多晶硅期货跨期套利数据回测

本页面展示多晶硅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

关于多晶硅期货跨期套利的详细数据分析,请查看文章:。

多晶硅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 -318.14 -3090.00 4005.00 -307.00 -2800.00 3790.00 -283.16 -2695.00 3255.00 -306.18 -2745.00 3860.00
2024 -716.25 -1600.00 85.00 -716.25 -1440.00 35.00 -715.00 -1430.00 0.00 -743.75 -1560.00 -5.00

多晶硅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 1081.50 -775.00 4005.00 1110.50 -405.00 3790.00 1070.50 -725.00 3255.00 1126.50 -270.00 3860.00
2025-10 -1371.18 -2850.00 2030.00 -1355.88 -2800.00 2310.00 -1333.24 -2695.00 2320.00 -1343.24 -2715.00 2020.00
2025-09 -2333.18 -3090.00 -1640.00 -2362.95 -2660.00 -1895.00 -2325.00 -2620.00 -1885.00 -2346.82 -2670.00 -1795.00
2025-08 -1641.67 -2700.00 515.00 -1589.29 -2610.00 290.00 -1461.90 -2485.00 335.00 -1608.33 -2620.00 320.00
2025-07 137.39 -875.00 830.00 211.74 -370.00 745.00 240.00 -455.00 825.00 287.17 -340.00 760.00
2025-06 731.00 -885.00 1410.00 732.50 -845.00 1305.00 753.75 -610.00 1330.00 738.00 -745.00 1390.00
2025-05 471.05 -2500.00 2100.00 391.58 -2350.00 2305.00 395.53 -2325.00 2010.00 470.26 -2245.00 2300.00
2025-04 1176.67 -940.00 2715.00 1119.29 -865.00 1915.00 1110.24 -770.00 2230.00 1126.43 -985.00 2530.00
2025-03 -57.14 -2245.00 1330.00 46.67 -2060.00 1320.00 5.00 -2105.00 1280.00 -69.76 -2345.00 1200.00
2025-02 -683.89 -2710.00 230.00 -636.39 -2570.00 115.00 -626.67 -2510.00 215.00 -710.83 -2655.00 65.00
2025-01 -1135.28 -2875.00 245.00 -1185.00 -2800.00 60.00 -1080.00 -2545.00 165.00 -1185.83 -2745.00 0.00
2024-12 -716.25 -1600.00 85.00 -716.25 -1440.00 35.00 -715.00 -1430.00 0.00 -743.75 -1560.00 -5.00

多晶硅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 55215.00 56425.00 56450.00 55215.00 52700.00 54490.00 54500.00 52700.00 2515.00 1935.00 1950.00 2515.00
2025-11-27 56195.00 55235.00 57070.00 55110.00 53070.00 52935.00 54265.00 52415.00 3125.00 2300.00 2805.00 2695.00
2025-11-26 54730.00 55895.00 56580.00 54550.00 50725.00 53125.00 53395.00 50690.00 4005.00 2770.00 3185.00 3860.00
2025-11-25 53315.00 54730.00 54795.00 53315.00 50600.00 50940.00 51540.00 50530.00 2715.00 3790.00 3255.00 2785.00
2025-11-24 53600.00 53315.00 53820.00 52735.00 51000.00 50420.00 51245.00 50100.00 2600.00 2895.00 2575.00 2635.00
2025-11-21 52330.00 53360.00 53570.00 51710.00 50000.00 50790.00 50880.00 48635.00 2330.00 2570.00 2690.00 3075.00
2025-11-20 54500.00 52450.00 55300.00 52160.00 51860.00 50200.00 52960.00 50025.00 2640.00 2250.00 2340.00 2135.00
2025-11-19 52300.00 54625.00 54985.00 52300.00 51080.00 52325.00 53000.00 50810.00 1220.00 2300.00 1985.00 1490.00
2025-11-18 52000.00 52210.00 52800.00 51670.00 51560.00 50790.00 51760.00 50780.00 440.00 1420.00 1040.00 890.00
2025-11-17 54060.00 52655.00 54460.00 52595.00 52810.00 51700.00 53280.00 51485.00 1250.00 955.00 1180.00 1110.00
2025-11-14 54200.00 54045.00 54770.00 53705.00 54300.00 54450.00 55135.00 53975.00 -100.00 -405.00 -365.00 -270.00
2025-11-13 53500.00 54195.00 54480.00 53160.00 53120.00 54490.00 54715.00 53120.00 380.00 -295.00 -235.00 40.00
2025-11-12 51890.00 53460.00 53550.00 51150.00 51980.00 53560.00 53645.00 51270.00 -90.00 -100.00 -95.00 -120.00
2025-11-11 53600.00 51930.00 54565.00 51800.00 53940.00 51950.00 54600.00 51845.00 -340.00 -20.00 -35.00 -45.00
2025-11-10 53000.00 53720.00 53985.00 52500.00 53580.00 53750.00 54005.00 52550.00 -580.00 -30.00 -20.00 -50.00
2025-11-07 53000.00 53215.00 53830.00 52080.00 52915.00 53245.00 53860.00 52155.00 85.00 -30.00 -30.00 -75.00
2025-11-06 53455.00 53395.00 54400.00 53175.00 53460.00 53415.00 54450.00 53200.00 -5.00 -20.00 -50.00 -25.00
2025-11-05 53500.00 53355.00 53855.00 53045.00 53435.00 53400.00 53880.00 53095.00 65.00 -45.00 -25.00 -50.00
2025-11-04 56000.00 53715.00 56095.00 53580.00 55850.00 53750.00 56110.00 53600.00 150.00 -35.00 -15.00 -20.00
2025-11-03 56320.00 56065.00 56370.00 55275.00 57095.00 56060.00 57095.00 55320.00 -775.00 5.00 -725.00 -45.00
2025-10-31 54970.00 56410.00 56655.00 54970.00 55030.00 56465.00 56675.00 55015.00 -60.00 -55.00 -20.00 -45.00
2025-10-30 54900.00 54950.00 55455.00 54435.00 54800.00 55020.00 55490.00 54500.00 100.00 -70.00 -35.00 -65.00
2025-10-29 54600.00 54990.00 55880.00 54000.00 54550.00 55040.00 55900.00 54040.00 50.00 -50.00 -20.00 -40.00
2025-10-28 54325.00 54355.00 55090.00 54190.00 54200.00 54435.00 55130.00 54200.00 125.00 -80.00 -40.00 -10.00
2025-10-27 52510.00 54500.00 54520.00 52425.00 50555.00 52190.00 52200.00 50530.00 1955.00 2310.00 2320.00 1895.00
2025-10-24 52680.00 52305.00 53030.00 52045.00 50650.00 50400.00 50760.00 50025.00 2030.00 1905.00 2270.00 2020.00
2025-10-23 50225.00 50760.00 51195.00 50225.00 52680.00 53080.00 53535.00 52545.00 -2455.00 -2320.00 -2340.00 -2320.00
2025-10-22 50700.00 50310.00 50835.00 49870.00 53000.00 52615.00 53125.00 52185.00 -2300.00 -2305.00 -2290.00 -2315.00
2025-10-21 50210.00 50715.00 51125.00 49855.00 52780.00 53000.00 53420.00 52260.00 -2570.00 -2285.00 -2295.00 -2405.00
2025-10-20 52700.00 50340.00 52700.00 50310.00 55300.00 52790.00 55315.00 52760.00 -2600.00 -2450.00 -2615.00 -2450.00
2025-10-17 52020.00 52340.00 52925.00 51670.00 54475.00 54850.00 55500.00 54040.00 -2455.00 -2510.00 -2575.00 -2370.00
2025-10-16 50690.00 52575.00 52880.00 50520.00 53280.00 54975.00 55300.00 52800.00 -2590.00 -2400.00 -2420.00 -2280.00
2025-10-15 49975.00 50865.00 51580.00 49780.00 52050.00 53280.00 54015.00 52050.00 -2075.00 -2415.00 -2435.00 -2270.00
2025-10-14 48695.00 49990.00 50445.00 48275.00 51205.00 52390.00 52920.00 50550.00 -2510.00 -2400.00 -2475.00 -2275.00
2025-10-13 48575.00 48740.00 49825.00 47720.00 51060.00 51100.00 52375.00 50210.00 -2485.00 -2360.00 -2550.00 -2490.00
2025-10-10 50750.00 48965.00 50930.00 48885.00 53600.00 51730.00 53625.00 51600.00 -2850.00 -2765.00 -2695.00 -2715.00
2025-10-09 51280.00 50765.00 51550.00 49355.00 53900.00 53565.00 54000.00 52055.00 -2620.00 -2800.00 -2450.00 -2700.00
2025-09-30 51425.00 51360.00 51550.00 50185.00 53620.00 53920.00 53965.00 52670.00 -2195.00 -2560.00 -2415.00 -2485.00
2025-09-29 50950.00 51280.00 51530.00 50005.00 53335.00 53780.00 53875.00 52460.00 -2385.00 -2500.00 -2345.00 -2455.00
2025-09-26 51100.00 51465.00 51880.00 50540.00 53010.00 53480.00 53825.00 52520.00 -1910.00 -2015.00 -1945.00 -1980.00
2025-09-25 51480.00 51365.00 51685.00 50840.00 53500.00 53260.00 53570.00 52635.00 -2020.00 -1895.00 -1885.00 -1795.00
2025-09-24 50300.00 51380.00 51630.00 49920.00 52395.00 53425.00 53580.00 51955.00 -2095.00 -2045.00 -1950.00 -2035.00
2025-09-23 50900.00 50260.00 51050.00 49375.00 53070.00 52260.00 53390.00 51345.00 -2170.00 -2000.00 -2340.00 -1970.00
2025-09-22 52925.00 50990.00 53125.00 50880.00 55290.00 53495.00 55680.00 53380.00 -2365.00 -2505.00 -2555.00 -2500.00
2025-09-19 53365.00 52700.00 54100.00 51925.00 55600.00 55140.00 56380.00 53955.00 -2235.00 -2440.00 -2280.00 -2030.00
2025-09-18 53200.00 53205.00 53745.00 52620.00 55985.00 55590.00 56265.00 55025.00 -2785.00 -2385.00 -2520.00 -2405.00
2025-09-17 53665.00 53490.00 53800.00 53020.00 56005.00 56150.00 56390.00 55690.00 -2340.00 -2660.00 -2590.00 -2670.00
2025-09-16 55600.00 53670.00 55900.00 53500.00 57990.00 56255.00 58360.00 56065.00 -2390.00 -2585.00 -2460.00 -2565.00
2025-09-15 53630.00 53545.00 54100.00 52720.00 56720.00 56070.00 56720.00 55220.00 -3090.00 -2525.00 -2620.00 -2500.00
2025-09-12 53520.00 53610.00 54560.00 53000.00 56000.00 56180.00 57040.00 55550.00 -2480.00 -2570.00 -2480.00 -2550.00
2025-09-11 53200.00 53710.00 53870.00 52530.00 55920.00 56200.00 56345.00 55075.00 -2720.00 -2490.00 -2475.00 -2545.00
2025-09-10 52400.00 52885.00 53400.00 51800.00 54610.00 55365.00 55855.00 54325.00 -2210.00 -2480.00 -2455.00 -2525.00
2025-09-09 55555.00 53520.00 56790.00 53300.00 57990.00 55945.00 59020.00 55845.00 -2435.00 -2425.00 -2230.00 -2545.00
2025-09-08 56080.00 55710.00 56480.00 54520.00 58220.00 57990.00 58685.00 56835.00 -2140.00 -2280.00 -2205.00 -2315.00
2025-09-05 52350.00 56735.00 56735.00 52350.00 54600.00 59205.00 59205.00 54585.00 -2250.00 -2470.00 -2470.00 -2235.00
2025-09-04 51700.00 52195.00 52405.00 51600.00 54000.00 54455.00 54600.00 53900.00 -2300.00 -2260.00 -2195.00 -2300.00
2025-09-03 52000.00 52160.00 52375.00 51255.00 54500.00 54415.00 54620.00 53595.00 -2500.00 -2255.00 -2245.00 -2340.00
2025-09-02 52360.00 51875.00 52890.00 51120.00 54000.00 54200.00 55085.00 53420.00 -1640.00 -2325.00 -2195.00 -2300.00
2025-09-01 49265.00 52285.00 52420.00 48220.00 51940.00 54600.00 54715.00 50805.00 -2675.00 -2315.00 -2295.00 -2585.00
2025-08-29 49400.00 49555.00 50080.00 48800.00 52100.00 52105.00 52565.00 51405.00 -2700.00 -2550.00 -2485.00 -2605.00
2025-08-28 49220.00 49665.00 49800.00 48355.00 51100.00 52160.00 52245.00 50930.00 -1880.00 -2495.00 -2445.00 -2575.00
2025-08-27 50915.00 48690.00 51070.00 48540.00 53490.00 51300.00 53490.00 51150.00 -2575.00 -2610.00 -2420.00 -2610.00
2025-08-26 51480.00 50985.00 51680.00 50820.00 53995.00 53375.00 53995.00 53200.00 -2515.00 -2390.00 -2315.00 -2380.00
2025-08-25 52320.00 51580.00 52940.00 51400.00 54980.00 53960.00 55180.00 53745.00 -2660.00 -2380.00 -2240.00 -2345.00
2025-08-22 51880.00 51405.00 51980.00 50520.00 53595.00 53785.00 54165.00 52820.00 -1715.00 -2380.00 -2185.00 -2300.00
2025-08-21 52200.00 51530.00 52800.00 51145.00 54700.00 53755.00 54960.00 53400.00 -2500.00 -2225.00 -2160.00 -2255.00
2025-08-20 51700.00 51875.00 52120.00 49370.00 54325.00 54200.00 54400.00 51740.00 -2625.00 -2325.00 -2280.00 -2370.00
2025-08-19 52275.00 52260.00 53300.00 51020.00 54805.00 54670.00 55530.00 53455.00 -2530.00 -2410.00 -2230.00 -2435.00
2025-08-18 52810.00 52280.00 53500.00 51700.00 54750.00 54700.00 55780.00 54150.00 -1940.00 -2420.00 -2280.00 -2450.00
2025-08-15 50505.00 52740.00 52920.00 49470.00 53000.00 55030.00 55030.00 51955.00 -2495.00 -2290.00 -2110.00 -2485.00
2025-08-14 51385.00 50430.00 51760.00 49300.00 53500.00 52875.00 54055.00 51920.00 -2115.00 -2445.00 -2295.00 -2620.00
2025-08-13 51500.00 51290.00 52950.00 51050.00 54000.00 53660.00 54940.00 53500.00 -2500.00 -2370.00 -1990.00 -2450.00
2025-08-12 52800.00 51800.00 53400.00 51300.00 54780.00 54155.00 55350.00 53465.00 -1980.00 -2355.00 -1950.00 -2165.00
2025-08-11 50600.00 52985.00 53350.00 49800.00 52000.00 53080.00 53375.00 49875.00 -1400.00 -95.00 -25.00 -75.00
2025-08-08 50290.00 50790.00 50875.00 49020.00 50000.00 50590.00 50615.00 49000.00 290.00 200.00 260.00 20.00
2025-08-07 51290.00 50110.00 51715.00 49700.00 51450.00 50010.00 51480.00 49555.00 -160.00 100.00 235.00 145.00
2025-08-06 50300.00 51345.00 52285.00 50085.00 50290.00 51115.00 51950.00 49870.00 10.00 230.00 335.00 215.00
2025-08-05 48615.00 50330.00 51390.00 48420.00 48100.00 50040.00 51055.00 48100.00 515.00 290.00 335.00 320.00
2025-08-04 48500.00 48720.00 48870.00 47500.00 48800.00 48980.00 49050.00 47755.00 -300.00 -260.00 -180.00 -255.00
2025-08-01 50300.00 49200.00 51150.00 48005.00 51000.00 49395.00 51425.00 48105.00 -700.00 -195.00 -275.00 -100.00
2025-07-31 52500.00 49130.00 52800.00 48510.00 53000.00 49430.00 53230.00 48755.00 -500.00 -300.00 -430.00 -245.00
2025-07-30 51800.00 54705.00 54770.00 51570.00 51500.00 54880.00 54880.00 51500.00 300.00 -175.00 -110.00 70.00
2025-07-29 49500.00 50805.00 51800.00 48640.00 49800.00 50940.00 51940.00 48700.00 -300.00 -135.00 -140.00 -60.00
2025-07-28 48000.00 49405.00 50700.00 47750.00 48125.00 49595.00 50445.00 47105.00 -125.00 -190.00 255.00 645.00
2025-07-25 52820.00 51025.00 54730.00 50565.00 52440.00 50420.00 53920.00 49805.00 380.00 605.00 810.00 760.00
2025-07-24 50025.00 53765.00 55605.00 48610.00 49750.00 53430.00 55285.00 48245.00 275.00 335.00 320.00 365.00
2025-07-23 50905.00 50080.00 53165.00 48500.00 50100.00 49755.00 52885.00 48155.00 805.00 325.00 280.00 345.00
2025-07-22 45880.00 49105.00 49105.00 45725.00 46755.00 49365.00 49365.00 45925.00 -875.00 -260.00 -260.00 -200.00
2025-07-21 45280.00 45660.00 45850.00 44065.00 45200.00 45885.00 46125.00 44330.00 80.00 -225.00 -275.00 -265.00
2025-07-18 45105.00 43850.00 45855.00 42920.00 45695.00 44220.00 46310.00 43260.00 -590.00 -370.00 -455.00 -340.00
2025-07-17 43900.00 45700.00 45715.00 43465.00 43655.00 45300.00 45315.00 43220.00 245.00 400.00 400.00 245.00
2025-07-16 42360.00 42945.00 43250.00 41865.00 42000.00 42710.00 42980.00 41550.00 360.00 235.00 270.00 315.00
2025-07-15 41500.00 42470.00 43250.00 41180.00 41220.00 42120.00 42985.00 40860.00 280.00 350.00 265.00 320.00
2025-07-14 41290.00 41765.00 42090.00 40780.00 41005.00 41445.00 41775.00 40455.00 285.00 320.00 315.00 325.00
2025-07-11 41360.00 41330.00 42265.00 40520.00 41150.00 41000.00 41825.00 40215.00 210.00 330.00 440.00 305.00
2025-07-10 39500.00 41345.00 41660.00 38760.00 39150.00 41045.00 41300.00 38370.00 350.00 300.00 360.00 390.00
2025-07-09 38480.00 39270.00 40045.00 38230.00 38140.00 38870.00 39600.00 37975.00 340.00 400.00 445.00 255.00
2025-07-08 36505.00 38385.00 38385.00 36180.00 36395.00 38140.00 38140.00 35910.00 110.00 245.00 245.00 270.00
2025-07-07 35100.00 36515.00 36525.00 35050.00 34950.00 36365.00 36400.00 34515.00 150.00 150.00 125.00 535.00
2025-07-04 35880.00 35510.00 36295.00 34910.00 35060.00 34985.00 35750.00 34215.00 820.00 525.00 545.00 695.00
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