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
2024-08-30 76850.00 78900.00 79350.00 76550.00 79250.00 81550.00 82100.00 79200.00 -2400.00 -2650.00 -2750.00 -2650.00
2024-08-29 75950.00 76850.00 78100.00 74700.00 78850.00 79600.00 80650.00 77700.00 -2900.00 -2750.00 -2550.00 -3000.00
2024-08-28 76000.00 75750.00 76600.00 74300.00 78600.00 78700.00 79450.00 77350.00 -2600.00 -2950.00 -2850.00 -3050.00
2024-08-27 74600.00 76150.00 76850.00 74350.00 77450.00 78800.00 79550.00 77150.00 -2850.00 -2650.00 -2700.00 -2800.00
2024-08-26 74000.00 74350.00 75000.00 73350.00 76900.00 77200.00 77800.00 76050.00 -2900.00 -2850.00 -2800.00 -2700.00
2024-08-23 75250.00 73350.00 75550.00 73100.00 78050.00 76100.00 78300.00 75900.00 -2800.00 -2750.00 -2750.00 -2800.00
2024-08-22 77450.00 75450.00 77950.00 75000.00 80150.00 78050.00 80600.00 77550.00 -2700.00 -2600.00 -2650.00 -2550.00
2024-08-21 75500.00 77900.00 78800.00 74250.00 77800.00 80350.00 81500.00 76900.00 -2300.00 -2450.00 -2700.00 -2650.00
2024-08-20 73400.00 75000.00 75100.00 73100.00 76200.00 77650.00 77650.00 75750.00 -2800.00 -2650.00 -2550.00 -2650.00
2024-08-19 73350.00 73400.00 73800.00 71700.00 76000.00 76050.00 76600.00 74750.00 -2650.00 -2650.00 -2800.00 -3050.00
2024-08-16 73200.00 72950.00 74250.00 72400.00 75950.00 75900.00 77150.00 75300.00 -2750.00 -2950.00 -2900.00 -2900.00
2024-08-15 73600.00 72400.00 73700.00 71800.00 76550.00 75600.00 76700.00 74500.00 -2950.00 -3200.00 -3000.00 -2700.00
2024-08-14 76800.00 73450.00 77100.00 72800.00 79350.00 76200.00 79800.00 75450.00 -2550.00 -2750.00 -2700.00 -2650.00
2024-08-13 76100.00 77000.00 77800.00 75500.00 79450.00 79650.00 80450.00 78100.00 -3350.00 -2650.00 -2650.00 -2600.00
2024-08-12 77950.00 76000.00 78000.00 75900.00 80500.00 79300.00 81250.00 79150.00 -2550.00 -3300.00 -3250.00 -3250.00
2024-08-09 79100.00 77550.00 79800.00 77500.00 82000.00 80800.00 82900.00 80800.00 -2900.00 -3250.00 -3100.00 -3300.00
2024-08-08 80600.00 78500.00 80600.00 78400.00 79300.00 77600.00 80050.00 77600.00 1300.00 900.00 550.00 800.00
2024-08-07 81850.00 80300.00 81850.00 80100.00 85050.00 83450.00 85050.00 83250.00 -3200.00 -3150.00 -3200.00 -3150.00
2024-08-06 82000.00 81250.00 82200.00 80900.00 85000.00 84400.00 85600.00 83900.00 -3000.00 -3150.00 -3400.00 -3000.00
2024-08-05 80200.00 81500.00 82450.00 80000.00 83800.00 84500.00 85400.00 83150.00 -3600.00 -3000.00 -2950.00 -3150.00
2024-08-02 80200.00 81000.00 82150.00 79600.00 83600.00 84200.00 85150.00 82800.00 -3400.00 -3200.00 -3000.00 -3200.00
2024-08-01 83200.00 80850.00 83900.00 80450.00 86300.00 83900.00 86950.00 83550.00 -3100.00 -3050.00 -3050.00 -3100.00
2024-07-31 82000.00 82700.00 84100.00 81800.00 85000.00 85900.00 86950.00 84900.00 -3000.00 -3200.00 -2850.00 -3100.00
2024-07-30 83650.00 81150.00 84000.00 80700.00 87100.00 84300.00 87300.00 83950.00 -3450.00 -3150.00 -3300.00 -3250.00
2024-07-29 85750.00 83400.00 86450.00 83200.00 89700.00 86850.00 89850.00 86800.00 -3950.00 -3450.00 -3400.00 -3600.00
2024-07-26 87800.00 85850.00 88300.00 85850.00 90800.00 89300.00 91400.00 89300.00 -3000.00 -3450.00 -3100.00 -3450.00
2024-07-25 86300.00 87050.00 87350.00 85000.00 85000.00 85450.00 85700.00 83450.00 1300.00 1600.00 1650.00 1550.00
2024-07-24 88250.00 86900.00 88500.00 86500.00 86500.00 85850.00 87250.00 85350.00 1750.00 1050.00 1250.00 1150.00
2024-07-23 88850.00 87900.00 90350.00 87500.00 88000.00 86700.00 89050.00 86350.00 850.00 1200.00 1300.00 1150.00
2024-07-22 88900.00 88950.00 89450.00 88200.00 88750.00 87150.00 88750.00 86400.00 150.00 1800.00 700.00 1800.00
2024-07-19 87500.00 89800.00 90550.00 87300.00 85450.00 87850.00 88700.00 85450.00 2050.00 1950.00 1850.00 1850.00
2024-07-18 86500.00 87950.00 88800.00 86450.00 85000.00 86150.00 86900.00 84750.00 1500.00 1800.00 1900.00 1700.00
2024-07-17 89000.00 86850.00 89500.00 86800.00 87550.00 85050.00 87550.00 85050.00 1450.00 1800.00 1950.00 1750.00
2024-07-16 87900.00 88800.00 89300.00 87100.00 86000.00 86900.00 87400.00 85250.00 1900.00 1900.00 1900.00 1850.00
2024-07-15 90800.00 87950.00 91450.00 87950.00 88600.00 86150.00 89500.00 86150.00 2200.00 1800.00 1950.00 1800.00
2024-07-12 92500.00 91350.00 93000.00 91000.00 91000.00 89400.00 91000.00 89200.00 1500.00 1950.00 2000.00 1800.00
2024-07-11 92000.00 92500.00 92900.00 90300.00 91000.00 90650.00 91000.00 88650.00 1000.00 1850.00 1900.00 1650.00
2024-07-10 93900.00 91800.00 94400.00 91600.00 92300.00 89900.00 92450.00 89850.00 1600.00 1900.00 1950.00 1750.00
2024-07-09 93450.00 94150.00 94800.00 92850.00 91500.00 92250.00 92800.00 91050.00 1950.00 1900.00 2000.00 1800.00
2024-07-08 94200.00 93650.00 95150.00 93200.00 92000.00 91700.00 93150.00 91400.00 2200.00 1950.00 2000.00 1800.00
2024-07-05 93550.00 93900.00 95150.00 92200.00 91600.00 92000.00 93200.00 90800.00 1950.00 1900.00 1950.00 1400.00
2024-07-04 95100.00 93950.00 96100.00 93650.00 93000.00 92150.00 94200.00 91900.00 2100.00 1800.00 1900.00 1750.00
2024-07-03 94000.00 94550.00 95450.00 93100.00 91800.00 92700.00 93450.00 91400.00 2200.00 1850.00 2000.00 1700.00
2024-07-02 95400.00 94050.00 96250.00 93800.00 93000.00 92150.00 94250.00 92050.00 2400.00 1900.00 2000.00 1750.00
2024-07-01 93800.00 95650.00 95800.00 91350.00 87950.00 89000.00 89950.00 84900.00 5850.00 6650.00 5850.00 6450.00
2024-06-28 94000.00 94500.00 95500.00 93100.00 89450.00 87600.00 89850.00 87200.00 4550.00 6900.00 5650.00 5900.00
2024-06-27 96650.00 94600.00 96900.00 94300.00 91550.00 89550.00 92500.00 89450.00 5100.00 5050.00 4400.00 4850.00
2024-06-26 91000.00 92550.00 93600.00 88950.00 94800.00 97050.00 98600.00 93500.00 -3800.00 -4500.00 -5000.00 -4550.00
2024-06-25 88600.00 90250.00 90600.00 86000.00 93500.00 94650.00 95500.00 91150.00 -4900.00 -4400.00 -4900.00 -5150.00
2024-06-24 91150.00 88550.00 92500.00 87650.00 96000.00 93000.00 96200.00 92500.00 -4850.00 -4450.00 -3700.00 -4850.00
2024-06-21 94600.00 91900.00 95550.00 91800.00 98550.00 96450.00 99350.00 96050.00 -3950.00 -4550.00 -3800.00 -4250.00
2024-06-20 94000.00 94400.00 94950.00 93400.00 98200.00 98250.00 99000.00 97450.00 -4200.00 -3850.00 -4050.00 -4050.00
2024-06-19 93350.00 94000.00 94500.00 92500.00 97850.00 97950.00 98600.00 97100.00 -4500.00 -3950.00 -4100.00 -4600.00
2024-06-18 96500.00 92800.00 97050.00 92700.00 100100.00 97450.00 100550.00 97400.00 -3600.00 -4650.00 -3500.00 -4700.00
2024-06-17 96500.00 95800.00 97100.00 95500.00 100550.00 99700.00 101000.00 99550.00 -4050.00 -3900.00 -3900.00 -4050.00
2024-06-14 97800.00 96900.00 98250.00 96250.00 101550.00 101150.00 102500.00 100800.00 -3750.00 -4250.00 -4250.00 -4550.00
2024-06-13 98200.00 97800.00 99300.00 96050.00 102800.00 101950.00 103650.00 100600.00 -4600.00 -4150.00 -4350.00 -4550.00
2024-06-12 97500.00 98450.00 98500.00 95200.00 101000.00 103150.00 103250.00 99450.00 -3500.00 -4700.00 -4750.00 -4250.00
2024-06-11 100000.00 97000.00 100300.00 96750.00 103400.00 101250.00 104000.00 100900.00 -3400.00 -4250.00 -3700.00 -4150.00
2024-06-07 102000.00 100050.00 102350.00 99800.00 105450.00 103950.00 106000.00 103650.00 -3450.00 -3900.00 -3650.00 -3850.00
2024-06-06 100300.00 101150.00 101350.00 99300.00 104550.00 104900.00 105000.00 103300.00 -4250.00 -3750.00 -3650.00 -4000.00
2024-06-05 101900.00 99800.00 102350.00 99250.00 105550.00 104000.00 106150.00 103500.00 -3650.00 -4200.00 -3800.00 -4250.00
2024-06-04 102700.00 101850.00 103400.00 101400.00 105600.00 105650.00 106800.00 105350.00 -2900.00 -3800.00 -3400.00 -3950.00
2024-06-03 104000.00 102700.00 104500.00 101050.00 107850.00 106250.00 108200.00 104750.00 -3850.00 -3550.00 -3700.00 -3700.00
2024-05-31 106000.00 104850.00 107200.00 104200.00 109500.00 108600.00 110500.00 107950.00 -3500.00 -3750.00 -3300.00 -3750.00
2024-05-30 106000.00 106000.00 107750.00 104900.00 109500.00 109200.00 111050.00 108450.00 -3500.00 -3200.00 -3300.00 -3550.00
2024-05-29 104850.00 105200.00 105900.00 103800.00 108400.00 108500.00 109300.00 107350.00 -3550.00 -3300.00 -3400.00 -3550.00
2024-05-28 107300.00 105000.00 107750.00 104750.00 110000.00 108650.00 110800.00 108150.00 -2700.00 -3650.00 -3050.00 -3400.00
2024-05-27 107600.00 106200.00 108500.00 105500.00 110950.00 109450.00 112200.00 108900.00 -3350.00 -3250.00 -3700.00 -3400.00
2024-05-24 106500.00 107600.00 107900.00 105900.00 110050.00 110450.00 111350.00 109150.00 -3550.00 -2850.00 -3450.00 -3250.00
2024-05-23 105400.00 106150.00 106500.00 103500.00 109300.00 109800.00 110150.00 107900.00 -3900.00 -3650.00 -3650.00 -4400.00
2024-05-22 107000.00 106400.00 107900.00 105750.00 110000.00 110050.00 111300.00 109000.00 -3000.00 -3650.00 -3400.00 -3250.00
2024-05-21 106300.00 106700.00 109450.00 105750.00 109600.00 110000.00 112200.00 109300.00 -3300.00 -3300.00 -2750.00 -3550.00
2024-05-20 107600.00 106000.00 108400.00 105400.00 110300.00 109300.00 111850.00 109100.00 -2700.00 -3300.00 -3450.00 -3700.00
2024-05-17 104500.00 106450.00 107300.00 104500.00 108250.00 109700.00 110500.00 108200.00 -3750.00 -3250.00 -3200.00 -3700.00
2024-05-16 103800.00 104000.00 104950.00 103150.00 107000.00 107700.00 108500.00 106650.00 -3200.00 -3700.00 -3550.00 -3500.00
2024-05-15 105000.00 103000.00 105900.00 101650.00 108000.00 106450.00 108950.00 105350.00 -3000.00 -3450.00 -3050.00 -3700.00
2024-05-14 106750.00 105000.00 108900.00 104000.00 110100.00 108550.00 111850.00 107800.00 -3350.00 -3550.00 -2950.00 -3800.00
2024-05-13 107550.00 107100.00 108500.00 106000.00 111000.00 110100.00 111500.00 108700.00 -3450.00 -3000.00 -3000.00 -2700.00
2024-05-10 111900.00 108350.00 112500.00 107200.00 113500.00 111100.00 114500.00 109750.00 -1600.00 -2750.00 -2000.00 -2550.00
2024-05-09 112500.00 111700.00 113450.00 110050.00 113950.00 113900.00 115500.00 112450.00 -1450.00 -2200.00 -2050.00 -2400.00
2024-05-08 114000.00 112050.00 114500.00 111400.00 115900.00 113950.00 115950.00 113300.00 -1900.00 -1900.00 -1450.00 -1900.00
2024-05-07 113000.00 113900.00 115250.00 112500.00 114150.00 115650.00 116500.00 114150.00 -1150.00 -1750.00 -1250.00 -1650.00
2024-05-06 112000.00 112400.00 113000.00 110850.00 114900.00 113950.00 114900.00 112450.00 -2900.00 -1550.00 -1900.00 -1600.00
2024-04-30 116000.00 111450.00 117200.00 110550.00 118200.00 112950.00 118200.00 112100.00 -2200.00 -1500.00 -1000.00 -1550.00
2024-04-29 109700.00 115900.00 117150.00 109400.00 108200.00 114650.00 116000.00 108200.00 1500.00 1250.00 1150.00 1200.00
2024-04-26 109800.00 109900.00 110700.00 108800.00 109500.00 109200.00 109800.00 107850.00 300.00 700.00 900.00 950.00
2024-04-25 110500.00 109600.00 112650.00 108400.00 111750.00 111050.00 113850.00 110100.00 -1250.00 -1450.00 -1200.00 -1700.00
2024-04-24 109800.00 110400.00 112000.00 109250.00 110950.00 111450.00 113400.00 110600.00 -1150.00 -1050.00 -1400.00 -1350.00
2024-04-23 108650.00 109150.00 110500.00 107100.00 110700.00 110950.00 112400.00 109250.00 -2050.00 -1800.00 -1900.00 -2150.00
2024-04-22 108600.00 108550.00 110300.00 107650.00 107350.00 107700.00 109350.00 106950.00 1250.00 850.00 950.00 700.00
2024-04-19 108200.00 107700.00 110500.00 106100.00 109200.00 109050.00 112250.00 108150.00 -1000.00 -1350.00 -1750.00 -2050.00
2024-04-18 109900.00 108400.00 111850.00 108250.00 110550.00 110100.00 113400.00 110000.00 -650.00 -1700.00 -1550.00 -1750.00
2024-04-17 108400.00 109400.00 109950.00 108150.00 106050.00 108600.00 109000.00 106050.00 2350.00 800.00 950.00 2100.00
2024-04-16 111400.00 108150.00 111650.00 106850.00 113300.00 109700.00 113300.00 108650.00 -1900.00 -1550.00 -1650.00 -1800.00
2024-04-15 113200.00 111750.00 113900.00 111500.00 112350.00 110950.00 112950.00 110750.00 850.00 800.00 950.00 750.00
2024-04-12 111050.00 112200.00 113400.00 110550.00 111350.00 111350.00 112450.00 109800.00 -300.00 850.00 950.00 750.00
2024-04-11 115600.00 112500.00 115700.00 107800.00 114900.00 111700.00 114900.00 107000.00 700.00 800.00 800.00 800.00
2024-04-10 114850.00 115950.00 117350.00 114650.00 113600.00 115100.00 116300.00 113600.00 1250.00 850.00 1050.00 1050.00
2024-04-09 114000.00 114150.00 114850.00 112050.00 113150.00 113100.00 113900.00 111350.00 850.00 1050.00 950.00 700.00
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