00
2025-10-27 80000.00 81900.00 82060.00 79580.00 79120.00 81120.00 81240.00 79000.00 880.00 780.00 820.00 580.00
2025-10-24 79500.00 79520.00 80880.00 78880.00 79180.00 78920.00 80300.00 78320.00 320.00 600.00 580.00 560.00
2025-10-23 77140.00 79940.00 79960.00 77080.00 77100.00 79380.00 79400.00 76700.00 40.00 560.00 560.00 380.00
2025-10-22 76000.00 77120.00 77500.00 75680.00 75380.00 76780.00 77080.00 75260.00 620.00 340.00 420.00 420.00
2025-10-21 75920.00 75980.00 76380.00 75340.00 75700.00 75580.00 75960.00 75020.00 220.00 400.00 420.00 320.00
2025-10-20 76260.00 75700.00 76580.00 75460.00 76600.00 75940.00 76700.00 75680.00 -340.00 -240.00 -120.00 -220.00
2025-10-17 74900.00 75700.00 76840.00 74780.00 75200.00 75780.00 76900.00 74920.00 -300.00 -80.00 -60.00 -140.00
2025-10-16 72820.00 74940.00 75000.00 72820.00 73200.00 75080.00 75140.00 73020.00 -380.00 -140.00 -140.00 -200.00
2025-10-15 73000.00 72720.00 73800.00 72620.00 73140.00 72940.00 73860.00 72760.00 -140.00 -220.00 -60.00 -140.00
2025-10-14 72600.00 72680.00 74420.00 72460.00 72600.00 72760.00 74380.00 72600.00 0.00 -80.00 40.00 -140.00
2025-10-13 72800.00 72280.00 72960.00 71800.00 72100.00 72500.00 73100.00 72000.00 700.00 -220.00 -140.00 -200.00
2025-10-10 73200.00 72740.00 73880.00 72580.00 73380.00 72900.00 73960.00 72700.00 -180.00 -160.00 -80.00 -120.00
2025-10-09 73200.00 73340.00 75240.00 72620.00 73500.00 73440.00 75000.00 72600.00 -300.00 -100.00 240.00 20.00
2025-09-30 73980.00 72800.00 74020.00 72760.00 73960.00 72860.00 73980.00 72760.00 20.00 -60.00 40.00 0.00
2025-09-29 73100.00 73920.00 74720.00 72360.00 72500.00 73900.00 74600.00 72360.00 600.00 20.00 120.00 0.00
2025-09-26 73800.00 72880.00 74500.00 72180.00 73800.00 72820.00 74420.00 72200.00 0.00 60.00 80.00 -20.00
2025-09-25 72980.00 74040.00 74480.00 72740.00 72900.00 74000.00 74380.00 72800.00 80.00 40.00 100.00 -60.00
2025-09-24 73700.00 72880.00 73880.00 72800.00 73900.00 72860.00 73900.00 72820.00 -200.00 20.00 -20.00 -20.00
2025-09-23 73040.00 73660.00 74460.00 72360.00 74160.00 73580.00 74360.00 72400.00 -1120.00 80.00 100.00 -40.00
2025-09-22 74580.00 73420.00 74860.00 73040.00 73840.00 73480.00 74920.00 73120.00 740.00 -60.00 -60.00 -80.00
2025-09-19 72500.00 73960.00 74020.00 72500.00 73080.00 74040.00 74120.00 72660.00 -580.00 -80.00 -100.00 -160.00
2025-09-18 73120.00 72880.00 73800.00 71680.00 73480.00 72940.00 73880.00 71760.00 -360.00 -60.00 -80.00 -80.00
2025-09-17 73160.00 73640.00 74060.00 72680.00 73200.00 73800.00 74200.00 72840.00 -40.00 -160.00 -140.00 -160.00
2025-09-16 73900.00 73180.00 75100.00 72760.00 74500.00 73340.00 75280.00 72880.00 -600.00 -160.00 -180.00 -120.00
2025-09-15 71260.00 72680.00 73160.00 70840.00 71480.00 72880.00 73360.00 71040.00 -220.00 -200.00 -200.00 -200.00
2025-09-12 70540.00 71160.00 71560.00 70320.00 70660.00 71260.00 71780.00 70640.00 -120.00 -100.00 -220.00 -320.00
2025-09-11 70960.00 71000.00 71420.00 70160.00 71300.00 71280.00 71640.00 70320.00 -340.00 -280.00 -220.00 -160.00
2025-09-10 69040.00 70720.00 71000.00 68600.00 69000.00 70800.00 71380.00 68640.00 40.00 -80.00 -380.00 -40.00
2025-09-09 74740.00 72900.00 75160.00 72540.00 74500.00 72900.00 75280.00 72560.00 240.00 0.00 -120.00 -20.00
2025-09-08 73840.00 74800.00 76580.00 73020.00 74000.00 74780.00 76760.00 73220.00 -160.00 20.00 -180.00 -200.00
2025-09-05 73380.00 74260.00 75860.00 72580.00 73500.00 74320.00 75720.00 72600.00 -120.00 -60.00 140.00 -20.00
2025-09-04 71200.00 73420.00 74440.00 71120.00 71440.00 73560.00 74480.00 71260.00 -240.00 -140.00 -40.00 -140.00
2025-09-03 72860.00 71880.00 73300.00 71820.00 73360.00 71980.00 73380.00 71880.00 -500.00 -100.00 -80.00 -60.00
2025-09-02 75040.00 72620.00 75800.00 72460.00 75000.00 72620.00 75440.00 72500.00 40.00 0.00 360.00 -40.00
2025-09-01 77000.00 75560.00 77420.00 74820.00 76160.00 75220.00 76940.00 74560.00 840.00 340.00 480.00 260.00
2025-08-29 77800.00 77180.00 78480.00 76820.00 76860.00 76640.00 77880.00 76200.00 940.00 540.00 600.00 620.00
2025-08-28 77800.00 78140.00 78360.00 75740.00 77100.00 77420.00 77580.00 75020.00 700.00 720.00 780.00 720.00
2025-08-27 79260.00 78860.00 81020.00 78680.00 78800.00 78320.00 80260.00 78060.00 460.00 540.00 760.00 620.00
2025-08-26 79260.00 79020.00 80100.00 77800.00 78840.00 78520.00 79460.00 77300.00 420.00 500.00 640.00 500.00
2025-08-25 81000.00 79380.00 81560.00 78580.00 80000.00 78700.00 80380.00 77800.00 1000.00 680.00 1180.00 780.00
2025-08-22 82500.00 78960.00 82980.00 78100.00 81360.00 78200.00 82000.00 77200.00 1140.00 760.00 980.00 900.00
2025-08-21 82000.00 82760.00 83800.00 81580.00 80880.00 81640.00 82800.00 80500.00 1120.00 1120.00 1000.00 1080.00
2025-08-20 85660.00 80980.00 85880.00 80980.00 85000.00 80640.00 85000.00 80640.00 660.00 340.00 880.00 340.00
2025-08-19 89500.00 87540.00 89540.00 87180.00 88640.00 87000.00 89040.00 86820.00 860.00 540.00 500.00 360.00
2025-08-18 88160.00 89240.00 90100.00 87720.00 87880.00 89040.00 89760.00 87160.00 280.00 200.00 340.00 560.00
2025-08-15 85560.00 86900.00 87000.00 84000.00 84440.00 86420.00 86460.00 83500.00 1120.00 480.00 540.00 500.00
2025-08-14 85500.00 85300.00 86640.00 82820.00 83300.00 84740.00 85780.00 82160.00 2200.00 560.00 860.00 660.00
2025-08-13 83000.00 85100.00 87900.00 82500.00 82380.00 84480.00 86720.00 81640.00 620.00 620.00 1180.00 860.00
2025-08-12 88800.00 82520.00 88840.00 82500.00 89380.00 82560.00 89380.00 82500.00 -580.00 -40.00 -540.00 0.00
2025-08-11 81000.00 81000.00 81000.00 81000.00 80560.00 80560.00 80560.00 80560.00 440.00 440.00 440.00 440.00
2025-08-08 73000.00 76960.00 77040.00 72600.00 72340.00 76640.00 76760.00 72300.00 660.00 320.00 280.00 300.00
2025-08-07 69900.00 72300.00 73500.00 69320.00 69600.00 71920.00 73100.00 69040.00 300.00 380.00 400.00 280.00
2025-08-06 68100.00 69620.00 69820.00 67600.00 67680.00 69260.00 69400.00 67360.00 420.00 360.00 420.00 240.00
2025-08-05 68840.00 67840.00 69940.00 67140.00 69160.00 67680.00 69800.00 67060.00 -320.00 160.00 140.00 80.00
2025-08-04 69280.00 68920.00 70660.00 68000.00 69320.00 69040.00 70740.00 68080.00 -40.00 -120.00 -80.00 -80.00
2025-08-01 69080.00 68920.00 69940.00 67600.00 69040.00 69240.00 70160.00 67900.00 40.00 -320.00 -220.00 -300.00
2025-07-31 68540.00 68280.00 69000.00 66720.00 69040.00 68600.00 69160.00 66920.00 -500.00 -320.00 -160.00 -200.00
2025-07-30 72980.00 70600.00 73980.00 68500.00 72500.00 70580.00 73680.00 68500.00 480.00 20.00 300.00 0.00
2025-07-29 70160.00 70840.00 71760.00 68600.00 70620.00 70560.00 71280.00 68300.00 -460.00 280.00 480.00 300.00
2025-07-28 73200.00 73120.00 78400.00 73120.00 74700.00 71420.00 77320.00 71420.00 -1500.00 1700.00 1080.00 1700.00
2025-07-25 77500.00 80520.00 80520.00 76700.00 76000.00 79160.00 79160.00 75140.00 1500.00 1360.00 1360.00 1560.00
2025-07-24 70180.00 76680.00 77240.00 69600.00 69400.00 75000.00 76280.00 68440.00 780.00 1680.00 960.00 1160.00
2025-07-23 73500.00 69380.00 74680.00 68020.00 72700.00 68620.00 73680.00 67480.00 800.00 760.00 1000.00 540.00
2025-07-22 71900.00 72880.00 74480.00 70920.00 70500.00 71800.00 73260.00 70080.00 1400.00 1080.00 1220.00 840.00
2025-07-21 71160.00 71280.00 71780.00 69820.00 69560.00 70200.00 70440.00 68940.00 1600.00 1080.00 1340.00 880.00
2025-07-18 68980.00 69960.00 70980.00 68080.00 68860.00 68620.00 69160.00 67340.00 120.00 1340.00 1820.00 740.00
2025-07-17 66800.00 67960.00 69980.00 65920.00 65980.00 67180.00 69160.00 65480.00 820.00 780.00 820.00 440.00
2025-07-16 67300.00 66420.00 67460.00 65560.00 66600.00 65840.00 66780.00 65180.00 700.00 580.00 680.00 380.00
2025-07-15 66140.00 66660.00 67360.00 64740.00 65860.00 66100.00 66740.00 64500.00 280.00 560.00 620.00 240.00
2025-07-14 64300.00 66480.00 68360.00 64300.00 63920.00 66000.00 67680.00 63880.00 380.00 480.00 680.00 420.00
2025-07-11 64160.00 64280.00 64740.00 63340.00 64000.00 63920.00 64420.00 63100.00 160.00 360.00 320.00 240.00
2025-07-10 64560.00 64180.00 64960.00 64100.00 64200.00 63920.00 64600.00 63800.00 360.00 260.00 360.00 300.00
2025-07-09 63860.00 64400.00 65000.00 63740.00 63660.00 64080.00 64560.00 63440.00 200.00 320.00 440.00 300.00
2025-07-08 63860.00 63880.00 65180.00 63400.00 64280.00 64240.00 65560.00 63760.00 -420.00 -360.00 -380.00 -360.00
2025-07-07 63200.00 63660.00 63860.00 62800.00 63200.00 63340.00 63520.00 62600.00 0.00 320.00 340.00 200.00
2025-07-04 64100.00 63280.00 64540.00 63160.00 63840.00 63020.00 64200.00 62740.00 260.00 260.00 340.00 420.00
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