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
2025-02-06 78120.00 77500.00 78400.00 77200.00 76440.00 75560.00 76500.00 75300.00 1680.00 1940.00 1900.00 1900.00
2025-02-05 78740.00 78120.00 79320.00 77840.00 77200.00 76220.00 77400.00 76040.00 1540.00 1900.00 1920.00 1800.00
2025-01-27 79480.00 79620.00 80080.00 78660.00 77580.00 77620.00 77960.00 76700.00 1900.00 2000.00 2120.00 1960.00
2025-01-24 79520.00 79580.00 79920.00 78880.00 77300.00 77480.00 77800.00 76760.00 2220.00 2100.00 2120.00 2120.00
2025-01-23 79120.00 79580.00 79840.00 79100.00 77080.00 77340.00 77500.00 76760.00 2040.00 2240.00 2340.00 2340.00
2025-01-22 78520.00 79200.00 79420.00 78500.00 75920.00 76820.00 77040.00 75920.00 2600.00 2380.00 2380.00 2580.00
2025-01-21 81000.00 78520.00 81120.00 77360.00 77620.00 76120.00 78700.00 75140.00 3380.00 2400.00 2420.00 2220.00
2025-01-20 80900.00 80720.00 81680.00 79500.00 78100.00 78100.00 79100.00 76940.00 2800.00 2620.00 2580.00 2560.00
2025-01-17 80500.00 80740.00 81260.00 80100.00 77800.00 78060.00 78460.00 77380.00 2700.00 2680.00 2800.00 2720.00
2025-01-16 80500.00 79860.00 80940.00 79280.00 77500.00 77280.00 78120.00 76720.00 3000.00 2580.00 2820.00 2560.00
2025-01-15 78880.00 80260.00 81380.00 78600.00 76420.00 77460.00 78460.00 75940.00 2460.00 2800.00 2920.00 2660.00
2025-01-14 78740.00 79100.00 79940.00 78500.00 76620.00 76420.00 77160.00 75900.00 2120.00 2680.00 2780.00 2600.00
2025-01-13 78520.00 78760.00 79320.00 78000.00 75880.00 76020.00 76520.00 75460.00 2640.00 2740.00 2800.00 2540.00
2025-01-10 78000.00 77920.00 78420.00 77260.00 75660.00 75300.00 75800.00 74800.00 2340.00 2620.00 2620.00 2460.00
2025-01-09 77400.00 78240.00 78560.00 77220.00 74700.00 75580.00 75880.00 74640.00 2700.00 2660.00 2680.00 2580.00
2025-01-08 78920.00 77180.00 79000.00 77080.00 76300.00 74700.00 76400.00 74580.00 2620.00 2480.00 2600.00 2500.00
2025-01-07 77860.00 78820.00 79700.00 77000.00 75000.00 76020.00 76760.00 74500.00 2860.00 2800.00 2940.00 2500.00
2025-01-06 76680.00 77660.00 79340.00 76600.00 73980.00 75060.00 76360.00 73980.00 2700.00 2600.00 2980.00 2620.00
2025-01-03 77560.00 76380.00 77720.00 76000.00 74400.00 73820.00 74960.00 73600.00 3160.00 2560.00 2760.00 2400.00
2025-01-02 77120.00 77800.00 78580.00 77120.00 73600.00 73840.00 74620.00 73540.00 3520.00 3960.00 3960.00 3580.00
2024-12-31 78020.00 77100.00 78200.00 76680.00 75160.00 74160.00 75240.00 73940.00 2860.00 2940.00 2960.00 2740.00
2024-12-30 76500.00 78320.00 78800.00 75940.00 73000.00 74520.00 75000.00 73000.00 3500.00 3800.00 3800.00 2940.00
2024-12-27 77620.00 76500.00 78120.00 76500.00 74500.00 73600.00 74820.00 73460.00 3120.00 2900.00 3300.00 3040.00
2024-12-26 77600.00 77520.00 77960.00 77280.00 74760.00 74520.00 74960.00 74460.00 2840.00 3000.00 3000.00 2820.00
2024-12-25 78000.00 77500.00 78100.00 77140.00 75520.00 74760.00 75520.00 74420.00 2480.00 2740.00 2580.00 2720.00
2024-12-24 77000.00 78200.00 78460.00 77000.00 74240.00 75140.00 75320.00 74240.00 2760.00 3060.00 3140.00 2760.00
2024-12-23 77660.00 77180.00 78100.00 77000.00 75100.00 74480.00 76100.00 74400.00 2560.00 2700.00 2000.00 2600.00
2024-12-20 76680.00 77880.00 77980.00 76500.00 73900.00 74900.00 75040.00 73880.00 2780.00 2980.00 2940.00 2620.00
2024-12-19 74020.00 73920.00 74400.00 73760.00 76980.00 76680.00 77160.00 76300.00 -2960.00 -2760.00 -2760.00 -2540.00
2024-12-18 75820.00 74360.00 75820.00 74300.00 77800.00 77140.00 78380.00 77120.00 -1980.00 -2780.00 -2560.00 -2820.00
2024-12-17 76100.00 75200.00 76100.00 74750.00 78850.00 77800.00 78950.00 77500.00 -2750.00 -2600.00 -2850.00 -2750.00
2024-12-16 75600.00 76000.00 76400.00 75000.00 78850.00 78850.00 79450.00 77750.00 -3250.00 -2850.00 -3050.00 -2750.00
2024-12-13 76950.00 75800.00 76950.00 75800.00 80200.00 79100.00 80450.00 79000.00 -3250.00 -3300.00 -3500.00 -3200.00
2024-12-12 76750.00 77050.00 77600.00 76050.00 80450.00 80500.00 81150.00 79750.00 -3700.00 -3450.00 -3550.00 -3700.00
2024-12-11 76450.00 76650.00 77050.00 76250.00 80300.00 80300.00 80800.00 80000.00 -3850.00 -3650.00 -3750.00 -3750.00
2024-12-10 78200.00 76600.00 78750.00 76250.00 82000.00 80150.00 82250.00 79700.00 -3800.00 -3550.00 -3500.00 -3450.00
2024-12-09 76200.00 76800.00 77150.00 75250.00 79850.00 80100.00 80450.00 78500.00 -3650.00 -3300.00 -3300.00 -3250.00
2024-12-06 76600.00 76650.00 77350.00 75850.00 79750.00 80000.00 80650.00 79000.00 -3150.00 -3350.00 -3300.00 -3150.00
2024-12-05 76600.00 76500.00 76900.00 75900.00 79300.00 79650.00 79950.00 78900.00 -2700.00 -3150.00 -3050.00 -3000.00
2024-12-04 78150.00 76300.00 78950.00 76250.00 80900.00 79150.00 81800.00 79100.00 -2750.00 -2850.00 -2850.00 -2850.00
2024-12-03 78750.00 78000.00 79200.00 77500.00 81400.00 80700.00 82500.00 80500.00 -2650.00 -2700.00 -3300.00 -3000.00
2024-12-02 78500.00 78300.00 79350.00 77800.00 80900.00 81400.00 82400.00 80900.00 -2400.00 -3100.00 -3050.00 -3100.00
2024-11-29 78400.00 78550.00 79750.00 77900.00 80850.00 81800.00 82450.00 80300.00 -2450.00 -3250.00 -2700.00 -2400.00
2024-11-28 78150.00 78500.00 79100.00 76850.00 81000.00 80800.00 81400.00 79700.00 -2850.00 -2300.00 -2300.00 -2850.00
2024-11-27 79100.00 78500.00 79300.00 78250.00 81000.00 81200.00 81700.00 80800.00 -1900.00 -2700.00 -2400.00 -2550.00
2024-11-26 80600.00 78650.00 80800.00 78000.00 82000.00 81050.00 82400.00 80500.00 -1400.00 -2400.00 -1600.00 -2500.00
2024-11-25 80600.00 80350.00 81300.00 79600.00 81900.00 82350.00 82950.00 81550.00 -1300.00 -2000.00 -1650.00 -1950.00
2024-11-22 81250.00 79500.00 81500.00 79000.00 83150.00 81250.00 83400.00 80800.00 -1900.00 -1750.00 -1900.00 -1800.00
2024-11-21 82700.00 81950.00 84250.00 81600.00 84400.00 83800.00 85350.00 83200.00 -1700.00 -1850.00 -1100.00 -1600.00
2024-11-20 82650.00 82700.00 83650.00 81050.00 83600.00 84200.00 84900.00 83350.00 -950.00 -1500.00 -1250.00 -2300.00
2024-11-19 81100.00 82650.00 83550.00 80250.00 82650.00 84000.00 84500.00 82150.00 -1550.00 -1350.00 -950.00 -1900.00
2024-11-18 78300.00 80950.00 81200.00 77900.00 81000.00 82650.00 82850.00 80650.00 -2700.00 -1700.00 -1650.00 -2750.00
2024-11-15 80800.00 78300.00 81300.00 77850.00 81550.00 80600.00 82650.00 80200.00 -750.00 -2300.00 -1350.00 -2350.00
2024-11-14 86500.00 81000.00 87600.00 80500.00 85700.00 82350.00 86400.00 81600.00 800.00 -1350.00 1200.00 -1100.00
2024-11-13 82000.00 86500.00 87100.00 81700.00 84400.00 85700.00 86350.00 83600.00 -2400.00 800.00 750.00 -1900.00
2024-11-12 80950.00 81150.00 82500.00 80150.00 83550.00 83500.00 85050.00 82800.00 -2600.00 -2350.00 -2550.00 -2650.00
2024-11-11 76300.00 80950.00 81050.00 75550.00 80050.00 83750.00 84000.00 78650.00 -3750.00 -2800.00 -2950.00 -3100.00
2024-11-08 77250.00 76400.00 78950.00 76350.00 76950.00 75950.00 78500.00 75950.00 300.00 450.00 450.00 400.00
2024-11-07 75800.00 76850.00 77150.00 75400.00 75000.00 76350.00 76700.00 74900.00 800.00 500.00 450.00 500.00
2024-11-06 77500.00 75900.00 77500.00 74750.00 76200.00 75350.00 77000.00 74300.00 1300.00 550.00 500.00 450.00
2024-11-05 77050.00 77350.00 78300.00 76650.00 76350.00 76850.00 77800.00 76250.00 700.00 500.00 500.00 400.00
2024-11-04 76350.00 77250.00 77600.00 76050.00 75250.00 76800.00 77150.00 75250.00 1100.00 450.00 450.00 800.00
2024-11-01 74500.00 76500.00 78000.00 74200.00 72500.00 75000.00 76250.00 72500.00 2000.00 1500.00 1750.00 1700.00
2024-10-31 74150.00 74850.00 75450.00 73550.00 70200.00 72950.00 73950.00 70150.00 3950.00 1900.00 1500.00 3400.00
2024-10-30 74500.00 73850.00 74850.00 72950.00 70800.00 70200.00 71200.00 69450.00 3700.00 3650.00 3650.00 3500.00
2024-10-29 76500.00 74900.00 76800.00 74650.00 72550.00 71300.00 72950.00 71000.00 3950.00 3600.00 3850.00 3650.00
2024-10-28 75250.00 76600.00 77350.00 75000.00 71000.00 72800.00 73450.00 71000.00 4250.00 3800.00 3900.00 4000.00
2024-10-25 74400.00 74700.00 75550.00 74300.00 70600.00 71150.00 71850.00 70600.00 3800.00 3550.00 3700.00 3700.00
2024-10-24 75600.00 74200.00 76000.00 73200.00 71600.00 70900.00 71850.00 69850.00 4000.00 3300.00 4150.00 3350.00
2024-10-23 74000.00 75250.00 75300.00 73650.00 69250.00 71500.00 71500.00 69250.00 4750.00 3750.00 3800.00 4400.00
2024-10-22 72100.00 73750.00 74250.00 71300.00 68650.00 70100.00 70700.00 68000.00 3450.00 3650.00 3550.00 3300.00
2024-10-21 74050.00 72450.00 74750.00 72150.00 71950.00 69000.00 71950.00 68700.00 2100.00 3450.00 2800.00 3450.00
2024-10-18 69000.00 70650.00 71950.00 68250.00 72100.00 74150.00 75500.00 71750.00 -3100.00 -3500.00 -3550.00 -3500.00
2024-10-17 71250.00 68600.00 71900.00 68350.00 75000.00 72100.00 75350.00 71900.00 -3750.00 -3500.00 -3450.00 -3550.00
2024-10-16 73700.00 71150.00 73700.00 71050.00 77000.00 74750.00 77400.00 74700.00 -3300.00 -3600.00 -3700.00 -3650.00
2024-10-15 73100.00 73400.00 73900.00 72600.00 76500.00 77250.00 77600.00 76350.00 -3400.00 -3850.00 -3700.00 -3750.00
2024-10-14 74600.00 73100.00 75150.00 72900.00 78200.00 76850.00 79000.00 76550.00 -3600.00 -3750.00 -3850.00 -3650.00
2024-10-11 74700.00 73900.00 74800.00 72750.00 78050.00 77700.00 78250.00 76150.00 -3350.00 -3800.00 -3450.00 -3400.00
2024-10-10 76800.00 73700.00 78000.00 73600.00 80000.00 77100.00 81250.00 77000.00 -3200.00 -3400.00 -3250.00 -3400.00
2024-10-09 76200.00 76400.00 77750.00 75600.00 79000.00 79550.00 80800.00 78800.00 -2800.00 -3150.00 -3050.00 -3200.00
2024-10-08 81500.00 76650.00 84800.00 76500.00 86000.00 79700.00 87700.00 79600.00 -4500.00 -3050.00 -2900.00 -3100.00
2024-09-30 79350.00 79750.00 81000.00 77550.00 82000.00 82300.00 83600.00 80300.00 -2650.00 -2550.00 -2600.00 -2750.00
2024-09-27 77950.00 76950.00 79100.00 76200.00 80400.00 79700.00 81500.00 78700.00 -2450.00 -2750.00 -2400.00 -2500.00
2024-09-26 76250.00 77050.00 77300.00 75350.00 78800.00 79850.00 80100.00 77850.00 -2550.00 -2800.00 -2800.00 -2500.00
2024-09-25 78100.00 75850.00 80550.00 75700.00 80500.00 78200.00 82500.00 77900.00 -2400.00 -2350.00 -1950.00 -2200.00
2024-09-24 75150.00 76800.00 77400.00 74550.00 76500.00 78750.00 79500.00 76500.00 -1350.00 -1950.00 -2100.00 -1950.00
2024-09-23 74800.00 74850.00 76800.00 73200.00 77050.00 77100.00 78800.00 75700.00 -2250.00 -2250.00 -2000.00 -2500.00
2024-09-20 76250.00 75300.00 76400.00 74200.00 78000.00 77650.00 78350.00 76650.00 -1750.00 -2350.00 -1950.00 -2450.00
2024-09-19 75500.00 75700.00 76700.00 73700.00 77800.00 77700.00 78750.00 75750.00 -2300.00 -2000.00 -2050.00 -2050.00
2024-09-18 77550.00 75300.00 77700.00 74550.00 79500.00 77500.00 79500.00 76600.00 -1950.00 -2200.00 -1800.00 -2050.00
2024-09-13 77800.00 77550.00 78250.00 76200.00 79300.00 79300.00 80100.00 78150.00 -1500.00 -1750.00 -1850.00 -1950.00
2024-09-12 79600.00 76950.00 79800.00 75350.00 80850.00 78700.00 84400.00 76800.00 -1250.00 -1750.00 -4600.00 -1450.00
2024-09-11 72900.00 78450.00 79300.00 72900.00 77000.00 80400.00 81250.00 75450.00 -4100.00 -1950.00 -1950.00 -2550.00
2024-09-10 73200.00 72150.00 73800.00 71700.00 75400.00 74200.00 75750.00 73700.00 -2200.00 -2050.00 -1950.00 -2000.00
2024-09-09 70300.00 73150.00 73150.00 70150.00 72650.00 75400.00 75450.00 72400.00 -2350.00 -2250.00 -2300.00 -2250.00
2024-09-06 71600.00 71200.00 72450.00 69700.00 74500.00 73250.00 74900.00 72050.00 -2900.00 -2050.00 -2450.00 -2350.00
2024-09-05 73500.00 70750.00 73750.00 70300.00 75900.00 73200.00 75950.00 72800.00 -2400.00 -2450.00 -2200.00 -2500.00
2024-09-04 74050.00 73600.00 74900.00 73200.00 76850.00 76000.00 77400.00 75850.00 -2800.00 -2400.00 -2500.00 -2650.00
2024-09-03 75300.00 74900.00 75600.00 73650.00 77450.00 77400.00 78150.00 76250.00 -2150.00 -2500.00 -2550.00 -2600.00
2024-09-02 78250.00 75200.00 78400.00 74550.00 81000.00 77800.00 81000.00 76950.00 -2750.00 -2600.00 -2600.00 -2400.00
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