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
2023-11-07 146350.00 142550.00 147150.00 141200.00 124900.00 122900.00 127250.00 121250.00 21450.00 19650.00 19900.00 19950.00
2023-11-06 150000.00 147150.00 151500.00 146900.00 125500.00 125300.00 126750.00 124650.00 24500.00 21850.00 24750.00 22250.00
2023-11-03 153250.00 151400.00 154400.00 150500.00 124650.00 125250.00 126500.00 124650.00 28600.00 26150.00 27900.00 25850.00
2023-11-02 153500.00 152400.00 155300.00 151900.00 125250.00 124450.00 126300.00 123500.00 28250.00 27950.00 29000.00 28400.00
2023-11-01 153450.00 154000.00 156150.00 152800.00 125800.00 125250.00 127800.00 125100.00 27650.00 28750.00 28350.00 27700.00
2023-10-31 155900.00 153750.00 157700.00 151950.00 129000.00 126150.00 129300.00 125650.00 26900.00 27600.00 28400.00 26300.00
2023-10-30 154500.00 156850.00 157450.00 152500.00 127500.00 129550.00 129800.00 126000.00 27000.00 27300.00 27650.00 26500.00
2023-10-27 151500.00 154050.00 154450.00 149150.00 126500.00 126950.00 127900.00 124550.00 25000.00 27100.00 26550.00 24600.00
2023-10-26 150350.00 151150.00 152600.00 148000.00 129000.00 126600.00 129800.00 125500.00 21350.00 24550.00 22800.00 22500.00
2023-10-25 156700.00 150950.00 158150.00 150700.00 131500.00 128500.00 132700.00 128000.00 25200.00 22450.00 25450.00 22700.00
2023-10-24 151000.00 155000.00 155100.00 150500.00 129900.00 130850.00 131700.00 129050.00 21100.00 24150.00 23400.00 21450.00
2023-10-23 152000.00 150800.00 152600.00 148150.00 128000.00 129700.00 130300.00 126100.00 24000.00 21100.00 22300.00 22050.00
2023-10-20 157000.00 151950.00 160150.00 151700.00 129800.00 128950.00 132700.00 123350.00 27200.00 23000.00 27450.00 28350.00
2023-10-19 164750.00 159450.00 167050.00 157050.00 134100.00 130300.00 135000.00 128800.00 30650.00 29150.00 32050.00 28250.00
2023-10-18 170150.00 165900.00 171550.00 165500.00 139100.00 134800.00 139850.00 134500.00 31050.00 31100.00 31700.00 31000.00
2023-10-17 168650.00 169150.00 171500.00 165450.00 137550.00 138550.00 141450.00 135800.00 31100.00 30600.00 30050.00 29650.00
2023-10-16 171150.00 168900.00 175050.00 164800.00 142500.00 137400.00 143800.00 135050.00 28650.00 31500.00 31250.00 29750.00
2023-10-13 167500.00 170250.00 171000.00 166000.00 142700.00 142050.00 147000.00 139200.00 24800.00 28200.00 24000.00 26800.00
2023-10-12 157100.00 164950.00 164950.00 156350.00 133300.00 142400.00 142400.00 133300.00 23800.00 22550.00 22550.00 23050.00
2023-10-11 152900.00 155900.00 156000.00 152350.00 132100.00 133450.00 134000.00 132000.00 20800.00 22450.00 22000.00 20350.00
2023-10-10 152600.00 151900.00 155300.00 150800.00 131800.00 131950.00 134350.00 131000.00 20800.00 19950.00 20950.00 19800.00
2023-10-09 150000.00 151900.00 153300.00 148500.00 130000.00 131900.00 133050.00 128850.00 20000.00 20000.00 20250.00 19650.00
2023-09-28 150000.00 150000.00 152500.00 147750.00 127500.00 131300.00 132900.00 127400.00 22500.00 18700.00 19600.00 20350.00
2023-09-27 149000.00 148450.00 151900.00 145000.00 133300.00 126250.00 133600.00 126200.00 15700.00 22200.00 18300.00 18800.00
2023-09-26 158000.00 149100.00 158300.00 149100.00 136400.00 133600.00 138450.00 132600.00 21600.00 15500.00 19850.00 16500.00
2023-09-25 156000.00 158750.00 160500.00 155750.00 142100.00 137050.00 142150.00 135750.00 13900.00 21700.00 18350.00 20000.00
2023-09-22 160000.00 156150.00 161950.00 154650.00 147000.00 142100.00 149300.00 141800.00 13000.00 14050.00 12650.00 12850.00
2023-09-21 153600.00 159950.00 160500.00 153100.00 145100.00 147650.00 148200.00 144750.00 8500.00 12300.00 12300.00 8350.00
2023-09-20 158450.00 154150.00 159700.00 153100.00 151350.00 145000.00 151350.00 144800.00 7100.00 9150.00 8350.00 8300.00
2023-09-19 166400.00 159400.00 167250.00 158900.00 156000.00 150100.00 156000.00 149800.00 10400.00 9300.00 11250.00 9100.00
2023-09-18 169500.00 167150.00 171000.00 166400.00 157300.00 156200.00 157650.00 154050.00 12200.00 10950.00 13350.00 12350.00
2023-09-15 170500.00 170100.00 171300.00 167000.00 158600.00 157350.00 159350.00 157250.00 11900.00 12750.00 11950.00 9750.00
2023-09-14 175200.00 169150.00 176100.00 169150.00 161000.00 157400.00 162350.00 156850.00 14200.00 11750.00 13750.00 12300.00
2023-09-13 177000.00 176050.00 179250.00 174900.00 164500.00 162950.00 165500.00 162100.00 12500.00 13100.00 13750.00 12800.00
2023-09-12 178850.00 177750.00 181850.00 176950.00 164000.00 164500.00 167500.00 163850.00 14850.00 13250.00 14350.00 13100.00
2023-09-11 176900.00 178650.00 179500.00 170750.00 164000.00 165050.00 173200.00 160500.00 12900.00 13600.00 6300.00 10250.00
2023-09-08 183200.00 176500.00 184100.00 175550.00 170000.00 164250.00 170700.00 164250.00 13200.00 12250.00 13400.00 11300.00
2023-09-07 190000.00 184700.00 190100.00 183250.00 175650.00 171100.00 175650.00 170500.00 14350.00 13600.00 14450.00 12750.00
2023-09-06 191000.00 190550.00 192450.00 189500.00 177650.00 176000.00 178000.00 175050.00 13350.00 14550.00 14450.00 14450.00
2023-09-05 191350.00 190450.00 193900.00 188700.00 178000.00 176950.00 179950.00 176000.00 13350.00 13500.00 13950.00 12700.00
2023-09-04 187700.00 189900.00 191900.00 187150.00 175850.00 177400.00 178500.00 175050.00 11850.00 12500.00 13400.00 12100.00
2023-09-01 187900.00 186750.00 190650.00 185300.00 176750.00 174850.00 177900.00 174100.00 11150.00 11900.00 12750.00 11200.00
2023-08-31 186800.00 186850.00 187200.00 180850.00 173000.00 175550.00 175900.00 171050.00 13800.00 11300.00 11300.00 9800.00
2023-08-30 188100.00 186100.00 188800.00 184600.00 176000.00 172850.00 178950.00 172600.00 12100.00 13250.00 9850.00 12000.00
2023-08-29 185200.00 186350.00 188700.00 180700.00 171950.00 174300.00 178600.00 168200.00 13250.00 12050.00 10100.00 12500.00
2023-08-28 195500.00 185700.00 197900.00 183450.00 179600.00 171450.00 179600.00 168050.00 15900.00 14250.00 18300.00 15400.00
2023-08-25 199700.00 194250.00 200950.00 194200.00 182950.00 177350.00 182950.00 177350.00 16750.00 16900.00 18000.00 16850.00
2023-08-24 200500.00 199450.00 203000.00 197300.00 182900.00 181000.00 186650.00 179600.00 17600.00 18450.00 16350.00 17700.00
2023-08-23 198300.00 200000.00 200200.00 195600.00 180900.00 181300.00 182600.00 178300.00 17400.00 18700.00 17600.00 17300.00
2023-08-22 201200.00 198300.00 204350.00 197100.00 183350.00 180900.00 187250.00 178500.00 17850.00 17400.00 17100.00 18600.00
2023-08-21 198000.00 201150.00 203500.00 196200.00 176200.00 183350.00 184700.00 174800.00 21800.00 17800.00 18800.00 21400.00
2023-08-18 195200.00 195750.00 197700.00 194600.00 173500.00 175350.00 176100.00 173500.00 21700.00 20400.00 21600.00 21100.00
2023-08-17 196000.00 194000.00 198350.00 192250.00 173500.00 173000.00 177200.00 171900.00 22500.00 21000.00 21150.00 20350.00
2023-08-16 194000.00 196250.00 200300.00 192050.00 170000.00 173850.00 178800.00 168600.00 24000.00 22400.00 21500.00 23450.00
2023-08-15 196000.00 194500.00 198050.00 193400.00 180000.00 171200.00 180150.00 169900.00 16000.00 23300.00 17900.00 23500.00
2023-08-14 207200.00 196750.00 207500.00 196750.00 188000.00 179200.00 188000.00 179100.00 19200.00 17550.00 19500.00 17650.00
2023-08-11 210000.00 208800.00 211700.00 205300.00 187600.00 188000.00 188800.00 182050.00 22400.00 20800.00 22900.00 23250.00
2023-08-10 217450.00 210500.00 219000.00 210050.00 191650.00 187350.00 192600.00 187250.00 25800.00 23150.00 26400.00 22800.00
2023-08-09 217450.00 217800.00 218200.00 215200.00 190000.00 191800.00 191900.00 187150.00 27450.00 26000.00 26300.00 28050.00
2023-08-08 219200.00 217000.00 221450.00 216300.00 191050.00 189450.00 192000.00 189050.00 28150.00 27550.00 29450.00 27250.00
2023-08-07 227500.00 219800.00 228800.00 219500.00 220350.00 213100.00 221300.00 212700.00 7150.00 6700.00 7500.00 6800.00
2023-08-04 231000.00 228950.00 232600.00 228400.00 203000.00 202300.00 205300.00 201800.00 28000.00 26650.00 27300.00 26600.00
2023-08-03 226000.00 229650.00 230050.00 224600.00 198200.00 202850.00 202850.00 196850.00 27800.00 26800.00 27200.00 27750.00
2023-08-02 228450.00 228550.00 230350.00 227950.00 198300.00 200150.00 200250.00 198000.00 30150.00 28400.00 30100.00 29950.00
2023-08-01 229000.00 228400.00 230000.00 225700.00 221650.00 221450.00 222350.00 219400.00 7350.00 6950.00 7650.00 6300.00
2023-07-31 228300.00 228050.00 232850.00 227850.00 196900.00 196550.00 200000.00 196000.00 31400.00 31500.00 32850.00 31850.00
2023-07-28 223800.00 227900.00 230450.00 222050.00 216000.00 220450.00 222000.00 214900.00 7800.00 7450.00 8450.00 7150.00
2023-07-27 234000.00 224900.00 234100.00 223000.00 220000.00 217500.00 224050.00 216500.00 14000.00 7400.00 10050.00 6500.00
2023-07-26 226100.00 227800.00 240450.00 223050.00 214600.00 219100.00 231250.00 214500.00 11500.00 8700.00 9200.00 8550.00
2023-07-25 211000.00 225900.00 225900.00 211000.00 200900.00 213800.00 213800.00 200400.00 10100.00 12100.00 12100.00 10600.00
2023-07-24 214500.00 211400.00 214700.00 209000.00 207200.00 199400.00 207200.00 195750.00 7300.00 12000.00 7500.00 13250.00
2023-07-21 238900.00 215100.00 238900.00 214150.00 223700.00 211600.00 230000.00 211600.00 15200.00 3500.00 8900.00 2550.00
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